Banking Back-Office Data Dictionary-main

Banking Back-Office Processing

Data Dictionary

Copyright 2002, Unisys Corporation. All rights reserved Unisys is a trademark of Unisys Corporation Release 9.000 April 2005 Printed in the UK 3937 0226-942

The names, places, and/or events used in this publication are not intended to correspond to any individual, group, or association existing, living or otherwise. Any similarity or likeness of the names, places and/or events with the names of any individual, living or otherwise, or that of any group or association is purely coincidental and unintentional.

NO WARRANTIES OF ANY NATURE ARE EXTENDED BY THIS DOCUMENT. Any product and related material disclosed herein are only furnished pursuant and subject to the terms and conditions of a duly executed Program Product License or Agreement to purchase or lease equipment. The only warranties made by Unisys, if any, with respect to the products described in this document are set forth in such License or Agreement. Unisys cannot accept any financial or other responsibility that may be the result of your use of the information in this document or software material, including direct, indirect, special or consequential damages.

You should be very careful to ensure that the use of this information and/or software material complies with the laws, rules, and regulations of the jurisdictions with respect to which it is used.

The information contained herein is subject to change without notice. Revisions may be issued to advise of such changes and/or additions.

Correspondence regarding this publication should be forwarded to Unisys Corporation, Bakers Court, Bakers Road, Uxbridge, Middlesex, UB8 1RG, United Kingdom.

All registered trademarks are acknowledged.

3937 0226-942 iii

About This Guide

Purpose This guide provides a data dictionary of the Unisys Banking Back-Office Processing product.

Scope All data fields, within every dataset, are detailed in this guide.

Audience This guide is for project managers and personnel involved in customisation of the system. This document should also be used by staff preparing the accounting models and writing SQL reports to inquire on the database.

Prerequisites The audience should have an understanding of LINC terminology and knowledge of the Urbis system.

How to Use this Guide This guide should be used when preparing for customisation of the system.

About This Guide

iv 3937 0226-942

About Urbis The usage of the product name Urbis is due to be phased out as part of the Unisys re-branding exercise. The replacement will be the generic term "Banking Back-Office Processing" solution or "Banking Back-Office" for short. To provide continuity with existing product documentation, the name Urbis is used within this document, but is synonymous with Banking Back-Office Processing.

Organisation This guide consists of four sections.

Section 1. Introduction

This section describes how to use the guide. The format of the data dictionary is described.

Section 2. Data Dictionary

This section describes all data fields within each non-retail component and event within the Banking Back-Office database. All LINC profiles are detailed. The Diary dataset is detailed in Section 3.

Section 3. Diary Dataset

This section describes all data fields within the Diary dataset. All the individual Diary Types are detailed.

Section 4. Retail Data Dictionary

This section describes all data fields within each retail component and event within the Banking Back-Office database. All LINC profiles are detailed.

About This Guide

3937 0226-942 v

Related Product Information Product Overview (3937 0234)

This document describes the capabilities and benefits of the modules of the Banking Back-Office Processing system. It consists of an overview of the system, and a description of each of the modules and interfaces available. It is intended for use by senior management.

Core On-Demand Reports (3937 0853)

This guide describes how to run online reports that are provided in the core of the system and which will be relevant to most implementations of the system. Any options available when producing a report are detailed as well as any specific calculations.

Overnight Reports (3937 0861)

This guide describes how to run offline reports. This includes an overview of overnight processing. Instructions on how to initiate reports are given. This guide should be used by all personnel who need to understand the reports and the overnight process.

General Ledger Administration Guide (3937 0457)

This guide describes the data entry screens associated with General Ledger transactions. This should be used by personnel preparing information for data entry.

Guides for Users of the Wholesale System Only

Operations Reference Card (3937 0986)

This document is a single card that provides a list of screen names and their mnemonics. The list is organised according to the menu structure of the Graphical User Interface. The card also describes how to log on and off the system, enter data, make inquiries and print reports. These instructions are relevant to the Graphical User Interface only.

Starter’s Guide (3937 0531)

This guide describes how to enter data and make online inquiries. It also includes a description and example of commonly used data entry and inquiry screens. This guide is intended for all new and inexperienced personnel who need to enter data and make inquiries.

Guide to Setting Up (3937 0945)

This guide describes how to set up parameters that govern the operating environment of the system. It describes the procedures for setting up the business and operational tables, and setting up usercodes and access security. The procedures for setting up blueprint parameters are provided with a description of each parameter. It should be used by all persons involved in installation, implementation and maintenance of these system parameters.

About This Guide

vi 3937 0226-942

Core Functions and Inquiries Guide (3937 0952)

This guide describes the kernel functions that are used regularly for the maintenance of information utilised by a number of modules. It describes the procedures for setting up and maintaining data, such as market rates and dealers. It also describes inquiries that are common to all contracts. This guide is relevant to all users.

Clients and Accounts Administration Guide (3937 0960)

This guide describes the data entry and inquiry screens associated with setting up and maintaining client details. This guide also describes the set up and maintenance of client accounts, including automatic payments (standing orders). An appendix covers the calculations used by client accounts. This should be used by personnel preparing information for data entry.

Settlements Guide (3937 0366)

This guide describes the processes associated with settlements and customer transfers. It details how to administer the settlement queues. This guide also describes how to use the Straight Through Processing and Netting functions. It should be used by personnel managing the settlements department.

Risk Management Administration Guide (3937 0358)

This guide describes the data entry screens associated with setting up limits and exposures. The guide also describes the screens associated with portfolios. The amounts that represent book and market values are listed by module in an appendix. This guide is intended for personnel preparing information for data entry and those concerned with controlling risk.

Commercial Loans Administration Guide (3937 0150)

This guide describes the data entry screens associated with Commercial Loan transactions. This includes entry of commitments, various types of drawdown and contract schedules. An appendix gives the calculations used in the processing of Commercial Loan transactions. This guide is intended for personnel preparing information for data entry.

Foreign Exchange and Money Market Administration Guide (3937 0135)

This guide describes the data entry screens associated with Foreign Exchange and Money Market transactions. An appendix gives the calculations used in the processing of Foreign Exchange and Money Market transactions. This guide is intended for personnel preparing information for data entry.

Forward Rate Agreements and Interest Rate Swaps Administration Guide (3937 0168)

This guide describes the data entry screens and some related inquiries associated with Forward Rate Agreement and Interest Rate Swaps transactions. An appendix gives the calculations used in the processing of Forward Rate Agreement and Interest Rate Swap transactions. This guide is intended for personnel preparing information for data entry.

About This Guide

3937 0226-942 vii

Futures Administration Guide (3937 0176)

This guide describes the data entry screens associated with Futures transactions and some related inquiries. An appendix gives the calculations used in the processing of Futures transactions. This guide is intended for personnel preparing information for data entry.

Traded Options Administration Guide (3937 0184)

This guide describes the data entry screens associated with Exchange-Traded Options transactions. An appendix gives the calculations used in the processing of Options transactions. This guide is intended for personnel preparing information for data entry.

OTC Options Administration Guide (3937 1034)

This guide describes the data entry screens associated with OTC Options transactions. An appendix gives the calculations used in the processing of OTC Options transactions. This guide is intended for personnel preparing information for data entry.

Securities Administration Guide (3937 0341)

This guide describes the data entry screens associated with Interest Bearing Securities, Discounted Securities and Repurchase Agreements transactions and some related inquiries. An appendix gives the calculations used in the processing of Securities transactions. This guide is intended for personnel preparing information for data entry.

Trade Finance Administration Guide (3937 0119)

This guide describes the data entry screens used by the Trade Finance department. This guide is intended for personnel preparing information for data entry.

Generalised Fees Administration Guide (3937 0374)

This guide describes the data entry screens associated with Fee transactions and supporting business table. This guide is intended for personnel preparing information for data entry.

On-Demand Reports Guide (3937 0937)

This guide describes on-demand reports in alphabetical order. Any options available when producing a report are detailed as well as any specific calculations. Note: core reports are described in the Core On-Demand Reports Guide; retail reports are described in the Retail On-Demand Reports Guide.

Guide to Interfaces with External Systems (3937 0911)

This guide describes the running of all the interfaces between your Banking Back-Office system and external systems. This guide is intended for personnel involved in setting up and running external interfaces.

About This Guide

viii 3937 0226-942

Order Transport Management System (3937 1018)

This guide describes how to enter stock exchange securities contracts using the Order Transport and Management System. The screens in this guide allow users to add, maintain and inquire on deals, convert deals into stock exchange securities contracts, and liaise with brokers to complete settlement of a deal. This guide is intended for personnel preparing information for data entry.

Portfolio Management (3937 1026)

This guide describes how to create portfolios for the clients and agents who will be trading stock exchange securities with your institution. A large array of inquiry screens for managing these portfolios is also described. This guide is intended for personnel preparing information for data entry.

Stock Exchange and Securities Management (3937 1000)

This guide describes how to set up and maintain the securities master file, allowing you to record details of stock exchange securities. This guide also describes how to create, maintain and inquire on contracts based on stock exchange securities, including the necessary static data.

Loan Administration System Guide (3937 0994)

This guide describes the data entry screens associated with Syndicated Loans. It includes entry of facilities, and contracts such as drawdowns, guarantees and acceptances and their schedules. The screens in this guide allow users to enter data using workflows. This guide is intended for personnel preparing information for data entry.

Static Database Transaction Input Guide (3937 0093)

This guide, in conjunction with the static database, enables users to evaluate the functions and features of many of the modules. It should be used by persons who are familiarising themselves with the systems functionality.

Guides for Users of the Retail System Only

Retail Operations Reference Card (3937 0929)

This document is a single card that provides a list of screen names and their mnemonics. The list is organised according to the menu structure of the Graphical User Interface. The card also describes how to log on and off, enter data, make inquiries and print reports.

Starter’s Guide to Retail (3937 0903)

This guide describes how to enter data and make online inquiries. It includes a description and example of commonly used data entry and inquiry screens. It also describes how to add a client and use a workflow with examples. This guide is intended for all new and inexperienced personnel who need to enter data and make inquiries.

About This Guide

3937 0226-942 ix

Core Retail Functions and Inquiries Guide (3937 0887)

This guide describes the kernel functions that are used regularly for the maintenance of information utilised by a number of modules. It describes the procedures for setting up and maintaining data, such as exchange rates. It should be used by all users.

Guide to Setting Up the Retail System (3937 0879)

This guide describes how to set up parameters that govern the operating environment of the system. It describes the procedures for setting up the business and operational tables, blueprint parameters, and setting up usercodes and access security. It should be used by all persons involved in installing, implementing and maintaining the system.

Retail Lending Administration Guide (3937 0390)

This guide is only relevant to the retail loans module. It describes how to set up and maintain retail loan product templates. It also details the screens needed to enter an application for a loan and administer any loan granted as a result of an application. The screens used to record details of collateral used to back a loan are also described. An appendix gives the calculations used by retail loans. This guide should be used by personnel involved in loan administration.

Retail Clients and Accounts Administration Guide (3937 0895)

This guide describes the data entry and inquiry screens associated with setting up and maintaining client details. This guide also describes the set up and maintenance of client accounts, client account templates and automatic payments, such as standing orders. An appendix covers the calculations used by client accounts. This should be used by personnel preparing information for data entry.

Arrears Management Administration Guide (3937 0978)

This guide describes the data entry screens associated with the Arrears Management functionality. This allows the user to recognise when an account is in arrears, create an arrears case, and manage the arrears case.

Financial Transactions Reference Guide (3937 0408)

This guide is only relevant to the retail payments module. It describes the screens used to capture data from a retail delivery system. Also covered are the back office batch entry screens and how to set up accounting centre accounts and suspense accounts. This guide should be used by personnel who need to identify the data items that are captured by financial transactions and for those preparing information for data entry.

Retail On-Demand Reports Guide (3937 0846)

This guide describes retail on-demand reports in alphabetical order. Any options available when producing a report are detailed as well as any specific calculations.

About This Guide

x 3937 0226-942

3937 0226-942 xi

Contents

Section 1 Introduction

Section 2 Data Dictionary

ACCRU .................................................................................... 2–1 Accruals Summary Datastore .................................. 2–1 Daily Accrual Record ............................................... 2–3 Period-End Accrual Record ..................................... 2–13 Loan Administration (LA) Daily Accrual Records ..... 2–17 Loan Administration (LA) Period End Accrual

Records ............................................................... 2–21 ACEXO .................................................................................... 2–23

Exposure and Accounting Parameters .................... 2–23 ACITF ...................................................................................... 2–25

Accounts Interface Events ....................................... 2–25 ACMDO .................................................................................... 2–28

Maintain Accounting Models .................................... 2–28 ACRLO .................................................................................... 2–30

Cross Accounting Centre Control Accounts ............. 2–30 AGNTO .................................................................................... 2–31

Agent Details ........................................................... 2–31 ALRKO .................................................................................... 2–33

Alert Kinds ............................................................... 2–33 ALRTO ..................................................................................... 2–34

Alert Queue ............................................................. 2–34 AUCHO .................................................................................... 2–35

Audit Record Change History .................................. 2–35 AUDDO .................................................................................... 2–36

Audit Details ............................................................ 2–36 AUDHO .................................................................................... 2–37

Audit History ............................................................ 2–37 AUEMO .................................................................................... 2–39

Error Message Audit ................................................ 2–39 AURDO .................................................................................... 2–40

Audit Record Definition ............................................ 2–40 AUSQO .................................................................................... 2–41

Audit Screen Usage ................................................ 2–41 AUTHO .................................................................................... 2–42

Client/Exchange Rate/User Authorisation ................ 2–42 BACSO .................................................................................... 2–44

BACS Sort Codes .................................................... 2–44 BANQO .................................................................................... 2–45

Back Value and Pending Queue .............................. 2–45 BASO ...................................................................................... 2–46

Add Base Rate ........................................................ 2–46

Contents

xii 3937 0226-942

BCASO .................................................................................... 2–47 Broadcast Maintenance .......................................... 2–47

BCHPO .................................................................................... 2–49 Postings Awaiting Batch .......................................... 2–49

BDBRR .................................................................................... 2–52 Interest Bearing Securities Bearer Information ........ 2–52

BDDOC .................................................................................... 2–53 Interest Bearing Securities Documentation Usage .. 2–53

BENEF ..................................................................................... 2–54 Beneficiary Details for Client Payments .................. 2–54

BHEAD .................................................................................... 2–56 Client Accounting/General Ledger Open Batch ....... 2–56

BKACO .................................................................................... 2–58 Maintain Broker Accounts ....................................... 2–58

BLKCO .................................................................................... 2–59 Bulk Client Dataset ................................................. 2–59

BLKHD .................................................................................... 2–62 Bulk Header Defaults .............................................. 2–62

BLKPO .................................................................................... 2–63 Bulk Header Posting ............................................... 2–63

BPM ...................................................................................... 2–65 Blueprint Maintenance ............................................ 2–65

BPNRO .................................................................................... 2–66 Batch Extended Narratives ..................................... 2–66

BRAUD .................................................................................... 2–67 Base Rate/Interest Conditions Audit ....................... 2–67

BREUO .................................................................................... 2–70 Input Values for EMUBRUP Report ........................ 2–70

BRKRM ................................................................................... 2–71 Maintain Broker Details ........................................... 2–71

BRNCH .................................................................................... 2–73 Accounting Centre Details ....................................... 2–73

BSDRY .................................................................................... 2–75 Interest Bearing Securities Static Diary Structure ... 2–75

BSNRO .................................................................................... 2–78 Interest Bearing Securities Static Narratives

Maintenance ....................................................... 2–78 BSTAT ..................................................................................... 2–80

Accounting Centre Contract Statistics ..................... 2–80 BTPO ...................................................................................... 2–81

General Ledger Batch Postings .............................. 2–81 BVOF ...................................................................................... 2–82

Back Valuation Overflow Data ................................ 2–82 CAACO .................................................................................... 2–83

Client Accounts for Client Type ............................... 2–83 CAADO .................................................................................... 2–84

Client Account Definition Maintenance .................... 2–84 CAADV .................................................................................... 2–86

Client Account Advice ............................................. 2–86 CABL ...................................................................................... 2–87

Client Account Balances ......................................... 2–87 CACCD .................................................................................... 2–89

Account Charge Codes ........................................... 2–89

Contents

3937 0226-942 xiii

CACCO .................................................................................... 2–90 Client Account Master ............................................. 2–90

CACCR .................................................................................... 2–95 Latest Balance Accrual Details ................................ 2–95

CACED .................................................................................... 2–96 End of Day Accrual Details ...................................... 2–96

CACHG .................................................................................... 2–98 Account Charge Static Details ................................. 2–98

CACRV .................................................................................... 2–99 Account Charges Review Data ................................ 2–99

CACSM .................................................................................... 2–101 Account Charges Screen Defaults ........................... 2–101

CACTH ..................................................................................... 2–102 Period Accumulation Details .................................... 2–102

CACXX ..................................................................................... 2–103 Account Charge Posting Accrual Extract ................. 2–103

CAEOD .................................................................................... 2–104 Client Account End of Day Accrual History .............. 2–104

CAEXO .................................................................................... 2–106 Client Account Extra Details .................................... 2–106

CAIST ...................................................................................... 2–108 Client Account Interest Settlement Totals ................ 2–108

CAPMR .................................................................................... 2–110 Standing Order Parameters ..................................... 2–110

CASET ..................................................................................... 2–111 Client Account Settlement Data ............................... 2–111

CASMO .................................................................................... 2–112 CASmf Messages Data Structure ............................ 2–112

CASTM .................................................................................... 2–113 Client Account Static Details ................................... 2–113

CATDO .................................................................................... 2–115 Process Definitions .................................................. 2–115

CCDNO .................................................................................... 2–116 Stock Exchange Contract Conditions ...................... 2–116

CCYGO .................................................................................... 2–117 Currency Group Maintenance ................................. 2–117

CCYS ...................................................................................... 2–118 Currency Table ........................................................ 2–118

CERTO ..................................................................................... 2–119 Certificate Maintenance ........................................... 2–119

CFLOW .................................................................................... 2–120 External Cash Flow Projection ................................ 2–120

CHEQO .................................................................................... 2–121 Cheque Issue and Payment Details ........................ 2–121

CHRGO .................................................................................... 2–122 Charge Details ......................................................... 2–122

CIAUD ...................................................................................... 2–123 Contract Indirect Audit Records ............................... 2–123

CICTO ...................................................................................... 2–124 Client Types ............................................................ 2–124

CIEMO ..................................................................................... 2–125 Client Employment Details ...................................... 2–125

Contents

xiv 3937 0226-942

CIFCO ...................................................................................... 2–126 Company Client Financial Information .................... 2–126

CIFPO ...................................................................................... 2–128 Personal Client Financial Information ...................... 2–128

CISWO ..................................................................................... 2–129 Client SWIFT Addresses ......................................... 2–129

CLDCY .................................................................................... 2–130 Commercial Loan Drawdown Currencies ................ 2–130

CLINM ..................................................................................... 2–131 Client Master ........................................................... 2–131

CLOCK .................................................................................... 2–138 Lock CA/GL Account Process ................................. 2–138

CLOSO .................................................................................... 2–139 Securities Close Out ............................................... 2–139

CLPNT ..................................................................................... 2–140 Commercial Loan Participants ................................ 2–140

CLREG .................................................................................... 2–141 Commercial Loan Register Details .......................... 2–141

CLSCO .................................................................................... 2–143 Continuous Linked Settlement (CLS) Contract

Details ................................................................ 2–143 CLSDO .................................................................................... 2–144

Continuous Linked Settlement (CLS) Provider Details ................................................................ 2–144

CLTRO .................................................................................... 2–145 Client Details - Trust ............................................... 2–145

CNARO .................................................................................... 2–147 Contract Narratives ................................................. 2–147

CNAUD .................................................................................... 2–148 Contract and Schedule Audit .................................. 2–148

CNCHK .................................................................................... 2–154 Country Check Codes ............................................. 2–154

CNCNV .................................................................................... 2–155 Converted Contract Details ..................................... 2–155

CNCOM ................................................................................... 2–157 Contract Common Core .......................................... 2–157

CNEOD .................................................................................... 2–170 Contract Accruals (End of Day) Details ................... 2–170

CNEXO .................................................................................... 2–196 Contract Extra Rates/Amounts ................................ 2–196

CNFPY ..................................................................................... 2–197 Confirmations and Payments .................................. 2–197

CNFRV .................................................................................... 2–201 Deletion Confirmation Details .................................. 2–201

CNFX ...................................................................................... 2–204 Foreign Exchange Specific Contract Details ........... 2–204

CNGEN .................................................................................... 2–208 Unique Number Allocation ...................................... 2–208

CNGUO ................................................................................... 2–210 Contract Guarantor Storage .................................... 2–210

CNNON .................................................................................... 2–211 Non-Foreign Exchange Contract Type Specific

Details ................................................................ 2–211

Contents

3937 0226-942 xv

CNPDO .................................................................................... 2–228 LA Contract Accrual Period History ......................... 2–228

CNTGM .................................................................................... 2–231 Group Countries by User Definition ......................... 2–231

CNTHO .................................................................................... 2–232 Country Standard Holidays ...................................... 2–232

CNTRY ..................................................................................... 2–233 Country Details ........................................................ 2–233

COLDO .................................................................................... 2–234 Collateral for Contracts ............................................ 2–234

COMMO ................................................................................... 2–236 Commission Table ................................................... 2–236

CONVO .................................................................................... 2–237 Currency Conversion History ................................... 2–237

COPYO .................................................................................... 2–238 Maintain Report Distribution .................................... 2–238

CPAYO .................................................................................... 2–239 Clean Payments Data Structure .............................. 2–239

CRTRT ..................................................................................... 2–243 Withholding Tax Running Totals .............................. 2–243

CRTXM .................................................................................... 2–244 Withholding Tax Table ............................................. 2–244

CSACO .................................................................................... 2–245 Portfolio CSD Sub Accounts .................................... 2–245

CSADO .................................................................................... 2–246 Depository Account Definitions ................................ 2–246

CSCMO .................................................................................... 2–247 CSD Cash Memorandum Account ........................... 2–247

CSDO ...................................................................................... 2–248 Custodian/Depository .............................................. 2–248

CTCO ...................................................................................... 2–250 Commission Tables by Category ............................. 2–250

CTPAO ..................................................................................... 2–251 Maintain Country/Postal Areas ................................ 2–251

CVAUD .................................................................................... 2–252 Contracts For Conversion ........................................ 2–252

CYDRY ..................................................................................... 2–253 Country Diary - Non-Working Days by Country ....... 2–253

CYLIO ...................................................................................... 2–254 Currency Limits ....................................................... 2–254

CYMX ...................................................................................... 2–256 Currency Pair Matrix ................................................ 2–256

DATES ..................................................................................... 2–257 System Dates Table ................................................ 2–257

DBDFO .................................................................................... 2–258 Securities (DP and BD) Defaults ............................. 2–258

DEALA ..................................................................................... 2–260 Outline Deal Record for All Contracts ...................... 2–260

DEALR ..................................................................................... 2–270 Dealer and Officer Details ....................................... 2–270

DEALS ..................................................................................... 2–271 Temporary Deal Record For Swaps Contracts ........ 2–271

Contents

xvi 3937 0226-942

DEPAO .................................................................................... 2–273 Depot Account Details ............................................ 2–273

DIARY ...................................................................................... 2–274 All Diary Types ........................................................ 2–274

DLPSO .................................................................................... 2–275 Disposal of Purchases by Sale ............................... 2–275

ELOCK .................................................................................... 2–277 Lock Exposures Process ......................................... 2–277

EMSGO ................................................................................... 2–278 Error Messages ....................................................... 2–278

EXCHR .................................................................................... 2–279 Exchange Rates ...................................................... 2–279

EXCLO .................................................................................... 2–280 Limits and Exposures .............................................. 2–280

EXDLO .................................................................................... 2–282 External Deal Identifier ............................................ 2–282

EXEVO .................................................................................... 2–283 Exposure Events ..................................................... 2–283

EXEXP ..................................................................................... 2–284 External Cash Flow Table ....................................... 2–284

EXLDO .................................................................................... 2–285 Limit Line Definitions ............................................... 2–285

EXLSO ..................................................................................... 2–286 Limits Share ............................................................ 2–286

EXMDO .................................................................................... 2–287 Exposure Models Maintenance ............................... 2–287

EXMTM .................................................................................... 2–289 External Marked to Market Datastore ...................... 2–289

EXMVO .................................................................................... 2–290 External Market Value Store ................................... 2–290

EXNGO .................................................................................... 2–291 Non-System Exposures .......................................... 2–291

EXNRO .................................................................................... 2–293 Extended Narratives ............................................... 2–293

EXPRO .................................................................................... 2–294 Exposure Percentages ............................................ 2–294

EXTEO ..................................................................................... 2–295 Contract Extract Details Template ........................... 2–295

EXTF ...................................................................................... 2–296 External Trade Finance Datastore .......................... 2–296

EXUPO .................................................................................... 2–298 External Upload File ................................................ 2–298

FETPO ..................................................................................... 2–299 Fee Types Maintenance .......................................... 2–299

FLOCK .................................................................................... 2–300 Lock FX Positions ................................................... 2–300

FTBRO .................................................................................... 2–301 Futures Brokers Maintenance ................................. 2–301

FTCP ...................................................................................... 2–302 Futures Closing Prices Dataset ............................... 2–302

FTDDO .................................................................................... 2–304 Futures/Options Dates Maintenance ....................... 2–304

Contents

3937 0226-942 xvii

FTDMO .................................................................................... 2–305 Default Margin Accounts ......................................... 2–305

FTDRO ..................................................................................... 2–306 Delivery Date Rules ................................................. 2–306

FTEXM ..................................................................................... 2–308 Futures Exchange Maintenance .............................. 2–308

FTMGO .................................................................................... 2–309 Margin Account Maintenance .................................. 2–309

FTNON ..................................................................................... 2–310 Futures Contract Details .......................................... 2–310

FTPRO ..................................................................................... 2–313 Futures Product Types ............................................ 2–313

FWEXR .................................................................................... 2–315 Forward Exchange Rates ........................................ 2–315

FXBRO ..................................................................................... 2–317 Foreign Exchange Brokerage Rates ........................ 2–317

FXPFT ...................................................................................... 2–318 Foreign Exchange Profit .......................................... 2–318

FXPOS ..................................................................................... 2–319 Foreign Exchange Positions .................................... 2–319

FXPTO ..................................................................................... 2–321 Foreign Exchange Profit Transfer ............................ 2–321

GCCYS .................................................................................... 2–322 Group Currency Table ............................................. 2–322

GFAVO .................................................................................... 2–323 GUI Favourites ........................................................ 2–323

GIFTO ...................................................................................... 2–324 Postings to be Sent to DREAMS GL Extract ........... 2–324

GLADO .................................................................................... 2–326 General Ledger Account Definitions Maintenance ... 2–326

GLBL ...................................................................................... 2–327 General Ledger Account Balances .......................... 2–327

GLCTO ..................................................................................... 2–329 Timeline Account Category Mapping ....................... 2–329

GLDFO ..................................................................................... 2–330 General Ledger Default Masters .............................. 2–330

GLMAM .................................................................................... 2–331 General Ledger Master ............................................ 2–331

GLSRO .................................................................................... 2–332 General Ledger Statutory Information ..................... 2–332

GLSTO ..................................................................................... 2–334 General Ledger Account Details .............................. 2–334

GNARO .................................................................................... 2–336 General Purpose Narratives .................................... 2–336

HINDM ..................................................................................... 2–337 Hold Marker Descriptions ........................................ 2–337

HLDD ...................................................................................... 2–338 Holding Transaction Details ..................................... 2–338

HLDH ...................................................................................... 2–341 Security Holdings .................................................... 2–341

HLDP ...................................................................................... 2–343 Valued Security Positions ........................................ 2–343

Contents

xviii 3937 0226-942

HLDT ...................................................................................... 2–344 Holding Transaction Movements ............................. 2–344

HOLDO .................................................................................... 2–345 Hold Funds ............................................................. 2–345

INDXO ..................................................................................... 2–347 Index Dataset .......................................................... 2–347

INTAV ...................................................................................... 2–348 Interest Rate Change Advices ................................ 2–348

INTSO ...................................................................................... 2–349 Interest Conditions for Client Accounting ................ 2–349

KEYSO .................................................................................... 2–351 License Keys .......................................................... 2–351

LAAPO .................................................................................... 2–352 Loan Administration Asset PriceAsset Price ........... 2–352

LAATH ..................................................................................... 2–353 Loan Administration Authorisation ........................... 2–353

LABCO .................................................................................... 2–355 Loan Administration Financial Codes ...................... 2–355

LABDO .................................................................................... 2–356 Loan Administration - Bad Debt Output Structure ... 2–356

LABDP .................................................................................... 2–357 Loan Administration Bad Debt Postings .................. 2–357

LABRO .................................................................................... 2–358 Loan Administration Tranche/Product Borrower

Details ................................................................ 2–358 LACAO .................................................................................... 2–359

Loan Administration - Collateral Percentage Assignment ......................................................... 2–359

LACNO .................................................................................... 2–360 Loan Administration Contract Notes ........................ 2–360

LACSD .................................................................................... 2–361 Loan Administration Combine/Split Drawdown

Details ................................................................ 2–361 LACSO .................................................................................... 2–362

Loan Administration Default Settlement Instructions ......................................................... 2–362

LACSP ..................................................................................... 2–364 Loan Administration Combine/Split Participants ...... 2–364

LACVO .................................................................................... 2–366 Loan Administration Contract Conversion Details ... 2–366

LADDH .................................................................................... 2–367 Loan Administration Drawdown History .................. 2–367

LADDO .................................................................................... 2–369 Loan Administration Drawdown Details ................... 2–369

LADPO .................................................................................... 2–371 Loan Administration Preliminary Drawdown ............ 2–371

LADRY .................................................................................... 2–373 Loan Administration – Event Structure .................... 2–373

LAFAO .................................................................................... 2–380 Loan Administration – Confirmed Fee Settlement

Authority ............................................................. 2–380

Contents

3937 0226-942 xix

LAFBO ..................................................................................... 2–381 Loan Administration - Facility Borrower Cross

Reference ........................................................... 2–381 LAFED ..................................................................................... 2–382

Loan Administration - Fee Participant Detail ............ 2–382 LAFEH ..................................................................................... 2–383

Loan Administration - Fee Participant Header ......... 2–383 LAFEO ..................................................................................... 2–384

Loan Administration - Fee Detail ............................. 2–384 LAFMO .................................................................................... 2–386

Loan Administration - Facility Header Details .......... 2–386 LAFPO ..................................................................................... 2–388

Loan Administration – Facility Participant Details .... 2–388 LAFRO ..................................................................................... 2–389

Loan Administration - Fee Rate Details ................... 2–389 LAGUO .................................................................................... 2–390

Loan Administration - Guarantee Data .................... 2–390 LAHDO .................................................................................... 2–392

Loan Administration - Combine/Split Header Details ................................................................. 2–392

LAMAO .................................................................................... 2–394 Loan Administration - Maturing Contracts Trigger ... 2–394

LAMRO .................................................................................... 2–395 Loan Administration - Margin Rates ........................ 2–395

LANCO .................................................................................... 2–397 Loan Administration – Tranche Product Notification

Event ................................................................... 2–397 LANMO .................................................................................... 2–398

Loan Administration – Notification Output ................ 2–398 LANTO ..................................................................................... 2–402

Loan Administration – Notification Event Templates ........................................................... 2–402

LAPAO ..................................................................................... 2–403 Loan Administration – Participant/Contract

Administration Details ......................................... 2–403 LAPBO ..................................................................................... 2–404

Loan Administration – Trade Passback ................... 2–404 LAPBP ..................................................................................... 2–406

Loan Administration – Trade Passback Diary .......... 2–406 LAPCO ..................................................................................... 2–407

Loan Administration – Tranche Product Currencies ........................................................... 2–407

LAPHO ..................................................................................... 2–408 Loan Administration – Product Header Details ........ 2–408

LAPPD ..................................................................................... 2–411 Loan Administration – Product Participant Table

Details ................................................................. 2–411 LAPPH ..................................................................................... 2–412

Loan Administration – Product Participant Table Header ................................................................ 2–412

LAPPO ..................................................................................... 2–413 Loan Administration - Preliminary Drawdown

Participants ......................................................... 2–413

Contents

xx 3937 0226-942

LAPRO .................................................................................... 2–414 Loan Administration - Product Reference Details .... 2–414

LAPTO ..................................................................................... 2–416 Loan Administration - Facility Participants ............... 2–416

LARRO .................................................................................... 2–417 Loan Administration – Reference Rates .................. 2–417

LASTO ..................................................................................... 2–418 Loan Administration – Settlement Schedule

Details ................................................................ 2–418 LATCD ..................................................................................... 2–420

Loan Administration – Participant Details ................ 2–420 LATCH ..................................................................................... 2–421

Loan Administration – Participant Table Header ..... 2–421 LATCO .................................................................................... 2–422

Loan Administration – Tranche Header ................... 2–422 LATDO .................................................................................... 2–425

Loan Administration – Temporary/Primary Deal Information .......................................................... 2–425

LATFO ..................................................................................... 2–427 Loan Administration - Partial Fee Details ................ 2–427

LATLO ..................................................................................... 2–428 Loan Administration – Tranche Clauses ................. 2–428

LATMP .................................................................................... 2–429 Loan Administration - Temporary Table To

Generate Loan Administration Schedule ............ 2–429 LATPO ..................................................................................... 2–430

Loan Administration - Temporary Table To Store Old and New Contract Numbers ......................... 2–430

LATRD ..................................................................................... 2–431 Loan Administration – Syndicated DD Portions ....... 2–431

LATRH ..................................................................................... 2–432 Loan Administration – Transaction Participant

Header ................................................................ 2–432 LATRO .................................................................................... 2–433

Loan Administration – Trade Details ....................... 2–433 LATSO ..................................................................................... 2–435

Loan Administration – Trade Counterparty Settlement .......................................................... 2–435

LATTO ..................................................................................... 2–436 Loan Administration – Temporary Tranche Details . 2–436

LAUSO .................................................................................... 2–437 Loan Administration - Update Status ....................... 2–437

LAXFD ..................................................................................... 2–438 Loan Administration - Participation Transfer

Details ................................................................ 2–438 LAXFH ..................................................................................... 2–439

Loan Administration – Participant Transfer Header . 2–439 LAXRF ..................................................................................... 2–440

Loan Administration – Facility Cross Reference Dataset ............................................................... 2–440

LDEXC ..................................................................................... 2–441 Pending Exchange Rates ........................................ 2–441

Contents

3937 0226-942 xxi

LDFTC ..................................................................................... 2–442 Pending Futures Rate .............................................. 2–442

LDOPC ..................................................................................... 2–443 Pending Options Rate ............................................. 2–443

LDPRC ..................................................................................... 2–444 Pending Prices ........................................................ 2–444

LDRAT ..................................................................................... 2–445 Pending Rates ......................................................... 2–445

LOCTO ..................................................................................... 2–446 Location ................................................................... 2–446

LOGEN .................................................................................... 2–448 Log of LOGEX Error Numbers ................................. 2–448

LOGEX ..................................................................................... 2–449 Log of Exceptions .................................................... 2–449

LPLNM ..................................................................................... 2–451 Limit Projection Lines .............................................. 2–451

LTDRY ..................................................................................... 2–452 Limit’s Event Structure ............................................. 2–452

MISTH ...................................................................................... 2–453 Securities Static Header Structure ........................... 2–453

MRATM .................................................................................... 2–456 Market Interest Rates .............................................. 2–456

MT100 ...................................................................................... 2–457 MT100 Data Storage Structure ................................ 2–457

MT202 ...................................................................................... 2–460 MT202 Data Storage Structure ................................ 2–460

NAMDO .................................................................................... 2–462 Client Names and Addresses .................................. 2–462

NKEYO .................................................................................... 2–464 Keys ........................................................................ 2–464

NOFXO .................................................................................... 2–465 Non Foreign Exchange Brokerage Rates ................ 2–465

NOTEO .................................................................................... 2–466 Notes ....................................................................... 2–466

NSROO .................................................................................... 2–467 Nostros .................................................................... 2–467

NSTDO ..................................................................................... 2–469 Non Standard Settlement Instructions ..................... 2–469

NSXFO ..................................................................................... 2–471 Nostro Transfers ...................................................... 2–471

NTACO .................................................................................... 2–473 Netting Agreement - Currency Cut-Off Date

Control ................................................................ 2–473 NTAGO .................................................................................... 2–474

Client Netting Agreement ........................................ 2–474 NTALO ..................................................................................... 2–475

Netting Agreement - Currency Cut-Off Dates .......... 2–475 NTAPO ..................................................................................... 2–476

Client Netting Agreement - Product ......................... 2–476 NTBRO .................................................................................... 2–477

Netting Type to Accounting Centre Linkage ............ 2–477 NTTPO ..................................................................................... 2–478

Netting Type to Product Linkage ............................. 2–478

Contents

xxii 3937 0226-942

NTTXO ..................................................................................... 2–479 Client Netting Details .............................................. 2–479

NTTYO ..................................................................................... 2–481 Netting Type ........................................................... 2–481

NWPTR .................................................................................... 2–482 Network Parameters ............................................... 2–482

OPACC .................................................................................... 2–484 Authorised Operations ............................................ 2–484

OPCIC ..................................................................................... 2–485 Indirect Cost Allocation Table ................................. 2–485

OPERS .................................................................................... 2–487 Operations Table .................................................... 2–487

ORPMR ................................................................................... 2–488 Off-Line Report Control ........................................... 2–488

ORTOP .................................................................................... 2–490 Off-Line Report Options .......................................... 2–490

ORTPO .................................................................................... 2–491 Off-Line Report Parameters .................................... 2–491

OTCO ...................................................................................... 2–492 Order Transport – Client Order Details ................... 2–492

OTDSO .................................................................................... 2–494 Order Transport – Dealing Slip Request ................. 2–494

OTGO ...................................................................................... 2–495 Order Transport – General Order Details ................ 2–495

OTINO ..................................................................................... 2–497 OTC Options Instrument ......................................... 2–497

OTTCO .................................................................................... 2–498 Order Transport – Temporary Clients ..................... 2–498

OTTGO .................................................................................... 2–500 Order Transport – Temporary Order ....................... 2–500

OTTXO .................................................................................... 2–502 Order Transport – Temporary Executions ............... 2–502

OTVLO .................................................................................... 2–503 OTC Options Valuation ........................................... 2–503

OTXDO .................................................................................... 2–504 Order Transport – Execution Detail ......................... 2–504

OTXHO .................................................................................... 2–506 Order Transport – Execution Header ...................... 2–506

PCICO ..................................................................................... 2–508 Profit Centre Indirect Cost Output ........................... 2–508

PCNAR .................................................................................... 2–509 Payment Instructions .............................................. 2–509

PFDFO ..................................................................................... 2–510 Portfolio Definition Table ......................................... 2–510

PFTO ...................................................................................... 2–512 Portfolio Type Table ................................................ 2–512

PFTRE ..................................................................................... 2–513 Portfolio Tree Structure ........................................... 2–513

PFVAL ..................................................................................... 2–514 Portfolio Valuation ................................................... 2–514

PNARO .................................................................................... 2–515 Client Account Paired Transaction Narratives ......... 2–515

Contents

3937 0226-942 xxiii

POST ...................................................................................... 2–516 Postings .................................................................. 2–516

POSTX ..................................................................................... 2–519 External Post Transactions ...................................... 2–519

PPDTO ..................................................................................... 2–521 Profit Period Dates .................................................. 2–521

PRADO .................................................................................... 2–522 Advices Archive ....................................................... 2–522

PRCEO .................................................................................... 2–524 Price Output Structure ............................................. 2–524

PRCNT ..................................................................................... 2–525 Program and Contract Record ................................. 2–525

PRDFT ..................................................................................... 2–526 Product Defaults ...................................................... 2–526

PRFAO ..................................................................................... 2–528 Funding Account Datastore ..................................... 2–528

PRLIM ...................................................................................... 2–529 Program Limits Maintenance ................................... 2–529

PRNTO ..................................................................................... 2–530 Printer Addresses .................................................... 2–530

PRSDO .................................................................................... 2–531 Statement Details Archive ....................................... 2–531

PRSTO ..................................................................................... 2–532 Statement Archive ................................................... 2–532

PRTPO ..................................................................................... 2–535 Product Types Maintenance .................................... 2–535

PSTGM .................................................................................... 2–536 Postal Groups .......................................................... 2–536

PWRDS .................................................................................... 2–537 Store of Used Passwords ........................................ 2–537

RATEO ..................................................................................... 2–538 Rates Dataset .......................................................... 2–538

REPRC ..................................................................................... 2–540 Report Recipients Identifiers ................................... 2–540

REPSO ..................................................................................... 2–541 Reports Maintenance .............................................. 2–541

RETTO ..................................................................................... 2–542 Retention Table Maintenance .................................. 2–542

RHEDO .................................................................................... 2–543 Report Headers Maintenance .................................. 2–543

RPACC .................................................................................... 2–544 Authorised Reports .................................................. 2–544

RPAUD .................................................................................... 2–545 Index Rate/Price Audit Record ................................ 2–545

RPMTO .................................................................................... 2–546 Report Parameters .................................................. 2–546

RPOPO .................................................................................... 2–547 Report Options ........................................................ 2–547

RSTRT ..................................................................................... 2–548 Restart Data for Reports .......................................... 2–548

RTAUD ..................................................................................... 2–549 Index Rate Audit Record ......................................... 2–549

Contents

xxiv 3937 0226-942

RTDCA .................................................................................... 2–550 Rate Definition Change Audit .................................. 2–550

RTDFO .................................................................................... 2–551 Rates Definition Dataset ......................................... 2–551

RTOP ...................................................................................... 2–552 Report Run Time Options ....................................... 2–552

RTSWO ................................................................................... 2–553 Return Sweep Details ............................................. 2–553

RTXTO ..................................................................................... 2–554 Report Text Maintenance ........................................ 2–554

RVAL ...................................................................................... 2–555 Revaluation Dataset ................................................ 2–555

SACDO .................................................................................... 2–556 Corporate Action Type ............................................ 2–556

SACFO .................................................................................... 2–558 Corporate Action Fees ............................................ 2–558

SACIO ..................................................................................... 2–559 Corporate Action Portfolio Manager Instructions ..... 2–559

SACNO .................................................................................... 2–560 Corporate Action Event Notifications ....................... 2–560

SACPO .................................................................................... 2–562 Corporate Action Product Definition ........................ 2–562

SACXO .................................................................................... 2–563 Corporate Action Entitlements ................................ 2–563

SALTO ..................................................................................... 2–567 Corporate Action Local Tax Codes0 ....................... 2–567

SAMDO ................................................................................... 2–568 Stock Account Model .............................................. 2–568

SATXO .................................................................................... 2–569 Corporate Action Tax Codes ................................... 2–569

SCRNO .................................................................................... 2–570 Screens Maintenance ............................................. 2–570

SECAD .................................................................................... 2–571 Security Audit .......................................................... 2–571

SEO ...................................................................................... 2–572 Stock Exchanges .................................................... 2–572

SHLDD .................................................................................... 2–573 Security Depot Holding Detail ................................. 2–573

SHLDH .................................................................................... 2–575 Security Depot Holding Positions ............................ 2–575

SLEVO ..................................................................................... 2–576 Stock Exchange Other Exchange Charges ............. 2–576

SLOCK .................................................................................... 2–577 Soft Lock Table ....................................................... 2–577

SOHST .................................................................................... 2–578 Standing Order Transaction .................................... 2–578

SOSTO .................................................................................... 2–580 Standing Orders Static Details ................................ 2–580

SPMTR .................................................................................... 2–584 System Parameters ................................................ 2–584

SPOSO .................................................................................... 2–587 Securities Position History ...................................... 2–587

Contents

3937 0226-942 xxv

SPSCO ..................................................................................... 2–588 Securities Position Control ...................................... 2–588

SPSTO ..................................................................................... 2–590 Depot Defaults ......................................................... 2–590

STAGM .................................................................................... 2–591 S.W.I.F.T. Tag Codes Security Maintenance ........... 2–591

STATH ..................................................................................... 2–592 LA Authorisation Structure ....................................... 2–592

STCKO ..................................................................................... 2–594 Inter Screen Data Linkage ....................................... 2–594

STDFM ..................................................................................... 2–595 Standard Settlement Details .................................... 2–595

STKA ...................................................................................... 2–598 Security Master File – Key Data .............................. 2–598

STKB ...................................................................................... 2–600 Security Master File – References and Dates ......... 2–600

STKC ...................................................................................... 2–602 Security Master File - Classification ......................... 2–602

STKD ...................................................................................... 2–604 Security Master File - Income .................................. 2–604

STKE ...................................................................................... 2–611 Security Master File - Earnings ................................ 2–611

STKF ...................................................................................... 2–613 Security Master File - Pricing ................................... 2–613

STKG ...................................................................................... 2–616 Security Master File - Pricing ................................... 2–616

STKH ...................................................................................... 2–617 Security Master File - Mergers ................................. 2–617

STKJ ...................................................................................... 2–619 Security Master File - Redemptions ......................... 2–619

STKK ...................................................................................... 2–620 Security Master File – Capital Events ...................... 2–620

STKL ...................................................................................... 2–623 Security Master File - Conversion ............................ 2–623

STKLO ..................................................................................... 2–625 Security Master File Listings .................................... 2–625

STKMO .................................................................................... 2–626 Security Master File Overrides ................................ 2–626

STKP ...................................................................................... 2–627 Security Master File – Price History ......................... 2–627

STKR ...................................................................................... 2–628 Security Master File – Additional Data ..................... 2–628

STKTO ..................................................................................... 2–630 Security Master File – Security Types ..................... 2–630

STKV ...................................................................................... 2–631 Security Master File – CREST Data ........................ 2–631

STKXO ..................................................................................... 2–634 Security Master File Soft keys ................................. 2–634

STMNT ..................................................................................... 2–635 Statement Information ............................................. 2–635

STMPO .................................................................................... 2–636 Stamp Duty Charges ............................................... 2–636

Contents

xxvi 3937 0226-942

STNS ...................................................................................... 2–637 Maintain Stations .................................................... 2–637

STOPO .................................................................................... 2–638 Stop Cheques on Client Account ............................ 2–638

STPLO ..................................................................................... 2–639 Straight Through Processing Event Log .................. 2–639

STPPO ..................................................................................... 2–640 Straight Through Processing Parameters ............... 2–640

STXTO ..................................................................................... 2–636 Screen Text ............................................................ 2–636

SUPCO .................................................................................... 2–637 Stock Exchange Securities Static Data

Supplementary Charges ..................................... 2–637 SWFDO ................................................................................... 2–638

S.W.I.F.T. Detail Lines ............................................ 2–638 SWFTI ...................................................................................... 2–639

S.W.I.F.T. Incoming Messages ............................... 2–639 SWFTO .................................................................................... 2–641

S.W.I.F.T. Output Messages ................................... 2–641 SWPTO .................................................................................... 2–644

S.W.I.F.T. Details by Station ID ............................... 2–644 SXAPO .................................................................................... 2–645

Stock Exchange Products ....................................... 2–645 SXCCO .................................................................................... 2–646

Stock Exchange Contract Common Details ............ 2–646 SXCCT ..................................................................................... 2–648

Stock Exchange Temporary Common Details ......... 2–648 SXCMO .................................................................................... 2–650

Stock Exchange Custody Model ............................. 2–650 SXCNT ..................................................................................... 2–651

Stock Exchange Contract ........................................ 2–651 SXCPO .................................................................................... 2–652

Stock Exchange Contract Portfolio .......................... 2–652 SXCPT ..................................................................................... 2–656

Stock Exchange Contract Portfolio Charges ........... 2–656 SXDBO .................................................................................... 2–659

Stock Exchange Database ...................................... 2–659 SXEDO .................................................................................... 2–660

Stock Exchange Transaction Model Detail .............. 2–660 SXEHO .................................................................................... 2–661

Stock Exchange Transaction Model Header ........... 2–661 SXIMO ..................................................................................... 2–662

Stock Exchange Input Messages ............................ 2–662 SXMFO .................................................................................... 2–663

Stock Exchange Message Format .......................... 2–663 SXMQO ................................................................................... 2–664

Stock Exchange Message Qualifiers ....................... 2–664 SXOMO ................................................................................... 2–665

Stock Exchange Output from Message Model ........ 2–665 SXPRO .................................................................................... 2–666

Stock Exchange PS and Principal Filter .................. 2–666 SXSTO ..................................................................................... 2–667

Stock Exchange Settlement Type ........................... 2–667

Contents

3937 0226-942 xxvii

SXTDO ..................................................................................... 2–668 Stock Exchange Transaction Diary .......................... 2–668

SXXRO ..................................................................................... 2–670 Corporate Action Type Cross Reference ................. 2–670

TABLO ..................................................................................... 2–671 Table for Miscellaneous Data .................................. 2–671

TBBSO ..................................................................................... 2–672 Trial Balance/Balance Sheet Layout ........................ 2–672

TBLO ...................................................................................... 2–673 Charges Tables ....................................................... 2–673

TCDCO .................................................................................... 2–675 Cost Per Transaction Table ..................................... 2–675

TDATO ..................................................................................... 2–676 General Table Data ................................................. 2–676

TEMP ...................................................................................... 2–677 Temporary Storage for Split Screens ...................... 2–677

TNARO .................................................................................... 2–678 Narrative Table Types ............................................. 2–678

TRCKO .................................................................................... 2–679 Account Analysis Transaction Tracking ................... 2–679

TRDTO ..................................................................................... 2–680 Transaction Identifier Details ................................... 2–680

TRPMO .................................................................................... 2–681 Transaction Narratives Prompt ................................ 2–681

UDRDO .................................................................................... 2–682 User Diary Definition ............................................... 2–682

UDRSO .................................................................................... 2–683 User Diary Sequence Numbers ............................... 2–683

UDRYO .................................................................................... 2–684 User Diary ............................................................... 2–684

UEXFO ..................................................................................... 2–686 Unauthorised Forward Exchange Rates .................. 2–686

UEXRO .................................................................................... 2–688 Unauthorised Exchange Rates ................................ 2–688

USERS ..................................................................................... 2–689 User Code Details ................................................... 2–689

UUSRO .................................................................................... 2–690 User Authorisation ................................................... 2–690

VOLTO ..................................................................................... 2–691 Volatility Table Output Structure .............................. 2–691

Section 3 Diary Dataset

DIARY ...................................................................................... 3–1 All Diary Types ........................................................ 3–1 Input Diary Type ...................................................... 3–15 Start Diary Type ...................................................... 3–32 Maturity Diary Type ................................................. 3–49 Take-up Diary Type ................................................. 3–68 Coupon Diary Type ................................................. 3–73 Interest Settlement Diary Type ................................ 3–79 Fee Settlement Diary Type ...................................... 3–88 Rate/Principal Change Diary Type .......................... 3–94

Contents

xxviii 3937 0226-942

Rollover Diary Type ................................................ 3–108 Base Rate Change Diary Type ............................... 3–122 Fixing Diary Type .................................................... 3–128 Compensating Payments Diary Type ...................... 3–133 Futures/Options Close-Out Diary Type ................... 3–138 Options Exercise Diary Type ................................... 3–144 Premium Settlement Diary Type ............................. 3–150 Commission Diary Type .......................................... 3–155 LA Participant Input Diary Type .............................. 3–160 LA Participant Start Event Diary Type ..................... 3–163 LA Participant Maturity Event Diary Type ................ 3–167 LA Participant Rate/Principal Event Diary Type ...... 3–170 LA Participant Interest Settlement Diary Type ......... 3–174 LA Participant Fee Settlement Diary Type .............. 3–177 LA Participant Rollover Event Diary Type ............... 3–179

Section 4 Retail Data Dictionary

AMC2O .................................................................................... 4–1 Secondary Arrears Record ...................................... 4–1

AMCSO ................................................................................... 4–2 Arrears Case ........................................................... 4–2

AMEHO ................................................................................... 4–4 Arrears Case History ............................................... 4–4

AMEVO .................................................................................... 4–5 Arrears Event .......................................................... 4–5

AMNTO .................................................................................... 4–6 Arrears Notes .......................................................... 4–6

AMNYO ................................................................................... 4–7 Arrears - New and Increasing Debt Events ............. 4–7

AMPHO ................................................................................... 4–8 Arrears Payment Holidays ...................................... 4–8

AMSHO ................................................................................... 4–9 Arrears Temporary Details ...................................... 4–9

AMTDO .................................................................................... 4–11 Arrears on Current Day ........................................... 4–11

AMTHO .................................................................................... 4–12 Arrears Timeline Template ...................................... 4–12

AMTLO .................................................................................... 4–13 Arrears Template .................................................... 4–13

AMTTO .................................................................................... 4–14 Arrears Timeline Template Event ............................ 4–14

APBDO .................................................................................... 4–15 Direct Debit Batch Entry .......................................... 4–15

APBHO .................................................................................... 4–16 Direct Debit Batch Header ...................................... 4–16

APDDO .................................................................................... 4–17 Direct Debit Mandate Details .................................. 4–17

APDIO ..................................................................................... 4–19 DD Loan Repayment Instructions ........................... 4–19

BRACO .................................................................................... 4–20 Accounting Centre Accounts ................................... 4–20

Contents

3937 0226-942 xxix

CASTO ..................................................................................... 4–21 Consolidate Fixed Term Deposit Statements .......... 4–21

CIBLO ...................................................................................... 4–22 Client Blacklist ......................................................... 4–22

CIDOO ..................................................................................... 4–23 Directors/Owners/Powers Of Attorney ..................... 4–23

CKCB ...................................................................................... 4–24 Cheque Book Products ............................................ 4–24

CKCCO .................................................................................... 4–25 Cashiers Cheques Sold ........................................... 4–25

CKCQ ...................................................................................... 4–26 Cheque Books ......................................................... 4–26

CKISS ...................................................................................... 4–27 Travellers Cheques Issued ...................................... 4–27

CKSP ...................................................................................... 4–29 Stopped Cheques .................................................... 4–29

CMCNO .................................................................................... 4–30 Card Number Details ............................................... 4–30

CMEVO .................................................................................... 4–31 Card Events ............................................................ 4–31

CMISO ..................................................................................... 4–32 Issued Card Details ................................................. 4–32

CMRAX .................................................................................... 4–34 Card to Retail Account Cross-Reference ................. 4–34

CMSPO .................................................................................... 4–35 Card Management Parameters ............................... 4–35

COLAA .................................................................................... 4–36 Collateral Account Association ................................ 4–36

COLCO .................................................................................... 4–37 Collateral Registration Corporate Valuation

Details ................................................................. 4–37 COLEO .................................................................................... 4–38

Collateral Registration Existing Mortgage Details .... 4–38 COLGO .................................................................................... 4–39

Collateral Guarantee – Supporting Collateral Details ................................................................. 4–39

COLHO .................................................................................... 4–40 Collateral History ..................................................... 4–40

COLIO ...................................................................................... 4–41 Collateral Registration Insurance Details ................. 4–41

COLMO .................................................................................... 4–42 Collateral Status History .......................................... 4–42

COLNO .................................................................................... 4–44 Collateral Notes ....................................................... 4–44

COLOG .................................................................................... 4–45 Collateral Guarantors Registration .......................... 4–45

COLOO .................................................................................... 4–46 Collateral Owners .................................................... 4–46

COLPO .................................................................................... 4–47 Collateral Registration Deposit Details .................... 4–47

COLRP ..................................................................................... 4–48 Collateral Registration Property Details ................... 4–48

Contents

xxx 3937 0226-942

COLSO .................................................................................... 4–49 Collateral Registration Stocks and Shares Portfolio

Details ................................................................ 4–49 COLUO .................................................................................... 4–50

Collateral Registration Guarantee Details ............... 4–50 COLZO .................................................................................... 4–51

Collateral Registration Other Security Details ......... 4–51 EVSHO .................................................................................... 4–52

Narrative Event Schedule ....................................... 4–52 HINDM ..................................................................................... 4–54

Retail Account Block Markers ................................. 4–54 LRCDO .................................................................................... 4–55

Loan Rate Change Details ...................................... 4–55 LTINO ...................................................................................... 4–57

Letter Initiation ........................................................ 4–57 LTMAO .................................................................................... 4–58

Letter Masters ......................................................... 4–58 PTCHO .................................................................................... 4–59

Retail Charges ........................................................ 4–59 PTCLO ..................................................................................... 4–61

Client Types for Product .......................................... 4–61 PTICO ...................................................................................... 4–62

Product Interest Types ............................................ 4–62 PTINO ...................................................................................... 4–63

Product Interest Conditions ..................................... 4–63 PTLCO ..................................................................................... 4–65

Loan Collateral Types for Product ........................... 4–65 PTLFO ..................................................................................... 4–66

Product Adjustable Interest Conditions ................... 4–66 PTLPO ..................................................................................... 4–67

Loan Purpose Codes for Product ............................ 4–67 PTMAO .................................................................................... 4–68

Retail Product Template Master .............................. 4–68 PTPZO ..................................................................................... 4–75

Product Prizes ......................................................... 4–75 PTTAO ..................................................................................... 4–76

Term/Amount Interest Conditions for Fixed Term Deposits .............................................................. 4–76

PTTDO ..................................................................................... 4–77 Term/Amount Interest Condition Descriptions ......... 4–77

PTTOT ..................................................................................... 4–78 Product Daily Transaction Totals ............................ 4–78

PTTRO ..................................................................................... 4–79 Product Transaction Codes and Charges ............... 4–79

RACCO .................................................................................... 4–80 Retail Account Master ............................................. 4–80

RACLX .................................................................................... 4–83 Account to Client Cross-Reference ......................... 4–83

RACNO .................................................................................... 4–84 Last Retail Account Number Used .......................... 4–84

RADIO ..................................................................................... 4–85 Dated Interest for Retail Accounts ........................... 4–85

Contents

3937 0226-942 xxxi

RAINO ...................................................................................... 4–87 Retail Account Interest Conditions ........................... 4–87

RANET ..................................................................................... 4–89 Retail Account - Group Netted Interest .................... 4–89

RASTH ..................................................................................... 4–90 Retail Account - Statement History .......................... 4–90

RASTO ..................................................................................... 4–91 Retail Account - Statement Requests ...................... 4–91

RBTDO .................................................................................... 4–92 Retail Batch Transaction Details .............................. 4–92

RBTHD ..................................................................................... 4–93 Retail Batch Header Details .................................... 4–93

RDCHO .................................................................................... 4–94 Retail Account Deferred Charges ............................ 4–94

RLAAO .................................................................................... 4–95 Retail Loan Application Activities ............................. 4–95

RLFHO ..................................................................................... 4–96 Retail Loan Financial History ................................... 4–96

RLICO ...................................................................................... 4–98 Retail Loan Insurance Company ............................. 4–98

RLMAO .................................................................................... 4–99 Retail Loan Master Details ...................................... 4–99

RLOUO .................................................................................... 4–104 Retail Loan Outlets .................................................. 4–104

RLSAO ..................................................................................... 4–105 Retail Loan Standard Activities ................................ 4–105

RLSCO ..................................................................................... 4–106 Retail Loan Schedule .............................................. 4–106

RNTCO .................................................................................... 4–107 Retail Account Withdrawal Notices .......................... 4–107

RTMPO .................................................................................... 4–108 Retail Transaction Posting Temporary Dataset ....... 4–108

RTPRO ..................................................................................... 4–109 Company Account Payroll Totals ............................. 4–109

RTRNO .................................................................................... 4–110 Retail Transaction Details ........................................ 4–110

SORLM .................................................................................... 4–112 Retail Standing Orders ............................................ 4–112

SOTDO .................................................................................... 4–115 Term Deposit Accounts for Standing Orders ........... 4–115

TCBLO ..................................................................................... 4–116 Travellers Cheque Blacklist ..................................... 4–116

TRANO .................................................................................... 4–117 Retail Transaction Definitions .................................. 4–117

VICDO ...................................................................................... 4–118 Vault Item Definitions .............................................. 4–118

VIINO ...................................................................................... 4–119 Vault Inventory Details ............................................. 4–119

VIVIO ...................................................................................... 4–121 Vault Valued Item Details ........................................ 4–121

XBTOT ..................................................................................... 4–122 Cross Branch Transactions Totals ........................... 4–122

Contents

xxxii 3937 0226-942

Appendix A. Archived Output Structures

Files Produced by ACPURG ................................... A–1 Files Produced by CNTRCTPURG ......................... A–19

Appendix B Retail Interface File Formats

Input to RTBATCHSRT .......................................................... B–1 Input File Format ..................................................... B–1

Output from RTEXTRACT ...................................................... B–3 External Payments - EXTPAYMENT ....................... B–3

Output from RTEXTRACT ...................................................... B–4 Nostro Postings for Foreign Banks -

NOSTROEXT ..................................................... B–4 Input/Output Cheque Print Files ........................................... B–5

Cheque Print Files – CHQIN/CHQOUT ................... B–5 Output from CMATMBAL ....................................................... B–6

Account Data for ATM/EFTPOS Management System - CMATMBAL ......................................... B–6

Input to CMATMIN .................................................................. B–7 Card Status Changes - CMATMIN .......................... B–7

Output from CMATMOUT ...................................................... B–8 Card Data Changes from ATM/EFTPOS System -

CMATMOUT ....................................................... B–8 Input to CMATMSTM .............................................................. B–9

Statement Requests from ATM/EFTPOS System - CMATMSTM ....................................................... B–9

Input/Output Files for Card Orders ....................................... B–10 Card Order Files – CMORDIN/CMORDOUT ........... B–10

3937 0226-942 1–1

Section 1 Introduction

This guide contains a definition of every COMPONENT and EVENT within the system.

The information contained in this section is structured around each dataset. For each dataset the following information is held:

• Name - the mnemonic of the dataset, as defined in the DASDL

• Title - the title of the dataset which gives an indication of its purpose

• Type - the type of LINC component

Together with this, a description of each element or data field is provided, consisting of:

• Element - the mnemonic of the data field

• Size - the maximum length of the field

• Type - the type of field in LINC notation

- A = Alphanumeric

- N = Numeric

- + or S = Decimal numeric

• Dec. - the number of decimal places

• Definition - an indication of the purpose of the field

Note: Dates are often stored in Relative Date Form. This indicates the number of days before or after 1st January 1957. For example, 10th January 1957 is stored as +00009 and 30th December 1956 is stored as -00002.

A list of all profiles associated with each dataset is shown after the element description for each dataset.

Where the content of the field varies, the datastore description is followed by a full explanation of each field. In the case of DIARY, each DIARY TYPE is fully described.

Introduction

1–2 3937 0226-942

3937 0226-942 2-1

Section 2 Data Dictionary

ACCRU

Accruals Summary Datastore

Type = Memo

Element Size Type Dec. Definition ACCRUAL 1 A Accrual

AMOUNT1 17 S 3 Amount 1




















BRANCH 8 A Accounting Centre

CCY 4 A Currency

ACCRU Data Dictionary

2-2 3937 0226-942

Element Size Type Dec. Definition CONTRACTNO 12 N Contract Number

C-TYPE 4 A Contract Type

E-TYPE 3 A Accrual Event Type

FEE-TYPE 4 A Fee Category

LAST-DATE 6 N Last Accrual Date

LAST-REL 5 N Last Accrual Date (Relative Date Form)

MASTER-NO 6 N GL Master Number

PROD-TYPE 6 A Product Type

REVSL-IND 1 A Reversal Indicator

Profiles

PROFILE: ACCRUDATE PROFILE: ACCRUSPEC

COMPONENT; ACCRU COMPONENT; ACCRU

ORDINATE; ACCRUAL ORDINATE; ACCRUAL

ORDINATE; LAST-REL ORDINATE; BRANCH

ORDINATE; BRANCH ORDINATE; C-TYPE

ORDINATE; C-TYPE ORDINATE; PROD-TYPE

ORDINATE; PROD-TYPE ORDINATE; E-TYPE

ORDINATE; E-TYPE ORDINATE; MASTER-NO

ORDINATE; MASTER-NO ORDINATE; CCY

ORDINATE; CCY ORDINATE; CONTRACTNO

ORDINATE; CONTRACTNO ORDINATE; REVSL-IND

ORDINATE; REVSL-IND

The End-of-Day contracts update report creates and maintain summary totals for contracts and client accounts.

Note: Different ACCRU fields will be used by Swaps Contracts, depending on the method of accrual: Hedged or Traded.

Securities acceptance contracts do not require accrual, and have therefore been excluded.

As well as the contract types shown above, ACCRU records are produced for Foreign Exchange Position Accrual. In the case where a record relates to Foreign Exchange Positions the “CONTRACT TYPE” will be “FXPS” (BP-FXPS).

Data Dictionary ACCRU

3937 0226-942 2-3

Two separate mappings of “ACCRU” are shown below - one for the daily accrual record, and one for the period-end accrual record. In addition separate mappings are shown for Loan Administration (LA) daily and period-end accrual records.

Individual descriptions are given for any fields that vary according to the Contract Type - for any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

“UNUSED” fields should be AUTO’ed as either zeros or spaces (depending on the edit characteristics) whenever an “ACCRU” record is written.

Daily Accrual Record

AMOUNT1

Client Accounts Positive Credit Interest Accrued Today FX Market Positive Adjustment Back to Spot Today (AMADJ) FX Swap Positive Adjustment Back to Spot Today (AMADJ) FX Inter A/c Centre Adjustment Back to Spot Today (AMADJ) FX Inter A/c Centre Loan Adjustment Back to Spot Today (AMADJ) FX Inter A/c Centre Deposit Adjustment Back to Spot Today (AMADJ) FX Positions Positive Rate Change on Net Position Held Overnight CL Base Rate Drawdown Positive Interest ) CL Commitment Positive Fee ) CL Drawdown Positive Interest ) Accrued today CL Discounted Drawdown Positive Interest ) (Including adjustments) MM Contracts Positive Interest ) SWP Contracts (hedged) Interest Accrued Today (Loan Side) FRA Contracts Profit Accrued Today - Bought Side OTC Option Positive Change in Intrinsic Value Today BD Purchase ) Face Interest Accrued Today (Including adjustments) BD Issue ) BD Repurchase ) BD Reverse Repurchase ) BZ Repurchase ) Interest Accrued Today BZ Reverse Repurchase ) DP Repurchase ) DP Reverse Repurchase ) BZ Purchase ) BZ Issue ) Discount Accrued Today DP Purchase ) DP Issue ) BD Instrument ) BZ Instrument ) Increase in Realised Profit DP Instrument ) FEES Fee Paid (Accrued) Accrual Amount GL Revaluation (RVAL) Profit on Revaluation


2-4 3937 0226-942

AMOUNT2

Client Accounts Positive Debit Interest Accrued Today FX Market Positive Adjustment Back to Spot (Including back-valued & rounding adjustments and adjustments due to takeup) FX Swap Positive Adjustment Back to Spot (Including back-valued & rounding adjustments) FX Inter A/c Centre ) Adjustment Back to Spot FX Inter A/c Centre Loan ) (Including back-valued & rounding adjustments) FX Inter A/c Centre Deposit ) FX Positions Negative Rate Change on Net Position Overnight CL Base Rate Drawdown Interest ) CL Commitment Fee ) Adjustments Today CL Drawdown Interest ) (Back-valuation & rounding) CL Discounted Drawdown Interest ) MM Contracts Interest ) SWP Contracts - Hedged Loan Side Interest Adjustment Today (Back-valuation) OTC Option Negative Change in Intrinsic Value Today BD Purchase ) Face Interest Adjustment Accrued Today BD Issue ) BD Repurchase ) BD Reverse Repurchase ) BZ Repurchase ) Face Interest Adjustments Accrued Today BZ Reverse Repurchase ) (Back-valuation & rounding) DP Repurchase ) DP Reverse Repurchase ) BZ Purchase ) BZ Issue ) Adjustments to Discounts Accrued Today DP Purchase ) DP Issue ) BD Instrument ) BZ Instrument ) Reduction in Realised Profit DP Instrument ) FEES Fee Paid (Accrued) Adjustments Accrued Today GL Revaluation (RVAL) Loss on Revaluation


3937 0226-942 2-5

AMOUNT3

Client Accounts Negative Credit Interest Accrued Today FX Market Positive Profit Element of Spot (PEL) FX Swap Positive Profit Element of Spot (PEL) FX Inter A/c Centre Profit Element of Spot (PEL) FX Inter A/c Centre Loan Profit Element of Spot (PEL) FX Inter A/c Centre Deposit Profit Element of Spot (PEL) FX Positions Takeup Rate Adjustment Today (In Base) CL Base Rate Drawdown ) CL Drawdown ) CL Discounted Drawdown ) Positive Add-On Accrued Today MM Base Rate Loan ) (Including adjustments) MM Discounted Loan ) MM Loan ) MM Index Rate Loan ) FRA Contracts Loss Accrued Today - Bought Side SWP Contracts - Hedged Interest Accrued Today (Deposit Side) OTC Option Positive Change in Market Value Today BD Purchase ) Premium Accrued Today BD Issue ) BD Instrument ) BZ Instrument ) Increase in Realised Loss DP Instrument ) FEES Fee Paid (Pre-paid) Accrual Amount

AMOUNT4

Client Accounts Negative Debit Interest Accrued Today FX Market Positive Rate Change for day (adjustment to PEL) FX Swap Positive Rate Change for day (adjustment to PEL) FX Inter A/c Centre Total Rate Change (Sum of all rate changes) (Rate change is the daily adjustment to PEL) FX Inter A/c Centre Loan Total Rate Change (Sum of all rate changes) FX Inter A/c Centre Deposit Total Rate Change (Sum of all rate changes) CL Base Rate Drawdown ) CL Drawdown ) CL Discounted Drawdown ) Add-On Adjustments Today MM Base Rate Loan ) (Including back-valuation & rounding) MM Discounted Loan ) MM Loan ) MM Index Rate Loan ) SWP Contracts - Hedged Adjustments to Interest Accrued Today (Deposit Side) OTC Option Negative Change in Market Value Today BD Purchase ) Discount Accrued Today BD Issue )


2-6 3937 0226-942

BD Instrument ) BZ Instrument ) Reduction in Realised Loss DP Instrument ) FEES Fee Paid (Pre-paid) Adjustments Accrued Today

AMOUNT5

Client Accounts Positive Credit Interest Unsettled Client Accounts Backing Account Charges FX Market Positive Adjustment Back to Spot (ABTS) FX Swap Positive Adjustment Back to Spot (ABTS) FX Inter A/c Centre Total ABTS FX Inter A/c Centre Loan Total ABTS FX Inter A/c Centre Deposit Total ABTS CL Base Rate Drawdown Negative Interest ) CL Commitment Negative Fee ) CL Drawdown Negative Interest ) CL Discounted Drawdown Negative Interest ) Accrued Today MM Base Rate Loan Negative Interest ) (Including adjustments) MM Base Rate Deposit Negative Interest ) MM Loan Negative Interest ) MM Deposit Negative Interest ) MM Index Rate Loan Negative Interest ) MM Index Rate Deposit Negative Interest ) FRA Contracts Loss Accrued Today - Sold Side SWP Contracts Premium Amortised Today (Loan Side) OTC Option Positive Change in Theoretical Value Today BD Purchase ) Adjustments to Premium Accrued Today BD Issue ) BD Instrument ) BZ Instrument ) Increase in MTM Profit DP Instrument ) FEES Fee Received (Accrued) Accrual Amount

AMOUNT6

Client Accounts Positive Debit Interest Unsettled Client Accounts Backing Account Charges FX Market Negative Adjustment Back to Spot Today (AMADJ) FX Swap Negative Adjustment Back to Spot Today (AMADJ) FX Inter A/c Centre Loan Used Interest Accrued Today FX Inter A/c Centre Deposit Used Interest Accrued Today CL Base Rate Drawdown ) CL Drawdown ) Negative Add-On Accrued Today CL Discounted Drawdown ) (Including adjustments) MM Base Rate Loan ) MM Loan ) MM Index Rate Loan )


3937 0226-942 2-7

SWP Contracts Adjustments to Premium Amortised Today (Loan Side) OTC Option Negative Change in Theoretical Value Today BD Purchase ) Adjustments to Discount Accrued Today BD Issue ) BD Instrument ) BZ Instrument ) Reduction in MTM Profit DP Instrument ) FRA Contracts Initial Valuation (mark to market)

AMOUNT7

Client Accounts Negative Credit Interest Unsettled Client Accounts Backing Account Charges FX Market Negative Adjustment Back to Spot (Including back-valued & rounding adjustments and adjustments due to takeup) FX Swap Negative Adjustment Back to Spot (Including back-valued & rounding adjustments) or (for deferred profit method) Positive Profit Element (PEL) for Near Leg FX Inter A/c Centre Loan Adjustments to Used Interest Accrued Today FX Inter A/c Centre Deposit Adjustments to Used Interest Accrued Today CL Base Rate Drawdown ) CL Commitment ) Profit Share Accrued Today (Positive) CL Drawdown ) (Including adjustments) CL Discounted Drawdown ) SWP Contracts Discount Amortised Today (Loan Side) FRA Contracts Profit Accrued Today - Sold Side OTC Option Intrinsic Value at Exercise BD Instrument ) BZ Instrument ) Increase in MTM Loss DP Instrument ) FEES Fee Received (Pre-paid) Accrual Amount

AMOUNT8

Client Accounts Negative Debit Interest Unsettled Client Accounts Backing Account Charges FX Market Negative Profit Element of Spot (PEL) FX Swap Negative Profit Element of Spot (PEL) or (for deferred profit method) Negative Profit Element (PEL) for Near Leg FX Inter A/c Centre Loan Produced Interest Accrued Today FX Inter A/c Centre Deposit Produced Interest Accrued Today CL Base Rate Drawdown ) CL Commitment ) Profit Share Adjustments Today CL Drawdown ) CL Discounted Drawdown )


2-8 3937 0226-942

MM Contracts Previous Days Valuation (mark to market) FRA Contracts Previous Day's Valuation (mark to market) SWP Contracts Adjustments to Discount Amortised Today (Loan Side) FU Sales Previous Day's Valuation (mark to market) OP Contracts Previous Day's Valuation (mark to market) OTC Option Positive Premium Accrued Today BD Purchase ) BZ Purchase ) Previous Day's Valuation (mark to market) BD Repurchase ) BD Reverse Repurchase ) BZ Repurchase ) BZ Reverse Repurchase ) DP Purchase ) BD Instrument ) BZ Instrument ) Reduction in MTM Loss DP Instrument ) Stock Exchange Security Position Accrual (SXAC) Previous Day’s Valuation (mark to market) FEES Fee Received (Pre-paid) Adjustments Accrued Today

AMOUNT9

Client Accounts Positive Credit Interest Adjustment FX Market Negative Rate Change for day (adjustment to PEL) FX Swap Positive Mark to Market on Profitable Near Leg, or (for spot revaluation method) Negative Rate Change for day (adjustment to PEL) FX Inter A/c Centre Loan Adjustments to Produced Interest Accrued Today FX Inter A/c Centre Deposit Adjustments to Produced Interest Accrued Today CL Base Rate Drawdown ) CL Commitment ) Profit Share Accrued Today (Negative) CL Drawdown ) (Including adjustments) CL Discounted Drawdown ) MM Contracts Today's Valuation (mark to market) FRA Contracts Today's Valuation (mark to market) SWP Contracts Premium Amortised Today (Deposit Side) FU Sales Today's Valuation (mark to market) OP Contracts Today's Valuation (mark to market) OTC Option Negative Premium Accrued Today BD Purchase ) BZ Purchase ) Today's Valuation (mark to market) DP Purchase ) BD Repurchase ) BD Reverse Repurchase ) BZ Repurchase ) BZ Reverse Repurchase ) Stock Exchange Security Position Accrual (SXAC) Today’s Valuation (mark to market)


3937 0226-942 2-9

AMOUNT10

Client Accounts Positive Debit Interest Adjustment FX Market Negative Adjustment Back to Spot (ABTS) FX Swap Negative Mark to Market on Profitable Near Leg, or (for spot revaluation method) Negative Adjustment Back to Spot (ABTS) FRA Contracts Today's Profit - Bought Side (mark to market) SWP Contracts Adjustments to Premium Amortised Today (Deposit Side) OTC Option Positive Premium Adjustment Today Stock Exchange Security Position Accrual (SXAC) Previous Day’s Valuation (mark to market) (in portfolio

currency)

AMOUNT11

Client Accounts Negative Credit Interest Adjustment FX Market Either Positive Mark to Market gain in Base Currency, or (for deferred profits) Today’s Profit FX Swap Negative Mark to Market on Loss Making Near Leg FRA Contracts Today's Loss - Bought Side (mark to market) SWP Contracts Discount Amortised Today (Deposit Side) OTC Option Negative Premium Adjustment Today Stock Exchange Security Position Accrual (SXAC) Today’s Valuation (mark to market) (in portfolio

currency)

AMOUNT12

Client Accounts Negative Debit Interest Adjustment FX Market Loss Reduction prior to Mark to Market Gain FX Swap Positive Mark to Market on Loss Making Near Leg MM Contracts Reduction of Net Surplus (mark to market) SWP Contracts Adjustments to Discount Amortised Today (Deposit Side) FU Contracts Reduction of Net Surplus OP Contracts Reduction of Net Surplus

AMOUNT13

Client Accounts Positive Cost of Funds on Credit Balances MM Contracts Today's Unrealised Profit (mark to market) FX Market Either Positive Mark to Market loss in Base Currency, or (for Deferred Profit method) Today’s Loss FX Swap Near Leg Profit (maturity only) FRA Contracts Today's Profit - Sold Side (mark to market) SWP Contracts - Traded Today's Unrealised Profit (mark to market) FU Contracts Today's Profit OP Contracts Today's Profit


2-10 3937 0226-942

OTC Option Today's Profit BD Purchase ) DP Purchase (Investment) ) Today's Unrealised Profit (mark to market) DP Repurchase ) DP Reverse Repurchase )

BD Repurchase ) BD Reverse Repurchase ) BZ Purchase ) Today's Unrealised Profit (mark to market) BZ Repurchase ) BZ Reverse Repurchase )

BD Sale (Investment) ) Increase in Mark to Market Profit Today BZ Sale (Investment) ) DP Sale (Investment) ) Stock Exchange Security Position Accrual (SXAC) Today's Unrealised Profit (mark to market)

AMOUNT14

Client Accounts Positive Cost of Funds on Debit Balances MM Contracts Today's Unrealised Loss (mark to market) FX Market Gain Reduction prior to market to market loss in Base Currency FX Swap Near Leg Loss (maturity only) FRA Contracts Today's Loss - Sold Side (mark to market) SWP Contracts - Traded Today's Unrealised Loss (mark to market) FU Contracts Today's Loss OP Contracts Today's Loss OTC Option Today's Loss BD Purchase ) DP Purchase ) Today's Unrealised Loss (mark to market) DP Repurchase ) DP Reverse Repurchase )

BD Repurchase ) BD Reverse Repurchase ) BZ Purchase ) Today's Unrealised Loss (mark to market) BZ Repurchase ) BZ Reverse Repurchase )

BD Sale (Investment) ) Reduction in Mark to Market Profit Today BZ Sale (Investment) ) DP Sale (Investment) ) Stock Exchange Security Position Accrual (SXAC) Today's Unrealised Loss (mark to market)


3937 0226-942 2-11

AMOUNT15

Client Accounts Negative Cost of Funds on Credit Balances FX Market Either Net Mark to Market gain at maturity, or (for deferred profit method) Deferred Profit FX Swap Positive Mark to Market on Profitable Far Leg MM Deposit Interest (Withholding Tax liable) Futures Purchase Contract Value (for non-currency Futures) Futures Sale Consideration (for non-currency Futures) SWP Contracts Positive Add-on Accrued Today (Loan side) OTC Option Current Settlement Value BD Sale (Investment) ) Increase in Mark to Market Loss Today BZ Sale (Investment) ) DP Sale (Investment) ) Stock Exchange Security Position Accrual (SXAC) Today's Unrealised Profit (mark to market)

(in portfolio currency)

AMOUNT16

Client Accounts Negative Cost of Funds on Debit Balances FX Market Either Net Mark to Market loss at maturity, or (for deferred profit method) Deferred Loss FX Swap Negative Mark to Market on Profitable Far Leg SWP Contracts Negative Add-on Accrued Today (Loan side) BD Sale (Investment) ) Decrease in Mark to Market Loss Today BZ Sale (Investment) ) DP Sale (Investment) ) Stock Exchange Security Position Accrual (SXAC) Today's Unrealised Loss (mark to market)


AMOUNT17

FX Market Negative Mark to Market on loss making far leg FX Swap Negative Mark to Market on Loss Making Far Leg SWP Contracts Add-on Accrued Today (Loan Side) BD Purchase ) Today's Mark to Market profits on profitable deal BZ Purchase ) including increase in nominal on profitable deal DP Purchase (Traded) ) yesterday BD Sale (Traded) ) Increase in Mark to Market Profit Today BZ Sale (Traded) ) DP Sale (Traded) ) Stock Exchange Security Position Accrual (SXAC) Today's Realised Profit (mark to market)

AMOUNT18

FX Market Positive MTM on loss making far leg FX Swap Positive Mark to Market on Loss Making Far Leg


2-12 3937 0226-942

SWP Contracts Positive Add-on Accrued Today (Deposit Side) BD Purchase ) Today's Mark to Market reduction on profit on BZ Purchase ) profitable deal DP Purchase (Traded) ) BD Sale (Traded) ) Reduction in Mark to Market Profit Today BZ Sale (Traded) ) DP Sale (Traded) ) Stock Exchange Security Position Accrual (SXAC) Today's Realised Loss (mark to market)

AMOUNT19

FX Market Far leg net profit (Maturity only) FX Swap Far leg net profit (Maturity only), or (for deferred profit method) Rolled up far leg profit SWP Contracts Negative Add-on Accrued Today (Deposit Side) BD Purchase ) Today's MTM loss on loss making deal including BZ Purchase ) increase in nominal on loss making deal yesterday DP Purchase (Traded) ) BD Sale (Traded) ) Increase in Mark to Market Loss Today BZ Sale (Traded) ) DP Sale (Traded) ) Stock Exchange Security Position Accrual (SXAC) Today's Realised Profit (mark to market)

(portfolio currency)

AMOUNT20

FX Market Far leg net loss (Maturity only) FX Swap Far leg net loss (Maturity only), or (for deferred profit

method) Rolled up far leg loss SWP Contracts Add-on Accrued Today (Deposit Side) BD Purchase ) BZ Purchase ) Reduction in Mark to Market Loss Today BD Sale (Traded) ) BZ Sale (Traded) ) DP Purchase (Traded) ) DP Sale (Traded) ) Stock Exchange Security Position Accrual (SXAC) Today's Realised Loss (mark to market)



3937 0226-942 2-13

Period-End Accrual Record

AMOUNT1

Client Accounts Positive Credit Interest Accrued This Period FX Market Positive Adjustment Back to Spot This Period (AMADJ) FX Swap Positive Adjustment Back to Spot This Period (AMADJ) FX Inter A/c Centre Adjustment Back to Spot This Period (AMADJ) FX Inter A/c Centre Loan Adjustment Back to Spot This Period (AMADJ) FX Inter A/c Centre Deposit Adjustment Back to Spot This Period (AMADJ) FX Positions Positive Rate Change This Period CL Base Rate Drawdown Positive Interest ) CL Commitment Positive Fee ) CL Drawdown Positive Interest ) Accrued Period To Date CL Discounted Drawdown Positive Interest ) (Including adjustments) MM Contracts Positive Interest ) SWP Contracts (hedged) Interest Accrued To Date (Loan Side) FRA Contracts Profit Accrued To Date - Bought Side BD Purchase ) Face Interest Accrued This Period to Date BD Issue ) (Including adjustments) BD Repurchase ) BD Reverse Repurchase ) BZ Repurchase ) Interest Accrued This Period BZ Reverse Repurchase ) DP Repurchase ) DP Reverse Repurchase ) BZ Purchase ) BZ Issue ) Discount Accrued This Period DP Purchase ) DP Issue ) FEES Fee Paid (Accrued) Accrual Amount

AMOUNT2

Client Accounts Positive Debit Interest Accrued This Period FX Inter A/c Centre Profit Element of Spot (PEL) Accrued This Period FX Inter A/c Centre Loan Profit Element of Spot (PEL) Accrued This Period FX Inter A/c Centre Deposit Profit Element of Spot (PEL) Accrued This Period FX Positions Negative Rate Change This Period CL Base Rate Drawdown ) CL Drawdown ) CL Discounted Drawdown ) Positive Add-On Accrued Period To Date MM Base Rate Loan ) (Including adjustments) MM Discounted Loan ) MM Loan ) MM Index Rate Loan )


2-14 3937 0226-942

AMOUNT3

Client Accounts Negative Credit Interest Accrued This Period FX Market Positive Profit Element of Spot (PEL) for Period FX Swap Positive Profit Element of Spot (PEL) for Period FX Inter A/c Centre Total Rate Change This Period (Rate change is the daily adjustment to PEL) FX Inter A/c Centre Loan Total Rate Change This Period FX Inter A/c Centre Deposit Total Rate Change This Period FX Positions Takeup Rate Adjustment This Period (In Base) CL Base Rate Drawdown Negative Interest ) CL Commitment Negative Fee ) CL Drawdown Negative Interest ) CL Discounted Drawdown Negative Interest ) Accrued Period To Date MM Base Rate Loan Negative Interest ) (Including adjustments) MM Base Rate Deposit Negative Interest ) MM Loan Negative Interest ) MM Deposit Negative Interest ) MM Index Rate Loan Negative Interest ) MM Index Rate Deposit Negative Interest ) FRA Contracts Loss Accrued To Date - Bought Side SWP Contracts - Hedged Interest Accrued To Date (Deposit Side) BD Purchase ) Premium Accrued Period To Date BD Issue ) FEES Fee Paid (Pre-paid) Accrual Amount

AMOUNT4

Client Accounts Negative Debit Interest Accrued This Period FX Market Positive Rate Change for period (adjustment to PEL) FX Swap Positive Rate Change for period (adjustment to PEL) CL Base Rate Drawdown ) CL Drawdown ) Negative Add-On Accrued Period To Date CL Discounted Drawdown ) (Including adjustments) MM Base Rate Loan ) MM Loan ) MM Index Rate Loan ) SWP Contracts Discount for Period BD Purchase ) Discount Accrued Period To Date BD Issue )


3937 0226-942 2-15

AMOUNT5

Client Accounts Positive Credit Interest Unsettled FX Inter A/c Centre Loan Used Interest Accrued for Period FX Inter A/c Centre Deposit Used Interest Accrued for Period CL Base Rate Drawdown ) CL Commitment ) Positive PFS Accrued Period To Date CL Drawdown ) (Including adjustments) CL Discounted Drawdown ) FRA Contracts Profit Accrued To Date - Sold Side SWP Contracts Premium Amortised To Date (Loan Side)

AMOUNT6

Client Accounts Positive Debit Interest Unsettled FX Market Negative Adjustment Back to Spot (AMADJ) for Period FX Swap Negative Adjustment Back to Spot (AMADJ) for Period FX Inter A/c Centre Loan Produced Interest Accrued This Period FX Inter A/c Centre Deposit Produced Interest Accrued This Period CL Base Rate Drawdown ) CL Commitment ) Negative PFS Accrued Period To Date CL Drawdown ) (Including adjustments) CL Discounted Drawdown ) FEES Fee Received (Accrued) Accrual Amount

AMOUNT7

Client Accounts Negative Credit Interest Unsettled FRA Contracts Loss Accrued To Date - Sold Side SWP Contracts Discount Amortised To Date (Loan Side) FEES Fee Received (Pre-paid) Accrual Amount

AMOUNT8

Client Accounts Negative Debit Interest Unsettled FX Market Negative Profit Element of Spot (PEL) for Period FX Swap Negative Profit Element of Spot (PEL) for Period OTC Option Positive Premium Accrued for Period

AMOUNT9

Client Accounts Positive Credit Interest Adjustment Period FX Market Negative Rate Change for Period (adjustment to PEL) FX Swap Negative Rate Change for Period (adjustment to PEL) SWP Contracts Premium Amortised To Date (Deposit Side) OTC Option Negative Premium Accrued for Period

AMOUNT10

Client Accounts Positive Debit Interest Adjustment Period FX Market Negative Adjustment Back to Spot (ABTS) for Period FX Swap Negative Adjustment Back to Spot (ABTS) for Period OTC Option Positive Premium Adjustment for Period


2-16 3937 0226-942

AMOUNT11

Client Accounts Negative Credit Interest Adjustment Period SWP Contracts Discount Amortised To Date (Deposit Side) OTC Option Negative Premium Adjustment for Period

AMOUNT12

Client Accounts Negative Debit Interest Adjustment Period

AMOUNT13

Client Accounts Positive Cost of Funds on Credit Balances

AMOUNT14

Client Accounts Positive Cost of Funds on Debit Balances

AMOUNT15

Client Accounts Negative Cost of Funds on Credit Balances SWP Contracts Positive Add-on Accrued (Loan Side)

AMOUNT16

Client Accounts Negative Cost of Funds on Debit Balances SWP Contracts Negative Add-on Accrued (Loan Side)

AMOUNT18

SWP Contracts Positive Add-on Accrued (Deposit Side)

AMOUNT19

SWP Contracts Negative Add-on Accrued (Deposit Side)


3937 0226-942 2-17

Loan Administration (LA) Daily Accrual Records Note: Throughout this section the type of daily accrual record for which the field definition

applies is given in italics after the description: ADY - Agent/Borrower Daily Accrual PDY - Participant Daily Accrual UDY - User Bank Daily Accrual XDY - Sub-Participant Daily Accrual AYN - Agent/Borrower Daily Accrual (Contract in Default) PYN - Participant Daily Accrual (Contract in Default) UYN - User Bank Daily Accrual (Contract in Default) XYN - Sub-Participant Daily Accrual (Contract in Default)

AMOUNT1

LA Drawdowns Positive Interest Accrued Today including Back-Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Discounted Drawdowns Total Positive Discount Amount Accrual Today Including Back-Valued Adjustments (ADY, UDY, AYN, UYN) LA Tranche Fees Accrued Fees Payable Accrual Today Including Back- Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Total Positive Discount Amount Accrued Today Including Back-Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Accrued Fees Payable Accrual Today Including Back- Valued Adjustments (ADY, AYN)

AMOUNT2

LA Drawdowns Back-Valued Discount Amount Adjustment Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Discounted Drawdowns Back-Valued Discount Amount Adjustment Accrual Today (ADY, UDY, AYN, UYN) LA Tranche Fees Accrued Back-Valued Adjustment to Fees Payable Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Back-Valued Discount Amount Adjustment Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Accrued Back-Valued Adjustment to Fees Payable Accrual Today (ADY, AYN)


2-18 3937 0226-942

AMOUNT3

LA Drawdowns Positive Margin Interest Accrual Today Including Back Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Tranche Fees Pre-Paid Fees Payable Accrual Today Including Back- Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Total Positive Commission Amount Accrual Today Including Back-Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Pre-Paid Fees Payable Accrual Today Including Back- Valued Adjustments (ADY, AYN)

AMOUNT4

LA Drawdowns Back-Valued Margin Interest Adjustment Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Tranche Fees Pre-Paid Back-Valued Adjustment to Fees Payable Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Back-Valued Commission Amount Adjustment Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Pre-Paid Back-Valued Adjustment to Fees Payable Accrual Today (ADY, AYN)

AMOUNT5

LA Drawdowns Negative Total Interest Accrual Today Including Back- Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Discounted Drawdowns Total Negative Discount Amount Accrual Today Including Back-Valued Adjustments (ADY, UDY, AYN, UYN) LA Tranche Fees Accrued Fees Receivable Accrual Today Including Back- Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Total Negative Discount Amount Accrual Today Including Back- valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Accrued Fees Receivable Accrual Today Including Back- Valued Adjustments (ADY, AYN)


3937 0226-942 2-19

AMOUNT6

LA Drawdowns Negative Margin Interest Accrual Today Including Back Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Tranche Fees Accrued Back-Valued Adjustment to Fees Receivable Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Acceptances Total Positive Commission Amount Accrual Today Including Back-Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Accrued Back-Valued Adjustment to Fees Receivable Accrual Today (ADY, AYN)

AMOUNT7

LA Drawdowns Positive Funding Interest Accrual Today Including Back Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Tranche Fees Pre-Paid Fees Receivable Accrual Today Including Back- Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Pre-Paid Fees Receivable Accrual Today Including Back- Valued Adjustments (ADY, AYN)

AMOUNT8

LA Drawdowns Back-Valued Funding Interest Adjustment Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN) LA Tranche Fees Pre-Paid Back-Valued Adjustment to Fees Receivable Accrual Today (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Stand-Alone Fees Pre-Paid Back-Valued Adjustment to Fees Receivable Accrual Today (ADY, AYN)

AMOUNT9

LA Drawdowns Funding Interest Accrual Today Including Back-Valued Adjustments (ADY, UDY, PDY, XDY, AYN, PYN, UYN, XYN ) LA Tranche Fees Accrued Fee Skim Accrual Today Including Back-Valued Adjustments (UDY, PDY, XDY, UYN, PYN, XYN)

AMOUNT10

LA Drawdowns Positive Margin Skim Accrual Today Including Back- Valued Adjustments (UDY, PDY, XDY, PYN, UYN, XYN ) LA Tranche Fees Accrued Back-Valued Adjustment to Fee Skim Accrual Today (UDY, PDY, XDY, UYN, PYN, XYN)


2-20 3937 0226-942

AMOUNT11

LA Drawdowns Back-Valued Margin Skim Adjustment Accrual Today (UDY, PDY, XDY, PYN, UYN, XYN ) LA Tranche Fees Pre-Paid Fee Skim Accrual Today Including Back- Valued Adjustments (UDY, PDY, XDY, UYN, PYN, XYN)

AMOUNT12

LA Drawdowns Negative Margin Skim Accrual Today Including Back- Valued Adjustments (UDY, PDY, XDY, PYN, UYN, XYN ) LA Tranche Fees Pre-Paid Back-Valued Adjustment to Fee Skim Accrual Today (UDY, PDY, XDY, UYN, PYN, XYN)

AMOUNT13

LA Drawdowns Margin Interest Accrual Today (payable to risk participants and risk sub-participants) (UDY, UYN) LA Acceptances Risk Total Discount Amount Accrued Today (UDY, UYN)

AMOUNT14

LA Drawdowns Margin Skim Accrual Today (receivable from risk participants and risk sub-participants) (UDY, UYN) LA Acceptances Risk Total Commission Amount Accrued Today (UDY, UYN)

AMOUNT15

LA Drawdowns Margin Skim Accrual Today (payable to risk participants and risk sub-participants) (UDY, UYN)


3937 0226-942 2-21

Loan Administration (LA) Period End Accrual Records Note: Throughout this section the type of period end accrual record for which the field

definition applies is given in italics after the description: APD - Agent/Borrower Period End Accrual UPD - User Bank Period End Accrual PPD - Participant Period End Accrual XPD - Sub-Participant Period End Accrual ADN - Agent/Borrower Period End Accrual (Contract in Default) UDN - User Bank Period End Accrual (Contract in Default) PDN - Participant Period End Accrual (Contract in Default) XDN - Sub-Participant Period End Accrual (Contract in Default)

AMOUNT1

LA Drawdowns Total Positive Interest Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Discounted Drawdowns Total Positive Discount Amount Accrual This Period (UPD, UDN) LA Tranche Fees Accrued Fees Payable Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Stand-Alone Fees Accrued Fees Payable Accrual This Period (APD, ADN) LA Acceptances Total Positive Discount Amount Accrual This Period

(APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN)

AMOUNT2

LA Drawdowns Positive Margin Interest Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Tranche Fees Accrued Fee Skim Accrual This Period (UPD, PPD, XPD, UDN, PDN, XDN) LA Acceptances Total Positive Commission Amount Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN)

AMOUNT3

LA Drawdowns Total Negative Interest Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Discounted Drawdowns Total Negative Discount Amount Accrual This Period (UPD, UDN) LA Tranche Fees Pre-Paid Fees Payable Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Stand-Alone Fees Pre-Paid Fees Payable Accrual This Period (APD, ADN) LA Acceptances Total Negative Discount Amount Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN)


2-22 3937 0226-942

AMOUNT4

LA Drawdowns Negative Margin Interest Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Tranche Fees Pre-Paid Fee Skim Accrual This Period (UPD, PPD, XPD, UDN, PDN, XDN) LA Acceptances Total Negative Commission Amount Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN)

AMOUNT5

LA Drawdowns Positive Funding Interest Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN)

LA Tranche Fees Accrued Fees Receivable Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Stand-Alone Fees Accrued Fees Receivable Accrual This Period (APD,

ADN)

AMOUNT6

LA Drawdowns Negative Funding Interest Accrual This Period (APD, UPD, PPD, XPD, AND, UDN, PDN, XDN)

AMOUNT7

LA Drawdowns Positive Margin Skim Accrual This Period (UPD, PPD, XPD, UDN, PDN, XDN ) LA Tranche Fees Pre-Paid Fees Receivable Accrual This Period (APD, UPD, PPD, XPD, ADN, UDN, PDN, XDN) LA Stand-Alone Fees Pre-Paid Fees Receivable Accrual This Period (APD, ADN)

AMOUNT8

LA Drawdowns Negative Margin Skim Accrual This Period (UPD, PPD, XPD, UDN, PDN, XDN )

AMOUNT13

LA Drawdowns Margin Interest Accrual This Period (payable to risk participants and risk sub-participants) (UPD, UDN) LA Acceptances Risk Total Discount Amount Accrued This Period (UPD, UDN)

AMOUNT14

LA Drawdowns Margin Skim Accrual This Period (receivable from risk participants and risk sub-participants) (UPD, UDN) LA Acceptances Risk Total Commission Amount Accrued This Period (UPD, UDN)

AMOUNT15

LA Drawdowns Margin Skim Accrual This Today (payable to risk participants and risk sub-participants) (UPD, UDN)

Data Dictionary ACEXO

3937 0226-942 2-23

ACEXO

Exposure and Accounting Parameters

Type = Memo

Element Size Type Dec. Definition ACC-NEG-1 2 N ACC-NEG-1

ACC-NEG-10 2 N ACC-NEG-10









ACC-POS-1 2 N ACC-POS-1










AC-EVENTNO 1 N Accounting Event Number

AC-EVENTTY 3 A Accounting Event Type

CCY-NO 1 N Currency Number

CLNT-NO 1 N Client Number


D-AMT-1 2 N D-AMT-1

D-AMT-10 2 N D-AMT-10

D-AMT-2 2 N D-AMT-2

D-AMT-3 2 N D-AMT-3

ACEXO Data Dictionary

2-24 3937 0226-942

Element Size Type Dec. Definition D-AMT-4 2 N D-AMT-4

D-AMT-5 2 N D-AMT-5

D-AMT-6 2 N D-AMT-6

D-AMT-7 2 N D-AMT-7

D-AMT-8 2 N D-AMT-8

D-AMT-9 2 N D-AMT-9

D-TYPE 2 A Diary Type

NARR-1 12 A Narrative-1










PAY-RCV-1 1 A Pay/Receive-1










Profiles

PROFILE: ACEXOTYCY

COMPONENT; ACEXO

ORDINATE; C-TYPE

ORDINATE; D-TYPE

ORDINATE; AC-EVENTNO

Data Dictionary ACITF

3937 0226-942 2-25

ACITF

Accounts Interface Events

Type = Memo

Element Size Type Dec. Definition AC-D-TYPE 3 A Accounting Diary Event

AC-EVENTNO 1 N Accounting Event Number

ACMDM-FND 1 A Accounting Model Found

ACT-AMOUNT 17 S 3 Actual Amount

ACT-DATE 5 N Actual Date (Relative Date Form)

AMOUNT1 17 S 3 Amount Number 1

AMOUNT10 17 S 3 Amount Number-10



















AUD-SEQNO 8 N Audit Sequence Number


BROKER 3 N Broker Code

CCY 4 A Currency

ACITF Data Dictionary

2-26 3937 0226-942

Element Size Type Dec. Definition CLIENT-NO 8 N Client Number

CONTRACTNO 12 N Contract Number

CREATEDATE 6 N Input Date

CREATETIME 8 N Input Time



EVENT-STAT 1 A Event Status

EXP-AMOUNT 17 S 3 Exposure-amount


IMBALANCE 1 A Imbalance

INSTRNAME 12 A Instrument Name

MAN-UPD 1 A Manual Update


NOSTRO 3 N Nostro

NST-CCY 4 A Nostro Currency

ORG-CLIENT 8 N Original-client

PFS-ACC 12 A Profit Share Account

PORTFOLIO 12 A Portfolio

PR-AMOUNT 17 S 3 Pay/Receive Amount

PR-IND 1 A Pay/Receive Indicator


REL-DAY 5 N Relative Day Number

RVSL-IND 1 A Reversal Indicator

RVSL-SEQNO 7 N Reversal Sequence Number

STLMT-ACC 12 A Settlement Account

TRN-CNT 3 N Transaction Counter

VAL-DATE 6 N Value Date

VAL-RDN 5 N Value Date (Relative Date Form)

VOST-ACC 12 A Vostro Account

XOVERFLOW 1 A Overflow

XSTATUS 1 A Status

Note: The AMOUNTn elements are used with the Accounting Models and during the Client Account Beginning of Day (CABOD) report for the holding of interim values. See the Guide to Setting Up for a list of accounting models.

Data Dictionary ACITF

3937 0226-942 2-27

Profiles

PROFILE: ACITFBRIP PROFILE: ACITFBYCN

COMPONENT; ACITF COMPONENT; ACITF

ORDINATE; BRANCH ORDINATE; CONTRACTNO

ORDINATE; REL-DAY ORDINATE; VAL-RDN

ORDINATE; CONTRACTNO ORDINATE; XSTATUS

ORDINATE; AC-D-TYPE ORDINATE; AUD-SEQNO

PROFILE: ACITFDSCN PROFILE: ACITFEXAC

COMPONENT; ACITF COMPONENT; ACITF

ORDINATE; VAL-RDN ORDINATE; AUD-SEQNO

ORDINATE; XSTATUS

ORDINATE; CONTRACTNO

ORDINATE; AUD-SEQNO

PROFILE: ACITFSDCE

COMPONENT; ACITF

ORDINATE; XSTATUS

ORDINATE; VAL-RDN


ORDINATE; AC-D-TYPE

ORDINATE; AC-EVENTNO

ORDINATE; AUD-SEQNO

ACMDO Data Dictionary

2-28 3937 0226-942

ACMDO

Maintain Accounting Models

Type = Memo

Element Size Type Dec. Definition ACC-KEY 3 N Account Key

ACC-TYPE 1 A Account Type

AC-D-TYPE 3 A Diary Type

AMT-1 1 + Amount Multiplier 1




















AUTOMAN 1 A Automatic/manual Indicator


BRANCH-IND 1 A Accounting Centre Indicator

CH-TRANS 4 A Charge Transaction Type


DR-CR 1 A Debit/credit Indicator

Data Dictionary ACMDO

3937 0226-942 2-29

Element Size Type Dec. Definition PROD-TYPE 6 A Product Type

REAL-MEMO 1 A Real/memo Indicator

RET-TRNCDE 4 N Retail Transaction Code

TRAN-GRP 2 N Transaction Group

TRAN-SEQ 2 N Transaction Sequence

XACCOUNT 12 A Account Number

Profiles

PROFILE: ACMDOCTP PROFILE: ACMDOTYPE

COMPONENT; ACMDO COMPONENT; ACMDO

ORDINATE; BRANCH ORDINATE; AC-D-TYPE

ORDINATE; C-TYPE ORDINATE; ACC-KEY

ORDINATE; PROD-TYPE

ORDINATE; AC-D-TYPE

ORDINATE; AUTOMAN

ORDINATE; TRAN-GRP

ORDINATE; TRAN-SEQ

ACRLO Data Dictionary

2-30 3937 0226-942

ACRLO

Cross Accounting Centre Control Accounts

Type = Memo

Element Size Type Dec. Definition OGT-ACCCR 12 A Originating Accounting Centre Credit Account

OGT-ACCDR 12 A Originating Accounting Centre Debit Account

OGT-BRCH 8 A Originating Accounting Centre

OTH-ACCCR 12 A Other Accounting Centre Credit Account

OTH-ACCDR 12 A Other Accounting Centre Debit Account

OTH-BRCH 8 A Other Accounting Centre

SOFTLOCK 2 N Soft Lock Flag

Profiles

PROFILE: ACRLOXBR

COMPONENT; ACRLO

ORDINATE; OGT-BRCH

ORDINATE; OTH-BRCH

Data Dictionary AGNTO

3937 0226-942 2-31

AGNTO

Agent Details

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Address Line 1

ADDR2 35 A Address Line 2



AGNT-CITY 35 A Agent City

AGT-INT-AC 25 A Intermediary Related Account

CHAPS-ADDR 12 A CHAPS address

CHIPS-ADDR 12 A CHIPS address

FED-ADDR 12 A FEDWIRE address

FREEFORMAT 25 A Account Number at Central Bank

INTER-ADD1 35 A Intermediary Address Line 1




INTER-BIC 11 A Intermediary BIC Code

INTERNAME1 35 A Intermediary Name Line 1



KEY-HELD 1 A Authenticator Key Held

MAIN-AGNT 1 A Preferred Agent Indicator

NAME1 35 A Agents Full Name Line 1



NICKNAME 12 A Agents Nickname

NV-REL 1 A Nostro/Vostro Relationship

RES-CNTRY 4 A Country of Residence

SORTCODE 6 N Sort Code (for use by CHAPS)

SORTCODEI 6 N Intermediary Sort Code (for use by CHAPS)

SWIFT-ADDR 11 A S.W.I.F.T. Address

AGNTO Data Dictionary

2-32 3937 0226-942

Element Size Type Dec. Definition TELEX 13 A Telex

TYPE-BEI 1 A S.W.I.F.T. BEI Indicator

XKEY 8 A Agent Key

Profiles

PROFILE: AGNTONAME PROFILE: AGNTOKEYS

COMPONENT; AGNTO COMPONENT; AGNTO

ORDINATE; NICKNAME ORDINATE; XKEY

PROFILE: AGNTOSWIFT

COMPONENT; AGNTO

ORDINATE; SWIFT-ADDR

Data Dictionary ALRKO

3937 0226-942 2-33

ALRKO

Alert Kinds

Type = Memo

Element Size Type Dec. Definition ALERT-USE1 10 A Alert User 1

ALERT-USE2 10 A Alert User 2




ALERT-KIND 3 A Alert Kind

SOFTLOCK 2 N Softlock Number

SYSAMDSTPD 5 N Amendment Time Stamp

SYSAMDSTPT 8 N Amendment Date Stamp

SYSETYSTPD 5 N Entry Time Stamp

SYSTETYSTPT 8 N Entry Date Stamp

XTEXT 36 A Description

Profiles

PROFILE: ALRKO_1

COMPONENT; ALRKO

ORDINATE; ALERT-KIND

ALRTO Data Dictionary

2-34 3937 0226-942

ALRTO

Alert Queue

Type = Memo

Element Size Type Dec. Definition ACTIONED 1 A Actioned (Yes/No)


CONTRACTNO 12 N Contract Number (Reference)


EFF-RDN 5 N Effective Date

ERR-NBR 5 N Error Number

EXT-REF 16 A External Reference

KEYDATA 25 A Key Data

MSG-IN-OUT 1 A Message Kind, Input or Output

MSG-SEQNO 6 N Message Sequence Number

PRIORITY 1 A Priority

SEQNO 6 N Sequence Number


SYSETYSTPT 8 N Entry Date Stamp

USERCODE 10 A Usercode

XSOURCE 10 A Message Source

Profiles

PROFILE: ALRTO-1 PROFILE: ALRTO-2

COMPONENT; ALRTO COMPONENT; ALRTO

ORDINATE; ACTIONED ORDINATE; ACTIONED

ORDINATE; SEQNO ORDINATE; SYSETYSTPD

ORDINATE; SEQNO

PROFILE: ALRTO-3

COMPONENT; ALRTO

ORDINATE; ACTIONED

ORDINATE; ALERT-KIND

ORDINATE; SEQNO

Data Dictionary AUCHO

3937 0226-942 2-35

AUCHO

Audit Record Change History

Type = Memo

Element Size Type Dec. Definition AUDIT-CPY 2 N Number of Copy Lines

CPY-LEN 3 N Copy Line Length

EFF-DTE 6 N Effective Date

EFF-RDN 5 N Effective Date (Relative Date Form)

HDR-LEN 3 N Header Length

SCRN-NAME 5 A LINC Screen Name


XEFF-RDN 5 N Effective Date (Relative Date Form)

Profiles

PROFILE: AUCHOSCDR PROFILE: AUCHOSCDT

COMPONENT; AUCHO COMPONENT; AUCHO

ORDINATE; SCRN-NAME ORDINATE; SCRN-NAME

ORDINATE; XEFF-RDN ORDINATE; EFF-RDN

AUDDO Data Dictionary

2-36 3937 0226-942

AUDDO

Audit Details

Type = Memo

Element Size Type Dec. Definition AUDIT-DTL 100 A Field and its Value

AUDIT-SEQ 2 N Copy Line Number

AUDIT-TRN 10 N Audit Transaction Number

USER-CODE 10 A User Code

Profiles

PROFILE: AUDDOTRSQ

COMPONENT; AUDDO

ORDINATE; USER-CODE

ORDINATE; AUDIT-TRN

ORDINATE; AUDIT-SEQ

Data Dictionary AUDHO

3937 0226-942 2-37

AUDHO

Audit History

Type = Memo

Element Size Type Dec. Definition AUDIT-CMPT 1 A Audit Complete Indicator


AUDIT-TYPE 1 A Send/Receive Indicator

DATE-1 6 N Audit Date

MAINT-FLD 3 A Function Performed

REL-DAY 5 N Audit Date (Relative Date Form)


SET-TIME 8 N Time Transaction Entered

TIME-ADDED 8 N Audit Time

USER-CODE 10 A Usercode of User

XAUDIT-TRN 10 N Audit Transaction Number

XREL-DAY 5 N Audit Date (Relative Date Form)

XSET-TIME 8 N Time Transaction Entered

XTIME-ADDED 8 N Audit Time

Profiles

PROFILE: AUDHODTTM PROFILE: AUDHOSCDR

COMPONENT; AUDHO COMPONENT; AUDHO

ORDINATE; REL-DAY ORDINATE; SCRN-NAME

ORDINATE; TIME-ADDED ORDINATE; XREL-DAY

ORDINATE; XTIME-ADDED

ORDINATE; XAUDIT-TRN

AUDHO Data Dictionary

2-38 3937 0226-942

PROFILE: AUDHOUSDR PROFILE: AUDHOUSRP

COMPONENT; AUDHO COMPONENT; AUDHO

ORDINATE; USER-CODE ORDINATE; USER-CODE

ORDINATE; XREL-DAY ORDINATE; SCRN-NAME

ORDINATE; XSET-TIME ORDINATE; REL-DAY

ORDINATE; XTIME-ADDED ORDINATE; TIME-ADDED

ORDINATE; XAUDIT-TRN ORDINATE; AUDIT-TRN

PROFILE: AUDHOUSTY

COMPONENT; AUDHO

ORDINATE; USER-CODE

ORDINATE; SCRN-NAME

ORDINATE; AUDIT-TYPE

ORDINATE; XREL-DAY

ORDINATE; XSET-TIME

ORDINATE; XTIME-ADDED

ORDINATE; XAUDIT-TRN

Data Dictionary AUEMO

3937 0226-942 2-39

AUEMO

Error Message Audit

Type = Memo

Element Size Type Dec. Definition AUDIT-CPY 2 N Copy Lines


ERR-NBR 5 N Error Message Number

LANG 1 A Language

USER-CODE 10 A User Code

Profiles

PROFILE: AUEMOTRN

COMPONENT; AUEMO

ORDINATE; USER-CODE

ORDINATE; AUDIT-TRN

ORDINATE: AUDIT-CPY

ORDINATE; ERR-NBR

AURDO Data Dictionary

2-40 3937 0226-942

AURDO

Audit Record Definition

Type = Memo

Element Size Type Dec. Definition AUDIT-POS 4 N Field Position



FLD-EDIT 1 A Data Entry Field Indicator

FLD-HDG 25 A Field Title

FLD-HDR 1 A Copy Line Indicator

FLD-INQ 1 A Display Field Indicator

FLD-LEN 2 N Field Length

FLD-NAME 10 A Field Name



Profiles

PROFILE: AURDODTHD PROFILE: AURDOFLDH

COMPONENT; AURDO COMPONENT; AURDO

ORDINATE; SCRN-NAME ORDINATE; SCRN-NAME

ORDINATE; EFF-RDN ORDINATE; EFF-RDN

ORDINATE; FLD-HDR ORDINATE; FLD-HDG

ORDINATE; FLD-NAME ORDINATE; FLD-NAME

PROFILE: AURDFLD

COMPONENT; AURDO

ORDINATE; SCRN-NAME

ORDINATE; EFF-RDN

ORDINATE; FLD-NAME

Data Dictionary AUSQO

3937 0226-942 2-41

AUSQO

Audit Screen Usage

Type = Memo

Element Size Type Dec. Definition AUDIT-TRN 10 N Audit Transaction Number

USERID 10 A User Code

Profiles

PROFILE: AUSQOSCRN

COMPONENT; AUSQO

ORDINATE; USERID

AUTHO Data Dictionary

2-42 3937 0226-942

AUTHO

Client/Exchange Rate/User Authorisation

Type = Memo

Element Size Type Dec. Definition ATH-STAT 1 A Authorisation Status

CCY 4 A Currency

CITY 4 A Client City

CLIENT-NO 8 N Client Number

EXCH-GRP 4 A Exchange Rate Group

EXCH-RDN 5 N Exchange Rate Date

ISPEC-FUNC 3 A Maintenance Function Performed

ISPEC-NM 5 A Screen used to perform update

RDN-ATH 5 N Date of Authorisation

RDN-UPD 5 N Date of Update

SHORTNAME 15 A Client Shortname

TIME-ATH 8 N Time of Authorisation

USER-ATH 10 A User Code of Authoriser

USER-NAME 30 A User Name that was Authorised

USER-UPD 10 A User Code of Updater

USERCODE 10 A User Code that was Authorised

Profiles

PROFILE: AUTHOCLNT PROFILE: AUTHOEXCH

COMPONENT; AUTHO COMPONENT; AUTHO

ORDINATE; ATH-STAT ORDINATE; ATH-STAT

ORDINATE; SHORTNAME ORDINATE; EXCH-GRP

ORDINATE; CITY ORDINATE; CCY

ORDINATE; RDN-ATH ORDINATE; EXCH-RDN

ORDINATE; TIME-ATH ORDINATE; RDN-ATH

DW; CLNT-NO NOT = GLB.ZEROS ORDINATE; TIME-ATH

DW; EXCH-GRP NOT = GLB.SPACES

Data Dictionary AUTHO

3937 0226-942 2-43

PROFILE: AUTHOUSER

COMPONENT; AUTHO

ORDINATE; ATH-STAT

ORDINATE; USERCODE

ORDINATE; RDN-ATH

ORDINATE; TIME-ATH

DW; USERCODE NOT = GLB.SPACES

BACSO Data Dictionary

2-44 3937 0226-942

BACSO

BACS Sort Codes

Type = Memo

Element Size Type Dec. Definition BNK-NAME 20 A Bank Name

BRNCH-NAME 27 A Branch Name

BRNCH-STAT 1 A Branch Status (Open/Closed)

SORT-CODE 6 N UK (BACS) Sort Code

Profiles

PROFILE: BACSBYCDE

COMPONENT; BACSO

ORDINATE; SORT-CDE

Data Dictionary BANQO

3937 0226-942 2-45

BANQO

Back Value and Pending Queue

Type = Memo

Element Size Type Dec. Definition AMOUNTX 18 A Amount

CCY 4 A Currency Code

ISPEC-NM 5 A Name of Ispec

LINE-NUM 14 A Line Number

PQ-LEVEL 2 N Priority Q Level

Q-TYPE 1 A Queue Type

TIME-ADDED 8 N Time Added


XAMOUNTX 18 A Amount

Profiles

PROFILE: BANQOACC PROFILE: BANQOAMT

COMPONENT;BANQO COMPONENT; BANQO

ORDINATE; Q-TYPE ORDINATE; Q-TYPE

ORDINATE; XACCOUNT ORDINATE; AMOUNTX

ORDINATE; CCY ORDINATE; XACCOUNT

ORDINATE; PQ-LEVEL ORDINATE; CCY

ORDINATE; XAMOUNTX; ORDINATE; PQ-LEVEL

ORDINATE; LINE-NUM ORDINATE; LINE-NUM

PROFILE: BANQOAMTD PROFILE: BANQOLNO

COMPONENT; BANQO COMPONENT; BANQO

ORDINATE; Q-TYPE ORDINATE; LINE-NUM

ORDINATE; XAMOUNTX

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; PQ-LEVEL

ORDINATE; LINE-NUM

BASO Data Dictionary

2-46 3937 0226-942

BASO

Add Base Rate

Type = Memo

Element Size Type Dec. Definition BASE-ID 3 N Base Rate Identifier

BASE-RATE 12 + 8 Base Rate

CCY 4 A Currency

DESC-SHNM 6 A Description Shortname

LINK-RT-NO 3 N EMU Replacement Base Rate Identifier

REL-DAY 5 N Value Date (Relative Date Form)


XREL-DAY 5 N Value Date (Relative Date Form)

Profiles

PROFILE: BASOIDCCY PROFILE: BASOIDCYR

COMPONENT; BASO COMPONENT; BASO

ORDINATE; BASE-ID ORDINATE; BASE-ID

ORDINATE; CCY ORDINATE; CCY

ORDINATE; REL-DAY ORDINATE; XREL-DAY

Data Dictionary BCASO

3937 0226-942 2-47

BCASO

Broadcast Maintenance

Type = Memo

Element Size Type Dec. Definition ACCESSGRP 8 A Access Group

ALL-REQD 1 A Receiver = All

ASOFDATE 5 N As of date

MSGNO 5 N Message Number

SENDER 10 A Sender

SEQNBR 3 N Sequence Number

TXT1 78 A Text 1

TXT2 78 A Text 2

TXT3 78 A Text 3

TXT4 78 A Text 4

TXT5 78 A Text 5

TXT6 78 A Text 6

TXT7 78 A Text 7

TXT8 78 A Text 8

USERCODE 10 A Receiver's Code

XTYPE 2 A Type of Message

BCASO Data Dictionary

2-48 3937 0226-942

Profiles

PROFILE: BCASODUAA PROFILE: BCASOSDNO

COMPONENT; BCASO COMPONENT; BCASO

ORDINATE; ASOFDATE ORDINATE; SENDER

ORDINATE; USERCODE ORDINATE; ASOFDATE

ORDINATE; ACCESSGRP ORDINATE; SEQNBR

ORDINATE; ALL-REQD

ORDINATE; MSGNO

PROFILE: BCASOMSG

COMPONENT; BCASO

ORDINATE; MSGNO

Data Dictionary BCHPO

3937 0226-942 2-49

BCHPO

Postings Awaiting Batch

Type = Memo

Element Size Type Dec. Definition AC-OWN-REF 16 A Account - Own Reference

AC-SRV-REF 16 A Account Servicing Institution Reference

ADVICE-IND 1 A Advice Required Indicator

AMOUNT 17 + 3 Amount

BASE-AMT 17 S 3 Amount in Base Currency

BATCH-NO 7 N Batch Number


CA-CONTRA 12 A Contra Account

CA-GL-IND 1 A Client Account/GL Indicator

CCY 4 A Currency

CHEQUE 16 A Cheque Number




CONTRA-REV 7 N Contra Reversal Reference

CR-ADJ 17 S 3 Total Interest Adjustment - Credit

DAYS-CLEAR 3 N Days Clearing

DR-ADJ 17 S 3 Total Interest Adjustment - Debit

DR-CR-IND 1 A Credit Debit Indicator

EXTRNL-IND 1 A Supplementary Indicator

GL-ACCOUNT 12 A General Ledger Account

HOLD-NO 6 N Hold Number

IMM-CHARGE 4 A Immediate Charge Code

INPUTDATE 6 N Input Date




NARR-CODE 3 A Narrative Code

NO-ITEMS 3 N Number of items

BCHPO Data Dictionary

2-50 3937 0226-942

Element Size Type Dec. Definition ORIG-BATCH 7 N Original Batch Number

ORIG-CCY 4 A Original Currency

PORTFOLIO 12 A Portfolio Name

POSTED 1 A Posted Indicator

POSTING-NO 3 N Posting Number

POST-NARR 36 A Posting Narrative

POST-OVER 1 A Posting Override



REVERSE-NO 7 N Reversal Reference Number

R-M-IND 1 A Real/Memo indicator

STATEMEN 9 N Statement Number

STL-CCY 4 A Settlement Currency

SUP-IND 1 A Suppress Indicator

TFERDTLS-1 30 A Transfer Details 1

TFERDTLS-2 30 A Transfer Details 2

TIME-ADDED 8 N Time Added

TRANS-ID 4 A Transaction Identifier

TRAN-TYPE 2 A Transaction Type


XACCOUNT 12 A Account

Profiles

PROFILE: BCHPOBNO PROFILE: BCHPOCYDT

COMPONENT; BCHPO COMPONENT; BCHPO

ORDINATE; BATCH-NO ORDINATE; BATCH-NO

ORDINATE; ISPEC-NM ORDINATE; CCY

ORDINATE; XACCOUNT ORDINATE; REL-DAY

ORDINATE; CCY

ORDINATE; REL-DAY

ORDINATE; TIME-ADDED

Data Dictionary BCHPO

3937 0226-942 2-51

PROFILE: BCHPOCYIP PROFILE: BCHPOLNO


ORDINATE; BATCH-NO ORDINATE; BATCH-NO

ORDINATE; CCY ORDINATE; ISPEC-NM

ORDINATE; INPUTDATE ORDINATE; LINE-NUM

DO WHEN; ISPEC-NM = (GLACR) OR

DO WHEN; ISPEC-NM = (GLADR) OR

DO WHEN; ISPEC-NM = (GLADJ)

PROFILE: BCHPOBNCA PROFILE: BCHPOID


ORDINATE; BATCH-NO ORDINATE; TRANS-ID

ORDINATE; XACCOUNT ORDINATE; INPUTDATE

ORDINATE; CCY ORDINATE; LINE-NUM

ORDINATE; REL-DAY

PROFILE: BCHPOCACQ PROFILE: BCH-POREV


ORDINATE; ISPEC-NM ORDINATE; XACCOUNT

ORDINATE; XACCOUNT ORDINATE; CCY

ORDINATE; CCY ORDINATE; REL-DAY

ORDINATE; CHEQUE ORDINATE; REVERSE-NO

PROFILE: BCHPOBNCL

COMPONENT; BCHPO

ORDINATE; BATCH-NO

ORDINATE; CLIENT-NO

ORDINATE; REL-DAY

BDBRR Data Dictionary

2-52 3937 0226-942

BDBRR

Interest Bearing Securities Bearer Information

Type = Memo

Element Size Type Dec. Definition CERTIF-NO 13 A Certificate Number



DENOM-AMT 17 S 3 Denomination Amount

DENOM-QTY 5 N Denomination Quantity

ENTRY-NO 3 N Entry Number

MAINT-FLD 3 A Maintenance Field


Profiles

PROFILE: BDBRRCNTR

COMPONENT; BDBRR


ORDINATE; ENTRY-NO

Data Dictionary BDDOC

3937 0226-942 2-53

BDDOC

Interest Bearing Securities Documentation Usage

Type = Memo



PARTY-TYPE 3 N Party Type

REF-NO 4 N Reference Number


Profiles

PROFILE: BDDOCPART PROFILE: BDDOCINPT

COMPONENT; BDDOC COMPONENT; BDDOC

ORDINATE; INSTRNAME ORDINATE; INSTRNAME

ORDINATE; PARTY-TYPE ORDINATE; PARTY-TYPE

ORDINATE; CLIENT-NO ORDINATE; REF-NO

BENEF Data Dictionary

2-54 3937 0226-942

BENEF

Beneficiary Details for Client Payments

Type = Memo

Element Size Type Dec. Definition ACCNTNO 35 A Account Number





AGENT 12 A Agent

AP-IND 1 A Auto Payment Indicator


BENREF-NO 8 N Beneficiary Reference

BENTYPIND 1 A Beneficiary Type Indicator

CHARGE-DTL 3 A Charge-Details



HOLIDAY 1 A Holiday Override

INTERMED 12 A Intermediary

NOSTRO 3 N Nostro Number

PAYMNT1 21 A Payment 1

PYMADVIND 1 A Payment Advice Indicator

RACC-NO 12 A Collection Account Number

SEND1 35 A Send 1

SEND2 35 A Send 2

SEND3 35 A Send 3

SEND4 35 A Send 4

SEND5 35 A Send 5

SEND6 35 A Send 6


STAT-CODE 1 A Status

SWIFT-PR 2 N S.W.I.F.T. Priority

XNAME 35 A Beneficiary Name

Data Dictionary BENEF

3937 0226-942 2-55

Profiles

PROFILE: BENEFBYRF PROFILE: BENEFBYBT

COMPONENT; BENEF COMPONENT; BENEF

ORDINATE; BENREF-NO ORDINATE; BATCH-NO


PROFILE: BENEFBYCN PROFILE: BENEFBYNM

COMPONENT; BENEF COMPONENT; BENEF

ORDINATE; CONTRACTNO ORDINATE; XNAME

ORDINATE; BENREF-NO

BHEAD Data Dictionary

2-56 3937 0226-942

BHEAD

Client Accounting/General Ledger Open Batch

Type = Standard

Element Size Type Dec. Definition BATCH-NO 7 N Batch Number

BATCH-STAT 1 A Batch-Status


CA-GL-IND 1 A Client Accounting/GL Indicator

CCY 4 A Currency


INPUTDATE 6 N Batch Open Date

OPERATOR 10 A User Entering Batch



STATIONID 17 A Station Identifier

SUPERVISOR 10 A Supervisor of Batch

TFER-REFNO 4 A Transfer Reference Number

USER-ATH 10 A User who Authorised Batch (LA)

USER-CHK 10 A User who Checked Batch (LA)

USERCODE 10 A User who Entered Batch (LA)


Profiles

PROFILE: BHEADUNPT PROFILE: BHEADPTST

COMPONENT; BHEAD COMPONENT; BHEAD

ORDINATE; BATCH-STAT ORDINATE; BATCH-NO

ORDINATE; POSTED ORDINATE; POSTED

ORDINATE; BATCH-NO ORDINATE; BATCH-STAT

Data Dictionary BHEAD

3937 0226-942 2-57

PROFILE: BHEADSTAT

COMPONENT; BHEAD

ORDINATE; BATCH-STAT

ORDINATE; REL-DAY

ORDINATE; BATCH-NO

BKACO Data Dictionary

2–58 3937 0226-942

BKACO

Maintain Broker Accounts

Type = Memo

Element Size Type Dec. Definition ACC-TYPE 1 A Account Type

ACC-TYPEC 1 A Account Type (Client)


BROKER 3 N Broker

CONTRA-ACC 12 A Contra Account


Profiles

PROFILE: BKACOKEY

COMPONENT; BKACO

ORDINATE; BROKER

ORDINATE; BRANCH

Data Dictionary BLKCO

3937 0226-942 2–59

BLKCO

Bulk Client Dataset

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A First line of address

ADDR2 35 A Second line of address

ADDR3 35 A Third line of address

ADDR4 35 A Fourth line of address

ADDR5 35 A Fifth line of address

ADDR6 35 A Sixth line of address

ADDR7 35 A Seventh line of address

BANK-IND 1 A Bank Indicator (Bank or Non-Bank entity)


BTCH-GRPNO 9 A Batch Group Number

BUS-GRP 4 A Business Group

CB-ACCOUNT 25 A Central Bank Account

CITY 4 A City

CLASSIF 5 A Industrial Classification 1

CLASSIF2 5 A Industrial Classification 2


CLNTITLE 4 A Client Title

CLNT-TYPE 3 A Client Type

CNFM-EUIND 1 A Euro Confirmations

CONNECTED 1 A Connected

CONTACT 15 A Fax Number of the Contact

CONTACTNBR 15 A Contact Number of the Contact

COUNTRYX 4 A Postal Country

CRT-INT 1 A Composite Rate Tax (Withholding tax) Internal Reporting Indicator

CRT-LIAB 1 A Composite Rate Tax (Withholding tax) Liability Indicator

END-DTR 8 N Client Close Date (CCYYMMDD)

ERROR 5 N URBIS Error Code

EXDB-IND 1 A External Database Indicator

BLKCO Data Dictionary

2–60 3937 0226-942

Element Size Type Dec. Definition FAX-NO 15 A Fax Number in Address

FORENAME1 15 A Fore Name1



GRP-CITY 4 A Group Leader City

GRP-SHORTN 15 A Group Leader Shortname

GUAR-CODE 1 A Guarantee Code

INST-CODE 3 A Institutional Code

INTCLNTTYP 2 A Internal Client Type

LANG 1 A Language

LGL-STATUS 2 A Legal Status

LOAD-DATE 8 N Date on which the Client was loaded (CCYYMMDD)

LOAD-ON 8 N Date on which the Client is to be loaded (CCYYMMDD)

MAINT 1 A Maintenance

MT940 1 A MT940 Indicator

NAME 35 A Client Name

OFFICER 10 A Account Officer

P-CONTACT 50 A Primary Contact Name

P-EMAIL 50 A Email of Primary Contact

P-FAX 15 A Fax of Primary Contact

POST-AREA 6 A Postal Area

POST-CODE 10 A Postal Code

PROCESS 1 A Processed Indicator

P-TELEX 13 A Telex of Primary Contact

P-TEL-NO 15 A Telephone Number of Primary Contact


RISK-CNTRY 4 A Country of Risk

S-CONTACT 50 A Secondary Contact Name

S-EMAIL 50 A Email of Secondary Contact

SEQ-NO 5 N Sequence Number Within the Batch

S-FAX 15 A Fax of Secondary Contact


SOURCE 6 A Source

STAFF-IND 1 A Staff Indicator

Data Dictionary BLKCO

3937 0226-942 2–61

Element Size Type Dec. Definition START-DTR 8 N Start Date (CCYYMMDD)

STATUS 1 A Error Status

S-TELEX 13 A Telex of Secondary Contact

S-TEL-NO 15 A Telephone Number of Secondary Contact

STP-INB 1 A Allow STP of Inbound Payments

STP-INBMAX 17 S 3 Maximum Value of Inbound Payments via STP

STP-OTB 1 A Allow Straight Through Processing (STP) of Outbound Payments

STP-OBMAX 17 S 3 Maximum Value of Outbound Payments via STP

SWIFT-ADDR 11 A SWIFT Address

SWIFT-METH 5 A SWIFT Method (MT103, MT202, Cover)

TAX-FIDUCY 1 A Trade Finance Address Number

TELEX 13 A Telex

TF-ADDRNO 1 N Address Number

Profiles

PROFILE: BLKCOSTAT

COMPONENT; BLKCO

ORDINATE; PROCESS

ORDINATE; LOAD-ON

ORDINATE; BTCH-GRPNO

ORDINATE; SEQ-NO

ORDINATE; MAINT

BLKHD Data Dictionary

2–62 3937 0226-942

BLKHD

Bulk Header Defaults

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Amount 1




BTCH-GRPNO 9 N Bulk Batch Number

BTCH-STAT 1 A Bulk Batch Status

CR-NO-ITM4 4 N Bulk Credit Items

DR-NO-ITM4 4 N Bulk Debit Items

ERR-NBR 5 N Error Code

FORCE-POST 1 A Force Post

INP-DATEN8 8 N Bulk Batch Date

LOCATION 4 A Location

PROJECTED 1 A External Cash Flow Projection

REQUEST-NO 6 N Request Number

SUSPENSE 12 A Suspense Account

SUSPIND 1 A Suspense Indicator

TEMPCCY 4 A Template Currency

TEMPID 8 A Template Identification


Profiles

PROFILE: BLKHDSTAT

COMPONENT; BLKHD

ORDINATE; BTCH-STAT


Data Dictionary BLKPO

3937 0226-942 2–63

BLKPO

Bulk Header Posting

Type = Memo

Element Size Type Dec. Definition ACCNAME 36 A Account Long Name

AMOUNT 17 S D Amount


BTCH-GRPNO 9 N Bulk Batch Number

CA-GL-IND 1 A Client Account/General Ledger Indicator

CCYX 4 A Currency




DR-CR 1 A Debit/Credit Indicator


EXDEALID 20 A External Deal Identifier

NARRATIVE 36 A Narrative

NARRATIVE-2 35 A Extended Narrative line 2






RATE1 12 + 8 Rate

TEMPCCY 4 A Template Currency

TEMPID 8 A Template Identification

TRANS-ID 4 A Transaction ID

VAL-DATEN8 8 N Value Date Number 8


XSOURCE 6 A Source System Identifier

BLKPO Data Dictionary

2–64 3937 0226-942

Profiles

PROFILE: BLKPOBTCH

COMPONENT; BLKPO


ORDINATE; CCYX

ORDINATE; VAL-DATEN8

Data Dictionary BPM

3937 0226-942 2–65

BPM

Blueprint Maintenance

Type = Standard

Element Size Type Dec. Definition ALP 45 A Alpha

BPNAME 20 A Blueprint Name

NUM 17 S 3 Number

BPNRO Data Dictionary

2–66 3937 0226-942

BPNRO

Batch Extended Narratives

Type = Memo


LINE-NUM 14 A Batch Line Number

MAINT-DAY 5 N Add/Deletion Date in RELDAY format






STATUS 1 A Status

Profiles

PROFILE: BPNROBTNO

COMPONENT; BPNRO

ORDINATE; BATCH-NO

ORDINATE; LINE-NUM

ORDINATE; MAINT-DAY

Data Dictionary BRAUD

3937 0226-942 2–67

BRAUD

Base Rate/Interest Conditions Audit

Type = Memo

Element Size Type Dec. Definition ACTIONED 1 A Actioned Indicator

ACT-TYP 1 A Action Type

AUDIT-DATE 6 N Audit Date

AUDIT-DAY 5 N Audit Day (Relative Date Form)

AUDIT-TIME 8 N Audit Time

BASE-ID 3 N Base Identifier

BRAUD-TYPE 1 A Record Type

CCY 4 A Currency

COF-BASE 3 N COF Base Rate Number


INP-DATE 6 N Input Date

INPUT-DN 5 N Input Date (Relative Date Form)

LINK-RT-NO 3 N EMU Replacement Base Rate

RATE1 12 + 8 New Base Rate

RATE2 12 + 8 Old Base Rate




XAUDIT-DAY 5 N Audit Day

XAUDIT-TIME 8 N Audit Time

XREL-DAY 5 N Relative Day Number

BRAUD Data Dictionary

2–68 3937 0226-942

Profiles

PROFILE: BRAUDBCSA PROFILE: BRAUDUNAC

COMPONENT; BRAUD COMPONENT; BRAUD

ORDINATE; BRAUD-TYPE ORDINATE; AUDIT-DATE

ORDINATE; BASE-ID ORDINATE; AUDIT-TIME

ORDINATE; CCY ORDINATE; ACTIONED

ORDINATE; XREL-DAY

ORDINATE; XAUDIT-DAY

ORDINATE; XAUDIT-TIME

BRAUD is used to store base rate and interest condition change audit details.

BRAUD records are produced by BASE, BASEM and INTSM. The BASEUPD - Base Rate Update report uses them to process affected Client Accounts and contracts. These records are printed and deleted by a separate Audit and Purge report.

Extra information on some of the fields in this dataset is given below. This information is included for special features of the field, or if the field has a different description for different contract types.

ACT-TYP

Valid Value GC-ADDED GC-CHANGED GC-DELETED Depending on the processing done on the Base rate/Interest condition maintenance Ispecs.

ACTIONED

Indicates whether the record has been processed by the BASEUPD - Base Rate Update report. Valid Values GC-NOT-ACTIONED Set by the on-line maintenance Ispecs (BASE, BASEM and INTSM). GC-ACTIONED when processed by the BASEUPD - Base Rate Update report.

AUDIT-DATE

Converted from GW-ASOFDATE

AUDIT-DAY

Set up from GW-ASOFDATE

AUDIT-TIME

Set up from GLB.TIME

Data Dictionary BRAUD

3937 0226-942 2–69

BASE-ID

Only set by BASE and BASEM

BRAUD-TYPE

Valid Values GC-BASE-CHG If a Base Rate Audit Record (from BASE or BASEM). GC-INT-CHG If an Interest Condition Audit Record (from INTSM).

CCY

Currency

DR-CR

Only set up by INTSM.

RATE1

New Base Rate, only set up by BASE or BASEM. Set to Zero on Delete.

RATE2

Old Base Rate. Only set up by BASEM. Left as Zero for Base Rate Add (BASE).

REL-DAY

Effective Date (internal format).

VAL-DATE

Effective Date (external format).

XACCOUNT

Only set up by INTSM.

BREUO Data Dictionary

2–70 3937 0226-942

BREUO

Input Values for EMUBRUP Report

Type = Memo


PROD-GROUP 2 A Product Group


Profiles

PROFILE: BREUOPRCN

COMPONENT; BREUO

ORDINATE; PROD-GROUP


Data Dictionary BRKRM

3937 0226-942 2–71

BRKRM

Maintain Broker Details

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Broker Address – Line 1

ADDR2 35 A Broker Address – Line 2



AMOUNT1 17 S 3 FX Monthly Volume Excess Amount

AMOUNT2 17 S 3 Non FX Monthly Volume Excess Amount


BRKR-TYPE 1 A Broker Type

BROKER 3 N Broker Number

BROKER-NN 8 A Broker-Nickname

CCY 4 A Currency for Payments

CONTACTNBR 15 A Contact Number

CONTACTNM 30 A Contact Name

DEAL-METH 4 A Dealing Method

FAX-NO 15 A Contact Fax Number

FULLNAME 35 A Full Name

NAME2 35 A Full Name Line 2

NAME3 35 A Full Name Line 3

RATE1 12 + 8 FX Monthly Volume Discount Rate

RATE2 12 + 8 Non-FX Monthly Volume Discount Rate




STP-CNT 1 A Allow STP Contract

STP-CNTMAX 17 + 3 Maximum Amount for STP Contracts

STP-OTB 1 A Allow STP Outbound Payments

STP-OTBMAX 17 + 3 Maximum Amount for STP Outbound Payments


BRKRM Data Dictionary

2–72 3937 0226-942

Profiles

PROFILE: BRKRMNAME

COMPONENT; BRKRM

ORDINATE; BROKER-NN

Data Dictionary BRNCH

3937 0226-942 2–73

BRNCH

Accounting Centre Details

Type = Standard

Element Size Type Dec. Definition ACC-LENGTH 2 N Length of Client Account (used by IBAN)

ADDR1 35 A Account Centre Address Line 1






AREA-BUS 6 A Area Of Business

BRANCH 8 A Accounting Centre Identifier

CNFM-PRNTR 17 A Default Confirmation Printer

COUNTRY 4 A Country

DEPT-TYPE 2 A Accounting Centre Type


HO-AC-CR 12 A Head Office Control Account - Credit

HO-AC-DR 12 A Head Office Control Account - Debit

IBAN-FLD-1 12 A IBAN Formatting Field 1






NET-OK 1 A Allow Contract Netting

ORD-BRNCH 16 A Ordering Accounting Centre

PRINTER-ID 17 A Default Printer

PYMT-PRNTR 17 A Default Payment Printer

RET-CAP 1 A Retail Capability Indicator

RET-STAT 1 A Retail Status


SORTCODE 6 N Sort Code

BRNCH Data Dictionary

2–74 3937 0226-942

Element Size Type Dec. Definition STP-CNT 1 A Allow STP Contract

STP-CNTMAX 17 + 3 Maximum Amount for STP Contracts

STP-INB 1 A Allow STP Inbound Payments

STP-INBMAX 17 + 3 Maximum Amount for STP Inbound Payments

STP-NONSTD 1 A Allow STP for Non Standard Settlement Instructions

STP-OTB 1 A Allow STP Outbound Payments

STP-OTBMAX 17 + 3 Maximum Amount for STP Outbound Payments

SWIFT-BRCH 3 A S.W.I.F.T. Branch Code

SWIFT-TID 9 A S.W.I.F.T. Terminal Identifier

UB-CLNTNO 8 N User Bank Client Number

XNAME 36 A Accounting Centre Name

Profiles

PROFILE: BRNCHLOC

COMPONENT; BRNCH

ORDINATE; LOCATION

ORDINATE; BRANCH

Data Dictionary BSDRY

3937 0226-942 2–75

BSDRY

Interest Bearing Securities Static Diary Structure

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Outstanding Principal

AMOUNT2 17 S 3 Principal Repayment

AMOUNT3 17 S 3 Total Interest

AMOUNT4 17 S 3 Interest Adjustment

AMTRATE 17 S 8 Amount in Rate Format

CALLPUTIND 1 A Call/Put Indicator

CCY-1 4 A Issue Currency

CCY-2 4 A Coupon Currency

CCY-3 4 A Repayment/Redemption Currency

CPN-FIXDYS 2 N Coupon Fixing Days

CPNFIXSTAT 1 A Fixing Status

CPN-INDEX 10 A Coupon Index

D-TYPE 3 A Event Type



EVENTDATE 6 N Event Value Date

EXDIV-DAYS 3 N Ex-Dividend Days

EXDIV-RDN 5 N Ex-Dividend Date

HOLIDAY 1 A Holiday Override Indicator

HOLOVR-CHK 4 A Holiday Check Code

INSTRNAME 12 A Instrument Identifier

INSTR-STAT 1 A Instrument Status

MAX-RATE 12 S 8 Maximum Rate

MIN-RATE 12 S 8 Minimum Rate

RATE-1 14 A Fixed Coupon Rate

RATE-2 14 A Coupon Margin

RATE-3 14 A Minimum Rate

RATE-4 14 A Maximum Rate

RATE-5 14 A Coupon Index Rate

BSDRY Data Dictionary

2–76 3937 0226-942

Element Size Type Dec. Definition RATE-6 14 A Call/Put Price

RATEX1 14 S 10 Fixed Coupon Rate

RATEX2 14 S 10 Coupon Margin

RATEX5 14 S 10 Coupon Index Rate

RATEX6 14 S 10 Call/Put Price

REL-DAY 5 N Event Date (Relative Date Form)

REPAY-CAP 1 A Normal/Rolled

VALFRMDATE 6 N Call/Put Start Date

VAR-TYPE 1 A Variation Type

XBASIS 3 N Coupon Basis

Data Dictionary BSDRY

3937 0226-942 2–77

Profiles

PROFILE: BSDRYALL

COMPONENT; BSDRY

ORDINATE; INSTRNAME

ORDINATE; REL-DAY

PROFILE: BSDRYEFF

COMPONENT; BSDRY

ORDINATE; INSTRNAME

ORDINATE; EFF-RDN

ORDINATE; REL-DAY

PROFILE: BSDRYNMDT

COMPONENT; BSDRY

ORDINATE; INSTRNAME

ORDINATE; REL-DAY

DO.WHEN; D-TYPE NOT = (OP) AND

DO.WHEN; INSTR-STAT NOT = (N)

PROFILE: BSDRYRTID

COMPONENT; BSDRY

ORDINATE; CPN-INDEX

ORDINATE; INSTRNAME

ORDINATE; REL-DAY

BSNRO Data Dictionary

2–78 3937 0226-942

BSNRO

Interest Bearing Securities Static Narratives Maintenance

Type = Memo

Element Size Type Dec. Definition INSTRCHGNO 2 N Instrument Change Number


NAR-PROMPT 50 A Narrative Prompt

NAR-STATUS 1 A Narrative Status

REL-DAY 5 N Narrative Date (Relative Day Format)

SEQ-NO1 1 N Sequence Number


TXT1 75 A Text 1

TXT10 75 A Text 10

TXT11 75 A Text 11

TXT12 75 A Text 12

TXT13 75 A Text 13

TXT2 75 A Text 2

TXT3 75 A Text 3

TXT4 75 A Text 4

TXT5 75 A Text 5

TXT6 75 A Text 6

TXT7 75 A Text 7

TXT8 75 A Text 8

TXT9 75 A Text 9



Data Dictionary BSNRO

3937 0226-942 2–79

Profiles

PROFILE: BSNROINDT

COMPONENT; BSNRO

ORDINATE; INSTRNAME

ORDINATE; REL-DAY

ORDINATE; SEQ-NO1

BSTAT Data Dictionary

2–80 3937 0226-942

BSTAT

Accounting Centre Contract Statistics

Type = Memo

Element Size Type Dec. Definition BRANCH 8 A Accounting Centre

LAST-DATE 6 N Last Updated Date (Date Format)

LAST-REL 5 N Last Updated Date (Relative Date Form)

REC-COUNTA 5 N Unstarted Contracts */Accounts Today

REC-COUNTP 5 N Active Contracts*/Accounts Period to Date

REC-COUNTY 5 N Open Contracts*/Accounts Year to Date

STAT-TYPE 2 A Statistic Type Indicator

* Provided not deleted on the same day as they are input

Profiles

PROFILE: BSTATSPEC

COMPONENT; BSTAT

ORDINATE; BRANCH

ORDINATE; STAT-TYPE

Data Dictionary BTPO

3937 0226-942 2–81

BTPO

General Ledger Batch Postings

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 + 3 Amount


CCY 4 A Currency

INPUT-DT 6 N Input Date


TRANTYPE 2 A Transaction Type



Profiles

PROFILE: BTPOACDT

COMPONENT; BTPO

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; REL-DAY

BVOF Data Dictionary

2–82 3937 0226-942

BVOF

Back Valuation Overflow Data

Type = Memo

Element Size Type Dec. Definition BASE-ID 3 N Base Rate Number

CCY 4 A Currency


END-RDN 5 N End-Date of Back-valued Interest Period (Relative Date Form)

INT-ACC 12 A Interest Account


POST-NO 7 N Posting Number

REC-TYPE 1 A Record Type


START-RDN 5 N Start Date of Back-valued Interest Period (Relative Date Form)



Profiles

PROFILE: BVOFRACCY

COMPONENT; BVOF

ORDINATE; REC-TYPE

ORDINATE; XACCOUNT

ORDINATE; CCY

Data Dictionary CAACO

3937 0226-942 2–83

CAACO

Client Accounts for Client Type

Type = Memo

Element Size Type Dec. Definition ACCLWR 3 N Account Range Low End

A-P-IND 2 A Account/Portfolio Indicator

CCY 4 A Currency

CLNT-CAT 3 A Client Category


TMPDEF 12 A Description

Profiles

PROFILE: CAACOTCAC PROFILE: CAACOTCPT

COMPONENT; CAACO COMPONENT; CAACO

ORDINATE; CLNT-TYPE ORDINATE; CLNT-TYPE

ORDINATE; CLNT-CAT ORDINATE; CLNT-CAT

ORDINATE; A-P-IND ORDINATE; TMPDEF

ORDINATE; ACCLWR ORDINATE; CCY

ORDINATE; TMPDEF

ORDINATE ; CCY

CAADO Data Dictionary

2–84 3937 0226-942

CAADO

Client Account Definition Maintenance

Type = Memo

Element Size Type Dec. Definition ACCHGR 3 N Account Range High End

ACCLWR 3 N Account Range Low End

ACCRUAL 1 A Accrual Posting Method

ACCTDEF 8 A Account Definition

CCY 4 A Currency

CHARGETYP 6 A Charge Conditions

CH-G-S 2 A Charges

CHRG-FREQ 6 N Charge Frequency

CHRG-METH 1 A Charge Method

CINT-FRQA 8 A Interest CR Settlement Frequency

COLLECTED 1 A Statement Collected

CR-ADVICES 1 A Credit Advices

CR-STL-MTH 1 N CR Settlement Method

DINT-FRQA 8 A Interest DR Settlement Frequency

DIRECT-IND 1 A Post to General Ledger Online Indicator

DR-ADVICES 1 A Debit Advices

DR-STL-MTH 1 N DR Settlement Method

FLUCTLIMIT 17 S 3 Balance Fluctuation Limit

GLACC-CR 12 A CR Backing GL Account

GLACC-DR 12 A DR Backing GL Account

INT-CODE 1 N Interest Condition

INT-ST-IND 2 A Interest Statement Required

MAX-BAL 17 S 3 Maximum Balance

MIN-BAL 17 S 3 Minimum Balance

NET-IND 1 A Net Settlement Indicator

OD-LIMIT 17 S 3 Overdraft Limit

OD-RVWDYS 3 N Expiry/Review Days

SETTMATRIX 20 A Automatic Vostro Settlement Type

STMT-ADRS 9 N Statement Address

Data Dictionary CAADO

3937 0226-942 2–85

Element Size Type Dec. Definition STMT-FRQ 6 N Statement Frequency

STRINCL 1 A Include STR Extract for rFrame

TO-FROM 2 A Due To / From Indicator

VCHER-SENT 1 A Voucher Sent

Profiles

PROFILE: CAADOACCY

COMPONENT; CAADO

ORDINATE; ACCTDEF

ORDINATE; CCY

CAADV Data Dictionary

2–86 3937 0226-942

CAADV

Client Account Advice

Type = Memo

Element Size Type Dec. Definition ADVICE-NO 5 N Advice Number

AMOUNT 17 S 3 The Value of a Posting


CCY 4 A Currency

CHEQUE 16 A Start Cheque Number

ENDCHEQUE 16 A End Cheque Number

INPUT-REL 5 N Input Date (Relative Date Form)





PAY-IND 1 A Pay-Indicator






Profiles

PROFILE: CAADVBYDT PROFILE: CAADVBYUS

COMPONENT; CAADV COMPONENT; CAADV

ORDINATE; PAY-IND ORDINATE; USERCODE

ORDINATE; INPUT-REL ORDINATE; PAY-IND

ORDINATE; INPUT-REL

ORDINATE; LINE-NUM

Data Dictionary CABL

3937 0226-942 2–87

CABL

Client Account Balances

Type = Memo

Element Size Type Dec. Definition ACC-PERIOD 1 A Period End Indicator

AVAIL-BAL 17 S 3 Available Balance

AVGBAL-NET 17 S 3 Net Average Balance Year to Date

BACK-DAY 5 N Date of Earliest Posting

BOOK-BAL 17 S 3 Book Balance

CCY 4 A Currency

CR-ACCR 17 S 8 Credit Accrual

CR-AVB-TD 17 S 3 Credit Average Balance Period to Date

CR-COFACCR 17 S 8 COF Credit Accrual

CR-TOTACCR 17 S 3 Outstanding Interest - Credit

CR-TOVR-PD 17 S 3 Credit Turnover Period to Date

CR-TOVR-TD 17 S 3 Credit Turnover Today

DAYS-CR 3 N Days in Credit

DAYS-DR 3 N Days in Debit

DR-ACCR 17 S 8 Debit Accrued

DR-AVB-TD 17 S 3 Debit Average Balance Period to Date

DR-COFACCR 17 S 8 COF Debit Accrual

DR-TOTACCR 17 S 3 Outstanding Interest - Debit

DR-TOVR-PD 17 S 3 Debit Turnover Period to Date

DR-TOVR-TD 17 S 3 Debit Turnover Today

HASH-BALCR 17 S 3 Hash Total of Credit Balances

HASH-BALDR 17 S 3 Hash Total of Debit Balances

HASH-ND-CR 17 S Hash Total of Credit Balances (with no decimals)

HASH-ND-DR 17 S Hash-Total of Debit Balances (with no decimals)


PROFPRD 4 A Profit Period




CABL Data Dictionary

2–88 3937 0226-942

Element Size Type Dec. Definition VALUE-BAL 17 S 3 Value Balances


XCCY 4 A Currency


XXACCOUNT 12 A Account Number

Profiles

PROFILE: CABLACDT PROFILE: CABLACDTR

COMPONENT; CABL COMPONENT; CABL

ORDINATE; XACCOUNT ORDINATE; XXACCOUNT

ORDINATE; CCY ORDINATE; XCCY


Data Dictionary CACCD

3937 0226-942 2–89

CACCD

Account Charge Codes

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Payment Amount 1


CCY 4 A Currency

CHARGETYP 6 A Account Charges Type

CH-DTE-RDN 5 N Effective Date (Relative Date Form)

CH-TRANS 4 A Transaction Type


XCH-DTE-RDN 5 N Effective Date (Relative Date Format)

Profiles

PROFILE: CACCDCHTN PROFILE: CACCDTRDT

COMPONENT; CACCD COMPONENT; CACCD

ORDINATE; BRANCH ORDINATE; BRANCH


ORDINATE; CHARGETYP ORDINATE; CHARGETYP

ORDINATE; XCH-DTE-RDN ORDINATE; CH-TRANS

ORDINATE; CH-TRANS ORDINATE; XCH-DTE-RDN

CACCO Data Dictionary

2–90 3937 0226-942

CACCO

Client Account Master

Type = Memo

Element Size Type Dec. Definition ACCARRSTA 6 A Retail Account Arrears Status

ACCNAME 36 A Account Long Name


ACRCHG-BAL 17 N 3 Accrued Charges

ACRINT-BAL 17 N 3 Accrued Credit Interest

ACRINT-WSH 9 N 8 Credit Interest in Wash for Period To Date

ACRPEN-BAL 17 N 3 Accrued Credit Interest Penalty

ADRINT-BAL 17 N 3 Accrued Debit Interest

ADRINT-ISU 17 N 3 Overdraft Settlement Amount for Retail Demand Account

ADRINT-WSH 9 N 8 Debit Interest in Wash for Period To Date

BOOK-BAL 17 N 3 Book Balance


CASE-NO 4 N Retail Account – Arrears Case Number

CCY 4 A Currency of Account

CCYCNVFLG 1 A Currency Conversion Indicator

CHRG-FRQ 6 N Charge Frequency

CHRG-LSTDN 5 N Last Charge Date (Relative Date Form)

CHRG-LSTDT 6 N Last Charge Date

CHRG-LVL 4 A Charge Level

CHRG-METH 1 A Charging Method for Current Period

CHRG-M-NEW 1 A Charging Method for Next Period

CHRG-NXTDN 5 N Next Charge Date (Relative Date Form)

CHRG-NXTDT 6 N Next Charge Date

CHRG-TOAC 12 A Account Number to be Charged

CINT-FRQ 6 N Interest Credit Settlement Frequency

CINT-LSTDN 5 N Last Credit Interest Settlement Date (Relative Date Form)

CINT-LSTDT 6 N Last Credit Interest Settlement Date

CINT-NXTDN 5 N Next Credit Interest Settlement Date (Relative Date Form)

CINT-NXTDT 6 N Next Credit Interest Settlement Date

Data Dictionary CACCO

3937 0226-942 2–91

Element Size Type Dec. Definition CINT-TOAC 12 A Account Number for Credit Interest

CR-ADVICES 1 A Credit Advice For Clean Payments

DINT-FRQ 6 N Interest Debit Settlement Frequency

DINT-LSTDN 5 N Last Debit Interest Settlement Date (Relative Date Form)

DINT-LSTDT 6 N Last Debit Interest Settlement Date

DINT-NXTDN 5 N Next Debit Interest Settlement Date (Relative Date Form)

DINT-NXTDT 6 N Next Debit Interest Settlement Date

DINT-TOAC 12 A Account Number for Debit Interest

DIRECT-IND 1 A Indicator of Whether to Post to General Ledger Online

DR-ADVICES 1 A Debit Advice for Clean Payments

END-DATE 6 N Maturity Date

END-DN 5 N Maturity Date (Relative Date Form)

ERROR-DATE 6 N First Date an Uncorrected Error Occurred on an Account

ERROR-IND 1 A Uncorrected Error Indicator

FXD-RTE-DN 5 N Start Date of Fixed Period for Fixed Interest Retail Loan (Relative Date Form)

FXD-RTE-DT 6 N Start Date of Fixed Period for Fixed Interest Retail Loan

HOLD-AMT 17 S 3 Hold Amount

INSR-AGRMT 1 A Insurance Agreement Indicator

INSUR-CPY 2 A Insurance Company

INT-ACCLVL 1 A Account Specific Interest Indicator

INT-DLYACR 10 N 3 Amount of Interest Accrued Daily

INT-DLYIND 1 A Indicator of Whether Daily Interest Accrued is Credit or Debit

INT-DLYWSH 9 N 8 Wash for Daily Interest Accrual

INT-FIXED 1 A Fixed Interest Indicator for Retail Loan

INT-NETAC 12 A Group Account for Interest Netting

INT-OVRD 1 A Interest Override Allowed Indicator

LOAN-IND 1 A Usage of Account (Retail loan, Retail non-loan, Wholesale)


LSTACRDN 5 N Last Valued Date for Interest Accrual Period-To-Date (Relative Date Form)

LSTACRDT 6 N Last Valued Date for Interest Accrual Period-To-Date

LST-MAINT 5 N Date of Latest Change

MAT-DSTAC 12 A Destination Account when this Account Matures/Closes

OD-APPDN 5 N Overdraft Application Date (Relative Date Form)


2–92 3937 0226-942

Element Size Type Dec. Definition OD-APPDT 6 N Overdraft Application Date

OD-APPLIM 17 N 3 Requested Overdraft Limit

OD-APRBY 10 A Overdraft Approved By

OD-APRDN 5 N Overdraft Approval Date (Relative Date Form)

OD-APRDT 6 N Overdraft Approval Date

OD-LIMIT 17 N 3 Overdraft Limit

OD-RVWDN 5 N Overdraft Review Date (Relative Date Form)

OD-RVWDT 6 N Overdraft Review Date

ONIGHT-IND 1 A Indicator of Whether Overnight Processing has Commenced


PCHG-FRQ 6 N Period Charge Frequency

PCHG-IND 5 A Period Charge Indicator

PCHG-LSTDN 5 N Last Period Charge Date (Relative Date Form)

PCHG-LSTDT 6 N Last Period Charge Date

PCHG-NXTDN 5 N Next Period Charge Date (Relative Date Form)

PCHG-NXTDT 6 N Next Period Charge Date

PF-REF 12 A Portfolio Reference


PRODT-CDE 8 A Product Code

RACC-HOLD1 1 A Type of Account Block



RACC-MOVED 1 A Indicator of Movement on Value Balance for Current Day

RACC-NO 12 A Account Number

RACCO-STAT 1 A Retail Account Status

RCHG-A-IND 1 A Indicator of Change in Account Specific Interest

RLMAO-STAT 1 A Retail Loan Application Status

SOFTLOCK 2 N Soft Lock Flag.

START-DATE 6 N Account Opening Date

START-DN 5 N Account Opening Date (Relative Date Form)

STATUS-CDE 1 N Wholesale Account Status

STMT-ADRS 9 N Number of Statement Copies to be Sent to Each Client Address

STMTCCY 4 A Statement Currency

STMT-FRQ 6 N Statement Frequency

Data Dictionary CACCO

3937 0226-942 2–93

Element Size Type Dec. Definition STMT-NXTDN 5 N Next Statement Date (Relative Date Form)

STMT-NXTDT 6 N Next Statement Date

TT-CODE 4 A Retail Account – Arrears Timeline Template

UODSTARTDN 5 N Date that Overdraft Limit was Exceeded (Relative Date Form)

VALUE-BAL 17 N 3 Value Balance

Profiles

PROFILE: CACCOAC PROFILE: CACCOBPAC

COMPONENT; CACCO COMPONENT; CACCO

ORDINATE; RACC-NO ORDINATE; BRANCH

ORDINATE; CCY ORDINATE; PRODT-CDE

ORDINATE; RACC-NO

ORDINATE; CCY

PROFILE: CACCOPF PROFILE: CACCOCHAC


ORDINATE; PF-REF ORDINATE; CHRG-TOAC

ORDINATE; CCY ORDINATE; RACC-NO

ORDINATE; RACC-NO

PROFILE: CACCOCRAC PROFILE: CACCODRAC


ORDINATE; CINT-TOAC ORDINATE; DINT-TOAC

ORDINATE; RACC-NO ORDINATE; RACC-NO


2–94 3937 0226-942

PROFILE: CACCOMTAC PROFILE: CACCOPBAC


ORDINATE; MAT-DSTAC ORDINATE; PRODT-CDE

ORDINATE; RACC-NO ORDINATE; BRANCH

ORDINATE; RACC-NO

ORDINATE; CCY

PROFILE: CACCOWHBR PROFILE: CACCOINSU


ORDINATE; LOAN-IND ORDINATE; INSUR-CPY

ORDINATE; BRANCH ORDINATE; RACC-NO

ORDINATE; RACC-NO ORDINATE; CCY

ORDINATE; CCY

PROFILE: CACCOPFAC

COMPONENT; CACCO

ORDINATE; PF-REF

ORDINATE; RACC-NO

ORDINATE; CCY

Data Dictionary CACCR

3937 0226-942 2–95

CACCR

Latest Balance Accrual Details

Type = Memo

Element Size Type Dec. Definition CCY 4 A Currency

CR-ACCR 17 S 8 Credit Accruals

CR-COFACCR 17 S 8 COF Temporary Accruals CR

CR-TOTACCR 17 S 3 Outstanding Interest - Credit

DR-ACCR 17 S 8 Debit Accruals

DR-COFACCR 17 S 8 COF Temporary Accruals DR

DR-TOTACCR 17 S 3 Outstanding Interest - Debit



Profiles

PROFILE: CACCRACDT

COMPONENT; CACCR

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; REL-DAY

CACED Data Dictionary

2–96 3937 0226-942

CACED

End of Day Accrual Details

Type = Memo

Element Size Type Dec. Definition AC-DTE-RDN 5 N Charge Action Date (Relative Date Form)

AC-STL-MTH 1 N Charge Settlement Method

AMOUNT1 17 S 3 Payment Amount

AMOUNT11 17 S 3 Last Client Account (CABL) Balance

AMOUNT12 17 S 3 Minimum Charge Amount

AMOUNT13 17 S 3 Charge Amount on Close of Client Account

AMOUNT2 17 S 3 Charge Amount Posted Last Settlement

AMOUNT3 17 S 3 Cost of Chargeable Transactions Since Last Settlement

AMOUNT4 17 S 3 Offset Interest Amount Since Last Settlement

AMOUNT5 17 S 3 Charge Amount Calculated Since Last Settlement

AMOUNT6 17 S 3 Charge Accrual to Last Profit Period End Since Last Settlement

AMOUNT7 17 S 3 Charge Accrual in Previous Profit Periods Since Last Settlement

AUTH-OFF 4 A Authorising Officer


CCY 4 A Currency

CHARGETYP 6 A Account Charge Code

CHBOD-Y 1 A Settled Today Indicator

CH-NEXT 1 A Next Charge Indicator

CH-PER 1 A Charge Period End Indicator

CH-STL 1 A Charge Settlement Indicator



EX-DTE-RDN 5 N Next Charge Date (Relative Date Form)

LST-DATE 5 N Last Charge Date (Relative Date Form)

MIN-BROKEN 1 A Indicator that Minimum Balance Broken This Period

OFF-INT-AC 17 S 8 Notional Accrued Interest

REF-SEQ-NO 4 N Charge Review Reference Sequence Number

Data Dictionary CACED

3937 0226-942 2–97

Element Size Type Dec. Definition STLMT-CH 12 A Charge Settlement Account

STRT-REL 5 N Next Settlement Charge Date (Relative Date Form)

TRN-NBR 6 N Number of Chargeable Transactions


XAC-DTE-RDN 5 N Charge Action Date (Relative Date Form)

Profiles

PROFILE: CACEDBCCA PROFILE: CACEDCACH

COMPONENT; CACED COMPONENT; CACED

ORDINATE; AC-DTE-RDN ORDINATE; CH-PER


ORDINATE; CCY ORDINATE; CLIENT-NO

ORDINATE; CHARGETYP ORDINATE; CCY

ORDINATE; XACCOUNT ORDINATE; XACCOUNT

ORDINATE; AC-DTE-RDN

PROFILE: CACEDCHCD PROFILE: CACEDPRGE

COMPONENT; CACED COMPONENT; CACED

ORDINATE; CH-PER ORDINATE; XACCOUNT

ORDINATE; BRANCH ORDINATE; CCY

ORDINATE; CHARGETYP ORDINATE; XAC-DTE-RDN

ORDINATE; XAC-DTE-RDN

ORDINATE; XACCOUNT

ORDINATE; CCY

CACHG Data Dictionary

2–98 3937 0226-942

CACHG

Account Charge Static Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Minimum Charge Amount

AMOUNT2 17 S 3 Minimum Balance

BASE-ID 3 N Base Rate Identifier


CANAL-IND 1 A Indicates whether Charge is used for Account Analysis

CCY 4 A Currency

CHARGETYP 6 A Account Charge Code

CH-FREQ 6 N Charge Frequency

CH-G-S 1 A Charge Condition

CH-RV-AU 1 A Process on Review or Automatic Only



RATE1 12 + 8 Rate Variation




XBASIS 3 N Interest Rate Basis

Profiles

PROFILE: CACHGTYPE

COMPONENT; CACHG

ORDINATE; CH-G-S

ORDINATE; BRANCH

ORDINATE; CHARGETYP

ORDINATE; XACCOUNT

ORDINATE; CCY

Data Dictionary CACRV

3937 0226-942 2–99

CACRV

Account Charges Review Data

Type = Memo

Element Size Type Dec. Definition AC-DTE-RDN 5 N Charge Action Date

AMOUNT1 17 S 3 Charge Amount Calculated

AMOUNT2 17 S 3 Charge Amount Posted

AUTH-OFF 4 A Authorising Officer


CCY 4 A Currency

CH-ADV 1 A Suppress Charge Advice

CHBOD-Y 1 A Settled Today


EX-DTE-RDN 5 N Expected Action Date (Relative Date Form)

REF-SEQ-NO 4 N Reference Sequence Number

STAT-CODE 1 A Status Code


CACRV Data Dictionary

2–100 3937 0226-942

Profiles

PROFILE: CACRVADV PROFILE: CACRVSEQN

COMPONENT; CACRV COMPONENT; CACRV

ORDINATE; STAT-CODE ORDINATE; STAT-CODE

ORDINATE; CLIENT-NO ORDINATE; XACCOUNT


ORDINATE; CCY ORDINATE; AC-DTE-RDN

ORDINATE; REF-SEQ-NO ORDINATE; REF-SEQ-NO

PROFILE: CACRVCAAC PROFILE: CACRVCHDT

COMPONENT; CACRV COMPONENT; CACRV

ORDINATE; STAT-CODE ORDINATE; AC-DTE-RDN

ORDINATE; BRANCH ORDINATE; XACCOUNT

ORDINATE; CLIENT-NO ORDINATE; CCY

ORDINATE; XACCOUNT

ORDINATE; CCY

Data Dictionary CACSM

3937 0226-942 2–101

CACSM

Account Charges Screen Defaults

Type = Memo

Element Size Type Dec. Definition CR-MAND 1 A Credit Type Mandatory Values

CR-TRANS 4 A Credit Charge Type

DB-MAND 1 A Debit Type Mandatory Values

DB-TRANS 4 A Debit Charge Type

SCRNNAM 5 A Screen Name


CACTH Data Dictionary

2–102 3937 0226-942

CACTH

Period Accumulation Details

Type = Memo



NO-TRANS 5 S Number of Transactions

PD-DTE-RDN 5 N Period End Date (Relative Date Form)


XPD-DTE-RDN 5 N Period End Date (Relative Date Form)

Profiles

PROFILE: CACTHCAAC

COMPONENT; CACTH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; XPD-DTE-RDN

ORDINATE; CH-TRANS

Data Dictionary CACXX

3937 0226-942 2–103

CACXX

Account Charge Posting Accrual Extract

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Automatic Charge

AMOUNT2 17 S 3 On Review Charge Total


CCY 4 A Currency







Profiles

PROFILE: CACXXBRDP PROFILE: CACXXBYCY

COMPONENT; CACXX COMPONENT; CACXX

ORDINATE; REQUEST-NO ORDINATE; REQUEST-NO



ORDINATE; CLIENT-NO

PROFILE: CACXXCLNO

COMPONENT; CACXX

ORDINATE; BRANCH

ORDINATE; CLIENT-NO

ORDINATE; CCY

CAEOD Data Dictionary

2–104 3937 0226-942

CAEOD

Client Account End of Day Accrual History

Type = Memo


BAGL-IND 1 A Backing GL Change Indicator

BR-IND 1 A Base Rate Change Indicator

CCY 4 A Currency

CR-ACCR 17 S 8 Credit Accruals Since Last Balance Change

CR-ACCRPPT 17 S 3 Credit Amount Accrued for Profit Period- to-Date

CR-ACCRTDY 17 S 3 Credit Amount Accrued Today

CR-ACCRUED 17 S 3 Credit Amount Accrued

CR-ADJ 17 S 3 Total Credit Interest Adjustment

CR-BA-GL 12 A Credit GL Backing Account

CR-BVACCR 17 + 3 Back-Valued Accrual Today - Credit

CR-BV-ADJ 17 S 3 Back-Valued Adjustment - Credit

CR-BV-STM 17 S 3 Back-Valued Interest - Credit

CR-COFACCR 17 S 8 Cost of Funds Credit Accruals Since Last Balance Record

CR-COFBVPT 17 S 3 Cost of Funds Credit Back Value Adjustment Today

CR-COFBVTD 17 S 3 Cost of Funds Credit Back Value Period to Date

CR-COFPTD 17 S 3 Cost of Funds Credit Period to Date

CR-COFTDY 17 S 3 Cost of Funds Today's Credit Figure

CR-COFWASH 9 S 8 Cost of Funds Credit Wash for Account

CR-INT-OS 17 S 3 Interest Outstanding - Credit

CR-IS-ADJ 17 S 3 Credit Interest Adjustment

CRT-AMT 17 S 3 Withholding Tax Amount

CRT-RATE 12 N 8 Withholding Tax Rate

CR-WASH 9 N 8 Credit Wash for Account

DR-ACCR 17 S 8 Debit Accruals Since Last Balance Change

DR-ACCRPPT 17 S 3 Debit Amount Accrued for Profit Period- to-Date

DR-ACCRTDY 17 S 3 Debit Amount Accrued Today

DR-ACCRUED 17 S 3 Debit Amount Accrued

DR-ADJ 17 S 3 Total Interest Adjustment - Debit

Data Dictionary CAEOD

3937 0226-942 2–105

Element Size Type Dec. Definition DR-BA-GL 12 A Debit GL Backing Account

DR-BVACCR 17 + 3 Back-Valued Accrual Today - Debit

DR-BV-ADJ 17 S 3 Back-Valued Adjustment - Debit

DR-BV-STM 17 S 3 Back-Valued Interest - Debit

DR-COFACCR 17 S 8 Cost of Funds Debit Accruals Since Last Balance Record

DR-COFBVPT 17 S 3 Cost of Funds Debit Back Value Adjustment Today

DR-COFBVTD 17 S 3 Cost of Funds Debit Back Value Period to Date

DR-COFPTD 17 S 3 Cost of Funds Debit Period to Date

DR-COFTDY 17 S 3 Cost of Funds Today's Debit Figure

DR-COFWASH 9 S 8 Cost of Funds Debit Wash for Account

DR-INT-OS 17 S 3 Interest Outstanding - Debit

DR-IS-ADJ 17 S 3 Debit Interest Adjustment

DRSCRS-IND 1 A Interest Settlement Indicator

DR-WASH 9 N 8 Debit Wash Account

INT-COND 1 N Interest Conditions

INT-IND 1 A Interest Condition Change Indicator



STTLD-CRTD 17 S 3 Settled - Credited

STTLD-DRTD 17 S 3 Settled - Debited



Profiles

PROFILE: CAEODCADT PROFILE: CAEODDT

COMPONENT; CAEOD COMPONENT; CAEOD

ORDINATE; XACCOUNT ORDINATE; REL-DAY

ORDINATE; CCY

ORDINATE; REL-DAY

CAEXO Data Dictionary

2–106 3937 0226-942

CAEXO

Client Account Extra Details

Type = Memo

Element Size Type Dec. Definition ACC-HIER 1 A Account Hierarchy

ACCOUNT-ID 3 A Account Type Identifier

AMOUNT1 17 S Amount Number 1

AMOUNT2 17 S Amount Number 2

CANAL-IND 1 A Account Analysis Eligible


CMINT-IND 1 A Compound Interest Eligible

CMS-IND 1 A CMS Specialist Indicator

CMS-SPEC 4 A CMS Specialist Identifier

CUST-REP 4 A Customer Representative

DATE-ACREL 5 N Last Relative Change Date

DATE-RES 5 N Corporate Resolution Date

DATE-UPD 5 N Dormant Text Date

DONE-SWEEP 1 A Sweep Processed

GROUP-ACC 12 A Group Account

GRP-CODE 12 A Account Group Code

HDADV-IND 1 A Hold Advices Indicator

INV-BASEID 4 A Investment Base Identifier

INVEST-IND 1 A Investment Indicator

INV-VARATE 14 S 10 Investment Rate

INV-VATYPE 14 A Investment Type

LOAN-IND 1 A Type of Account

NBCDAY-IND 1 A Negative Balance Check (Online)

NBCEOD-IND 1 A Negative Balance Check (End-of-Day)

SAVE-ACC 12 A Savings Account

SAVE-XFR 1 A Savings Cross Reference

SOFTLOCK 2 N Softlock Indicator

SWADV-IND 1 A Sweep Advices Required

SWEEP-IND 1 A Sweep Eligible

Data Dictionary CAEXO

3937 0226-942 2–107

Element Size Type Dec. Definition SWEEP-MULT 17 S 3 Sweep Multiplier

TAX-ID 20 A Tax Identifier


XTEXT 36 A Free Format Text

Profiles

PROFILE: CAEXOACAN PROFILE: CAEXOACCT

COMPONENT; CAEXO COMPONENT; CAEXO

ORDINATE; GRP-CODE ORDINATE; XACCOUNT


ORDINATE; CCY

PROFILE: CAEXOGRP PROFILE: CAEXONBC


ORDINATE; GROUP-ACC ORDINATE; NBCEOD-IND

ORDINATE; CCY ORDINATE; XACCOUNT


PROFILE: CAEXORSG PROFILE: CAEXOSAVE


ORDINATE; ACC-HIER ORDINATE; SAVE-ACC

ORDINATE; CMS-SPEC ORDINATE; CCY

ORDINATE; GROUP-ACC ORDINATE; XACCOUNT

CAIST Data Dictionary

2–108 3937 0226-942

CAIST

Client Account Interest Settlement Totals

Type = Memo

Element Size Type Dec. Definition AC-D-TYPE 3 A Diary Type

AMOUNT1 17 S 3 Gross Interest Amount

AMOUNT2 17 S 3 Net Interest Amount

AMOUNT3 17 S 3 Credit Amount

AMOUNT4 17 S 3 Gross Interest Amount

AMOUNT5 17 S 3 Net Interest Amount

AMOUNT6 17 S 3 Withholding Tax Deducted Amount

AMT1 17 S 3 Amount 1 (see Note)



AMT12 17 S S Amount 12 (see Note)



















Data Dictionary CAIST

3937 0226-942 2–109


MASTER-NO 6 N Master Number

TOT-POST 17 S 3 Amount 1

Note: The AMTn elements are used during the Client Account Beginning of Day (CABOD) report for the accumulation and aggregation of interest amounts.

Profiles

PROFILE: CAISCCY

COMPONENT; CAIST

ORDINATE; CCY

ORDINATE; BRANCH

ORDINATE; MASTER-NO

ORDINATE; AC-D-TYPE

CAPMR Data Dictionary

2–110 3937 0226-942

CAPMR

Standing Order Parameters

Type = Memo

Element Size Type Dec. Definition LST-AC-SEQ 4 N Last Account Charge Sequence Number

LST-STNORD 10 N Last Standing Order Number

RECORD-ID 1 A Record Identifier

Profiles

PROFILE: CAPMRID

COMPONENT; CAPMR

ORDINATE; RECORD-ID

Data Dictionary CASET

3937 0226-942 2–111

CASET

Client Account Settlement Data

Type = Memo

Element Size Type Dec. Definition BACK-DAY 5 N Oldest Back-Valued Date (Relative Date Form)

CCY 4 A Currency

INT-ST-IND 1 A Interest Statement Required Indicator


Profiles

PROFILE: CASETACC

COMPONENT; CASET

ORDINATE; XACCOUNT

ORDINATE; CCY

CASMO Data Dictionary

2–112 3937 0226-942

CASMO

CASmf Messages Data Structure

Type = Memo

Element Size Type Dec. Definition CAS-ACTION 6 A CASmf Action

CAS-RETURN 4 A CASmf API Return Code

CAS-SEQNO 6 N CASmf Sequence Number

CAS-SESSNO 4 N CASmf Session Number

INP-DATEN8 8 N Bulk Batch Date

INPUT-TIME 8 N Input Time

I-O-IND 1 A Input/Output Indicator

MSG 2320 N Message


SWIFT-BRCH 3 A S.W.I.F.T. Branch Identifier

SWIFT-TID 9 A S.W.I.F.T. Terminal Identifier

XINP-DATEN8 8 N Bulk Batch Date

XINPUT-TIME 8 N Input Time

XUNIQUE 6 N Unique Identifier

XXUNIQUE 6 N Unique Identifier

Profiles

PROFILE: CASMOTID

COMPONENT; CASMO

ORDINATE; SWIFT-TID

ORDINATE; I-O-IND

ORDINATE; XINP-DATEN8

ORDINATE; XINPUT-TIME

ORDINATE; XXUNIQUE

Data Dictionary CASTM

3937 0226-942 2–113

CASTM

Client Account Static Details

Type = Memo

Element Size Type Dec. Definition ACCESS-IND 1 A Access Sensitive Account Indicator

ACCRUAL 1 A Accrual Type

AC-STL-MTH 1 N Charge Settlement Method

BACK-AMEND 1 A Backing Account Change Indicator Values

BACK-DAY 5 N Date of Earliest Back-Valued Posting (Relative Date Form)

BLOCK-CODE 1 A Blocking Code

CCY 4 A Currency

CHARGETYP 6 A Account Charge Type

CH-G-S 1 A Charge Conditions

COLLECTED 1 A Statement to be Collected Indicator

CR-STL-MTH 1 N Credit Interest Settlement Method

DAT-CR-AM 6 N Date of Credit Backing Account Change

DAT-DR-AM 6 N Date of Debit Backing Account Change

DATE-EFF 6 N Effective Date

DR-STL-MTH 1 N Debit interest Settlement Method

EXCESSDATE 6 N Previous Excess Date

EXCESSDAYS 2 N Previous Excess Days


FLUCTLIMIT 17 S 3 Fluctuation Limit

FUNDING-AC 1 A Funding Account Indicator

GLACC-CR 12 A Backing General Ledger Account - Credit

GLACC-DR 12 A Backing General Ledger Account - Debit

GROUP-DATE 6 N Group Date

IBAN 35 A IBAN Reference

IMBALAMT 17 S 3 Amount of Imbalance

INT-CODE 1 N Interest Conditions Code

INT-ST-IND 1 A Interest Settlement Indicator

INT-SUPP 1 A Interest Suppression Indicator

LSTSTMTBAL 17 S 3 Last Statement Balance

CASTM Data Dictionary

2–114 3937 0226-942

Element Size Type Dec. Definition LSTSTMTDT 6 N Last Statement Date

MAX-BAL 17 S 3 Maximum Balance

MIN-BAL 17 S 3 Minimum Balance

MSG-CODE 2 A Counterfoil Message

NET-DATE 6 N Netting Date

NET-IND 1 A Net Settlement Indicator

NEXT-STMT 9 N Next Statement Number

PRE-CR-BK 12 A Previous Backing Account - Credit

PRE-DR-BK 12 A Previous Backing Account - Debit

PSEUDO-BAL 17 S 3 Last Pseudo CARS Statement Balance

PSEUDO-DAT 5 N Last Pseudo CARS Statement Date

PSEUDO-NUM 9 N Last Pseudo CARS Statement Number

ST-CRSTLPD 5 N Last Credit Settlement Date

ST-DRSTLPD 5 N Last Debit Settlement Date

STMT-TYPE 1 A Statement Type

STRINCL 1 A Include in STR Extract for rFrame

TO-FROM 2 A Due To/From Indicator

VCHER-SENT 1 A Voucher to be Sent Indicator


Profiles

PROFILE: CASTMGLCR PROFILE: CASTMGLDR

COMPONENT; CASTM COMPONENT; CASTM

ORDINATE; GLACC-CR ORDINATE; GLACC-DR



PROFILE: CASTMPROF

COMPONENT; CASTM

ORDINATE; XACCOUNT

ORDINATE; CCY

Data Dictionary CATDO

3937 0226-942 2–115

CATDO

Process Definitions

Type = Memo

Element Size Type Dec. Definition FIRST-ISP 5 A First Ispec in Process

SEL-ACCT 1 A Select an Account Indicator

SEL-CUST 1 A Select a Customer Indicator

TRANS 5 A Process Identifier

Profiles

PROFILE: CATDOTRN

COMPONENT; CATDO

ORDINATE; TRANS

CCDNO Data Dictionary

2–116 3937 0226-942

CCDNO

Stock Exchange Contract Conditions

Type = Table

Element Size Type Dec. Definition CNDN-DESC 36 A Description

SOFTLOCK 2 N Softlock Flag

SUPP-CERTS 1 A Suppress Certificates

SUPP-DEEDS 1 A Suppress Transfer Deeds

SUPP-SETAX 1 A Suppress SE/Tax Levy

SUPP-STMP 1 A Suppress Stamp Duty

SX-CND-CDE 2 A Condition Code

SX-STL-TYP 1 A Override Settlement Type





Profiles

PROFILE: CCDNO-1

COMPONENT NAME; CCDNO

ORDINATE; SX-CND-CDE

Data Dictionary CCYGO

3937 0226-942 2–117

CCYGO

Currency Group Maintenance

Type = Table

Element Size Type Dec. Definition CCY-CDE 4 A Currency

CCY-GROUP 6 A Currency Group

Profiles

PROFILE: CCYGOGPCY

COMPONENT NAME; CCYGO

ORDINATE; CCY-GROUP

ORDINATE; CCY-CDE

CCYS Data Dictionary

2–118 3937 0226-942

CCYS

Currency Table

Type = Table

Element Size Type Dec. Definition AMOUNT1 17 N 3 Eurocheque Limit


CLS-END 6 N Continuous Linked Settlement (CLS) Functionality End Date

CLS-START 6 N CLS Functionality Start Date

CLS-STAT 1 A CLS Status (Authorised/Unauthorised)

COMP-FLG 1 A Composite Currency Indicator

COUNTRY 4 A Country Code

EMUIND 2 A EMU Phase

GCCY-IND 1 A Group Currency Indicator

RATEFORMAT 6 A Rate Format

ROUNDING 1 A Rounding Method


SR-CO-FLG 1 A Composite Currency Indicator (for Statutory Returns)

SWIFT-CCY 3 A S.W.I.F.T. Currency

TRUNCATION 1 N Truncation

WIDEREJECT 3 N 1 FX and CL Wide Rate Override Management

WIDEWARN 3 N 1 FX and CL Wide Rate Override Warning

XBASIS 3 N Interest Basis

XDECIMAL 1 N Decimal Places

XNAME 36 A Currency Name

Profiles

PROFILE: CCYSCNTRY PROFILE: CCYSSWCCY

COMPONENT; CCYS COMPONENT; CCYS

ORDINATE; COUNTRY ORDINATE; SWIFT-CCY


Data Dictionary CERTO

3937 0226-942 2–119

CERTO

Certificate Maintenance

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Certificate Nominal Amount

CERT-REF 25 A Certificate Reference Number


END-RDN 5 N End Date (Relative Date Form)


SOLD-IND 1 A Sold Indicator

XTEXT 36 A Text

Profiles

PROFILE: CERTOINDC

COMPONENT; CERTO

ORDINATE; INSTRNAME

ORDINATE; END-RDN

ORDINATE; CERT-REF

CFLOW Data Dictionary

2–120 3937 0226-942

CFLOW

External Cash Flow Projection

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 + 3 Cashflow Amount







RATE1 12 + 8 Rate

VAL-RDN 5 N Value Date (relative day number)



Data Dictionary CHEQO

3937 0226-942 2–121

CHEQO

Cheque Issue and Payment Details

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 The Value of a Posting





CHQ-STAT 1 A Cheque Status

CHQ-TYPE 1 A Cheque Type

CR-IDENT 12 A Credit Account Number

DR-IDENT 12 A Debit Account Number

ISS-DATE 6 N Issue Date

PAYEENAME 36 A Name of the Payee

USER-CODE 10 A Receiver's Code

Profiles

PROFILE: CHEQOTYNO

COMPONENT; CHEQO

ORDINATE; CHQ-TYPE

ORDINATE; CHEQUE

CHRGO Data Dictionary

2–122 3937 0226-942

CHRGO

Charge Details

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 Charge Amount



IMM-CHARGE 4 A Immediate Charge

POST-NARR 35 A Narrative

REL-DAY 5 N Effective Date



XREL-DAY 5 N Effective Date

Profiles

PROFILE: CHRGODSCN

COMPONENT; CHRGO

ORDINATE; IMM-CHARGE

ORDINATE; CCY

ORDINATE; XACCOUNT

ORDINATE; XREL-DAY

Data Dictionary CIAUD

3937 0226-942 2–123

CIAUD

Contract Indirect Audit Records

Type = Memo

Element Size Type Dec. Definition ACTL-DATE 6 N Actual Date of Input

ACTL-DAY 5 N Actual Date of Input (Relative Date Form)


AUDIT-DAY 5 N Audit Date (Relative Date Form)


CONTRACTNO 12 N Commitments Contract Number

DD-CNT-NBR 12 N Associated Drawdown Contract Number

EVENTDATE 6 N Date of Drawdown Change

REL-DAY 5 N Date of Drawdown Change (Relative Date Form)

Profiles

PROFILE: CIAUDCNDT

COMPONENT; CIAUD


ORDINATE; AUDIT-DAY

ORDINATE; AUDIT-TIME

ORDINATE; REL-DAY

CICTO Data Dictionary

2–124 3937 0226-942

CICTO

Client Types

Type = Memo

Element Size Type Dec. Definition BUS-GRP 4 A Business Group

CLASSIF 5 A Industrial Classification

CLNT-CAT 3 A Client Category


DEL-IND 1 A Indicator for Removing Client Type

INST-CODE 3 A Institutional Code





STP-INB 1 A Allow Inbound Straight Through Processing (STP)

STP-INBMAX 17 + 3 Maximum Amount of Inbound STP

STP-OTB 1 A Allow Outbound Straight Through Processing (STP)

STP-OTBMAX 17 + 3 Maximum Amount of Outbound STP

TYPE-DESC 35 A Description of Client Type

Profiles

PROFILE: CICTOCAT PROFILE: CICTOTYPE

COMPONENT; CICTO COMPONENT; CICTO

ORDINATE; CLNT-CAT ORDINATE; CLNT-TYPE

ORDINATE; CLNT-TYPE

Data Dictionary CIEMO

3937 0226-942 2–125

CIEMO

Client Employment Details

Type = Memo

Element Size Type Dec. Definition BUS-CODE 2 A Employer’s Line of Business


CLNT-POS 30 A Client Position

EMP-ADDR1 30 A Employer’s Address Line 1



EMP-CITY 4 A City of Employer’s Address

EMP-CNTRY 4 A Country of Employer’s Address

EMP-NAME 35 A Employer’s Name

EMP-NO 8 N Employer’s Client Number (if a client)

EMP-SEQ 1 N Employment Sequence

END-DTR 5 N Employment End Date (Relative Date Form)

SALARY 17 N 3 Client Salary


START-DTR 5 N Employment Start Date (Relative Date Form)

Profiles

PROFILE: CIEMOSEQ

COMPONENT; CIEMO

ORDINATE; CLIENT-NO

ORDINATE; EMP-SEQ

CIFCO Data Dictionary

2–126 3937 0226-942

CIFCO

Company Client Financial Information

Type = Memo

Element Size Type Dec. Definition ASS-ACCR 17 N 3 Assets - Accounts Receivable

ASS-CASH 17 N 3 Assets - Cash on Hand

ASS-FIX 17 N 3 Assets - Other Fixed

ASS-INV 17 N 3 Assets - Investments

ASS-PROP 17 N 3 Assets - Property Value

ASS-STOK 17 N 3 Assets - Stock Value

CHG-DTR 5 N Date of Last Change (Relative Date Form)


CURR-CODE 4 A Currency

DEL-IND 1 A Indicator for Removing Financial Details Record

EXP-DIV 17 N 3 Expenses - Dividends

EXP-LOAN 17 N 3 Expenses - Loan Interest

EXP-MAT 17 N 3 Expenses - Material

EXP-MKT 17 N 3 Expenses - Marketing

EXP-OTH 17 N 3 Expenses - Other

EXP-SAL 17 N 3 Expenses - Salaries

INC-INV 17 N 3 Income - Investment

INC-OTH 17 N 3 Income - Other

INC-SALE 17 N 3 Income - Sales

LIA-ACCP 17 N 3 Liabilities - Accounts Payable

LIA-CAP 17 N 3 Liabilities - Equity Capital

LIA-CONT 17 N 3 Liabilities - Contingency

LIA-DEP 17 N 3 Liabilities - Depreciation

LIA-LLO 17 N 3 Liabilities - Long Term Loans

LIA-P-L 17 N 3 Liabilities - Profit and Loss

LIA-RES 17 N 3 Liabilities - Reserves

LIA-SLO 17 N 3 Liabilities - Short Term Loans

LIA-TAX 17 N 3 Liabilities - Tax Provision


Data Dictionary CIFCO

3937 0226-942 2–127

Element Size Type Dec. Definition TAX-WITH 17 N 3 Tax Withheld

Profiles

PROFILE: CIFCOCLNT

COMPONENT; CIFCO

ORDINATE; CLIENT-NO

CIFPO Data Dictionary

2–128 3937 0226-942

CIFPO

Personal Client Financial Information

Type = Memo

Element Size Type Dec. Definition ASS-OTH 17 N 3 Assets - Other

ASS-PROP 17 N 3 Assets - Property

ASS-SHR 17 N 3 Assets - Shares

CHG-DTR 5 N Date of Last Change (Relative Date Form)


CURR-CODE 4 A Currency

DEL-IND 1 A Indicator for Removing Financial Details Record

EXP-INS 17 N 3 Expenses - Insurance

EXP-LOAN 17 N 3 Expenses - Loan Payments

EXP-OTH 17 N 3 Expenses - Other

EXP-RENT 17 N 3 Expenses - Rental

EXP-TAX 17 N 3 Expenses - Tax Payments

INC-BUS 17 N 3 Income - Business

INC-OTH 17 N 3 Income - Other

INC-SHR 17 N 3 Income - Shares

LIA-LOAN 17 N 3 Liabilities - Loans

LIA-OTH 17 N 3 Liabilities - Other

SALARY 17 N 3 Income - Salary


TAX-WITH 17 N 3 Tax Withheld

Profiles

PROFILE: CIFPOCLNT

COMPONENT; CIFPO

ORDINATE; CLIENT-NO

Data Dictionary CISWO

3937 0226-942 2–129

CISWO

Client SWIFT Addresses

Type = Memo



COPY-ADDR 11 A Copy SWIFT Address

SWIFT-AADR 11 A SWIFT Address

Profiles

PROFILE: CISWCLCT

COMPONENT; CISWO

ORDINATE; CLIENT-NO

ORDINATE; C-TYPE

CLDCY Data Dictionary

2–130 3937 0226-942

CLDCY

Commercial Loan Drawdown Currencies

Type = Memo


D-CCY-1 4 A Drawdown Currency 1









Profiles

PROFILE: CLDCYCNNO

COMPONENT; CLDCY


Data Dictionary CLINM

3937 0226-942 2–131

CLINM

Client Master

Type = Standard

Element Size Type Dec. Definition ARS-DTR 5 N Authorisation Date

ATH-STAT 1 A Authorisation Status

BANK-IND 1 A Bank Indicator

BIRTH-DTR 5 N Date of Birth (Relative Date Form)

BLACK-IND 1 A Blacklist Indicator

BNK-BSD2 1 A Local Bank Indicator


BUS-CODE 2 A Line of Business

BUS-GRP 4 A Business Group

CARE-DTR 5 N Care Review Date (Relative Date Form)

CARE-IND 1 A Indicator that Care is Required

CB-ACCOUNT 25 A Account at Central Bank

CHAPS-ADDR 12 A CHAPS Address

CHIPS-ADDR 12 A CHIPS Address

CITY 4 A City

CLASSIF 5 A Industrial Classification 1

CLASSIF2 5 A Industrial Classification 2

CLI-CRDSTA 6 A Credit Status


CLNTITLE 4 A Title of Client

CLNT-KEY 13 A Internally generated key used for Search purposes

CLNT-STAT 5 A Client Status


CLS-END 6 N Continuous Linked Settlement (CLS) Functionality End Date

CLS-START 6 N CLS Functionality Start Date

CLS-STAT 1 A CLS Status (Authorised/Unauthorised)

CNFM-ADDR 9 A Confirmation Address

CNFM-COPY 1 A Confirmation Copy Required

CNFM-EUIND 1 A Euro Confirmations Indicator

CLINM Data Dictionary

2–132 3937 0226-942

Element Size Type Dec. Definition CONNECTED 1 A Connected Customer Indicator

CONTACT 15 A Fax Number of Contact

CONTACTNBR 15 A Telephone Number of Contact

CONTACTNM 30 A Contact Name

COPY-ADDR 11 A Copy Address

COPY-MEDIA 1 A Copy Media

CR-LIM 17 N 3 Credit Limit

CR-LIM-AD 17 N 3 Advised Credit Limit

CR-LIM-CCY 4 A Currency of Credit Limit

CR-LIM-DTR 5 N Credit Start Date (Relative Date Form)

CR-LIM-GR 17 N 3 Group Credit Limit

CR-REV-DTR 5 N Credit Review Date (Relative Date Form)

CR-SCORE 5 A Credit Score

CR-STATUS 1 A Credit Status

CRT-INT-RP 1 A Withholding Tax Reported Indicator

CRT-LIAB 1 A Withholding Tax Liability Indicator

DEATH-DTR 5 N Date of Death (Relative Date Form)

DEPEND 2 N Number of Dependents

DEPOT-1 6 A Depot 1

DEPOT-2 6 A Depot 2

DEPOT-3 6 A Depot 3

DEPOT-4 6 A Depot 4

DEPOT-5 6 A Depot 5

DEPOT-6 6 A Depot 6

DEV-BNK-CD 1 A Development Bank Type

DRIVE-LIC 20 A Drivers License Identifier

EDUC-CODE 1 A Education Code

EMPLOY-ST 1 A Employment Status

END-DTR 5 N Date that Relationship with Client Ends (Relative Date Form)

EXCH-CNTL 4 A Exchange Control Code


FED-ADDR 12 A FEDWIRE Address

FIN-CODE 1 A Financial Institution Type

FIN-YEAR-R 5 N Financial Year (Relative Date Form)


3937 0226-942 2–133

Element Size Type Dec. Definition FORENAME1 15 A First Forename

FORENAME2 15 A Second Forename

FORENAME3 15 A Third Forename

FORM-DTR 5 N Business Formation Date (Relative Date Form)

GRP-CITY 4 A Group Leader City

GRPLDR1 8 N Group Leader 1

GRPLDR2 8 N Group Leader 2

GRPMEMBERS 5 N Number of Members in Group

GRP-SHORTN 15 A Group Leader Shortname

GUAR-CODE 1 A Guarantee Code

HIERARCHY 1 N Group Hierarchy Level

HOUSE-ASSO 1 A Housing Association Indicator

ID-NO 20 A Client National Id or Passport Number

INCOME-LV 1 N Income Level

INST-CODE 3 A Institutional Sector



L-LDATE1 6 N Last Long Term Rating Date 1



L-SDATE1 6 N Last Short Term Rating Date 1



LT-BEF1 4 A Long Term Rating Before 1



LT-NOW1 4 A Long Term Rating Now 1



MAIDEN-NM 15 A Maiden Name

MARITAL 1 A Marital Status

MOTHER-NM 15 A Mother’s Name

NOTE1 70 A Note 1

NOTE2 70 A Note 2


2–134 3937 0226-942

Element Size Type Dec. Definition NOTE3 70 A Note 3

NOTIF-ADDR 9 A Notification Address

OCC-CODE 1 A Occupation Code


ORG-CNTRY 4 A Country of Origin

ORG-NO 11 A Organisation Number

PART-ADDR 5 A Partial Address used for Search purposes

PROPERTY 1 A Property Status

RATER1 6 A Rating Agency 1



REFER-1 12 A Reference 1








SDBOX-IND 1 A Safe Deposit Box Indicator

SEC-NBR 15 A Securities System Number

SEX 1 A Sex



SORTCODE 6 N Nostro Sort Code

STAFF-IND 1 A Staff Indicator

START-DTR 5 N Start Date (Relative Date Form)

ST-BEF1 4 A Short Term Rating Before 1



ST-NOW1 4 A Short Term Rating Now 1



STP-INB 1 A Allow Inbound Straight Through Processing (STP)


3937 0226-942 2–135

Element Size Type Dec. Definition STP-INBMAX 17 + 3 Maximum Amount of Inbound STP

STP-OTB 1 A Allow Outbound Straight Through Processing (STP)

STP-OTBMAX 17 + 3 Maximum Amount of Outbound STP


SWIFT-METH 5 A S.W.I.F.T. Method

TAX-CNTRY 4 A Tax Country

TAX-CODE 15 A Tax Code

TAX-FIDUCY 1 A Fiduciary Tax Indicator

TELEX 13 A Telex Code

TF-ADDRNO 1 N Trade Finance Address Number

TRAN-METH1 6 A Transfer Method 1






UD-IND1 1 A Up/Down Indicator 1



VAT-NBR 15 A VAT Number

VISA-DTR 5 N Visa Expiry Date (Relative Date Form)

VISA-NO 15 A Visa Number

WHSL-IND 1 A Wholesale Client Indicator

W-LDATE1 6 N Long Term Watch Date 1



W-SDATE1 6 N Short Term Watch Date 1



XNAME 35 A Client Long Name

XSTATUS 1 A Status


2–136 3937 0226-942

Profiles

PROFILE: CLINMIDNO PROFILE: CLINMGRP1

COMPONENT; CLINM COMPONENT; CLINM

ORDINATE; ID-NO ORDINATE; GRPLDR1


3937 0226-942 2–137

PROFILE: CLINMGRP2 PROFILE: CLINMSHN


ORDINATE; GRPLDR2 ORDINATE; SHORTNAME

ORDINATE; CITY

PROFILE: CLINMKEY PROFILE: CLINMCLNT


ORDINATE; CLNT-KEY ORDINATE; CLIENT-NO

CLOCK Data Dictionary

2–138 3937 0226-942

CLOCK

Lock CA/GL Account Process

Type = Table

Element Size Type Dec. Definition C-ORD 1 N Record Key

XNUMBER 5 N Number

Data Dictionary CLOSO

3937 0226-942 2–139

CLOSO

Securities Close Out

Type = Table

Element Size Type Dec. Definition AUTOCLOSE 1 A Auto close-out



XSTATUS 1 A Status

Profiles

PROFILE: CLOSOCNNO PROFILE: CLOSOSTCN

COMPONENT; CLOSO COMPONENT; CLOSO

ORDINATE; CONTRACTNO ORDINATE; AUTOCLOSE

ORDINATE; XSTATUS


CLPNT Data Dictionary

2–140 3937 0226-942

CLPNT

Commercial Loan Participants

Type = Memo



DEL-FLAG 3 A Delete Indicator

PARTI-NO1 8 N Participant 1 - Client Number








RATEX1 14 S 10 % Rate, Client Number 1









Profiles

PROFILE: CLPNTCNNO

COMPONENT; CLPNT


Data Dictionary CLREG

3937 0226-942 2–141

CLREG

Commercial Loan Register Details

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 + 3 Loan Amount

BFC-CLIENT 8 N Bank for Currency Client Number

BFR-CLIENT 8 N Bank for Rate Client Number

CCY-1 4 A Loan Currency

CCY-CNTCT 15 A Bank Currency Contract

CCY-METHOD 15 A Bank Currency Method


CONTACT 15 A Syndicator Contact


DEL-FLAG 1 A Deletion Flag

DOCS-HELD 15 A Documents Held by

FEE-AMT 17 S 3 Management Fee Amount

FEE-DATE 6 N Management Fee Date

GNTOR-NO 8 N Guarantor Client Number

GNTOR-TYPE 15 A Guarantor Type

OUR-PART 17 S 3 Our Participation

PAY-DTLS 30 A Payment Details

PAY-PROV 15 A Payment Provision

PLACE-AMT 17 S 3 Placement Fee Amount

PLACE-DATE 6 N Placement Fee Date

PURPOSE 20 A Purpose of Loan

RATE 12 + 8 Add-on Rate

RATE-CNTCT 15 A Bank Rate Contact

RAT-METHOD 15 A Bank Rate Method

REV-RATE 12 S 8 Revenue Share Rate


SYN-CLIENT 8 N Syndicator Client Number

SYNDICATOR 17 S 3 Syndicator Participation

SYN-METHOD 15 A Syndicator Method

CLREG Data Dictionary

2–142 3937 0226-942

Element Size Type Dec. Definition TAXES-BY 15 A Taxes Paid By

Profiles

PROFILE: CLREGCNNO

COMPONENT; CLREG


Data Dictionary CLSCO

3937 0226-942 2–143

CLSCO

Continuous Linked Settlement (CLS) Contract Details

Type = Table



CCY-1 4 A Bought Currency

CCY-2 4 A Sold Currency

CLS-PROV 4 N Number of CLS Provider


STATUS-B 1 A Status of Bought Currency (“S” = Settled, “T” = Transferred, “space” = Outstanding)

STATUS-S 1 A Status of Sold Currency (“S” = Settled, “T” = Transferred, “space” = Outstanding)


Profiles

PROFILE: CLSCODTBC PROFILE: CLSCODTCN

COMPONENT; CLSCO COMPONENT; CLSCO

ORDINATE; VAL-DATE ORDINATE; VAL-DATE

ORDINATE; CCY-1 ORDINATE; CONTRACTNO

PROFILE: CLSCODTSC PROFILE: CLSCOPRDT

COMPONENT; CLSCO COMPONENT; CLSCO

ORDINATE; VAL-DATE ORDINATE; CLS-PROV

ORDINATE; CCY-2 ORDINATE; VAL-DATE

CLSDO Data Dictionary

2–144 3937 0226-942

CLSDO

Continuous Linked Settlement (CLS) Provider Details

Type = Table







CLS-H-FORM 1 A Use header method of CLS confirmation formatting (in MT300 messages)

CLS-PROV 4 N Number of CLS Provider

CONTACT 15 A Fax Number

CONTACTNBR 15 A Telephone Number



SHORTNAME 15 A CLS Provider Shortname

START-RDN 5 N Start Date (Relative Date Form)

STATUS-IND 1 A Status (Authorised/Unauthorised)


TIME-HHMM 4 N CLS Cut-Off Time (Local)

XCLS-PROV 4 N Number of CLS Provider (Descending Order)

XSTART-RDN 5 N Start Date (Relative Date Form) (Descending Order)

Profiles

PROFILE: CLSDOBRDT PROFILE: CLSDOPROV

COMPONENT; CLSDO COMPONENT; CLSDO

ORDINATE; BRANCH ORDINATE; XCLS-PROV

ORDINATE; XSTART-RDN

Data Dictionary CLTRO

3937 0226-942 2–145

CLTRO

Client Details - Trust

Type = Memo

Element Size Type Dec. Definition BENIFDOB1 8 N Beneficiary Date of Birth 1

BENIFDOB2 8 N Beneficiary Date of Birth 2



BENIFNME1 50 N Beneficiary Name 1

BENIFNME2 50 A Beneficiary Name 2



CHARITYNO 6 N Charity Number


DTEEXPIRE 8 N Expiry Date

DTEFORMED 8 N Date Formed

LIFEETEDOB1 8 N Life Tenant Date of Birth 1




LIFETENME1 50 A Life Tenant Name 1





SPECAGRE1 50 A Specific Agreement 1

SPECAGRE2 50 A Specific Agreement 2

SYSAMDSTPD 5 N Amend Date

SYSAMDSTPT 8 N Amend Time

SYSETYSTPD 5 N Creation Date

SYSETYSTPT 8 N Creation Time

TAXRAT 1 A Tax Rate

TRSTENME1 50 A Trustee Name 1

CLTRO Data Dictionary

2–146 3937 0226-942

Element Size Type Dec. Definition TRSTENME2 50 A Trustee Name 2

TRSTINVAC 1 A Trustee Inv Account Indicator

TRSTTYPE 3 A Type of Trust

Profiles

PROFILE: CLTROCLNO

COMPONENT; CLTRO

ORDINATE; CLIENT-NO

Data Dictionary CNARO

3937 0226-942 2–147

CNARO

Contract Narratives

Type = Memo

Element Size Type Dec. Definition CNT-NARR 30 A Narrative


INSTRCHGNO 2 N Instrument Change Number


SEQ-NO2 2 N Narrative Sequence Number




Profiles

PROFILE: CNAROBYDT PROFILE: CNAROCNDT

COMPONENT; CNARO COMPONENT; CNARO

ORDINATE; REL-DAY ORDINATE; CONTRACTNO

ORDINATE; CONTRACTNO ORDINATE; REL-DAY

ORDINATE; SEQ-NO2 ORDINATE; SEQ-NO2

CNAUD Data Dictionary

2–148 3937 0226-942

CNAUD

Contract and Schedule Audit

Type = Memo

Element Size Type Dec. Definition ACTIONED 1 A Actioned Indicator

ACTL-DATE 6 N Actual Date Input

ACTL-DAY 5 N Actual Day of Input (Relative Date Form)






CCY 4 A Currency


CNT-SCHD 1 A Contract or Schedule Indicator


CRT-CODE 1 A Withholding Tax Liable Indicator

CRT-ERROR 1 N Withholding Tax Error Code


DEALER 4 A Dealer Identifier

DIARY-AMD 4 N Number of Diary Records Amended

DIARY-DEL 4 N Number of Diary Records Deleted

DIARY-GEN 4 N Number of Diary Records Generated

DIARY-TYP 2 A Diary Type

D-REFNO 4 N Reference Number

EVENTDATE 6 N Diary Value Date

EXP-CLIENT 1 A Exposure Status of Client

EXP-GRP1-C 1 A Exposure Status of Primary Group Leader

EXP-GRP1-R 1 A Exposure Status of Primary Group Leader Risk Country

EXP-GRP2-C 1 A Exposure Status of Secondary Group Leader

EXP-GRP2-R 1 A Exposure Status of Secondary Group Leader Risk Country

EXP-RISK 1 A Exposure Status of Client’s Country of Risk

LINK-CNNO 12 N Linked Contract

Data Dictionary CNAUD

3937 0226-942 2–149

Element Size Type Dec. Definition REL-DAY 5 N Audit Date (Relative Date Form)

REPLACES 12 N Old Contract Number


Profiles

PROFILE: CNAUDCNAD PROFILE: CNAUDDTCN

COMPONENT; CNAUD COMPONENT; CNAUD

ORDINATE; REL-DAY ORDINATE; CNT-SCHD

ORDINATE; CONTRACTNO ORDINATE; ACT-TYP

ORDINATE; ACTL-DAY ORDINATE; REL-DAY

ORDINATE; AUDIT-TIME ORDINATE; C-TYPE


PROFILE: CNAUDUNAC

COMPONENT; CNAUD

ORDINATE; REL-DAY

ORDINATE; ACTIONED

ORDINATE; AUDIT-TIME


DO WHEN: ACTIONED NOT = (Y)

CNAUD records are used for:

• Accrual processing (backvalued schedules) by the relevant end of day report

• Exposure processing

• Producing the dealing log (DEALSHEET)

A description of each of the fields in “CNAUD” is given below for each Contract Type. Individual descriptions are given for any fields that vary according to the Contract Type. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

“UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNAUD” record is written.


2–150 3937 0226-942

ACT-TYP

All Contracts GC-ADDED GC-CHANGED GC-DELETED Depending on the processing done on the contract/schedule

ACTIONED

All Contracts Set to "N" by all contract Add/Change screens Set to "Y" when the contract has been processed by the report EXPOSUPD

ACTL-DATE

All Contracts Converted from “INPUT-DATE”.

ACTL-DAY

All Contracts Actual date (internal format) converted from “INPUT-DATE”.

AMOUNT-1

All Contracts Close-out Amount - Closed-out IR Swaps only (internal format)

AUDIT-DATE

All Contracts Audit Date (external format) converted from GW-ASOFDATE

AUDIT-TIME

All Contracts Set up from GLB.TIME

BRANCH

BD Issue Set up from CNCOM.BRANCH BD Purchase/Sale Set up from BRNCH DP Contracts Set up from BRNCH FEE Maintenance Set up from BRNCH FEE Schedule Set up from CNCOM.BRNCH FT Deals Set up from BRNCH FT Close-out Set up from CNCOM.BRANCH OP Close-out Set up from CNCOM.BRANCH OP Deals Set up from BRNCH All Other Contracts Set up from BRNCH


3937 0226-942 2–151

C-TYPE

BD Issue Set up from CNCOM IR Swaps Swaps Close-out currency All Other Contracts Set up from: BP-XXXX where XXXX= Contract Type CCY

CCY

All Contracts Currency Code

CLIENT-NO

IR Swaps Swaps Close-out client FT Deals Set up from CLINM OP Deals Set up from CLINM FT Futures Close-out Set up from FTNON OP Options Close-out Set up from FTNON

CNT-SCHD

All Contracts GC-CONTRACT if processing a Contract. GC-SCHEDULE if processing a Schedule or a Take-up. GC-AUTHORISED if processing as Manual Authorisation.

CONTRACTNO

All Contracts CONTRACTNO on CNCOM for Contracts or CONTRACTNO on DIARY for Schedules or Take-ups or CONTRACTNO from screen.

CRT-CODE

MM Base Rate Deposit } Set up from CRT-CODE on any of the MM Deposit } Contract's Diaries. Valid Values: BP-CRT-LIABLE BP-CRT-NOT-LIABLE.

CRT-ERROR

CRT Error Code Valid Values: 0 = Successful Update 1 = Unsuccessful Update Negative CRT 2 = Unsuccessful Year End WHTRETURN has begun 3 = Unsuccessful Update no CRT figures to reverse

D-REFNO

FX Contracts REF-NO on DIARY All Other Contracts GLB.ZEROS

DEALER

All Contracts Set up from DEALER on CNCOM for Contracts and MM/CL Schedules or DEALER from screen.


2–152 3937 0226-942

DIARY-AMD

All Contracts Number of DIARY records amended.

DIARY-DEL

All Contracts Number of DIARY records deleted.

DIARY-GEN

All Contracts Number of new DIARY records generated.

DIARY-TYP

Only set up for SCHEDULES. Set up from D-TYPE on Schedule's DIARY. Valid Values: BP-IS (IS) Interest Settlement BP-RP (RP) Rate/Principal Change BP-RL (RL) Rollover BP-FS (FS) Fee Settlement BP-TU (TU) Market FX Take-up For OTC Options always set to BP-IP (IP).

EVENTDATE

DIARY value date, only set up for Schedules and Take-ups. For OTC Options always set to Input Event Date.

EXP-CLIENT

All Contracts Set up from L030-CLIENT-STATUS. (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found

EXP-GRP1-C

All Contracts Set up from L030-GRP1-C-STATUS (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found

EXP-GRP1-R

All Contracts Set up from L030-GRP1-R-STATUS. (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found


3937 0226-942 2–153

EXP-GRP2-C

All Contracts Set up from L030-GRP2-C-STATUS. (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found

EXP-GRP2-R

All Contracts Set up from L030-GRP2-R-STATUS. (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found

EXP-RISK

All Contracts Set up from L030-RISK-STATUS. (Except OTC Options) Valid Values GC-LIM-EXCEEDED (E) - Limit exceeded GC-LIM-NOT-EXED (N) - Limit not exceeded GC-LIM-REC-MSNG (L) - No Limit record found

LINK-CNNO

FX Contracts Original Deal Contract Number MM Contracts Original Deal Contract Number DP Contracts Original Deal Contract Number FU Contracts Original Deal Contract Number OP Options Contracts Original Deal Contract Number OTC Options Contracts Original Deal Contract Number BD Contracts Original Deal Contract Number FRA Contracts Original Deal Contract Number SW Contracts Original Deal Contract Number BZ Contracts Original Deal Contract Number

REL-DAY

All Contracts Set up from GW-ASOFDATE

REPLACES

FX Contracts } MM Contracts } DP Contracts } FU Contracts } This contract replaces another (deleted) contract. This OP Options Contracts } number is the contract that was replaced. OTC Options Contracts } BD Contracts } FRA Contracts } SW Contracts } BZ Contracts }

USERCODE

All Contracts Set up from GW-USERCODE

CNCHK Data Dictionary

2–154 3937 0226-942

CNCHK

Country Check Codes

Type = Standard

Element Size Type Dec. Definition CCY-IND 1 A Currency Indicator

CNTRY-CHK 4 A Country Check Code

CNTRY1 4 A Country 1




RATE-IND 1 A Rate Indicator

RES-C-IND 1 A Country of Residence Indicator


Data Dictionary CNCNV

3937 0226-942 2–155

CNCNV

Converted Contract Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Equivalent to Amount 1 on DIARY Dataset

AMOUNT10 17 S 3 Equivalent to Amount10 on DIARY Dataset

AMOUNT11 17 S 3 Interest for Period-to-Date

AMOUNT12 17 S 3 Interest Paid

AMOUNT13 17 S 3 Cash Back in New Currency

AMOUNT14 17 S 3 Nominal Reduction in New Currency

AMOUNT15 17 S 3 For BDPU contract, Interest on Nominal Reduction For BZPU contract, Discount on Nominal Reduction

AMOUNT16 17 S 3 For BDPU contract, Premium

AMOUNT17 17 S 3 For BDPU contract, Discount

AMOUNT18 17 S 3 Reserved for future use









BASE-RT-NO 3 N Base Rate Number

CCY-1 4 A Original Currency

CCY-2 4 A New Currency


DP-LN-IND 1 A Loan/Deposit Indicator


EMUCONV 1 A Currency Conversion Indicator

EMUCONVDTE 6 N Conversion Date

INT-INDEX 10 A Floating Index Rate Identifier

MKT-RATE 14 A Market Rate

CNCNV Data Dictionary

2–156 3937 0226-942

Element Size Type Dec. Definition RATE-1 14 A Equivalent to RATE-1 on DIARY Dataset

RATE-2 14 A Equivalent to RATE-2 on DIARY Dataset



RATEID 10 A Rate/Price Identifier

RATEX1 14 S 10 Equivalent to RATEX1 on DIARY Dataset

RATEX1MD 1 A Multiply or Divide Indicator for RATE-1







RECORD-IND 1 A Record Indicator

REL-DAY 5 N Conversion Date (Relative Date Format)

XBASIS 3 N Rate Basis

XREL-DAY 5 N Conversion Date (Relative Date Format)

Profiles

PROFILE: CNCNVCNDT PROFILE: CNCNVDTCN

COMPONENT; CNCNV COMPONENT; CNCNV


ORDINATE; DP-LN-IND ORDINATE; CONTRACTNO

ORDINATE; XREL-DAY

Data Dictionary CNCOM

3937 0226-942 2–157

CNCOM

Contract Common Core

Type = Memo


ACCRUAL 1 A Accrual Method

BKG-METH 4 A Brokerage Method

BKR-OR-VIA 8 A Brokerage Text



CCY 4 A Currency


CLS-IND 1 A Indicator of whether Contract uses Continuous Linked Settlement (CLS)

CLS-IND2 1 A Indicator of whether Far Side of FX Swap Contract uses Continuous Linked Settlement (CLS)

CNFM-FLG 1 A Confirmation Flag

CNFPY-NO 5 N Confirmation/Payment Sequence Number

CNFPY-PAIR 4 N Matches PAIR-SEQ in CNFPY

CN-GRP 3 N Contract Group

CNT-STATUS 1 A Contract Status

COM-NR-FR 1 A Commission on Near or Far



DEALER 4 A Dealer Mnemonic

DEALID 12 A Deal Identifier

DEAL-RDN 5 N Deal Date (Relative Date Form)

DEAL-SEEN 1 A Deal Seen Indicator (How Contract Displayed)

DEAL-STAT 1 A Deal Status

DEALTYPE 2 A Deal Type

DEBTFROM 5 N Date of Debt

DEL-RDN 5 N Deletion Date (Relative Date Form)

EMUCONVDTE 6 N EMU Currency Conversion Date

EMUCONVRDN 5 N EMU Currency Conversion Date (Relative Date Form)

CNCOM Data Dictionary

2–158 3937 0226-942

Element Size Type Dec. Definition EMUTRNPRO 1 A EMU Currency Conversion Indicator


END-DAY 5 N Maturity Date (Relative Day Number)

EXPCMPIND 1 A Exposure Processing Complete (for Internal Use Only)


HOL-MOD 1 A Holiday Method

HOLMOD-CHK 4 A Holiday Check Method

HOLOVR-CHK 4 A Holiday Override Check

INP-DAYNUM 5 N Input Day Number



INTEXT-IND 1 A Internal/External

ISSUER-NO 8 N Issuer Client


MAINT 1 A Maintenance Type

MAINT-DATE 5 N Date of Maintenance

MASTER-NO 6 N General Ledger Master

MKT-RATE 14 A Market Rate

NETINTPYM 1 A Net Interest Payment

OTH-CN-NO 12 N Related Contract Number

PB-STATUS 1 A LA Product Borrower Status (Included or Excluded)




PRVPERFORM 1 A Perform Provisioning Indicator

RATE-ID 10 A Rate Identifier

REG-RDN 5 N Creation Date (Relative Date Format)

REPLACES 12 N Old Contract Number

REPL-BY 12 N Replaced by Contract Number


SOLD-IND 1 A Sold Indicator

SPCL-INS1 1 N Special Instruction 1

STAGE-REF 1 N Stage-Reference Number

START-DATE 6 N Start Date


3937 0226-942 2–159

Element Size Type Dec. Definition STP-STATUS 1 A STP Allowed Indicator


TRADE-RDN 6 N Trade Date

XCONTRACTNO 12 N Contract Number (Descending order)

Profiles

PROFILE: CNCOMCLNO PROFILE: CNCOMCNNO

COMPONENT; CNCOM COMPONENT; CNCOM

ORDINATE; CLIENT-NO ORDINATE; CONTRACTNO


PROFILE: CNCOMCNST PROFILE: CNCOMCTYP


ORDINATE; CNT-STATUS ORDINATE; CN-GRP

ORDINATE; CONTRACTNO ORDINATE; C-TYPE


PROFILE: CNCOMCHGD PROFILE: CNCOMCHGP


ORDINATE; MAINT-DATE ORDINATE; MAINT-DATE

ORDINATE; MAINT ORDINATE; MAINT


ORDINATE; CONTRACTNO ORDINATE; CCY

ORDINATE; DEAL-STAT ORDINATE; CONTRACTNO

ORDINATE; DEAL-STAT

PROFILE: CNCOMEXTR PROFILE: CNCOMTPNO


ORDINATE; DEALID ORDINATE; C-TYPE


DW; CNT-STATUS = (A) OR

DW; CNT-STATUS = (U) OR

DW; CNT-STATUS = (W)


2–160 3937 0226-942

PROFILE: CNCOMCLPO PROFILE: CNCOMDPM


ORDINATE; PF-REF ORDINATE; INP-DAYNUM



ORDINATE; CONTRACTNO ORDINATE; CONTRACTNO

ORDINATE; DEAL-STAT

PROFILE: CNCOMDTM PROFILE: CNCOMIDNO


ORDINATE; INP-DAYNUM ORDINATE; PORTFOLIO

ORDINATE; C-TYPE ORDINATE; CONTRACTNO

ORDINATE; CONTRACTTNO

ORDINATE; DEAL-STAT

PROFILE: CNCOMINCT PROFILE: CNCOMINDX


ORDINATE; INSTRNAME ORDINATE; RATE-ID



PROFILE: CNCOMPCIE PROFILE: CNCOMPRIN


ORDINATE; PROD-TYPE ORDINATE; PROD-TYPE

ORDINATE; CCY ORDINATE; INSTRNAME

ORDINATE; INSTRNAME ORDINATE; CONTRACTNO

ORDINATE; END-DAY

PROFILE: CNCOMCNND PROFILE: CNCOMPRIN


ORDINATE; CN-GRP ORDINATE; PROD-TYPE

ORDINATE; XCONTRACTNO ORDINATE; INSTRNAME


3937 0226-942 2–161

CNCOM is used to store “static” details for all contract types, except:

• Client account details (CAAC) via the Clean Payments (CPAY1) screen

• Nostro transfers (NSXF) via the Nostro Transfer Maintenance (NSXFM) screen

Extra information on some of the fields in "CNCOM" is given below. This information is included for special features of the field, or if the field has a different description for different contract types. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNCOM” record is written.

ACCESSGRP

All Contracts Access Group

ACCRUAL

IR Swaps Accrual Method BD Bond Issue Accrual Method BD Purchase Accrual Method BD Sale Accrual Method DP Issue Accrual Method DP Purchase Accrual Method DP Sale Accrual Method FEE Maintenance Accrual Method FT Futures Deal Accrual Method OP Options Deal Accrual Method OTC Options Deal Accrual Method LA Contracts Accrual Method

BKG-METH

FX Swap Brokerage Method FX Market Brokerage Method FRA Counterparty Brokerage Method IR Swaps Brokerage Method BD Bond Issue Brokerage Method BD Purchase Brokerage Method BD Sale Brokerage Method RP Repurchase Brokerage Method DP Acceptance Brokerage Method DP Issue Brokerage Method DP Purchase Brokerage Method DP Sale Brokerage Method OTC Options Brokerage Method


2–162 3937 0226-942

BKR-OR-VIA

Set up for free format Input of Broker or Via. Blank for existing Broker. FX Swap Broker or via FX Market Broker or via FRA Counterparty Broker or via IR Swaps Broker or via BD Purchase Broker or via BD Sale Broker or via RP Repurchase Broker or via DP Acceptance Broker or via DP Issue Broker or via DP Purchase Broker or via DP Sale Broker or via FT Futures Deal Broker or via OP Options Deal Broker or via OTC Options Deal Broker or via

BRANCH

All Contracts Accounting Centre Identifier

BROKER

Internal format of existing Broker. Left as zeros for free format input. FX Swap Broker or via FX Market Broker or via FRA Counterparty Broker or via IR Swaps Broker or via BD Purchase Broker or via BD Sale Broker or via RP Repurchase Broker or via DP Acceptance Broker or via DP Issue Broker or via DP Sale Broker or via FU Futures Deal Broker or via OP Options Deal Broker or via OTC Options Deal Broker or via

C-TYPE

All Contracts Defined on GNARR table, type CN


3937 0226-942 2–163

CLIENT-NO

FX Swap Client Number FX Market Client Number MM, CL Contracts Client Number FRA Counterparty Client Number IR Swaps Client Number BD Bond Issue Client Number BD Purchase Client Number BD Sale Client Number RP Repurchase Client Number DP Acceptance Client Number DP Issue Client Number DP Purchase Client Number DP Sale Client Number FEE Maintenance Client Number FU Futures Deal Client Number OP Options Client Number OTC Options Client Number LA Facilities Client Number LA Drawdowns Client Number LA Acceptances Client Number LA Guarantees Client Number LA Fees Client Number

CN-GRP

All Contracts Set up from: GC-CNGRPXX where XX = Module Type Valid Values: GC-CNGRPFX (100) GC-CNGRPMM (200) GC-CNGRPCL (300) GC-CNGRPBD (450) GC-CNGRPDP (400) GC-CNGRPFE (700) GC-CNGRPOB (600)

CNFM-FLAG

IR Swaps Confirmation Flag Valid values: GC-Y = Confirmation received GC-N = Confirmation not received BD Bond Issue Confirmation Flag “N” BD Bond Sale Confirmation Flag “N” RP Repurchase Confirmation Flag “N” DP Issue Confirmation Flag “N” DP Purchase Confirmation Flag “N” DP Sale Confirmation Flag “N” FEE Maintenance Confirmation Flag “Y” FU Futures Deal Confirmation Flag “N” OP Options Deal Confirmation Flag “N”


2–164 3937 0226-942

CNFPY-NO

Not used

CNT-STATUS

Set up from: L332-STATUS : All Contracts Contract Status

CONTRACTNO

All Contracts Contract number

DEAL-TYPE

IR Swaps Valid values: BP-DEAL-REAL = Real Deal BP-DEAL-SHADOW = Shadow Deal BP-DEAL-SIMULATED = Simulated Deal BD Bond Issue Deal Type BD Purchase Deal Type BD Sale Deal Type RP Repurchase Deal Type DP Acceptance Deal Type DP Issue Deal Type DP Purchase Deal Type DP Sale Deal Type FEE Maintenance Deal Type FU Futures Deal Deal Type OP Options Deal Deal Type

DEALER

All Contracts Dealer Identifier

DEALID

TF Collection Collection Document Reference Number TF Guarantee Guarantee Document Reference Number TF Letter of Credit Letter of Credit Document Reference Number

EMUCONVDTE

CL Contracts } MM Contracts } Date of conversion into euro (or reconversion back) TF Contracts }

EMUCONVRDN

CL Contracts } MM Contracts } Date of conversion into euro (or reconversion back) TF Contracts } in Relative Date Format

EMUTRNPRO

CL Contracts } When converting a contract into euro (or reconverting MM Contracts } back from euro). This indicates conversion has taken TF Contracts } place.


3937 0226-942 2–165

END-DATE

FX Swap Far End Date FX Market Maturity Date FX Inter-A/C Centre Maturity Date FX Inter-A/C Centre Loan/Deposit Maturity Date MM Loan Maturity Date MM Deposit Maturity Date MM Base Rate Loan Maturity Date MM Base Rate Deposit Maturity Date MM Discount Loan Maturity Date CL Commitment Expiry Date CL Drawdown Maturity Date CL Base Rate Drawdown Maturity Date CL Discounted Drawdown Maturity Date FRA Contracts Maturity Date IR Swaps End Date BD Bond Issue Redemption Date BD Purchase Redemption Date BD Sale Redemption Date RP Repurchase Maturity Date DP Acceptance Maturity Date DP Issue Maturity Date DP Purchase Maturity Date DP Sale Maturity Date FEE Maintenance Maturity Date FU Futures Deal Delivery Date OP Options Deal End Date OTC Options Expiry Date LA Facilities Maturity Date LA Drawdowns Maturity Date LA Acceptances Maturity Date LA Guarantees Maturity Date LA Fees Maturity Date

HOL-MOD

FEE Maintenance Holiday Method OTC Options Holiday Method LA Contracts Holiday Method

HOLMOD-CHK

FEE Maintenance Holiday Method check OTC Options Holiday Method Check LA Contracts Holiday Method Check


2–166 3937 0226-942

HOL-OVR-CHK

BD Bond Issue Holiday Override check BD Purchase Holiday Override check BD Sale Holiday Override check DP Acceptance Holiday Override check DP Issue Holiday Override check DP Purchase Holiday Override check DP Sale Holiday Override check FEE Maintenance Holiday Override check OTC Options Holiday Override check

HOLIDAY

All contracts Holiday Code Valid Values: BP-HOL-ALLOW (Y) BP-HOL-NOTALLOW (N)

INPUTDATE

IR Swaps Deal Input Date All Contracts As-of-date on input of contract

INTEXT-IND

IR Swaps Internal/External Deal Indicator

LINK-CNNO

FX Contracts Original Deal Contract Number MM Contracts Original Deal Contract Number DP Contracts Original Deal Contract Number FU Contracts Original Deal Contract Number OP Contracts Original Deal Contract Number OTC Option Contracts Original Deal Contract Number BD Contracts Original Deal Contract Number FRA Contracts Original Deal Contract Number SW Contracts Original Deal Contract Number BZ Contracts Original Deal Contract Number

MASTER-NO

All contracts General Ledger Master Number

MKT-RATE

FX Swap Market Rate FX Market Market Rate MM, CL: Contracts Market Rate FRA contracts Market rate as at input RP Repurchase Market Rate

NETINTPYM

IR Swaps Net Interest Payment Indicator


3937 0226-942 2–167

OTH-CN-NO

FEE Maintenance Related Contract OTC Options Underlying FX Contract Number LA Drawdowns Tranche Number LA Acceptances Tranche Number LA Guarantees Tranche Number LA Fees Tranche Number

PORTFOLIO

IR Swaps Bank Portfolio BD Bond Issue Bank Portfolio BD Purchase Bank Portfolio BD Sale Bank Portfolio RP Repurchase Bank Portfolio DP Issue Bank Portfolio DP Purchase Bank Portfolio DP Sale Bank Portfolio FEE Maintenance Bank Portfolio FU Futures Deal Bank Portfolio OP Options Add Bank Portfolio OTC Options Bank Portfolio LA Contracts Bank Portfolio

PROD-TYPE

IR Swaps Product Type BD Bond Issue Product Type BD Purchase Product Type BD Sale Product Type RP Repurchase Product Type DP Acceptance Product Type DP Issue Product Type DP Purchase Product Type DP Sale Product Type FEE Maintenance Product Type FU Futures Deal Product Type OP Options Product Type OTC Options Product Type LA Contracts Product Type

REPL-BY

FX Contracts } MM Contracts } DP Contracts } FU Contracts } When replacing deals this number shows which OP Contracts } contract replaced this contract. Therefore this contract BD Contracts } must be deleted. FRA Contracts } SW Contracts } BZ Contracts } OTC Contracts }


2–168 3937 0226-942

REPLACES

FX Contracts } MM Contracts } DP Contracts } FU Contracts } This contract replaces another (deleted) contract. This OP Contracts } number is the contract that was replaced. BD Contracts } FRA Contracts } SW Contracts } BZ Contracts } OTC Contracts }

SOFTLOCK

All Contracts Softlock number

SOLD-IND

All Purchase Contracts Whether contract is to be sold or not Valid Values: GC-TO-BE-SOLD = (Y) GC-NOT-SOLD = (N) FRA Contracts Whether the contract was bought or sold Valid Values: For Bought = (N) For Sold = (Y) BD Sale GC-NOT-SOLD = (N) OP Options Bought/Sold indicator OTC Options Agreement Type(Bought/Sold indicator)

SPCL-INS1

FX Swap Special Instruction Code FX Market Special Instruction Code MM, CL Contracts Special Instruction Code FRA Contracts Special Instruction Code


3937 0226-942 2–169

START-DATE

All MM & CL Contracts Start Date FX Swap Near Date FX Market Near Date FX Inter-A/C Centre Contract Near Date FX Inter-A/C Centre Loan/Deposit Near Date FRA Contracts Deal Date BD Bond Issue Issue Date BD Purchase Issue Date BD Sale Issue Date RP Repurchase Value Date DP Acceptance Value Date DP Issue Value Date DP Purchase Value Date DP Sale Value Date FEE Maintenance Start Date FU Futures Deal Start Date OP Options Deal Start Date OTC Options Deal Date LA Contracts Start Date

STP-STATUS

FX Swap Indicates whether Straight Through Processing is allowed FX Market Indicates whether Straight Through Processing is allowed MM Contracts Indicates whether Straight Through Processing is allowed

SWIFT-PR

All Contracts S.W.I.F.T. Message priority

CNEOD Data Dictionary

2–170 3937 0226-942

CNEOD

Contract Accruals (End of Day) Details

Type = Memo

Element Size Type Dec. Definition AC-AMT1 17 S 3 Accrual Amount 1

AC-AMT10 17 S 3 Accrual Amount 10



















ACC-STAT 2 A Accrual Status









Data Dictionary CNEOD

3937 0226-942 2–171























BASIS1 3 N Basis 1

BASIS2 3 N Basis 2


CCY 4 A Accrual Currency




LAST-DATE 6 N Last Accrual Date

LAST-REL 5 N Last Accrual Date (Relative Date Form)


PER-DIEM1 17 S 6 Per Diem Amount 1

PER-DIEM2 17 S 6 Per Diem Amount 2


2–172 3937 0226-942

Element Size Type Dec. Definition PORTFOLIO 12 A Portfolio

PTC-SEQ 6 N Portfolio Sequence Number

PTC-TYPE 2 A Portfolio Sequence Type

RATEX1 14 S 10 Rate 1

RATEX1-EXP 1 N Rate 1 Exponent













RECORD-IND 1 A Record Indicator

START-DATE 6 N Accrual Start Date

XCCY 4 A Accrual Currency

XCONTRACTNO 12 N Contract Number

XC-TYPE 4 A Contract Type

XLAST-REL 5 N Last Accrual Date (Relative Date Form)

Profiles

PROFILE: CNEODDTCN PROFILE: CNEODDTCR

COMPONENT; CNEOD COMPONENT; CNEOD

ORDINATE; LAST-REL ORDINATE; XLAST-REL

ORDINATE; CONTRACTNO ORDINATE; XCONTRACTNO

ORDINATE; PTC-SEQ ORDINATE; XC-TYPE

ORDINATE; C-TYPE ORDINATE; XCCY

ORDINATE; CCY


3937 0226-942 2–173

PROFILE: CNEODSPEC PROFILE: CNEODTYPE

COMPONENT; CNEOD COMPONENT; CNEOD


ORDINATE; PTC-SEQ ORDINATE; CONTRACTNO

ORDINATE; RECORD-IND ORDINATE; RECORD-IND

ORDINATE; PTC-SEQ

“CNEOD” is used to store contract accrual totals for use in the End of Day offline processing. The End of Day report updates this structure and once complete the structure is used to drive an accruals report.

Refer to “RECORD-IND”, below, for Foreign Exchange contracts.

Two CNEOD records are written for SWAP contracts - one for the LOAN side and one for the DEPOSIT side. Different CNEOD fields are set up depending on which is being processed, as indicated by the CNEOD RECORD-IND field.

Securities sale and acceptance contracts do not require accrual, and have therefore been excluded.

Extra information on some of the fields in "CNEOD" is given below. This information is included for special features of the field, or if the field has a different description for different contract types. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNEOD” record is written.

AC-AMT1

LA Drawdowns Total Interest Accrued Today LA Fees Fee Accrued Today LA Acceptances Discount Amount Accrued Today LA Discount Drawdown Discount Amount Accrued Today

AC-AMT2

LA Drawdowns Total Interest Accrued To-Date LA Fees Fee Accrued To-Date LA Acceptances Discount Amount Accrued To-Date LA Discount Drawdown Discount Amount Accrued To-Date

AC-AMT3

LA Drawdowns Total Interest Accrued Period-to-Date LA Fees Fee Accrued Period-to-Date LA Acceptances Discount Amount Accrued Period-to-Date LA Discount Drawdown Discount Amount Accrued Period-to-Date


2–174 3937 0226-942

AC-AMT4

LA Drawdowns Margin Interest Accrued Today LA Acceptances Commission Amount Accrued Today LA Discount Drawdown Margin Interest Accrued Today

AC-AMT5

LA Drawdowns Margin Interest Accrued-to-Date LA Acceptances Commission Amount Accrued-to-Date LA Discount Drawdown Margin Interest Accrued-to-Date

AC-AMT6

LA Drawdowns Margin Interest Accrued Period-to-Date LA Acceptances Commission Amount Accrued Period-to-Date LA Discount Drawdown Margin Interest Accrued Period-to-Date

AC-AMT7

LA Drawdowns Total Interest Adjustment Accrued Today LA Fees Fee Adjustment Accrued Today LA Acceptances Discount Amount Adjustment Accrued Today LA Discount Drawdown Discount Amount Adjustment Accrued Today

AC-AMT8

LA Drawdowns Margin Interest Adjustment Accrued Today LA Acceptances Commission Amount Adjustment Accrued Today LA Discount Drawdown Margin Interest Adjustment Accrued Today

AC-AMT9

LA Drawdowns Total Interest Adjustment Accrued-to-Date LA Fees Fees Adjustment Accrued-to-Date LA Acceptances Commission Amount Adjustment Accrued Today LA Discount Drawdown Margin Interest Adjustment Accrued Today

AC-AMT10

LA Drawdowns Margin Interest Adjustment Accrued-to-Date LA Acceptances Commission Amount Adjustment Accrued-to-Date LA Discount Drawdown Margin Interest Adjustment Accrued-to-Date

AC-AMT11

LA Drawdowns Funding Interest Accrued Today LA Discount Drawdown Funding Interest Accrued Today

AC-AMT12

LA Drawdowns Funding Interest Accrued-to-Date LA Discount Drawdown Funding Interest Accrued-to-Date

AC-AMT13

LA Drawdowns Funding Interest Accrued Period-to-Date LA Discount Drawdown Funding Interest Accrued Period-to-Date


3937 0226-942 2–175

AC-AMT14

LA Drawdowns Funding Interest Adjustment Accrued Today LA Discount Drawdown Funding Interest Adjustment Accrued Today

AC-AMT15

LA Drawdowns Funding Interest Adjustment Accrued-to-Date LA Discount Drawdown Funding Interest Adjustment Accrued-to-Date

AC-AMT16

LA Drawdowns Margin Skim Accrued Today LA Fees Fee Skim Accrued Today LA Discount Drawdown Margin Skim Accrued Today

AC-AMT17

LA Drawdowns Margin Skim Accrued-to-Date LA Fees Fee Skim Accrued-to-Date LA Discount Drawdown Margin Skim Accrued-to-Date

AC-AMT18

LA Drawdowns Margin Skim Accrued Period-to-Date LA Fees Fee Skim Accrued Period-to-Date LA Discount Drawdown Margin Skim Accrued Period-to-Date

AC-AMT19

LA Drawdowns Margin Skim Adjustment Accrued Today LA Fees Fee Skim Adjustment Accrued Today LA Discount Drawdown Margin Skim Adjustment Accrued Today

AC-AMT20

LA Drawdowns Margin Skim Adjustment Accrued-to-Date LA Fees Fee Skim Adjustment Accrued-to-Date LA Discount Drawdown Margin Skim Adjustment Accrued-to-Date


2–176 3937 0226-942

ACC-STAT

All Contracts This field is set depending on what accrual processing has been performed on it. See the values below. All values shown are set up as Global Constants. AU Process THIS contract as Active or Unstarted (GC-ACC-ACT-UNS). DD This contract has been deleted and daily accrual processing has been performed (Period accrual figures are still to be processed at period end) (GC-ACC-DEL-DLY). DP This contract has been deleted and period end accrual has been performed (no further processing) (GC-ACC-DEL-PRD). MD This contract has matured and daily accrual processing has been performed (Period accrual figures are still to be processed at period end) (GC-ACC-MAT-DLY). MP This contract has matured and period end accrual has been performed (no further processing) (GC-ACC-MAT-PRD). NA The concept of accrual is not applicable to this contract type (GC-NA). SD This contract has been sold and daily accrual processing has been performed (Period accrual figures still to be processed at period end) (GC-ACC-SLD-DLY). SP This contract has been sold and period accrual has been performed (no further processing) (GC-ACC-SLD-PRD). DB This contract has been deleted and both daily and period accrual have been performed on the same day. (GC-ACC-DEL-BOTH)


3937 0226-942 2–177

AMOUNT1

FX Contracts Adjustment back to spot (ABTS) total CL Base Rate Drawdown Interest accrued today (including adjustments) CL Commitment Fee accrued today (including adjustments) CL Drawdown Interest accrued today (including adjustments) CL Discounted Drawdown Interest accrued today (including adjustments) MM Contracts Interest accrued today (including adjustments) FRA Contracts Interest accrued today Swaps Interest accrued today FEE Fee today FT Futures Total Profit/Loss Amount OP Options Total Profit/Loss Amount BD Purchase Interest Today BD Issue Interest Today BZ Purchase Discount Accrued Term BZ Issue Discount Accrued Term DP Purchase Discount Accrued Term DP Issue Discount Accrued Term All Repurchases Accrued Term All Rev. Repurchases Accrued Term LA Drawdowns Non-Performing Total Interest Accrued Today LA Fees Non-Performing Fee Accrued Today LA Acceptances Non-Performing Discount Amount Accrued Today LA Discount Drawdown Non-Performing Discount Amount Accrued Today


2–178 3937 0226-942

AMOUNT2

FX Contracts Adjustment back to spot (ABTS) accrued to date (term) figure i.e. from contract accrual start to next working day CL Base Rate Drawdown Interest accrued term (including adjustments) CL Commitment Fee accrued term (including adjustments) CL Drawdown Interest accrued term (including adjustments) CL Discounted Drawdown Interest accrued term (including adjustments) MM Contracts Interest accrued term (including adjustments) FRA Contracts Interest accrued term Swaps Interest accrued term FEE Fee Term FT Futures Period Profit/Loss Amount OP Options Period Profit/Loss Amount OTC Options Premium Accrued period to date BD Purchase Interest Term BD Issue Interest Term BZ Purchase Discount Accrued period to date BZ Issue Discount Accrued period to date DP Purchase Discount Accrued period to date DP Issue Discount Accrued period to date All Repurchases Accrued period to date All Rev. Repurchases Accrued period to date LA Drawdowns Non-Performing Total Interest Accrued To-Date LA Fees Non-Performing Fee Accrued To-Date LA Acceptances Non-Performing Discount Amount Accrued To-Date LA Discount Drawdown Non-Performing Discount Amount Accrued To-Date


3937 0226-942 2–179

AMOUNT3

FX Contracts Adjustment back to spot (ABTS) period to date (PTD) figure i.e. from start of accounting period to next working day CL Base Rate Drawdown Interest accrued period to date (including adjustments) CL Commitment Fee accrued period to date (including adjustments) CL Drawdown Interest accrued period to date (including adjustments) CL Discounted Drawdown Interest accrued period to date (including adjustments) MM Contracts Interest accrued period to date (including adjustments) FRA Contracts Interest accrued period to date Swaps Interest accrued period to date FEE Fee period to day FT Futures Today’s profit/loss amount OP Options Today’s profit/loss amount OTC Options Premium accrued today BD Purchase } BD Issue } Interest period to date BZ Purchase } BZ Issue } DP Purchase } Discount Accrued Today DP Issue } All Repurchases } All Rev. Repurchases } Accrued Today LA Drawdowns Non-Performing Total Interest Accrued Period-to-Date LA Fees Non-Performing Fee Accrued Period-to-Date LA Acceptances Non-Performing Discount Amount Accrued Period-to- Date LA Discount Drawdown Non-Performing Discount Amount Accrued Period-to- Date


2–180 3937 0226-942

AMOUNT4

FX Contracts Adjustment back to spot (ABTS) accrued today (AMADJ) figure. This includes all backvalued amounts and penny rounding calculations CL Base Rate Drawdown Add-on accrued today (including adjustments) CL Drawdown Add-on accrued today (including adjustments) CL Discounted Drawdown Add-on accrued today (including adjustments) MM Base Rate Loan Add-on accrued today (including adjustments) MM Discount Loan Add-on accrued today (including adjustments) MM Loan Add-on accrued today (including adjustments) FRA Contracts Estimated potential settlement amount Swaps Interest Adjustment Today FT Futures Dealt consideration amount OP Options Contract consideration amount OTC Options Premium accrued this year BD Purchase } BD Issue } Interest Adjustment Today BZ Purchase } BZ Issue } DP Purchase } Discount Adjustment Today DP Issue } All Repurchases } All Rev. Repurchases } Adjustment Today LA Drawdowns Non-Performing Margin Interest Accrued Today LA Acceptances Non-Performing Commission Amount Accrued Today LA Discount Drawdown Non-Performing Margin Interest Accrued Today


3937 0226-942 2–181

AMOUNT5

FX Contracts Adjustment back to spot (ABTS) adjustment of “AMADJ” today due to recalculation or backvaluation. For FX market, this may also be due to the input of a Take-up. CL Base Rate Drawdown Add-on accrued term (including adjustments) CL Drawdown Add-on accrued term (including adjustments) CL Discounted Drawdown Add-on accrued term (including adjustments) MM Base Rate Loan Add-on accrued term (including adjustments) MM Discount Loan Add-on accrued term (including adjustments) MM Loan Add-on accrued term (including adjustments) FRA Contracts Estimated potential settlement amount at input Swaps Total Interest Adjustment BD Purchase } BD Issue } Total Interest Adjustment BZ Purchase } BZ Issue } DP Purchase } Unamortised Discount DP Issue } All Repurchases } All Rev. Repurchases } Total Interest Amount LA Drawdowns Non-Performing Margin Interest Accrued-to-Date LA Acceptances Non-Performing Commission Amount Accrued-to-Date LA Discount Drawdown Non-Performing Margin Interest Accrued-to-Date


2–182 3937 0226-942

AMOUNT6

FX Contracts Profit element in spot (PEL) Calculated once on contract input rate change (RCH) calculations related to individual contracts provide the daily/period adjustment to this figure FX Swap Contract Near PEL (Deferred Profit) CL Base Rate Drawdown Add-on accrued period to date (including adjustments) CL Drawdown Add-on accrued period to date (including adjustments) CL Discounted Drawdown Add-on accrued period to date (including adjustments) MM Base Rate Loan Add-on accrued period to date (including adjustments) MM Discount Loan Add-on accrued period to date (including adjustments) MM Loan Add-on accrued period to date (including adjustments) FRA Contracts Difference between actual and accrued settlement amounts Swaps Premium Accrued Today OTC Options Premium accrual adjustment for period to date BD Purchase } BD Issue } Premium Today Coupons Accrued Term LA Drawdowns Non-Performing Margin Interest Accrued Period-to-Date LA Acceptances Non-Performing Commission Amount Accrued Period-to- Date LA Discount Drawdown Non-Performing Margin Interest Accrued Period-to-Date


3937 0226-942 2–183

AMOUNT7

FX Contracts Rate change (RCH) accrued to date (Spot) This is the adjustments made to “PEL” for this contract to date (term) i.e. between accrual start and next working day FX Market Contracts RCH Today - MA Only (Deferred Profits) FX Swap Contracts Net RCH (exclude PEL) (Deferred Profits) CL Base Rate } Drawdown Interest } CL Commitment Fee } Adjustments today (system calculated) CL Drawdown Interest } (back-valuation & CL Discounted } rounding differences) Drawdown Interest } MM Contracts Interest } FRA Contracts Estimated settlement amount at previous profit day Swaps Premium Accrued Term OTC Options Premium accrual adjustment today FEE Fee adjustment today BD Purchase } BD Issue } Premium Term Coupons Accrued Period to Date LA Drawdowns Non-Performing Total Interest Adjustment Accrued Today LA Fees Non-Performing Fee Adjustment Accrued Today LA Acceptances Non-Performing Discount Amount Adjustment Accrued Today LA Discount Drawdown Non-Performing Discount Amount Adjustment Accrued Today


2–184 3937 0226-942

AMOUNT8

FX Contracts Rate Change (RCH) accrued this period (Spot) This is the adjustments made to “PEL” for this contract this period i.e. between period start and next working day FX Market Contract RCH Period (Deferred Profit) FX Swap Contract Period PEL/RCH (Near and Far Ends) (Deferred Profit) CL Base Rate Drawdown Add-on adjustments today (system calculated) (back-valuation & rounding differences) CL Drawdown Add-on adjustments today (system calculated) (back-valuation & rounding differences) CL Discounted Drawdown Add-on adjustments today (system calculated) (back-valuation & rounding differences) MM Base Rate Loan Add-on adjustments today (system calculated) (back-valuation & rounding differences) MM Discount Loan Add-on adjustments today (system calculated) (back-valuation & rounding differences) MM Loan Add-on adjustments today (system calculated) (back-valuation & rounding differences) Swaps Premium Adjustment Today OTC Options Premium accrual adjustment for term BD Purchase } BD Issue } Premium Adjustment Today Coupons Accrued Today LA Drawdowns Non-Performing Margin Interest Adjustment Accrued Today LA Acceptances Non-Performing Commission Amount Adjustment Accrued Today LA Discount Drawdown Non-Performing Margin Interest Adjustment Accrued Today


3937 0226-942 2–185

AMOUNT9

FX Contracts Rate Change (RCH) accrued today (Spot) (offline as-of-date) This is the adjustments made to “PEL” today, i.e. between today and next working day. For FX Market, this figure may also include a calculation representing the change profit due to a take-up rate being different from the rate on the parent contract.

FX Market Contract Net RCH - set at MA only (Deferred Profit) FX Swap Contract RCH Today (Deferred Profit) CL Base Rate } Drawdown Interest } CL Commitment Fee }Total adjustment (system calculated) CL Drawdown Interest }(back-valuation and rounding) CL Discounted } Drawdown Interest } MM Contracts Interest } FRA Contracts Change in estimated settlement amount today Swaps Premium accrued period to date OTC Options Intrinsic Value Fee Fee adjustments total BD Purchase } BD Issue } Premium period to date Coupons Adjustment Today LA Drawdowns Non-Performing Total Interest Adjustment Accrued-to- Date LA Fees Non-Performing Fees Adjustment Accrued-to-Date LA Acceptances Non-Performing Commission Amount Adjustment Accrued Today LA Discount Drawdown Non-Performing Margin Interest Adjustment Accrued Today


2–186 3937 0226-942

AMOUNT10

FX Int Loan/Deposit Used interest (interest revenue) total amount (Spot) FX Swap Contract Far RCH set on MA only (Deferred Profit) CL Base rate } drawdown } CL Drawdown } CL Discounted } Total add-on adjustments (system calculated) Drawdown } (back-valuation and rounding adjustments) MM Base Rate Loan } MM Discount Loan } MM Loan } Swaps Total Premium Adjustment OTC Options Positive Change in Intrinsic Value BD Purchase } BD Issue } Total Premium Adjustment Coupons Total Interest LA Drawdowns Non-Performing Margin Interest Adjustment Accrued-to- Date LA Acceptances Non-Performing Commission Amount Adjustment Accrued-to-Date LA Discount Drawdown Non-Performing Margin Interest Adjustment Accrued-to- Date


3937 0226-942 2–187

AMOUNT11

FX Int Loan/Deposit Used interest (interest revenue) accrued to date (Spot) figure (term) i.e. between accrual start and next working day FX Market Contract Computed Non-Deal Amount today (Undiscounted Special) FX Market Contract Computed profit currency amount today (Deferred Profit) FX Swap Contract Near End Computed Non-Deal Amount today (Undiscounted Special) FX Swap Contract Near End Computed Profit Currency Amount Today (Deferred Profit) CL Base Rate } Drawdown } CL Commitment } Profit share accrued today CL Drawdown } (including adjustments) CL Discounted } Drawdown } Swaps Discount Accrued Today OTC Options Negative Change in Intrinsic Value BD Purchase } BD Issue } Discount Today LA Drawdowns Non-Performing Funding Interest Accrued Today LA Discount Drawdown Non-PerformingFunding Interest Accrued Today

AMOUNT12

FX Int Loan/Deposit Used interest (interest revenue) accrued period to (Spot) date figure (PTD) i.e. between period start and next working day FX Market Contract MTM Today in Non-Deal currency (Undiscounted Special) FX Market Contract MTM Today in Profit currency (Deferred Profit) FX Swap Contract Near End MTM Today in Non-Deal currency (Undiscounted Special) FX Swap Contract Near End MTM Today in Profit currency (Deferred Profit) CL Base Rate } Drawdown } CL Commitment } Profit share accrued term CL Drawdown } (including adjustments) CL Discounted } Drawdown } Swaps Discount Accrued Term OTC Options Market Value BD Purchase } BD Issue } Discount Term LA Drawdowns Non-Performing Funding Interest Accrued-to-Date LA Discount Drawdown Non-Performing Funding Interest Accrued-to-Date


2–188 3937 0226-942

AMOUNT13

FX Int Loan/Deposit Used interest (interest revenue) accrued today (off-line as-of-date) i.e. between today and next working day CL Base rate } Drawdown } CL Commitment } Profit share accrued period to date CL Drawdown } (including adjustments) CL Discounted } Drawdown } Swaps Discount Adjustment Today OTC Options Positive Change in Market Value BD Purchase } BD Issue } Discount Adjustment Today LA Drawdowns Non-Performing Funding Interest Accrued Period-to-Date LA Discount Drawdown Non-Performing Funding Interest Accrued Period-to-Date

AMOUNT14

FX Int Loan/Deposit Used interest (interest revenue) (Spot) adjustment made to used interest accrual today, as a result of backvaluation or recalculation. FX Market Contract MTM Today (Undiscounted Special) FX Market Contract MTM Today (Standard Reval) FX Swap Contract Near End MTM Today in Non-Deal currency (Undiscounted Special) FX Swap Contract Near End MTM Today (Standard Reval) CL Base Rate } Drawdown } Profit share adjustment today (system calculated) CL Commitment } (back-valuation and rounding differences) CL Drawdown } CL Discounted } Drawdown } Swaps Discount accrued period to date OTC Options Negative Change in Market Value BD Purchase } BD Issue } Discount period to date LA Drawdowns Non-Performing Funding Interest Adjustment Accrued Today LA Discount Drawdown Non-Performing Funding Interest Adjustment Accrued Today


3937 0226-942 2–189

AMOUNT15

FX Int Loan/Deposit Produced interest (interest expense) total amount (Spot) FX Market Contract Net MTM (Undiscounted Special) FX Market Contract Net MTM (Standard Reval) FX Swap Contract Near End Net MTM (Undiscounted Special) FX Swap Contract Near End Net MTM (Standard Reval) CL Base Rate } Drawdown } Total profit share adjustments CL Commitment } (system calculated) CL Drawdown } (back-valuation & rounding differences) CL Discounted } Drawdown } Swaps Total Discount Adjustment OTC Options Theoretical Value BD Purchase } BD Issue } Total Discount Adjustment LA Drawdowns Non-Performing Funding Interest Adjustment Accrued-to- Date LA Discount Drawdown Non-Performing Funding Interest Adjustment Accrued-to- Date


2–190 3937 0226-942

AMOUNT16

MM Base Rate Loan Last Valuation MM Discount Loan Last Valuation MM Loan Last Valuation FX Int Loan/Deposit Produced Interest (interest expense) (Spot) accrued this period figure (term) i.e. between accrual start and next working day FX Market Contract Net MTM for Matured TK Exchanges (Undiscounted Special) FX Market Contract Net MTM for Matured TK Exchanges (Standard Reval) FX Swap Contract Far End Computed Non-Deal Amount Today (Undiscounted Special) FX Swap Contract Far End Computed Non-Deal Amount Today (Deferred Profit) Swaps Today's Valuations for each side - from EODMTM FT Futures MTM consideration OP Options MTM consideration OTC Options Positive Change in Theoretical Value BD Purchase } BD Issue } BZ Purchase } Today's Valuation BZ Issue } DP Purchase } DP Issue } FRA Contracts } LA Drawdowns Non-Performing Margin Skim Accrued Today LA Fees Non-Performing Fee Skim Accrued Today LA Discount Drawdown Non-Performing Margin Skim Accrued Today

AMOUNT17

MM Base Rate Loan Today's Interest Rate Risk MM Discount Loan Today's Interest Rate Risk MM Loan Today's Interest Rate Risk BD Traded MTM Method is Traded FX Int Loan/Deposit Produced Interest (interest expense) (Spot) accrued this period figure (PTD) i.e. between period start and next working day FX Swap Contract Far End MTM Today in Non-Deal currency (Undiscounted Special) FX Swap Contract Far End MTM Today in Non-Deal currency (Deferred Profit) Swaps Valuation at profit day OTC Options Negative Change in Theoretical Value LA Drawdowns Non-Performing Margin Skim Accrued-to-Date LA Fees Non-Performing Fee Skim Accrued-to-Date LA Discount Drawdown Non-Performing Margin Skim Accrued-to-Date


3937 0226-942 2–191

AMOUNT18

BD Traded MTM Charge Today on Remaining Nominal FX Int Loan/Deposit Produced Interest (interest expense) accrued today (offline as-of-date) i.e. between today and next working day Swaps Add-on Interest Today (including adjustment) OTC Options Current Settlement Value LA Drawdowns Non-Performing Margin Skim Accrued Period-to-Date LA Fees Non-Performing Fee Skim Accrued Period-to-Date LA Discount Drawdown Non-Performing Margin Skim Accrued Period-to-Date

AMOUNT19

BD Traded MTM Adjustment for Nominal Sold Today FX Int Loan/Deposit Produced Interest (interest expense) (Spot) adjustments made to produced interest today as a result of backvaluation or recalculation FX Swap Far End MTM Today (Undiscounted Special) FX Swap Far End MTM Today (Standard Reval) Swaps Add-on Interest Accrual Term (including adjustment) OTC Options Current Daily Accrual LA Drawdowns Non-Performing Margin Skim Adjustment Accrued Today LA Fees Non-Performing Fee Skim Adjustment Accrued Today LA Discount Drawdown Non-Performing Margin Skim Adjustment Accrued Today

AMOUNT20

FX Swap Far End Net MTM (Undiscounted Special) FX Swap Far End Net MTM (Standard Reval) BD Traded Net MTM All Other Contracts Total Unrealised Profit (For Swaps, this only applies to the Loan side) LA Drawdowns Non-Performing Margin Skim Adjustment Accrued-to- Date LA Fees Non-Performing Fee Skim Adjustment Accrued-to-Date LA Discount Drawdown Non-Performing Margin Skim Adjustment Accrued-to- Date

AMOUNT21

LA Drawdowns Total Interest Settled-to-Date LA Fees Fee Settled-to-Date All Other Contracts Total Unrealised Loss (For Swaps, this only applies to the Loan side)


2–192 3937 0226-942

AMOUNT22

Swaps Add-on Interest Accrued Period to Date (including adjustment) LA Drawdowns Funding Interest Settled-to-Date LA Acceptances Discount Amount to be Settled-to-Date LA Discount Drawdown Discount Amount Settled-to-Date

AMOUNT23

CL Contracts } BD Contracts } Previous Period Interest Accrual for DP Contracts } Current Financial Year MM Contracts } Swaps Add-on Adjustment Today OTC Options Accumulated accrual upto, but not including current period LA Drawdowns Margin Interest Settled-to-Date LA Acceptances Acceptance Commission for the User Bank Settled-to-Date

AMOUNT 24

BD Contracts } Swaps } Add-on Adjustment total LA Drawdowns Margin Skim Settled-to-Date LA Fees Fee Skim Settled-to-Date

AMOUNT 25

BD Contracts Add-on Today LA Drawdowns Total Interest to be Settled to Maturity LA Fees Fee to be Settled to Maturity

AMOUNT 26

BD Contracts Add-on Period to Date LA Drawdowns Funding Interest Settled-to-Date LA Acceptances Discount Amount to be Settled to Maturity LA Discount Drawdown Discout Amount Settled to Maturity

AMOUNT 27

BD Contracts Add-on Term LA Drawdowns Margin Interest to be Settled to Maturity LA Acceptances Acceptance Commission to be Settled to Maturity


3937 0226-942 2–193

AMOUNT 28

BD Purchase } BD Issue } BZ Purchase } BZ Issue } DP Purchase } Today's Unrealised Profit / Loss DP Issue } FRA Contracts } OP Purchase } OP Sale } OTC OP Purchase } OTC OP Sale } Swaps } LA Drawdowns Margin Skim to be Settled to Maturity LA Fees Fee Skim to be Settled to Maturity

AMOUNT 29

All Securities Book Value MM Contracts Book Value LA Acceptances YTD Discount Accrued LA Discount Drawdown YTD Interest Accrued LA Fees YTD Fee Accrued

AMOUNT30

LA Acceptances YTD Commission Accrued

BASIS1

FX Int Loan/Deposit Used interest basis CL Base Rate Drawdown Interest basis from “CNNON” CL Commitment Fee basis from “CNNON” CL Drawdown Interest basis from “CNNON” CL Discounted Drawdown Interest basis from “CNNON” MM Contracts Interest basis from “CNNON” FRA Contracts Interest basis from “CNNON” FEE Fee basis from “CNNON” FT Futures Interest basis from “CNNON” OP Options Interest basis from “CNNON”

BASIS2

FX Int Loan/Deposit Produced interest basis

BRANCH

All Contracts From “CNCOM”


2–194 3937 0226-942

C-TYPE

All Contract Types Defined on GNARR table, type CN

LAST-DATE

All Contract Types Date of last Update/Accrual From Off-line As-of-date

LAST-REL

All Contract Types Date of last Update/Accrual (Relative Date Form) From Off-line As-of-date

MASTER-NO

All Contract Types From “CNCOM”

PER-DIEM1

FEE Fees per day

PER-DIEM2

BDRE Contracts Interest on Coupon

RATEX1

FRA Contracts } Market rate applied to traded contracts on today’s Swaps } revaluation. } Used for reporting on the previous day’s revaluation. OTC Options Current Underlying Price

RATEX1-EXP

FT Futures Yield Exponent

RATEX2

OTC Options Current Market Price

RATEX3

OTC Options Current Theoretical Price

RATEX4

FT Futures Price OP Options Price

RATEX4-EXP

FT Futures Price Exponent OP Options Price Exponent


3937 0226-942 2–195

RECORD-IND

Used where a contract requires more than one CNEOD record FX Int Loan/Deposit This field has three possible values: U = record holds used interest accruals P = record holds produced interest accruals I = record holds normal FX accrual for the pseudo contract between the interest amounts IR Swaps Two possible values: L = Loan Side CNEOD record for contract D = Deposit Side CNEOD record for contract

START-DATE

All Contract Types From “CNCOM”

CNEXO Data Dictionary

2–196 3937 0226-942

CNEXO

Contract Extra Rates/Amounts

Type = Memo

Element Size Type Dec. Definition AMOUNT 1 17 S 3 To be Specified

AMOUNT2 17 S 3 To be Specified





CCY-AMT1 4 A Currency Code







NARR-1 65 N Narrative Text Line 1



NARR-4 65 S 6 Narrative Text Line 4

NARR-5 65 S 6 Narrative Text Line 5





Profiles

PROFILE: CNEXOCN

COMPONENT; CNEXO


Data Dictionary CNFPY

3937 0226-942 2–197

CNFPY

Confirmations and Payments

Type = Memo


ACTIONED 1 A Actioned Indicator

ACTL-TIME 8 N Actual Time Set Up

AGNT-ACC 12 A Agent/Vostro Account

AGNT-INBR 8 N Pay or Receive Agent (dependant upon PAY-RCV setting)

AMOUNT1 17 S 3 Payment Amount

AUTH-CDE 1 A Authorisation Code

AUTO-CNFM 1 A Auto Confirmation Indicator (Set to Y if Reissuing a Confirmation)


CANC-SEQNO 7 N Sequence Number of Cancellation

CCY 4 A Payment Currency

CHG-FLAG 8 A Fields Changed


CNFPY-NO 5 N Confirmation/Pay Sequence Number

CONF-PAY 1 A Confirmation/Pay Indicator


CONTRCTFLG 1 A Confirmation Type Indicator

COVER-ERR 1 A S.W.I.F.T. Cover Method Indicator


DEL-RCV 2 A Delivered/Received Indicator

D-REFNO 4 N Diary Reference Number


DUPLICATE 1 A Duplicate Indicator

EVENTDATE 6 N Value Date



INTER-BIC 11 A BIC Reference of Intermediary (if address is entered instead of BIC Code, then this field contains “See Message”)

LAST-USER 17 A Last User that Performed Update

CNFPY Data Dictionary

2–198 3937 0226-942

Element Size Type Dec. Definition LN-DP-IND 1 A Loan/Deposit Indicator

MEDIA 1 A Settlement Media


MSG-TYPE 3 N Message Type

NET-CNTRCT 12 N Netted Contract

NET-CUTOFF 6 N Netting Cut-Off Date

NET-CUTRDN 5 N Netting Cut-Off Date (Relative Date Form)

NET-ID 8 A Netting Type

NET-STATUS 1 A Indicator of Whether Payment is Netted

NOST-INBR 8 N Standard Settlement Details (Internal Reference Number)


NOTIF-FLG 2 A Notification Event

NST-CCY 4 A Nostro Currency

ORIG-AMT 17 S 3 Payment Amount in Original Currency

ORIGBRANCH 8 A Original Accounting Centre

ORIG-CCY 4 N Original Currency of Payment

PAIR-SEQ 4 N Matches CNFPY-PAIR in CNCOM

PAY-BEARER 1 A Pay Bearer Flag

PAY-RCV 2 A Pay or Receive Indicator

PAYRCV-DT 6 N Pay or Receive Date

POSTED 1 A Indicator of whether Payment has been Posted (used by “LA Postings on Message Release” functionality)

PR-DATE 5 N Printed Date (Relative Date Form)


PRTD-OFF 1 A Printed Offline

PRTD-ON 1 A Printed Online

PR-TIME 8 N Printed Time

PS-CONF 1 A PS Confirmation

PTC-SEQ 6 N Participant Sequence Number

PTC-TYPE 2 A Participant Sequence Type

PYRCV-RDN 5 N Pay or Receive Date (Relative Date Form)

RATEX1 14 S 10 Exchange Rate


RESENT 2 N Number of Times Resent

REVERSAL 1 A Reversal Indicator

Data Dictionary CNFPY

3937 0226-942 2–199

Element Size Type Dec. Definition ROLL-MA 1 A Rolled Maturity

SEKTOR 4 A Sector

SIDE 1 A Near/Far Side

SPCL-INS1 1 N Special Instrument 1

SSI-FLAG 1 A SSI Indicator

SSI-RDN 5 N SSI Relative Day Number

STATIONID 17 A Input Station Identifier


STLMT-CODE 1 N Settlement Code

SWIFT-IND 1 A S.W.I.F.T. Indicator

Profiles

PROFILE: CNFPYCNNO PROFILE: CNFPYCLNT

COMPONENT; CNFPY COMPONENT; CNFPY

ORDINATE; CONTRACTNO ORDINATE; MEDIA

ORDINATE; REL-DAY ORDINATE; PRTD-ON

ORDINATE; CONF-PAY ORDINATE; AUTH-CDE

ORDINATE; PR-DATE ORDINATE; BRANCH

ORDINATE; PR-TIME ORDINATE; CLIENT-NO

ORDINATE; CNFPY-NO ORDINATE; NET-ID

ORDINATE; CCY

ORDINATE; NET-CUTRDN

PROFILE: CNFPYDVTN PROFILE: CNFPYPRCP


ORDINATE; DEL-RCV ORDINATE; PR-DATE

ORDINATE; REL-DAY ORDINATE; PR-TIME

ORDINATE; C-TYPE ORDINATE; PRTD-ON

ORDINATE; CONTRACTNO ORDINATE; CONF-PAY

PROFILE: CNFPYCNCO PROFILE: CNFPYDTCN



ORDINATE; CNFPY-NO ORDINATE; CONTRACTNO

CNFPY Data Dictionary

2–200 3937 0226-942

PROFILE: CNFPYNET PROFILE: CNFPYNTCN


ORDINATE; BRANCH ORDINATE; NET-CNTRCT

ORDINATE; NET-CUTRDN ORDINATE; CONTRACTNO

ORDINATE; CLIENT-NO ORDINATE; MSG-SEQNO

ORDINATE; NET-ID

ORDINATE; REL-DAY

ORDINATE; CCY


ORDINATE; MSG-SEQNO

DO WHEN; NET-ID NOT = GLB.SPACES AND

DO WHEN; NET-CNTRCT = GLB.ZEROS

PROFILE: CNFPYSWFT PROFILE: CNFPYYSFT

COMPONENT ; CNFPY COMPONENT; CNFPY

ORDINATE; CONTRACTNO ORDINATE; SWIFT-IND

ORDINATE; MSG-TYPE ORDINATE; AUTH-CDE

ORDINATE; MSG-SEQNO ORDINATE; CONTRACTNO

ORDINATE; PTC-SEQ

PROFILE: CNFPYPOST PROFILE: CNFPYPRCP


ORDINATE; POSTED ORDINATE; PR-DATE

ORDINATE; CONTRACTNO ORDINATE; PR-TIME

ORDINATE; CNFPY-NO ORDINATE; PRTD-ON

ORDINATE; CONF-PAY

PROFILE: CNFPYCPRO PROFILE: CNFPYCNCC



ORDINATE; PROD-TYPE ORDINATE; CCY

ORDINATE; CONF-PAY ORDINATE; CONF-PAY

ORDINATE; CCY ORDINATE; REL-DAY

ORDINATE; REL-DAY


Data Dictionary CNFRV

3937 0226-942 2–201

CNFRV

Deletion Confirmation Details

Type = Memo



CCY 4 A Currency of Amount 1

CCY-2 4 A Currency of Amount 2





RATE-1 14 A Rate 1


Profiles

PROFILE: CNFRVCNNO

COMPONENT; CNFRV


ORDINATE; EVENTDATE

“CNFRV” is used to store contract details for confirmations required by the on-line confirmations report - “ONPAPER”.

A record in this structure is created each time a contract or a schedule (for MM and CL Contracts) is deleted in the on-line system or by the Base Rate update report “BASEUPD”.

Extra information on some of the fields in "CNFRV" is given below. This information is included for special features of the field, or if the field has a different description for different contract types. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNFRV” record is written.

CNFRV Data Dictionary

2–202 3937 0226-942

AMOUNT1

MM, CL Schedule Events AMOUNT1 from schedule event being deleted FX Take-up Event AMOUNT1 from take-up event being deleted IR Swaps AMOUNT1 from Maturity DIARY (Loan Side Principal) All Other Contracts AMOUNT1 from Maturity, Start or Input DIARY

AMOUNT2

IR Swaps AMOUNT2 from Maturity DIARY (Deposit Side Principal) All Other Contracts Not used

CCY

MM, CL Schedule Events CCY-1 from schedule event being deleted FX Take-up Event CCY-1 from schedule event being deleted IR Swaps CCY-1 from Maturity DIARY (Loan Side Currency) All Other Contracts CCY-1 from Maturity, Start or Input DIARY

CCY-2

IR Swaps CCY-2 from Maturity DIARY (Deposit Side currency) All Other Contracts Not used

CONTRACTNO

All Contracts Contract Number

D-REFNO

FX Take-ups D-REFNO from Take-up DIARY All Other Contracts Not used

END-DATE

All Contracts END-DATE from CNCOM for this contract

EVENTDATE

MM, CL Schedule Events Value Date FX Take-up Events Value Date All Other Contracts Zeros

Data Dictionary CNFRV

3937 0226-942 2–203

RATE-1

MM, CL Schedule Events RATE-1 from DIARY event being deleted FX Take-up Event RATE-1 from DIARY event being deleted IR Swaps RATE-1 from Maturity DIARY (Loan Side Interest Rate) All other Contracts RATE-1 from Maturity, Start or Input DIARY

Note: For MM & CL BASE RATE CONTRACTS/SCHEDULES, the rate is calculated as:

1. Base Rate plus or minus the Variation Rate (depending on the Variation Type).

2. If this rate is greater than the Maximum Rate, set the rate to the Maximum Rate.

3. If this rate is less than the Minimum Rate, set the rate to the Minimum Rate.

START-DATE

All Contracts START-DATE from CNCOM for this contract.

CNFX Data Dictionary

2–204 3937 0226-942

CNFX

Foreign Exchange Specific Contract Details

Type = Memo

Element Size Type Dec. Definition ACCRU-MTHD 1 N Accrual Method

BASIS1 3 N Interest Basis 1


BGHT-SOLD 1 A Bought/Sold Indicator

COM-EXCL 1 A Commission Excluded from Payment Messages

COMCL-DEAL 1 A Commercial Deal Indicator


DIV-SWAP 1 A Divided Swap Indicator

END-DATEB 6 N Maturity Date for Bought Side of Split Valued FX Contract

END-DATES 6 N Maturity Date for Sold Side of Split Valued FX Contract


EXOP-IND 1 A Indication of whether Result of Option Exercise

FX-CAT 1 A FX Category


PRDCD-BRCH 8 A Produced Accounting Centre

PRDCD-DEPT 8 A Produced Accounting Centre Code


RATE-WIDTH 1 A Rate Width

SPT-MA-IND 1 A Split Valued FX Indicator


USED-BRCH 8 A Used Accounting Centre Identifier

USED-DEPT 8 A Used Accounting Centre Code

Profiles

PROFILE: CNFXCNNO

COMPONENT; CNFX


Data Dictionary CNFX

3937 0226-942 2–205

“CNFX” is used to store “static” details for all FX Contract types:

FX Market

FX Swap

FX Inter-Accounting Centre

FX Inter-Accounting Centre Loan/Deposit

For Non Foreign Exchange Contract Details, see description of “CNNON”.

Extra information on some of the fields in "CNFX" is given below. This information is included for special features of the field, or if the field has a different description for different contract types. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNFX” record is written.

ACCRU-MTHD

FX Market Accrual Method

BASIS1

FX Int. Loan/Deposit Used Interest Basis

BASIS2

FX Int. Loan/Deposit Produced Interest Basis

BGHT-SLD

FX Market & Field derived from the following FX Inter-A/C Centre Deal Currency = Bought Currency means BGHT-SLD is B Deal Currency = Sold Currency means BGHT-SLD is S FX Swap Field derived from the following (Near Details) Deal Currency = Bought Currency means BGHT-SLD is B Deal Currency = Sold Currency means BGHT-SLD is S FX Int. Loan/Deposit Field derived from the following (Near Details) Deal Currency = Produced Currency means BGHT-SLD is B Deal Currency = Used Currency means BGHT-SLD is S Valid Values GC-BOUGHT = B GC-SOLD = S

COMCL-DEAL

FX Market Default Value = BP-MARKET-DEF Valid Values BP-MARKET-DEF = N BP-COMMERCIAL-FX = Y BP-OUTRIGHT-FX = N

CNFX Data Dictionary

2–206 3937 0226-942

CONTRACTNO

All FX Contracts Contract Number

DIV-SWAP

FX Market Divided swap indicator from screen

END-DATEB

FX Market Maturity Date for Bought Side of Split Valued FX Contract

END-DATES

FX Market Maturity Date for Sold Side of Split Valued FX Contract

EXCH-GRP

All FX Contracts Taken from the Accounting Centre (ACNTM) record of the inputting Accounting Centre.

EXOP-IND

FX Market Indication of whether contract is the result of exercising an OTC Option.

FX-CAT

FX Market & FX Inter-A/C Centre P = PRE-SPOT Maturity date is before spot date S = SPOT Maturity date is on spot date F = FORWARD Maturity date is after spot date O = OPTION Contract has an option date Set to indicate under which category the contract falls. Option O is valid only for FX Market

PRDCD-BRCH

FX Int Loan/Deposit Produced Accounting Centre

PRDCD-DEPT

FX Int Loan/Deposit Produced Accounting Centre

RATE-WIDTH

All FX Contracts Rate width override Valid Values: BP-WD-CD-BAND-1 (W) BP-WD-CD-BAND-2 (M)

SPT-MA-IND

FX Market Split Valued FX Contract Indicator from screen

Data Dictionary CNFX

3937 0226-942 2–207

START-DATE

FX Market Option date (earliest maturity)

USED-BRCH

FX Inter-A/C Centre Other Accounting Centre FX Int Loan/Deposit Used Accounting Centre

USED-DEPT

FX Inter-A/C Centre Other Accounting Centre FX Int Loan/Deposit Used Accounting Centre

CNGEN Data Dictionary

2–208 3937 0226-942

CNGEN

Unique Number Allocation

Type = Memo

Element Size Type Dec. Definition BATCH-NO 7 N See Following Table

BRANCH 8 A Accounting Centre Identifier

CN-ADVC-NO 6 N See Following Table


NO-TYPE 3 A Record Type

SV-ADVC-NO 7 N See Following Table

TELSEQ 8 N Teller Sequence Number

VLTINVREF 12 N See Following Table

There are the following types of CNGEN record:

Record Type Description Allocation Record

A Advice Number CN-ADVC-NO

ACC Statement Number BATCH-NO

ACM Audit Sequence Number BATCH-NO

ADR Address Number VLTINVREF

ADS Addressee Number VLTINVREF

ASN Alert Number CN-ADVC-NO

B Batch Number BATCH-NO and LOCATION

Cnn (see Note) Contract Number CN-ADVC-NO

COL Collateral Number SV-ADVC-NO

CSD Depository Number VLTINVREF

EXU Order Execution Number VLTINVREF

G GIFTS Batch Sequence Number BATCH-NO

ORD Order Number VLTINVREF

PRQ Portfolio Request Number VLTINVREF

SWI Message Sequence Number SV-ADV-NO

T System Teller Sequence Number TELSEQ

V Vault Inventory Number VLTINVREF

Data Dictionary CNGEN

3937 0226-942 2–209

Note: Contract numbers are unique for each Cnn record type, where nn is the two digit prefix for a product (set on the Products Maintenance (PRTPM) screen).

Profiles

PROFILE: CNGENTYPE PROFILE: CNGENLOTY

COMPONENT; CNGEN COMPONENT; CNGEN

ORDINATE; NO-TYPE ORDINATE; LOCATION

ORDINATE; NO-TYPE

CNGUO Data Dictionary

2–210 3937 0226-942

CNGUO

Contract Guarantor Storage

Type = Memo

Element Size Type Dec. Definition CASH-COL 1 A Cash Collateral




PERCENT-D 6 S 3 Percentage


Profiles

PROFILE: CNGUOCA PROFILE: CNGUOCNNO

COMPONENT; CNGUO COMPONENT; CNGUO

ORDINATE; XACCOUNT ORDINATE; CONTRACTNO


ORDINATE; CLIENT-NO

Data Dictionary CNNON

3937 0226-942 2–211

CNNON

Non-Foreign Exchange Contract Type Specific Details

Type = Memo

Element Size Type Dec. Definition ACCR-METH 1 A Accrual Method

BASIS2 3 N Interest Basis 2 (see following pages)

BILL-DESC 12 A Bill Description

CALC-MTHD 2 A Calculation Method

CALC-MTHD2 2 A Calculation Method 2


CLIENT-NO2 8 N Client Number 2

CN-AMT-CDE 2 A Contract Amount Code

CNT-PERIOD 3 N Contract Period


C-TYPE 4 A Contract Type (see following pages)

DATE-1 6 N Date 1 (see following pages)









DAYSNOTICE 3 N Number of Days Notice

DP-ISHOLCC 4 A Deposit Side Interest Settlement Holiday Check Code

DP-ISHOLMD 1 A Deposit Side Interest Settlement Holiday Modification Method

DP-RPHOLCC 4 A Deposit Side Repayment Holiday Check Code

DP-RPHOLMD 1 A Deposit Side Interest Settlement Holiday Modification Method

DRW-NBR 3 N Drawdown Number


EXP-TIME 4 N Expiry Time

CNNON Data Dictionary

2–212 3937 0226-942

Element Size Type Dec. Definition EXT-MKTVAL 1 A External Market Value

FAC-NO 5 N Bill Facility Number

FAC-TYPE 2 A Facility Type

FCNTNO 12 N Future Contract Number


FIX-DAYS 2 N Fixing Days

FIX-RATEID 10 A Fixing Rate Identifier

FREQ-CODE 6 N Frequency Code (see following pages)

FREQ-CODE2 6 N Frequency Code 2 (see following pages)



FSTPYMTIND 1 A First Payment Indicator

GEN-CN-NO 12 N General Contract Number

GEN-IND1 1 A General Indicator 1 (see following pages)







ISIN-NO 12 A ISIN Number

ISS-ACCPTR 1 A Issuer/Acceptor

LN-ISHOLCC 4 A Loan Side Interest Settlement Holiday Check Code

LN-ISHOLMD 1 A Loan Side Interest Settlement Holiday Modification Method

LN-RPHOLCC 4 A Loan Side Repayment Holiday Check Code

LN-RPHOLMD 1 A Loan Side Interest Settlement Holiday Modification Method

LST-CL-DD 4 N Last Drawdown Sequence Number

MAT-TYPE 1 A Maturity Type

MKT-RATE2 7 A Market Rate Identifier 2 (see following pages)

MKT-RATEID 7 A Market Rate Identifier (see following pages)

MTM-MTHD 1 N MTM Method

MULT-IND 1 A Single/multiple Indicator

NXT-REF-NO 4 N Next Diary Reference Number

OTH-MASTER 6 N Other Accounting Centre GL Master


3937 0226-942 2–213

Element Size Type Dec. Definition OTH-TRADE 1 A Other Accounting Centre Trade Type Indicator

PFS-ACC 12 A Profit Share Account

PFS-CODE 1 N Profit Share Code


PROG 12 A Program

PR-SEC-CDE 1 A Primary/Secondary Indicator

PYMT-FREQ1 1 A Payment Frequency 1 (see following pages)

PYMT-FREQ2 1 A Payment Frequency 2 (see following pages)

RATE1 12 + 8 Rate 1 (Internal Format) - (see following pages)

RATE-1 14 A Rate 1 (External Format) - (see following pages)

RATE1-EXP 1 N Rate 1 Exponent - (see following pages)







ROLL-CODE 6 N Roll Frequency

SPLIT-CMBD 1 A Split/Combined Indicator


STLMT-CODE 1 N Settlement Code

SWAP-RULES 12 A Swap Rules

SWAP-TYPE 1 A Swap Type

TIMEZONE 3 A International Time Zone

TRAD-AUTH 12 A Trading Authority

TRADE-IND 1 A Trade Type

TRM-MTHS 3 N Term in Months

USED-BRCH 8 A Other Accounting Centre

USED-DEPT 8 A Other Accounting Centre Identifier

XBASIS 3 N Interest Basis (see following pages)

XCOMMENT 55 A Standard Terms


2–214 3937 0226-942

Profiles

PROFILE: CNNONCL PROFILE: CNNONCNNO

COMPONENT; CNNON COMPONENT; CNNON

ORDINATE; GEN-CN-NO ORDINATE; CONTRACTNO

“CNNON” is used to store “static” details for all Non-FX Contract Types:

CL Base Rate Drawdown CL Commitment CL Drawdown CL Discounted Drawdown MM Base Rate Loan MM Base Rate Deposit MM Discounted Loan MM Loan MM Deposit MM Index Rate Deposit MM Index Rate Loan Forward Rate Counterparty Forward Rate Interdepartmental Interest Rate Swaps Nostro Transfer Standing Orders External Payments Standing Orders Trade Finance Inward Collection Trade Finance Outward Collection Trade Finance Domestic Guarantee Trade Finance Foreign Guarantee Trade Finance Export Letter of Credit Trade Finance Import Letter of Credit Futures In-house Deal Futures Client Deal Traded Options In-house Deal Traded Options Client Deal Traded Options Purchase Traded Options Sale Interest Bearing Securities Issue Interest Bearing Securities Purchase Interest Bearing Securities Repurchase Interest Bearing Securities Reverse Repurchase Interest Bearing Securities Sale Zero Coupon Bond Issue Zero Coupon Bond Purchase Zero Coupon Bond Repurchase Zero Coupon Bond Reverse Repurchase Zero Coupon Bond Sale Discounted Securities Acceptance Discounted Securities Issue Discounted Securities Purchase Discounted Securities Repurchase Discounted Securities Reverse Repurchase Discounted Securities Sale Fees Contract Futures Purchase Futures Sale OTC Options Purchase OTC Options Sale LA Tranches LA Drawdowns LA Acceptances LA Guarantees LA Fees LA Facilities

For Foreign Exchange Contract details, see text of component “CNFX”.

Extra information on some of the fields in "CNNON" is given below. This information is included for special features of the field, or if the field has a different description for different contract types. For any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNNON” record is written.


3937 0226-942 2–215

BASIS

CL Base Rate Drawdown Interest Basis entered on CLBRA CL Commitment Fee Basis (entered on CLCMA or defaulted from Commitment CCY) CL Drawdown Interest Basis entered on CLBRA MM Base Rate Loan Interest Basis from Product default (PRDFT.N3-DEF2) or entered on MMBRA MM Base Rate Deposit Interest Basis from Product default (PRDFT.N3-DEF2) or entered on MMBRA MM Discounted Loan Interest Basis entered on MMDLA MM Deposit Interest Basis entered on MMLDA MM Loan Interest Basis entered on MMLDA MM Index Rate Loan Interest Basis entered on MMIRA MM Index Rate Deposit Interest Basis entered on MMIRA FRA Contracts Interest Basis entered on FRASA BD Deals Use Yield Basis from MISTH DP Deals Use Interest Basis from MISTH FEES Fee Basis entered on FEEMA IR Swaps Loan Side Yield Basis LA Acceptance/Fees Interest Basis

BASIS2

IR Swaps Deposit Side Yield Basis

BILL-DESC

DP Acceptance Bill Description entered on DPACA Trade Finance Bill Tenor entered on TFCLA

C-TYPE

All Contract Types Defined on GNARR table, type CN.

CALC-MTHD

IR Swaps Yield calculation method (for zero coupon swaps and premiums/discounts)

CALC-MTHD2

IR Swaps Yield calculation method (for zero coupon swaps and premiums/discounts)


2–216 3937 0226-942

CLIENT-NO

MM Loan } MM Deposit } MM Base Rate Loan } MM Base Rate Deposit } MM Discounted Loan } MM Index Rate Loan } MM Index Rate Deposit } DP Sale } DP Issue } DP Purchase } DP Repurchase } DP Reverse Repurchase } Futures Purchase } Futures Sale } Traded Options Purchase } Client Number Traded Options Sale } OTC Options Purchase } OTC Options Sale } Bond Issue } Bond Purchase } Bond Sale } Bond Repurchase } Bond Reverse Repurchase } Zero Coupon Bond Issue } Zero Coupon Bond Purchase } Zero Coupon Bond Sale } Zero Coupon Bond Repurchase } Zero Coupon Bond Reverse Repurchase } Forward Rate Counterparty Deal } Trade Finance Inward Collection } Trade Finance Outward Collection } Trade Finance Domestic Guarantee } Trade Finance Foreign Guarantee } Trade Finance Export Letter of Credit } Trade Finance Import Letter of Credit }

CLIENT-NO2

BD Issue Counterparty DP Issue Counterparty DP Purchase Counterparty TF Inward Collection Overseas Customer TF Outward Collection Overseas Customer TF Export Letter of Credit Overseas Customer TF Import Letter of Credit Overseas Customer LA Tranche Syndicate Agent

CNT-PERIOD

DP Issue Contract Period FRA Counterparty Deal Maturity Period FRA Interdepartment Deal Maturity Period OTC Options Deals Contract Period


3937 0226-942 2–217

CONTRACTNO

All Contract Types From “CNCOM” or CONTRACTNO from screen

DATE-1

CL Commitment Fee start date entered on CLCMA FRA Deals Fixing date entered on FRASA Futures Deals Futures Last Trading Date (from FT-TRD-INP on FTDDM) Traded Options Deals Options Last Trading Date (from OP-TRD-INP on FTDDM) OTC Options Deals Start Date (for American Options) IR Swaps Initial Exchange Date or Compensating Date Trade Finance Latest Shipment Date entered on TFELA LA Drawdown Repayment Date

DATE-2

CL Commitment Drawdown start date entered on CLCMA FRA Deals Settlement date entered on FRASA Futures Deals Futures Delivery Date (from FT-DEL-REL on FTDDM) DP Issue Maturity Date entered on DPISA DP Purchase Maturity Date entered on DPUSA DP Sale Maturity Date entered on DPSLA OTC Options Deals Premium Value Date IR Swaps Loan Start Date LA Tranches Review Date LA Drawdowns Interest Start Date

DATE-3

CL Commitment Drawdown end date entered on CLCMA FRA Deals Maturity date entered on FRASA Traded Options Deals Expiry Date (from OP-EXP-INP on FTDDM) OTC Options Deals Exercise Date IR Swaps Loan End Date LA Tranches Available Start Date LA Drawdowns Combined Interest Repayment Date

DATE-4

OTC Options Deals Closure Date IR Swaps Deposit Start Date LA Tranches Available End Date

DATE-5

OTC Options Deals Lag Date IR Swaps Deposit End Date

DATE-6

OTC Options Deals Expiry Date IR Swaps Loan Side First Repayment Date LA Drawdowns Status Date


2–218 3937 0226-942

DATE-7

IR Swaps Deposit Side First Repayment Date LA Tranches Unavailable Start Date

DATE-8

IR Swaps Loan Side Interest Settlement First Repayment Date LA Tranches Unavailable End Date

DATE-9

IR Swaps Deposit Side Interest Settlement First Repayment Date

DAYSNOTICE

CL Base Rate ) Drawdown ) CL Drawdown ) CL Commitment ) MM Base Rate Loan ) Days Notice MM Base Rate Deposit ) MM Loan ) MM Deposit ) MM Index Rate Loan ) MM Index Rate Deposit ) OTC Options Deals Days to Value Date

DP-ISHHOLCC

IR Swaps Deposit Side Interest Settlement Holiday Check Code

DP-ISHOLMD

IR Swaps Deposit Side Interest Settlement Holiday Modification Method

DP-RPHOLCC

IR Swaps Deposit Side Repayment Holiday Check Code

DP-RPHOLMD

IR Swaps Deposit Side Repayment Holiday Modification Method

DRW-NBR

CL Base Rate Drawdown Drawdown Number entered on CLBRA CL Drawdown Drawdown Number entered on CLDDA CL Discounted Drawdown Number of Repayment


3937 0226-942 2–219

EXCH-GRP

OTC Options Deals Foreign Exchange Rate Group (from instrument details) IR Swaps Exchange Rate Group LA Contracts Exchange Rate Group

EXP-TIME

OTC Options Expiry Time (HHMM)

FAC-NO

DP Acceptance Facility Number entered on DPACA

FAC-TYPE

CL Commitment Facility Type entered on CLCMA Trade Finance Guarantee Type entered on TFEGA and TFGTA

FCNTNO

BD Purchase Contract Number entered on BDPUA BD Sale Contract Number entered on BDSLA DP Purchase Contract Number entered on DPPUA DP Sale Contract Number entered on DPSLA

FEE-TYPE

FEES Fee Type entered on FEEMA LA Fees Fee Category

FIX-DAYS

IR Swaps Fixing Days

FIX-RATEID

FRA Contracts Fixing Rate Identifier entered on FRASA

FREQ-CODE

IR Swaps Loan Side Interest Settlement Frequency LA Fees Frequency Code

FREQ-CODE2

IR Swaps Loan Side Repayment Frequency

FREQ-CODE3

IR Swaps Deposit Side Interest Settlement Frequency

FREQ-CODE4

IR Swaps Deposit Side Repayment Frequency


2–220 3937 0226-942

GEN-CN-NO

CL Base Rate Drawdown Commitment Number entered on CLBRA CL Drawdown Commitment Number entered on CLDDA CL Discounted Drawdown Commitment Number entered on CLCLA Trade Finance Discount Bill Number entered on TFLEA and TFLCA

GEN-IND1

BD Issue Public Indicator entered on BDISA BD Purchase Call/Put Indicator entered on BDPUA BD Sale Call/Put Indicator entered on BDSLA FEES Accrual Method entered on FEEMA MM Base Rate Loan Roll Maturity Indicator entered on MMBRA MM Base Rate Deposit Roll Maturity Indicator entered on MMBRA MM Loan Roll Maturity Indicator entered on MMLDA MM Deposit Roll Maturity Indicator entered on MMLDA MM Index Rate Loan Roll Maturity Indicator entered on MMIRA MM Index Rate Deposit Roll Maturity Indicator entered on MMIRA OTC Options Deals Option Type (Call/Put) IR Swaps Exchange of Principal Indicator "I" = Initial "F" = Final "B" = Both "N" = None Trade Finance Release of Goods Indicator set on TFCLA LA Tranche Multi Currency Indicator

GEN-IND2

BD Issue Set to 'Y' if the Contract Issue Date equals the Static Start Date used in report BONDUPD BD Purchase Futures Indicator entered on BDPUA BD Sale Futures Indicator entered on BDSLA DP Purchase Futures Indicator entered on DPPUA DP Sale Futures Indicator entered on DPSLA FEES Pay/Receive Indicator entered on FEEMA OTC Options Deals Exercise Style IR Swaps Compensation Payment Pay/Receive Indicator Trade Finance Accepted Indicator set on TFCLA LA Drawdown Repayment Method LA Fee Accrual Type

GEN-IND3

FEES Nominal Indicator entered on FEEMA FRA Deals Indicator for Associated MM Deal entered on FRASA OTC Options Deals Exercise Outcome IR Swaps Loan Quotation Method Trade Finance Foreign/Domestic Indicator set on TFGTA LA Drawdown/Fee Rounding Method


3937 0226-942 2–221

GEN-IND4

FEES Cashflow Indicator entered on FEEMA OTC Options Deals Quotation Style IR Swaps Deposit Quotation Method Trade Finance Revocable/Irrevocable Indicator set on TFLCA LA Fee Pay/Receive Indicator

GEN-IND5

OTC Options Deals Premium When IR Swaps Floating Indicator GC-BOTH "B" GC-DEPOSIT-SIDE "D" GC-LOAN-SIDE "L"

GEN-IND6

OTC Options Deals Current Intrinsic Status IR Swaps Compensation Payment Loan/Deposit Indicator "L" = Loan "D" = Deposit

INSTRNAME

IR Swaps Instrument Name (set to same as product code for non- securities instruments) IR Swaps Instrument swapped entered on SWGEL and SWGEA Futures Deals Product Type entered on FUTSA Traded Options Deals Product Type entered on OPTNA OTC Options Deals Instrument Identifier entered on OTCOA BD Issue Instrument Identifier entered on BDISA BD Purchase Instrument Identifier entered on BDPUA BD Sale Instrument Identifier entered on BDSLA Repurchase Agreement Instrument Identifier entered on REPOA DP Acceptance Instrument Identifier entered on DPACA DP Issue Instrument Identifier entered on DPISA DP Purchase Instrument Identifier entered on DPPUA DP Sale Instrument Identifier entered on DPPSLA FEES Instrument Identifier entered on FEEMA LA Contracts Product Type

ISIN-NO

BD Purchase From associated MISTH record when entered on BDPUA BD Sale From associated MISTH record when entered on BDSLA DP Issue From associated MISTH record when entered on DPISA DP Purchase From associated MISTH record when entered on DPPUA DP Sale From associated MISTH record when entered on DPSLA LA Contracts ISIN Number

ISS-ACCPTR

DP Purchase Risk Party entered on DPPUA


2–222 3937 0226-942

LN-ISHOLCC

IR Swaps Loan Side Interest Settlement Holiday Check Code

LN-ISHHOLMD

IR Swaps Loan Side Interest Settlement Holiday Modification Method

LN-RPHHOLCC

IR Swaps Loan Side Repayment Holiday Check Code

LN-RPHOLMD

IR Swaps Loan Side Repayment Holiday Modification Method

MKT-RATEID

BD Issue Market Rate Table entered on BDISA BD Purchase Market Rate Table entered on BDPUA BD Sale Market Rate Table entered on BDSLA Repurchase Agreement Market Rate Table entered on REPOA CL Base Rate Drawdown Market Rate Table entered on CLBRA CL Commitment Market Rate Table entered on CLCMA CL Drawdown Market Rate Table entered on CLDDA CL Discounted Drawdown Market Rate Table entered on CLDLA DP Acceptance Market Rate Table entered on DPACA DP Issue Market Rate Table entered on DPISA DP Purchase Market Rate Table entered on DPPUA DP Sale Market Rate Table entered on DPSLA MM Base Rate Loan Market Rate Table entered on MMBRA MM Base Rate Deposit Market Rate Table entered on MMBRA MM Discounted Loan Market Rate Table entered on MMDLA MM Discounted Deposit Market Rate Table entered on MMDLA MM Index Rate Loan Market Rate Table entered on MMIRA MM Index Rate Deposit Market Rate Table entered on MMIRA MM Loan Market Rate Table entered on MMLDA MM Deposit Market Rate Table entered on MMLDA FRA Contracts Market Rate Table entered on FRASA IR Swaps Loan Side Mark-To-Market Rate Identifier IR Swaps Loan Side Market Rate Table entered on SWLNA

MKT-RATE2

IR Swaps Deposit Side Mark-To-Market Rate Identifier IR Swaps Market Rate Table entered on SWDPA

MULT-IND

LA Contracts Single/Multiple Indicator

NXT-REF-NO

Futures Deals Next Diary Reference Number for Futures Closeouts Options Deals Next Diary Reference Number for Options Closeouts


3937 0226-942 2–223

OTH-MASTER

FRA Contracts Other General Ledger Master entered on FRASA Trade Finance Client Number of Bankers entered on TFLCA and TFGTA

OTH-TRADE

FRA Contracts Other Trade Type entered on FRASA

PFS-ACC

CL Base Rate Drawdown Profit Share Account entered on CLBRA CL Commitment Profit Share Account entered on CLCMA CL Drawdown Profit Share Account entered on CLDDA CL Discounted Drawdown Profit Share Account entered on CLDLA

PFS-CODE

CL Base Rate Drawdown Profit Share Code entered on CLBRA CL Commitment Profit Share Code entered on CLCMA CL Drawdown Profit Share Code entered on CLDDA CL Discounted Drawdown Profit Share Code entered on CLDLA

PROD-TYPE

OTC Options Deals Underlying Product Type (from instrument details) IR Swaps Product Type LA Contracts Product Type

PROG

BD Issue Issue Program entered on BDISA DP Issue Issue Program from the associated MISTH record when entered on DPISA

PYMT-FREQ1

Trade Finance Payment Frequency 1


2–224 3937 0226-942

RATE-1

Note: This field is in external format (alphanumeric). RATE1 contains the same fields in internal (numeric) format. RATE1-EXP contains the exponent for RATE1.

MM Discounted Loan Discount Rate entered on MMDLA BD Issue Yield entered on BDISA BD Purchase Yield entered on BDPUA BD Sale Yield entered on BDSLA DP Issue Discount Rate entered on DPISA DP Purchase Discount Rate entered on DPPUA DP Sale Discount Rate entered on DPSLA FEES Fee Rate entered on FEEMA FRA Deals Contract Rate entered on FRASA Futures Deals Dealt Price entered on FUTSA Traded Options Deals Option Price entered on OPTNA OTC Options Deals Option Price entered on OTCOA IR Swaps Exchange Rate if Cross-Currency Swap

RATE-2


MM Discounted Loan Yield Rate entered on MMDLA BD Issue Price entered on BDISA BD Purchase Price entered on BDPUA BD Sale Price entered on BDSLA DP Issue Yield To Maturity entered on DPISA DP Purchase Yield To Maturity entered on DPPUA DP Sale Yield To Maturity entered on DPSLA FEES Percentage Multiplication entered on FEEMA Futures Deals Dealt Yield entered on FUTSA Traded Options Deals Exercise Price entered on OPTNA OTC Options Deals Premium Settlement Rate entered on OTCOA

RATE-3


DP Issue Price entered on DPISA DP Purchase Price entered on DPPUA DP Sale Price entered on DPSLA OTC Options Deals Exercise Price entered on OTCUA

RATE1

See RATE-1

RATE2

See RATE-2

RATE3

See RATE-3


3937 0226-942 2–225

RATE1-EXP

See RATE-1

RATE2-EXP

See RATE-2

RATE3-EXP

See RATE-3

ROLL-CODE

MM Base Rate Loan Roll Maturity Frequency entered on MMBRA MM Base Rate Deposit Roll Maturity Frequency entered on MMBRA MM Index Rate Loan Roll Maturity Frequency entered on MMIRA MM Index Rate Deposit Roll Maturity Frequency entered on MMIRA MM Loan Roll Maturity Frequency entered on MMLDA MM Deposit Roll Maturity Frequency entered on MMLDA

SPLIT-CMBD

CL Base Rate Drawdown Split/Combine Indicator entered on CLBRA CL Drawdown Split/Combine Indicator entered on CLDDA CL Discounted Drawdown Split/Combine Indicator entered on CLDLA

STLMT-ACC

CL Base Rate Drawdown Settlement Account entered on CLBRA CL Drawdown Settlement Account entered on CLDDA CL Discounted Drawdown Settlement Account entered on CLDLA MM Base Rate Loan Settlement Account entered on MMBRA MM Base Rate Deposit Settlement Account entered on MMBRA MM Discounted Loan Settlement Account entered on MMDLA MM Discounted Deposit Settlement Account entered on MMDLA MM Index Rate Loan Settlement Account entered on MMIRA MM Index Rate Deposit Settlement Account entered on MMIRA MM Loan Settlement Account entered on MMLDA MM Deposit Settlement Account entered on MMLDA Trade Finance Advance entered on TFCLA and TFECA


2–226 3937 0226-942

STLMT-CODE

CL Base Rate Drawdown Settlement Code entered on CLBRA CL Drawdown Settlement Code entered on CLDDA CL Discounted Drawdown Settlement Code entered on CLDLA Futures Deals Settlement/Delivery Method from FTPRM when entered on FUTSA Options Deals Settlement/Delivery Method from FTPRM when entered on OPTNA MM Base Rate Loan Settlement Method entered on MMBRA MM Base Rate Deposit Settlement Method entered on MMBRA MM Discounted Loan Settlement Method entered on MMDLA MM Discounted Deposit Settlement Method entered on MMDLA MM Index Rate Loan Settlement Method entered on MMIRA MM Index Rate Deposit Settlement Method entered on MMIRA MM Loan Settlement Method entered on MMLDA MM Deposit Settlement Method entered on MMLDA

SWAP-RULES

IR Swaps Swap Rules (e.g. ISDA)

SWAP-TYPE

IR Swaps "C" = Currency "I" = Interest

TIMEZONE

OTC Options Deals International Time Zone (GNARR table TZ)

TRAD-AUTH

BD Issue Trading Authority entered on BDISA LA Contracts Trading Authority

TRADE-IND

FRA Contracts Trade Type entered on FRASA Futures Deals Trade Type entered on FUTSA Traded Options Deals Trade Type entered on OPTNA OTC Options Deals Trade Type entered on OTCOA IR Swaps Trade Type BP-TRADED = (T) BP-HEDGED = (H) on SWGEA and SWGEL

USED-BRCH

FRA Contracts Other Accounting Centre entered on FRASA LA Contracts Other Accounting Centre

USED-DEPT

FRA Contracts Other Accounting Centre entered on FRASA LA Contracts Other Accounting Centre Identifier


3937 0226-942 2–227

XCOMMENT

OTC Options Deals Standard Terms entered on OTCUA

CNPDO Data Dictionary

2–228 3937 0226-942

CNPDO

LA Contract Accrual Period History

Type = Memo




















LAST-REL 5 N Last Date Updated



Profiles

PROFILE: CNPDOCNDT

COMPONENT; CNPDO


ORDINATE; PTC-SEQ

ORDINATE; REL-DAY

Data Dictionary CNPDO

3937 0226-942 2–229

“CNPDO” is used to store Loan Administration period history accrual amounts for Acceptances, Drawdowns and Fees.

The following pages give details of the fields in “CNPDO” whose usage varies according to the contract type. For any contract types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “UNUSED” fields should be AUTO’ed as either Zeros or Spaces (depending on the edit characteristics) whenever a “CNPDO” record is written.

AMOUNT1

LA Acceptances Terminal Discount Amount LA Drawdown Terminal Interest Amount LA Fees Terminal Fee Amount

AMOUNT2

LA Acceptances Terminal Commission Amount LA Drawdown Terminal Margin Amount LA Fees Terminal Fee Skim Amount

AMOUNT3

LA Drawdown Terminal Funding Amount

AMOUNT4

LA Acceptances Settled Discount Amount LA Drawdown Settled Interest Amount LA Fees Settled Fee Amount

AMOUNT5

LA Acceptances Settled Commission Amount LA Drawdown Settled Margins Amount LA Fees Settled Fee Skim Amount

AMOUNT6

LA Drawdown Settled Funding Amount

AMOUNT7

LA Acceptances Outstanding Discount Amount LA Drawdown Outstanding Interest Amount LA Fees Outstanding Fee Amount

AMOUNT8

LA Acceptances Outstanding Commission Amount LA Drawdown Outstanding Margins Amount LA Fees Outstanding Fee Skim Amount

AMOUNT9

LA Drawdown Outstanding Funds Amount

CNPDO Data Dictionary

2–230 3937 0226-942

AMOUNT10

LA Acceptances Terminal Discount Amount including Back-dated Changes LA Drawdown Terminal Interest Amount including Back-dated Changes LA Fees Terminal Fee Amount including Back-dated Changes

AMOUNT11

LA Acceptances Term Commission Amount including Back-dated Changes LA Drawdown Term Margin Amount including Back-dated Changes LA Fees Term Fee Skim Amount including Back-dated Changes

AMOUNT12

LA Drawdown Terminal Funding Amount including Back-dated Changes

AMOUNT13

LA Acceptances Settled Discount Amount including Back-dated Changes LA Drawdown Settled Interest Amount including Back-dated Changes LA Fees Settled Fee Amount including Back-dated Changes

AMOUNT14

LA Acceptances Settled Commission Amt. including Back-dated Changes LA Drawdown Settled Margins Amount including Back-dated Changes LA Fees Settled Fee Skim Amount including Back-dated Changes

AMOUNT15

LA Drawdown Settled Funding Amount including Back-dated Changes

AMOUNT16

LA Acceptances Outstanding Discount Amount including Back-dated Changes LA Drawdown Outstanding Interest Amt. including Back-dated Changes LA Fees Outstanding Fee Amount including Back-dated Changes

AMOUNT17

LA Acceptances Outstanding Comm. Amt. including Back-dated Changes LA Drawdown Outstanding Margins Amt. including Back-dated Changes LA Fees Outstanding Fee Skim Amt. including Back-dated Changes

AMOUNT18

LA Drawdown Outstanding Funds Amt. including Back-dated Changes

Data Dictionary CNTGM

3937 0226-942 2–231

CNTGM

Group Countries by User Definition

Type = Memo

Element Size Type Dec. Definition AREA-CODE 6 A Area Code

COUNTRY 4 A Country

GROUP-CODE 6 A Group Code

Profiles

PROFILE: CNTGMGRP PROFILE: CNTGMCTRY

COMPONENT; CNTGM COMPONENT; CNTGM

ORDINATE; AREA-CODE ORDINATE; COUNTRY

ORDINATE; GROUP-CODE ORDINATE; AREA-CODE

ORDINATE; COUNTRY ORDINATE; GROUP-CODE

CNTHO Data Dictionary

2–232 3937 0226-942

CNTHO

Country Standard Holidays

Type = Memo

Element Size Type Dec. Definition COUNTRYX 4 A Country

DD 2 N Day in Month

END-YEAR 4 N Final Year for Holiday

HOL-DESC 30 A Holiday Description

MONTH 2 N Month in Year

START-YEAR 2 N First Year for Holidays

UPD-REQD 1 A Update Required Indicator

WEND-ADJ 1 A Weekend Adjustment

Profiles

PROFILE: CNTHOCYMD

COMPONENT; CNTHO

ORDINATE; COUNTRYX

ORDINATE; MONTH

ORDINATE; DD

Data Dictionary CNTRY

3937 0226-942 2–233

CNTRY

Country Details

Type = Table

Element Size Type Dec. Definition CNFM-DATE 6 N Advance Confirmation Date

CNFM-DAYS 2 N Confirmation Days

CNFM-RDN 5 N Advance Confirmation Date (Relative Date Form)

COUNTRY 4 A Country Code

CUT-OFFA 5 A Currency Cut Off Time

FIN-CTR 4 A Financial Centre Code

IBAN-CNTRY 1 A Indicator for IBAN Country

PROC-TIMEA 5 A Processing Cut-Off Time

PYMT-DATE 6 N Advance Payment Date

PYMT-DAYS 2 N Payment Days

PYMT-RDN 5 N Advance Payment Date (Relative Date Form)

SWIFTCNTRY 2 A S.W.I.F.T. Country Code

TAX-RATE 14 S 10 Withholding Tax Rate

VAT-RATEX1 14 S 10 VAT Rate 1




WEEKDAY1 1 N Weekday 1



XNAME 36 A Country Name

Profiles

PROFILE: CNTRYSWFT

COMPONENT; CNTRY

ORDINATE; SWIFTCNTRY

COLDO Data Dictionary

2–234 3937 0226-942

COLDO

Collateral for Contracts

Type = Memo

Element Size Type Dec. Definition CCY-1 4 A Currency

COLL-AMT 17 S 3 Collateral Value

COLL-TYPE 6 A Collateral Type

COLL-VAL 17 S 3 Collateral Cover

COLLAT-ID 7 N Collateral ID

COLSTATUS 1 A Status (D=Deleted, otherwise spaces)

CONTRACTNO 12 N Facility/Contract Number

DATE-UPD 5 N Updated Date for ORIG-LTYPE/ORIG-VAL

END-DMY 6 N End Date


EQUIV-VAL 17 S 3 Equivalent Value


LINETYPE 6 A Limit Line

ORIG-LTYPE 6 A Original Limit Line (Updated if Value Amount applied to EXCLO)

ORIG-VAL 17 S 3 Original Collateral Cover

PLED-CLT 8 N Pledger Shortname

REVAL-DMY 6 N Revaluation Date

REVAL-RDN 5 N Revaluation Date (Relative Date Form)

REVW-DMY 6 N Review Date

REVW-RDN 5 N Review Date (Relative Date Form)

RISK-CLT 8 N Risk Client Shortname

SHARENAME 20 A Share Name

SHARES 6 N Number of Shares


STR-DMY 6 N Start Date

STR-RDN 5 N Start Date (Relative Date Form)

UB-VAL 17 S 3 User Bank’s Value

UPD-ACTION 3 A Update Action (for example, ADD)

Data Dictionary COLDO

3937 0226-942 2–235

Element Size Type Dec. Definition UPD-RDN-TM 13 N Update Date and Time (Relative Date Form) (Machine Date)

VAL-PERC 14 S 10 Cover Percentage

Profiles

PROFILE: COLDOCNID PROFILE: COLDOCOID

COMPONENT; COLDO COMPONENT; COLDO

ORDINATE; CONTRACTNO ORDINATE; COLLAT-ID

ORDINATE; COLLAT-ID

COMMO Data Dictionary

2–236 3937 0226-942

COMMO

Commission Table

Type = Memo

Element Size Type Dec. Definition BGHT-SOLD 1 A Bought or Sold Indicator

COM-TBL-ID 6 A Commission Table

COMTBLDSC 30 A Description






Profiles

PROFILE: COMMO-1

COMPONENT; COMMO

ORDINATE; COM-TBL-IND

ORDINATE; BGHT-SOLD

Data Dictionary CONVO

3937 0226-942 2–237

CONVO

Currency Conversion History

Type = Memo

Element Size Type Dec. Definition CNV-DATE 6 N Conversion Date

CNV-RDN 5 N Conversion Date (Relative Date Format)

INEURO 1 A Euro Conversion Indicator



XCNV-RDN 5 N Conversion Date (Relative Date Format)

Profiles

PROFILE: CONVOACD PROFILE: CONVOACDR

COMPONENT; CONVO COMPONENT; CONVO


ORDINATE; ORIG-CCY ORDINATE; ORIG-CCY

ORDINATE; CNV-RDN ORDINATE; XCNV-RDN

COPYO Data Dictionary

2–238 3937 0226-942

COPYO

Maintain Report Distribution

Type = Memo

Element Size Type Dec. Definition NBRCOPIES 2 N Number of Copies

RECIPIENT 8 A Recipient Identifier

REP-NAME 10 A Report Name

Profiles

PROFILE: COPYOSRCP PROFILE: COPYOSREP

COMPONENT; COPYO COMPONENT; COPYO

ORDINATE; RECIPIENT ORDINATE; REP-NAME

ORDINATE; REP-NAME ORDINATE; RECIPIENT

Data Dictionary CPAYO

3937 0226-942 2–239

CPAYO

Clean Payments Data Structure

Type = Memo

Element Size Type Dec. Definition BAL-OVRD 1 A Balance Override


CHARGE-AMT 17 N 3 Charge Amount

CHARGE-CCY 4 A Charge Currency

CHARGE-MTH 3 A Charge Method

CHARGE-PER 1 A Charge Percentage

CLEAN-STAT 1 A Clean Payment Status


CNFPY-FLG 1 A S.W.I.F.T. Message Readiness Flag

CNFPY-NO 5 N S.W.I.F.T. Message Sequence Number

COMM-AMT 17 N 3 Commission Amount

COMM-CCY 4 A Commission Currency

COMM-PER 1 A Commission Percentage


CP-TYPE 1 A Incoming (Matchable) Clean Payment Indicator

CR-AC-TYPE 1 A Credit Account Type

CRD-CHARGE 17 N 3 Charge Amount

CRD-COMM 17 N 3 Commission Amount

CRDNARCDE 3 A Credit Narrative Code

CRED-AGENT 12 A Credit Agent

CRED-DATE 5 N Credit Value Date

CREDIT-ACC 12 A Credit Account

CREDIT-AMT 17 N 3 Credit Amount

CREDIT-CCY 4 A Credit Currency

CREDIT-CL 8 N Credit Client Number

CRED-NARR 36 A Credit Narrative

CR-POST-DT 5 N Credit Posting Date

DBTNARCDE 3 A Debit Narrative Code

DEB-AGENT 12 A Debit Agent

CPAYO Data Dictionary

2–240 3937 0226-942

Element Size Type Dec. Definition DEB-CHARGE 17 N 3 Debit Charge

DEB-COMM 17 N 3 Debit Commission

DEBIT-ACC 12 A Debit Account

DEBIT-AMT 17 N 3 Debit Amount

DEBIT-CCY 4 A Debit Currency

DEBIT-CL 8 N Debit Client Number

DEBIT-DATE 5 N Debit Value Date

DEBIT-NARR 36 A Debit Narrative

DEF-ADDR 2 A Default Address

DR-AC-TYPE 1 A Debit Account Type

DR-POST-DT 5 N Debit Posting Date


EXCH-RATE 14 A Exchange Rate

HAS-100 1 A MT100 Indicator

HAS-202 1 A MT202 Indicator

HOL-IND 1 A Holiday Override Indicator

HOL-OVRD 4 A Holiday Override Indicator

INCOME-REF 16 A Incoming Clean Payment Reference


INTER-AGNT 12 A Intermediary Agent

LINK-CNNO 12 A Linked Contract


M-PRIORITY 2 N S.W.I.F.T. Message Priority


NOT-TO-RCV 1 A Note to Receive

ORD-BANK 1 A Ordering Party is a Bank

ORD-PARTY1 35 A Ordering Party Details 1




OSN 6 N S.W.I.F.T. Output Sequence Number

POST-FLG 1 A Authorise Indicator


RATE-WIDTH 1 A Width Override

Data Dictionary CPAYO

3937 0226-942 2–241

Element Size Type Dec. Definition REPLACES 12 N Replaces Contract

REPL-BY 12 N Replaced By

STNORD-NO 12 N Standing Order Number

TEMP-REC 1 A Temporary Record

USER-ID 10 A Input User Id

Profiles

PROFILE: CPAYOBRCN PROFILE: CPAYOCNNO

COMPONENT; CPAYO COMPONENT; CPAYO


ORDINATE; STNORD-NO


PROFILE: CPAYOCRAC PROFILE: CPAYODRAC


ORDINATE; STNORD-NO ORDINATE; STNORD-NO

ORDINATE; CREDIT-ACC ORDINATE; DEBIT-ACC


ORDINATE; CRED-DATE ORDINATE; DEBIT-DATE


PROFILE: CPAYOPRCN PROFILE: CPAYOSTCN


ORDINATE; BRANCH ORDINATE; CLEAN-STAT

ORDINATE; PROD-TYPE ORDINATE; POST-FLG

ORDINATE; STNORD-NO ORDINATE; CONTRACTNO


PROFILE: CPAYOSODT PROFILE: CPAYOSONO


ORDINATE; STNORD-NO ORDINATE; STNORD-NO

ORDINATE; DEBIT-DATE ORDINATE; CONTRACTNO


CPAYO Data Dictionary

2–242 3937 0226-942

PROFILE: CPAYOSWFT

COMPONENT; CPAYO

ORDINATE; CP-TYPE

ORDINATE; CRED-DATE

ORDINATE; CREDIT-ACC

ORDINATE; CREDIT-CCY


Data Dictionary CRTRT

3937 0226-942 2–243

CRTRT

Withholding Tax Running Totals

Type = Memo



EQV-GROSS 17 S 3 Equivalent Gross

EQV-NET 17 S 3 Equivalent Net

INT-GROSS 17 S 3 Interest Gross

INT-NET 17 S 3 Interest Net

TX-YR-END 5 N Tax Year End (Relative Date Form)

Profiles

PROFILE: CRTRTKEY

COMPONENT; CRTRT

ORDINATE; TX-YR-END

ORDINATE; CLIENT-NO

ORDINATE; CCY

CRTXM Data Dictionary

2–244 3937 0226-942

CRTXM

Withholding Tax Table

Type = Table

Element Size Type Dec. Definition CRT-AMOUNT 17 S 3 Withholding Tax Amount

CRT-RATE 12 N 8 Withholding Tax Rate

CRT-TERM 4 N Withholding Tax Term

EFF-DATE 6 N Effective Date

RATE-1 14 A Rate 1

REL-DATE 5 N Effective Date (Relative Date Form)

XREL-DATE 5 N Effective Date (Relative Date Form)

Profiles

PROFILE: CRTXMBDTR

COMPONENT; CRTXM

ORDINATE; XREL-DATE

Data Dictionary CSACO

3937 0226-942 2–245

CSACO

Portfolio CSD Sub Accounts

Type = Table

Element Size Type Dec. Definition CSD 8 A Depository

CSD-AC 8 A Depository Account

CSD-SAC 8 A Depository Sub Account



SYSAMDSPTD 5 N Amendment Time Stamp




Profiles

PROFILE: CSACO-1

COMPONENT; CSACO

ORDINATE; PF-REF

ORDINATE; CSD

ORDINATE; CSD-AC

CSADO Data Dictionary

2–246 3937 0226-942

CSADO

Depository Account Definitions

Type = Table




EXT-AC 35 A External Account


Profiles

PROFILE: CSADOEXT PROFILE: CSADOMAIN

COMPONENT; CSADO COMPONENT; CSADO

ORDINATE; CSD ORDINATE; CSD

ORDINATE; EXT-AC ORDINATE; CSD-AC

ORDINATE; CSD-AC ORDINATE; CSD-SAC

Data Dictionary CSCMO

3937 0226-942 2–247

CSCMO

CSD Cash Memorandum Account

Type = Table



CCY 4 A Currency

CSD 8 A Depository

CSD-AC 8 A CMA Account







Profiles

PROFILE: CSCMOCPC

COMPONENT; CSCMO

ORDINATE; BRANCH

ORDINATE; CSD

ORDINATE; CSD-AC

ORDINATE; CCY

CSDO Data Dictionary

2–248 3937 0226-942

CSDO

Custodian/Depository

Type = Table

Element Size Type Dec. Definition CLIENT-NO 8 A Client Number

CNTRY-CHK 4 A Country Check Code

CSD 8 A Depository

CSD-DSC 30 A Depository Description

CSD-TYPE 1 A Depository Type

FLAG200 1 A Send MT200 Message





MTC-DEL-OK 1 A Matched Deletions Allowed?

REF-END 12 N Reference End

REF-REQD 1 A Reference Required

REF-START 12 N Reference Start

SAC-REQD 16 A Sub-Account Required

SAMHDRCDE2 6 A Stock Account Sub-Balance Codes 2






SHTPOS-OK 1 A Short Positions Allowed?


SPLIT-OK 1 A Splitting Supported






Data Dictionary CSDO

3937 0226-942 2–249

Profiles

PROFILE: CSDO-1

COMPONENT; CSDO

ORDINATE; CSD

CTCO Data Dictionary

2–250 3937 0226-942

CTCO

Commission Tables by Category

Type = Memo

Element Size Type Dec. Definition COM-CAT 3 A Commission Category

COM-TBL-ID 6 A Commission Table Indicator

INSTRTYPE 4 A Instrument Type

RS7-COR 2 A Country of Registration



SYSAMDSYPT 8 N Amendment Date Stamp

SYSETYSTPD 5 N Entry Date Stamp

SYSETYSTPT 8 N Entry Time Stamp

Profiles

PROFILE: CTCO-1

COMPONENT; CTCO

ORDINATE; COM-CAT

ORDINATE; RS7-COR

ORDINATE; INSTRTYPE

Data Dictionary CTPAO

3937 0226-942 2–251

CTPAO

Maintain Country/Postal Areas

Type = Memo

Element Size Type Dec. Definition COUNTRY 4 A Country


POST-NAME 36 A Postal Name

Profiles

PROFILE: CTPAOKEY

COMPONENT; CTPAO

ORDINATE; COUNTRY

ORDINATE; POST-AREA

CVAUD Data Dictionary

2–252 3937 0226-942

CVAUD

Contracts For Conversion

Type = Memo

Element Size Type Dec. Definition C-TYPE 4 A Contract Type


EMUCONV 1 A EMU Conversion Flag


Profiles

PROFILE: CVAUDCNNO PROFILE: CVAUDCTYP

COMPONENT; CVAUD COMPONENT; CVAUD



Data Dictionary CYDRY

3937 0226-942 2–253

CYDRY

Country Diary - Non-Working Days by Country

Type = Memo


HOL-DATE 5 N Holiday Date (Relative Date Form)

HOL-TYPE 1 A Holiday Type

MONTH 2 N Month

REL-DAY 5 N Entry Date (Relative Date Form)

STD-HOL 1 A Standard Holiday Indicator

STD-RDN 5 N Standard Holiday Date (Relative Date Format)

XCOUNTRY 4 A Country

XHOL-DATE 5 N Holiday Date (Relative Date Form)

Profiles

PROFILE: CYDRYRDNR PROFILE: CYDRYRDN

COMP.NAME; CYDRY COMPONENT; CYDRY

ORDINATE; XCOUNTRY ORDINATE; COUNTRY

ORDINATE; XHOL-DATE ORDINATE; HOL-DATE

CYLIO Data Dictionary

2–254 3937 0226-942

CYLIO

Currency Limits

Type = Memo


COMBEOD 17 + 3 Combined End of Day Short Line Amount

COMBEODL 17 S 3 Combined End of Day Long Line Amount

COMBLONG 17 + 3 Combined End of Day Long Limit Amount

COMBSHRT 17 + 3 Combined Intra-Day Short Limit Amount

COMLPEOD 8 A Combined End of Day Short Line Name

COMLPEODL 8 A Combined End of Day Long Line Name

COMLPLONG 8 A Combined Intra-Day Long Line Name

COMLPSHRT 8 A Combined Intra-Day Short Line Name

FXOLPEOD 8 A FX Open End of Day Short Line Name

FXOLPEODL 8 A FX Open End of Day Long Line Name

FXOLPLONG 8 A FX Open Intra-Day Long Line Name

FXOLPSHRT 8 A FX Open Intra-Day Short Line Name

OPEN-EOD 17 + 3 FX Open End of Day Short Limit Amount

OPEN-EODL 17 S 3 FX Open End of Day Long Limit Amount

OPEN-LONG 17 + 3 FX Open Intra Day Long Limit Amount

OPEN-SHORT 17 + 3 FX Open Intra-Day Short Limit Amount

OVERBEOD 17 + 3 Borrowing End of Day Short Limit Amount

OVERBEODL 17 S 3 Borrowing End of Day Long Limit Amount

OVERBLONG 17 + 3 Borrowing Intra Day Long Limit Amount

OVERBSHRT 17 + 3 Borrowings Intra-Day Short Limit Amount

OVERLEOD 17 + 3 Lendings End of Day Short Limit Amount

OVERLEODL 17 S 3 Lendings End of Day Long Limit Amount

OVERLLONG 17 + 3 Lendings Intra-Day Long Limit Amount

OVERLSHRT 17 + 3 Lendings Intra-Day Short Limit Amount

OVLLPEOD 8 A Lendings End of Day Short line Name

OVLLPSHRT 8 A Lendings Intra-Day Short Line Name

OVRLPEODL 8 A Borrowings End of Day Long Line Name

OVRLPLONG 8 A Borrowings Intra-Day Long Line Name

Data Dictionary CYLIO

3937 0226-942 2–255

Profiles

PROFILE: CYLIOCRCY

COMPONENT; CYLIO

ORDINATE; CCY

CYMX Data Dictionary

2–256 3937 0226-942

CYMX

Currency Pair Matrix

Type = Memo

Element Size Type Dec. Definition CCY-1 4 A Currency 1

CCY-2 4 A Currency 2

MATRIX-NAM 3 A Matrix-Name


RATE1 12 + 8 Percentage of Nominal (internal format)

RATE-1 14 A Percentage of Nominal (display format)



XCCY-1 4 A Currency 1

XCCY-2 4 A Currency 2

XMATRIX-NAM 3 A Matrix-Name

XPROD-TYPE 6 A Product Type

XVAL-DATE 6 N Value Date

Profiles

PROFILE: CYMXMPCCR PROFILE: CYMXMPDCC

COMPONENT; CYMX COMPONENT; CYMX

ORDINATE; XMATRIX-NAM ORDINATE; MATRIX-NAM

ORDINATE; XPROD-TYPE ORDINATE; PROD-TYPE

ORDINATE; XCCY-1 ORDINATE; VAL-RDN

ORDINATE; XCCY-2 ORDINATE; CCY-1

ORDINATE; XVAL-DATE ORDINATE; CCY-2

Data Dictionary DATES

3937 0226-942 2–257

DATES

System Dates Table

Type = Table

Element Size Type Dec. Definition AS-OF-DATE 6 N As-of-Date

AS-OF-REL 5 N As-of-Date (Relative Date Form)

CRULOF-DT 6 N Current Balance Sheet Rule Off Date

CRULOF-REL 5 N Current Balance Sheet Rule Off Date (Relative Date Form)

LAST-DATE 6 N Last Working Day Date

LAST-END 6 N Last End of Year Date

LAST-PRD 6 N Last Profit Period Date

LASTDAY 5 N Last Working Day Date (Relative Date Form)

LASTEND 5 N Last End of Year Date (Relative Date Form)

LASTPRD 5 N Last Profit Period Date (Relative Date Form)

LST-PREVRL 5 N Year End Date 3 years ago (Relative Date Form)

LST-PREVYR 6 N Year End Date 3 years ago

NEXT-DAY 6 N Next Working Day Date

NEXT-ENDYR 6 N Next End of Year Date

NEXT-PRD 6 N Next Profit Period Date

NEXTDAY 5 N Next Working Day Date (Relative Date Form)

NEXTENDYR 5 N Next Year End Date (Relative Date Form)

NEXTPRD 5 N Next Profit Period Date (Relative Date Form)

NONWK-DATE 6 N Off-line Processing Day Date for a Non-Working Period

NONWK-DAY 5 N Off-line Processing Day Date for a Non-Working Period (Relative Date Form)

ONOFF-IND 3 A On-line or Off-line Indicator

PREV-ENDRL 5 N Year End Date - 2 years ago (Relative Date Form)

PREV-ENDYR 6 N Year End Date - 2 years ago

PROFIT-PRD 2 N Current Profit Period Number

PROFIT-YR 2 N Current Profit Year Number

PRULOF-DT 6 N Previous Balance Sheet Rule Off Date

PRULOF-REL 5 N Previous Balance Sheet Rule Off Date (Relative Date Form)

DBDFO Data Dictionary

2–258 3937 0226-942

DBDFO

Securities (DP and BD) Defaults

Type = Memo

Element Size Type Dec. Definition ACCRUAL 1 A Accrual Method

CALC-METH 2 A Calculation Method


CITY-1 4 A Listing City 1





CONT-LAW 4 A Controlling Law

CP-BASIS 3 N Interest Basis

CPNHOL-MOD 1 A Coupon Holiday Modification Method

CPNMOD-CHK 4 A Coupon Country Check Code

CR-RATE 14 A Withholding Tax Rate

DEFAULT-ID 12 A Default Identifier

DESCRIPT 36 A Description



HOLOVR-CHK 4 A Holiday Override Check Code

ISS-MARKET 10 A Issue Market

MIN-DENOM 17 N 3 Minimum Denomination

MKT-RATEID 7 A Market Rate Identifier

MTM-MTHD 1 N Mark to Market Method

NET-REP 1 A Netting Flag

PD-AMT-TYP 1 A Premium/Discount Amortisation Type


PROG 12 A Program

QUOT-METH 1 A Quotation Method

REPUR-GUAR 1 A Repurchase Guarantee

RPYHOL-MOD 1 A Repayment Holiday Modification Method

Data Dictionary DBDFO

3937 0226-942 2–259

Element Size Type Dec. Definition RPYMOD-CHK 4 A Holiday Check Code for Repayments

RTE-NAME 7 A Market Rate Identifier

SHORTNAME 15 A Issuer Short Name


STLMT-DAYS 2 N Settlement Days

YLD-BASIS 3 N Yield Basis

Profiles

PROFILE: DBDFODFID

COMPONENT; DBDFO

ORDINATE; DEFAULT-ID

DEALA Data Dictionary

2–260 3937 0226-942

DEALA

Outline Deal Record for All Contracts

Type = Memo

Element Size Type Dec. Definition ACCESSGRP 8 A Access Group Name for User

ACCRUAL 1 A Accrual Method

ACT 2 A Action

AMOUNT1 17 S 3 Amount1 (Dependant on contract type)

AMOUNT-1 23 A Name Amount-1 (Dependant on contract type)









AMOUNT-6 23 A Near Amount or Non-Deal Amount (FX Deals Only)

AMOUNT-7 23 A Far Deal Amount (FX Deals Only)

AMOUNT-8 23 A Executing Broker Amount (FU and OP Deals Only)

AMOUNT-9 23 A Commission Amount (FX Deals Only)


BGHT-SOLD 1 A Agreement Type (FU and OP Deals Only)



BROKER-EX 8 A Executing Broker (FU and OP Deals Only)

BROKER-NN 8 A Broker Nickname


CCY-1 4 A Ccy-1 (Dependant on contract type)





Data Dictionary DEALA

3937 0226-942 2–261

Element Size Type Dec. Definition CCY-8 4 A Executing Brokerage Currency (FU and OP Deals Only)

CCY-9 4 A Commission currency (FX Deals Only)

CITY 4 A City


COMMIT-IND 1 A Commit Indicator


CSD-AC-O 8 A Our Depository Account

CSD-AC-T 8 A Their Depository Account

CSD-O 8 A Our Depository

CSD-SAC-O 8 A Our Depository Sub Account

CSD-SAC-T 8 A Their Depository Sub Account

CSD-T 8 A Their Depository

DATE-1 6 N General Date

DATE-2 6 N Fixing Date

DAYSNOTICE 3 N Days to Value Date

DEALER 4 A Dealer

END-DATE 6 N End Date

END-DATEB 6 N Maturity Date for Bought Side of Split Value Dated FX

END-DATES 6 N Maturity Date for Sold Side of Split Value Dated FX


EXCH-CODE 6 A Exchange Code

EXP-CG 1 N Exposure exceeded at client group level

EXP-CL 1 N Exposure exceeded at client level

EXP-CT 1 N Exposure exceeded at country level

EXP-H1 1 N Exposure exceeded at group 1 level

EXP-H2 1 N Exposure exceeded at client group 2 level

EXP-TIME 4 N Expiry Time

EXT-MKTVAL 1 A External Market Value

FARPAY-AGT 12 A Far Pay Agent (FX Deals Only)

FARPAY-NS 8 A Far Pay Nostro (FX Deals Only)

FARRCV-AGT 12 A Far Receive Agent (FX Deals Only)

FARRCV-NS 8 A Far Receive Nostro (FX Deals Only)

FEND-DATE 6 N Futures Delivery Date



2–262 3937 0226-942

Element Size Type Dec. Definition FREQUENCY 8 A Settlement Frequency

GEN-IND1 1 A General Indicator 1





GEN-NARR1 36 A General Narrative 1



HOLMOD-CHK 4 A Holiday Check Method



INP-RDN 5 N Input Date (Relative Date Form)


INTEXT-IND 1 A Internal/External Indicator

ISPEC-DEAL 5 A Deal Ispec Name (whatever DEA screen is used for each contract type)

ISPEC-NAME 5 A Add Ispec Name

ISSUER-NO 8 N Issuer Client Number


MASTER-NO 6 N General Ledger Master Number

MTM-MTHD 1 N MTM Method

NETINTPYM 1 A Net Interest Payments

NOTICEDAYS 3 A Days Notice

OTH-CN-NO 12 N Other Contract Number

PAY-AGENT 12 A Their Pay Agent

PAYAGT-INT 8 N SSI Number for Their Pay Agent (Internal Use Only)

PAY-NSNAME 8 A Our Pay Nostro

PAYNST-INT 8 N SSI Number for Our Pay Nostro (Internal Use Only)



PROD-CODE 6 A Product Code


QUANTITY 3 N Quantity

RATE-1 14 A Rate-1


3937 0226-942 2–263

Element Size Type Dec. Definition RATE-2 14 A Rate-2

RATE-3 14 A Rate-3

RATE-4 14 A Rate-4

RATE-ID 10 A Index Rate Identifier

RATE-WIDTH 1 A Rate Width Code

RATEX1 14 S 10 Ratex1 (Alpha representation of RATE-1)

RATEX1MD 1 A Multiply/Divide Indicator (OTC Options Deals Only)







RCV-AGENT 12 A Their Receive Agent

RCVAGT-INT 8 N SSI Number for Their Receive Agent (Internal Use Only)

RCV-NSNAME 8 A Our Receive Nostro

RCVNST-INT 8 N SSI Number for Their Receive Nostro (Internal Use Only)

REPLACES 12 N Replace Contract

ROLL-FREQ 8 A Roll Frequency

SHORTNAME 15 A Shortname


SPT-MA-IND 1 A Indicator for Split Valued Dated FX



STP-ENTRY 1 A Indication of Entry for Straight Through Processing (STP)

STP-STATUS 1 A STP Allowed Indicator


SWPINSTR 12 A Instrument Swapped

TIMEZONE 3 A Time Zone



UNITS 6 A Underlying Units


XCOMMENT 55 A Comments


2–264 3937 0226-942

Element Size Type Dec. Definition XSTATUS 1 A Deal Status

Profiles

PROFILE: DEALABYDT PROFILE: DEALASTP

COMPONENT; DEALA COMPONENT; DEALA

ORDINATE; INP-DATE ORDINATE; CONTRACTNO

ORDINATE; XSTATUS DW; STATUS NOT =

ORDINATE; CONTRACTNO GLB.SPACES AND

DW; STATUS = (U)

PROFILE: DEALACNNO PROFILE: DEALAINNM

COMPONENT; DEALA COMPONENT; DEALA

ORDINATE; CONTRACTNO ORDINATE; INSTRNAME

ORDINATE; XSTATUS


Note: For all elements where there is a variation due to contract type, each individual contract

type has been explained below. Elements not detailed below are universal for all contracts.


3937 0226-942 2–265

AMOUNT1

FX Outline Deal Deal Amount MM Outline Deal Principal Amount FR Outline Deal Principal Amount SW Outline Deal Loan Principal FU Outline Deal Contract Size (Number of Contracts) OP Outline Deal Contract Size (Deal Quantity) OTC Outline Deal Brokerage Amount RE Outline Deal Nominal BD Outline Deal Nominal Amount

AMOUNT2

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Deposit Principal FU Outline Deal Not used OP Outline Deal Premium OTC Outline Deal Premium RE Outline Deal Not used BD Outline Deal Consideration Amount

AMOUNT3

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Compensating Amount FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Underlying Size RE Outline Deal Not used BD Outline Deal Amount of Discount

AMOUNT4

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Brokerage Amount FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Underlying Value Amount RE Outline Deal Not used BD Outline Deal Not used


2–266 3937 0226-942

CCY1

FX Outline Deal Deal Currency MM Outline Deal Principal Currency FR Outline Deal Principal Currency SW Outline Deal Loan Currency FU Outline Deal Margin Currency OP Outline Deal Margin Currency OTC Outline Deal Premium Currency RE Outline Deal Currency BD Outline Deal Currency

CCY2

FX Outline Deal Sold Currency MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Deposit Currency FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Premium Settlement Currency RE Outline Deal Not used BD Outline Deal Not used

CCY3

FX Outline Deal Bought Currency MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Compensating Currency FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Brokerage Currency RE Outline Deal Not used BD Outline Deal Not used

CCY4

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Brokerage Currency FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Underlying Amount Currency RE Outline Deal Not used BD Outline Deal Not used


3937 0226-942 2–267

CCY5

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Counter Currency RE Outline Deal Not used BD Outline Deal Not used

GEN-IND1

FX Outline Deal Not used MM Outline Deal Call/Notice Indicator FR Outline Deal Bought/Sold Indicator SW Outline Deal Exchange of Principal FU Outline Deal Client/House OP Outline Deal Client/House OTC Outline Deal Option Type (Call/Put) RE Outline Deal Not used BD Outline Deal Ex-dividend Indicator

GEN-IND2

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Pay/Receive Indicator FU Outline Deal Not used OP Outline Deal Call/Put Indicator OTC Outline Deal Exercise Style RE Outline Deal Not used BD Outline Deal Not used

GEN-IND3

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Exercise Outcome RE Outline Deal Not used BD Outline Deal Not used


2–268 3937 0226-942

GEN-IND4

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Loan/Deposit Indicator FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Quotation Style RE Outline Deal Not used BD Outline Deal Not used

GEN-IND5

FX Outline Deal Not used MM Outline Deal Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Premium When Indicator RE Outline Deal Not used BD Outline Deal Not used

RATE1

FX Market Exchange Rate FX Swap Near Exchange Rate MM Loan, Deposit or Discounted Loan Rate FR Outline Deal Contract Rate SW Outline Deal Exchange Rate FU Outline Deal Dealt Price OP Outline Deal Option Price OTC Outline Deal Option Price RE Outline Deal Repo Rate BD Outline Deal If Quotation Method is "P" = Price If Quotation Method is "Y" = Yield If Quotation Method is "R" = Discount

RATE2

FX Market Not used FX Swap Far Exchange Rate MM Loan, Deposit or Discounted Loan Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Dealt Price OP Outline Deal Exercise Price OTC Outline Deal Premium Exchange Rate RE Outline Deal Initial Yield BD Outline Deal If Quotation Method is "P" = Yield If Quotation Method is "Y" = Price If Quotation Method is "R" = Yield


3937 0226-942 2–269

RATE3

FX Market Not used FX Swap Not used MM Loan, Deposit or Discounted Loan Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Exercise Price RE Outline Deal Final Yield BD Outline Deal If Quotation Method is "P" = Discount If Quotation Method is "Y" = Discount If Quotation Method is "R" = Price

RATE4

FX Market Not used FX Swap Not used MM Loan, Deposit or Discounted Loan Not used FR Outline Deal Not used SW Outline Deal Not used FU Outline Deal Not used OP Outline Deal Not used OTC Outline Deal Premium Conversion Rate RE Outline Deal Not used BD Outline Deal If Quotation Method is "P" = Not used If Quotation Method is "Y" = Not used If Quotation Method is "R" = Not used

DEALR Data Dictionary

2–270 3937 0226-942

DEALR

Dealer and Officer Details

Type = Standard

Element Size Type Dec. Definition AMOUNT1 17 S 3 Daily Deal Total

AMOUNT2 17 S 3 Largest Deal Today


CCY 4 A Dealer Currency

CITY 4 A Dealer City

D-DATE 6 N Dealing Date


NEXT-REF 4 N Next Reference

STP-CNT 1 A Allow Straight Through Processing (STP) of Contracts

STP-CNTMAX 17 + 3 Maximum Value of Contracts via STP


STP-INBMAX 17 + 3 Maximum Value of Inbound Payments via STP

STP-OTB 1 A Allow STP of Outbound Payments

STP-OTBMAX 17 + 3 Maximum Value of Outbound Payments via STP

SUPER-IND 1 A Supervisor Indicator

USERCODE 10 A Dealer Usercode

XNAME 36 A Full Name

Data Dictionary DEALS

3937 0226-942 2–271

DEALS

Temporary Deal Record For Swaps Contracts

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Repayment Amount

AMOUNT-1 23 A Repayment Amount

AMOUNT-2 23 A Premium Discount


CALC-METH 2 A Calculation Method


DTL-ADDED 1 A Details Added Indicator


HOLIDAY 1 A Holiday


INT-DATE1 6 N First Settlement Date

INT-FIXDYS 2 N Fixing Days

INTHOL-MOD 1 A Holiday Method

INT-INDEX 10 A Floating Index

INTMOD-CHK 4 A Country Code for Holiday Method

LOANDEPIND 1 A Loan Deposit Indicator

PAY-AGENT 12 A Pay Agent

PAY-NOSTRO 3 N Pay Nostro Number

QUOT-MTHD 1 A Quotation Method

RATE-1 14 A Interest Rate

RATE-2 14 A Index Rate

RATE-3 14 A Margin

RATE-4 14 A Minimum Rate

RATE-5 14 A Maximum Rate

RATE-6 14 A Yield

RATE-7 14 A Add On Rate

RCV-AGENT 12 A Receive Agent

RCV-NOSTRO 3 N Receive Nostro Number

REPAY-CAP 1 A Payment Type

DEALS Data Dictionary

2–272 3937 0226-942

Element Size Type Dec. Definition RP-STATUS 1 A Rate/Price Statistic

RPY-DATE1 6 N First Repayment Date

RPY-FREQX 8 A Repayment Frequency

RPYHOL-MOD 1 A Holiday Modification Method For Repayment

RPYMOD-CHK 4 A Holiday Country Check Code For Repayment

RTE-NAME 7 A Market Rate Table


STTL-FREQ 8 A Settlement Frequency

VAR-TYPE 1 A Margin Variation


Profiles

PROFILE: DEALSCNNO

COMPONENT; DEALS


ORDINATE; LOANDEPIND

Data Dictionary DEPAO

3937 0226-942 2–273

DEPAO

Depot Account Details

Type = Memo


CSD 8 A Depository




EXT-AC 34 A External Account



Profiles

PROFILE: DEPAOCLNT

COMPONENT; DEPAO

ORDINATE; CLIENT-NO

ORDINATE; CSD

ORDINATE; CSD-AC

ORDINATE; CSD-SAC

DIARY Data Dictionary

2–274 3937 0226-942

DIARY

All Diary Types For a full description of this dataset see Section 3 of this document

Data Dictionary DLPSO

3937 0226-942 2–275

DLPSO

Disposal of Purchases by Sale

Type = Memo


CHG-AMT 17 S 3 Charge Amount

CLEAN-PRC 17 S 3 Clean Price

CLIENT-NO 8 N Issuer Client


EXDIV-SALE 1 A Sale Contract Ex-Dividend


P-L-AMT 17 S 3 Profit/Loss Amount

POST-DATE 6 N Posting Date for Input Allocation (IPA)

PRINCIPAL 17 S 3 Nominal


PU-CNSDRTN 17 S 3 Purchase Price (Consideration)

PU-IIC-AMT 17 S 3 Interest In Consideration

PU-TOT-INT 17 S 3 Purchase Total Interest

PU-TOT-PRM 17 S 3 Purchase Total Premium

PUR-CNTNO 12 N Purchase Contract Number

SALE-CNTNO 12 N Sale Contract Number

SALE-INT 17 S 3 Sale Interest

SALE-RDN 5 N Sale Value Date (Relative Date Form)

SL-CNSDRTN 17 S 3 Sales Price (Consideration)

SL-TOT-DSC 17 S 3 Sales Total Discount

SL-TOT-PRM 17 S 3 Sales Total Premium


UNAM-INT 17 S 3 Unamortised Interest

UNAM-PRM 17 S 3 Unamortised Premium

DLPSO Data Dictionary

2–276 3937 0226-942

Profiles

PROFILE: DLPSOINDT PROFILE: DLPSOSLPU

COMPONENT; DLPSO COMPONENT; DLPSO

ORDINATE; INSTRNAME ORDINATE; SALE-CNTNO

ORDINATE; END-RDN ORDINATE; PUR-CNTNO

ORDINATE; SALE-CNTNO

ORDINATE; START-RDN

ORDINATE; PUR-CNTNO

PROFILE: DLPSOPUSL PROFILE: DLPSOPUDT

COMPONENT; DLPSO COMPONENT; DLPSO

ORDINATE; PUR-CNTNO ORDINATE; PUR-CNTNO

ORDINATE; SALE-CNTNO ORDINATE; SALE-RDN

Data Dictionary ELOCK

3937 0226-942 2–277

ELOCK

Lock Exposures Process

Type = Table

Element Size Type Dec. Definition E-ORD 1 N Record Key

XNUMBER 5 N Number

EMSGO Data Dictionary

2–278 3937 0226-942

EMSGO

Error Messages

Type = Table

Element Size Type Dec. Definition ERR-NBR 4 N Error Number

ERROR-MSG 50 A Error Message

LANG 1 A Language

SEC-LEVEL 3 N Override Level

Profiles

PROFILE: EMSGOLNG

COMPONENT; EMSGO

ORDINATE; ERR-NBR

ORDINATE; LANG

Data Dictionary EXCHR

3937 0226-942 2–279

EXCHR

Exchange Rates

Type = Memo

Element Size Type Dec. Definition BASEX-CCY 4 A Base Currency for Exchange Rate

BSE-RATEID 7 A Base Rate Identifier

CCY 4 A Currency


INP-DATE 5 N Input Date (Relative Date Form)

INP-TIME 6 N Input Time

MID-MKT-LN 14 S 10 Mid Market Last Night

MID-MKT-TY 14 S 10 Mid Market Today

MKT-BUY 14 S 10 Market Buy Rate

MKT-RATEID 7 A Market Rate Id

MKT-SELL 14 S 10 Market Sell Rate

RATE-USAGE 1 A Rate Usage

REL-DAY 5 N Value Day (Relative Date Form)


WIDTH 1 A Width Override

XCCY 4 A Currency

XEXCH-GRP 4 A Exchange Rate Group

XREL-DAY 5 N Value Day (Relative Date Form)

Profiles

PROFILE: EXCHRGRP PROFILE: EXCHRGRPR

COMPONENT; EXCHR COMPONENT; EXCHR

ORDINATE; EXCH-GRP ORDINATE; XEXCH-GRP



EXCLO Data Dictionary

2–280 3937 0226-942

EXCLO

Limits and Exposures

Type = Memo

Element Size Type Dec. Definition AUTHORISE 1 A Authorisation Indicator

CCY-1 4 A Currency


COLL-AMT 17 S 3 Collateral Amount

COUNTRY 4 A Country

EXPCMAMT1 17 S 3 Committed Limit Amount

EXPDCRET 5 A Authorised Discretionary Power

EXPLIMGRP 3 N Limit Group

EXPLIMNO 2 N Limit Number

EXPLIOMIND 1 A Limit Omitted Indicator

EXPS-AMT1 17 S 3 Exposure Amount Short Term A

EXPS-AMT2 17 S 3 Exposure Amount Short Term B

EXPS-AMT3 17 S 3 Exposure Amount Short Term C

EXPS-AMT4 17 S 3 Exposure Amount Long Term A

EXPS-AMT5 17 S 3 Exposure Amount Long Term B

EXPS-AMT6 17 S 3 Exposure Amount Long Term C

EXPSECUR 4 A Exposure Security

LIM-AMT1 17 S 3 Short Term Limit Amount

LIM-AMT2 17 S 3 Long Term Limit Amount

LIMTYPE 1 A Limit Type

LINETYPE 6 A Limit Line Type

REL-DAY1 5 N Review Date (Relative Date Form)

REVIEWDT1 6 N Review Date

TODAYAMT1 17 S 3 Short Term Exposure Today

TODAYAMT2 17 S 3 Long Term Exposure Today

TOTRSV 17 S Total Reserved

UPDATE-RDN 5 N Update Date (Relative Date Form)

XSTATUS 1 A Record Status

XUPDATE 6 N Update Date

Data Dictionary EXCLO

3937 0226-942 2–281

Profiles

PROFILE: EXCLOCTGW PROFILE: EXCLODATE

COMPONENT; EXCLO COMPONENT; EXCLO

ORDINATE; XSTATUS ORDINATE; UPDATE-RDN

ORDINATE; CLIENT-NO ORDINATE; CLIENT-NO

ORDINATE; COUNTRY ORDINATE; COUNTRY

ORDINATE; LIMTYPE ORDINATE; LIMTYPE

ORDINATE; EXPLIMGRP ORDINATE; EXPLIMGRP

ORDINATE; EXPLIMNO ORDINATE; EXPLIMNO

PROFILE: EXCLOHIST PROFILE: EXCLO-1

COMPONENT; EXCLO COMPONENT; EXCLO


ORDINATE; COUNTRY ORDINATE; COUNTRY


ORDINATE; EXPLIMGRP ORDINATE; LINETYPE

ORDINATE; EXPLIMNO ORDINATE; UPDATE-RDN

ORDINATE; UPDATE-RDN

EXDLO Data Dictionary

2–282 3937 0226-942

EXDLO

External Deal Identifier

Type = Memo



EXDEALREF 4 N External Deal Reference Number

EXDEALSYS 6 A External Deal System Identifier

INVSWAP 1 A Investment Swap Indicator


Profiles

PROFILE: EXDLOBYID PROFILE: EXDLOCNNO

COMPONENT; EXDLO COMPONENT; EXDLO

ORDINATE; EXDEALSYS ORDINATE; CONTRACTNO

ORDINATE; EXDEALID ORDINATE; EXDEALSYS

ORDINATE; EXDEALREF ORDINATE; EXDEALID

ORDINATE; CONTRACTNO ORDINATE; EXDEALREF

Data Dictionary EXEVO

3937 0226-942 2–283

EXEVO

Exposure Events

Type = Memo

Element Size Type Dec. Definition AMTCCY 17 S 3 Outline Deal Amount Input

AMTCCY1 17 S 3 Outline Deal Amount In Limit Currency

CCY 4 A Exposure Currency

CCY1 4 A Limit Currency

CLIENT-NO 8 N Risk Client


DEAL-ID 12 N Outline Deal Number

EXP-RDN 5 N Exposure Event Date

EXP-STATUS 1 A Exposure Status

Profiles

PROFILE: EXEVOLEVL

COMPONENT; EXEVO

ORDINATE; C-TYPE

ORDINATE; DEAL-ID

EXEXP Data Dictionary

2–284 3937 0226-942

EXEXP

External Cash Flow Table

Type = Memo

Element Size Type Dec. Definition AMOUNTA 17 S 3 Exposure Amounts

AMOUNTB 17 S 3 Exposure Amounts

AMOUNTC 17 S 3 Exposure Amounts








EXPNGLETXT 24 A Description (reporting purpose)

LOCATION 4 A Location Code



TENOR 4 N Tenor

VAL-DATE8 8 N Expiry Date of Exposure


XSTATUS 1 A Status Flag

Profiles

PROFILE: EXEXPCCRA

COMPONENT; EXEXP

ORDINATE; SHORTNAME

ORDINATE; CITY

ORDINATE; C-TYPE

ORDINATE; MASTER-NO

ORDINATE; EXDEALID

ORDINATE; VAL-DATE8

Data Dictionary EXLDO

3937 0226-942 2–285

EXLDO

Limit Line Definitions

Type = Memo


CCY-1 4 A Currency

LINETYPE 6 A Limit Line Type

MASTER-NO1 6 N General Ledger Master Number

Profiles

PROFILE: EXLDOLCSC

COMPONENT; EXLDO

ORDINATE; LINETYPE

ORDINATE; C-TYPE

ORDINATE; MASTER-NO1

ORDINATE; CCY-1

EXLSO Data Dictionary

2–286 3937 0226-942

EXLSO

Limits Share

Type = Memo

Element Size Type Dec. Definition CCY-1 4 A Currency


COUNTRYX 4 A Country


EXPAMT-T1 15 A Exposure Amount

EXPDELREC 1 A Delete Indicator

EXPDSTUNIT 6 A Destination Unit

EXPLIMGRP 3 N Limit Group

EXPLIMNO 2 N Limit Number

EXPSTGRPNO 3 N Start Limit Group Number

EXPSTLIMNO 2 N Start Limit Number

LIM-AMT1 17 S 3 Limit Amount

LIMTYPE 1 A Limit Type


XSTATUS 1 A Status

Profiles

PROFILE: EXLSOCTCD PROFILE: EXLSOCTGW

COMPONENT; EXLSO COMPONENT; EXLSO

ORDINATE; XSTATUS ORDINATE; XSTATUS



ORDINATE; COUNTRYX ORDINATE; EXPLIMGRP

ORDINATE; EXPDSTUNIT ORDINATE; EXPLIMNO

ORDINATE; EXPLIMGRP

ORDINATE; EXPLIMNO

Data Dictionary EXMDO

3937 0226-942 2–287

EXMDO

Exposure Models Maintenance

Type = Memo

Element Size Type Dec. Definition AC-D-TYPE 3 A Diary Type













AUTOMAN 1 A Automatic/ Manual Indicator

CP-IS 1 A Counterparty/Issuer


EX-PER 1 A Exposure Percentage

EX-TYPE 1 A Exposure Type



XPOSITIVE 1 A Only If > 0

EXMDO Data Dictionary

2–288 3937 0226-942

Profiles

PROFILE: EXMDOCTPE

COMP.NAME; EXMDO

ORDINATE; C-TYPE

ORDINATE; AC-D-TYPE

ORDINATE; CP-IS

ORDINATE; AUTOMAN

ORDINATE; TRAN-GRP

ORDINATE; TRAN-SEQ

ORDINATE; EX-TYPE

Data Dictionary EXMTM

3937 0226-942 2–289

EXMTM

External Marked to Market Datastore

Type = Memo

Element Size Type Dec. Definition CCYX1 4 A Currency of SETTLEAMT and MKTVALUE

CCYX2 4 A Deposit Side Currency




MKTVALUE1 17 S 3 Market Value



SETTLEAMT 17 S 3 Estimated Settlement Amount

SETTLERT 12 + 8 Estimated Settlement Rate

VAL-DATEN8 8 N Value Date CCYYMMDD

XSOURCE 6 A External System Identifier


Profiles

PROFILE; EXMTMDEID

COMPONENT; EXMTM

ORDINATE; VAL-DATEN8

ORDINATE; EXDEALID

EXMVO Data Dictionary

2–290 3937 0226-942

EXMVO

External Market Value Store

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Amount Number 1 (Market Value)








EXDEALSYS 6 A External Deal Identifier

RATE1 12 + 8 Rate


VAL-RDN 5 N Value Date (relative day number)

XVAL-RDN 5 N Value Date (relative day number)

Profiles

PROFILE; EXMVOCNDD PROFILE: EXMVODNCN

COMPONENT; EXMVO COMPONENT; EXMVO

ORDINATE; CONTRACTNO ORDINATE; VAL-RDN

ORDINATE; XVAL-RDN ORDINATE; CONTRACTNO

Data Dictionary EXNGO

3937 0226-942 2–291

EXNGO

Non-System Exposures

Type = Memo

Element Size Type Dec. Definition AUTHORISE 1 A Authorisation Indicator

CCY-1 4 A Currency




DATE-1 6 N Exposure Date

D-STATUS 1 A Record Status


EVENT-NO 1 N Event-Number

EXDEALSYS 6 A External Deal System

EXP-A 17 S 3 Exposure A

EXP-B 17 S 3 Exposure B

EXP-C 17 S 3 Exposure C

EXPCMAMT1 17 S 3 Limit Amount

EXPNGLEREF 20 A External Exposure Reference

EXPNGLETXT 68 A Description

EXPS-AMT1 17 S 3 Exposure Amount

INPUT-DAY 5 N Input Date



ORIG-ISPEC 5 A Originating Ispec

REL-DAY1 5 N Exposure Day (Relative Date Form)

UPDATE-RDN 5 N Creation Date (Relative Date Form)

XSTATUS 2 A Status

XUNIQUE 6 N Unique

EXNGO Data Dictionary

2–292 3937 0226-942

Profiles

PROFILE: EXNGOCCRA PROFILE: EXNGOCNDT

COMPONENT; EXNGO COMPONENT; EXNGO


ORDINATE; C-TYPE ORDINATE; D-TYPE

ORDINATE; MASTER-NO ORDINATE; REL-DAY1

ORDINATE; EXPNGLEREF ORDINATE; EVENT-NO

ORDINATE; REL-DAY1 ORDINATE; XSTATUS

Data Dictionary EXNRO

3937 0226-942 2–293

EXNRO

Extended Narratives

Type = Memo



CR-DR-IND 1 A Credit-Debit Indicator

LINE-NUM 14 A Batch Line Number

MAINT-DAY 5 N Add/Deletion Date in RELDAY format






SO-NO 12 N Standing Order Number

STATUS 1 A Status

Profiles

PROFILE; EXNROSONO PROFILE: EXNROCNNO

COMPONENT; EXNRO COMPONENT; EXNRO

ORDINATE; SO-NO ORDINATE; CONTRACTNO

ORDINATE; MAINT-DAY ORDINATE; CR-DR-IND

ORDINATE; MAINT-DAY

PROFILE; EXNROBTNO

COMPONENT; EXNRO

ORDINATE; BATCH-NO

ORDINATE; LINE-NUM

ORDINATE; MAINT-DAY

EXPRO Data Dictionary

2–294 3937 0226-942

EXPRO

Exposure Percentages

Type = Memo


CCY-1 4 A Currency

CLS-PERC 3 N Continuous Linked Settlement (CLS) Percentage

DAYS 5 N Forward Days

DELET-IND 1 A Deletion Indicator

PERC 3 N Exposure Percentage


Profiles

PROFILE: EXPROTPDY

COMPONENT; EXPRO

ORDINATE; C-TYPE

ORDINATE; CCY-1

ORDINATE; DAYS

Data Dictionary EXTEO

3937 0226-942 2–295

EXTEO

Contract Extract Details Template

Type = Memo

Element Size Type Dec. Definition AMT1-NEG 1 A Negative Values Allowed for Amount 1

AMT1-TX 30 A Amount 1 Narrative Text

AMT2-NEG 1 A Negative Values Allowed for Amount 2











RATE1-NEG 1 A Negative Values Allowed for Rate 1

RATE1-TX 30 A Rate 1 Narrative Text







Profiles

PROFILE: EXTEOPT

COMPONENT; EXTEO

ORDINATE; PROD-TYPE

EXTF Data Dictionary

2–296 3937 0226-942

EXTF

External Trade Finance Datastore

Type = Memo

Element Size Type Dec. Definition ACCEPTED 1 A Accepted


AVAIL-BY 1 A Available By


CASH-COL 1 A Cash Collateral Indicator



COLLATERAL 1 A Collateral



DEALER 4 A Dealer

DEALID 12 A Deal Identifier

DEF-PROD 6 A Product Type

DISC-CN-NO 12 N Discount Bill Number

END-DATE8 8 N Expiry Date



G-CLIENT 1 A CNGUO record indicator (Y = Yes)

GUAR-AMT 17 S 3 Original Guarantee Amount

GUAR-TYPE 2 A Guarantee Type

IRR-REV 1 A Letter Recovery



OSEABANK 15 A Overseas Bank

OSEABCITY 4 A Overseas Bank City

OSEACITY 4 A Overseas Customer City

OSEASHN 15 A Overseas Customer Shortname

PERCENT-D 6 S 3 Collateral Percentage


Data Dictionary EXTF

3937 0226-942 2–297

Element Size Type Dec. Definition RATE1 12 + 8 Rate (Tender Value %)

SHIP-DATE8 8 N Last Shipment Date


ST-DATE8 8 N Start Date

TENOR 12 A Bill Tenor

TITLEOFGDS 1 A Title of Goods

VAL-DATE8 8 N Creation Date


XRELEASE 1 A Release of Goods



Profiles

PROFILE: EXTFSLVC

COMPONENT; EXTF

ORDINATE; XSTATUS

ORDINATE; LOCATION

ORDINATE; VAL-DATE8

ORDINATE; C-TYPE

EXUPO Data Dictionary

2–298 3937 0226-942

EXUPO

External Upload File

Type = Memo

Element Size Type Dec. Definition ACCT-CNNO 16 A Account/Contract Number

ACTL-DATE 6 N System Date

ACTL-TIME 8 N System Time

ACT-TYPE 1 A Action Type

AMOUNT1 17 S 3 Account Number 1


CHECK-DATE 6 N Check Date


END-DN 5 N End Date (Relative date format)


EXDEALREF 4 N External Deal Reference

EXDEALSYS 6 A External Deal System


RATEX1 14 S 10 Rate

RL-MA-IND 1 A Rollover/Maturity Indicator



XEXDEALREF 4 N External Deal Reference

Profiles

PROFILE: EXUPOSACR

COMPONENT; EXUPO

ORDINATE; EXDEALSYS

ORDINATE; ACCT-CNNO

ORDINATE; XEXDEALREF

Data Dictionary FETPO

3937 0226-942 2–299

FETPO

Fee Types Maintenance

Type = Memo

Element Size Type Dec. Definition AGENCY-FEE 1 A Agency Fee Indicator

FEE-NAME 30 A Fee Long Name


FEEACC-GRP 240 A Related Accounts Group


Profiles

PROFILE: FETPOTYPE PROFILE: FETPONAME

COMPONENT; FETPO COMPONENT; FETPO

ORDINATE; FEE-TYPE ORDINATE; FEE-NAME

FLOCK Data Dictionary

2–300 3937 0226-942

FLOCK

Lock FX Positions

Type = Table

Element Size Type Dec. Definition F-ORD 1 N Record Key

XNUMBER 5 N Number

Data Dictionary FTBRO

3937 0226-942 2–301

FTBRO

Futures Brokers Maintenance

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Brokerage Amount

BRKR-TYPE 1 A Broker Type


CCY 4 A Currency


I-MARGIN-I 17 S 3 Initial Margin Internal

INIT-MARG 10 A Initial Margin

M-MARGIN-I 17 S 3 Maintenance Margin Internal

MAINT-MGN 10 A Maintenance Margin

NET-POS 23 A Net Position

NET-POS-I 17 S 3 Net-Position Internal


S-MARGIN-I 17 S 3 Spread Margin Internal

SPRD-MARG 10 A Spread Margin

STATUS-IND 1 A Status-Indicator

Profiles

PROFILE: FTBROBREP

COMPONENT; FTBRO

ORDINATE; BROKER

ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE

DO WHEN; STATUS-IND NOT = (D)

FTCP Data Dictionary

2–302 3937 0226-942

FTCP

Futures Closing Prices Dataset

Type = Memo

Element Size Type Dec. Definition CP-IND 1 A Call/ Put Indicator

D-CCYYMM 6 N Delivery Month with Century

D-MTH-YR 5 A Delivery Month and Year (e.g. JAN99)

EX-PRICE 14 A Exercise Price

EX-PRICE-E 1 N Exercise Price Exponent

EX-PRICE-I 11 S 7 Exercise Price


LAS-UP-RDN 5 N Last Update Date (Relative Date Form)

PR-YLD-IND 1 A Price Yield Indicator

PRICE-TYPE 1 A Price Type (Index/Future/Option)


RATE-1 14 A Close Price/Yield

RATEX1 14 S 10 Close Price/Yield Exponent

RATE1-EXP 1 N Price Exponent

SET-IND 1 A Set Indicator

VAL-DATE-R 5 N Value Date (Relative Date Form)

VAL-TIME 8 N Value Time

VALUE-DATE 6 N Value Date

XVAL-DATE-R 5 N Value Date (Relative Date Form)

XVAL-TIME 8 N Value Time

Data Dictionary FTCP

3937 0226-942 2–303

Profiles

PROFILE: FTCPBYDT PROFILE: FTCPCLPRI

COMPONENT; FTCP COMPONENT; FTCP

ORDINATE; VAL-DATE-R ORDINATE; PRICE-TYPE

ORDINATE; PRICE-TYPE ORDINATE; EXCH-CODE

ORDINATE; EXCH-CODE ORDINATE; PROD-CODE

ORDINATE; CP-IND ORDINATE; D-CCYYMM

ORDINATE; PROD-CODE ORDINATE; CP-IND

ORDINATE; D-CCYYMM ORDINATE; EX-PRICE-E

ORDINATE; EX-PRICE-E ORDINATE; EX-PRICE-I

ORDINATE; EX-PRICE-I ORDINATE; XVAL-DATE-R

ORDINATE; XVAL-TIME

FTDDO Data Dictionary

2–304 3937 0226-942

FTDDO

Futures/Options Dates Maintenance

Type = Memo

Element Size Type Dec. Definition D-CCYYMM 6 N Delivery Month with Century

DELIV-CODE 6 A Delivery Code

EXP-TO-DEL 2 N Expiry to Delivery

FT-DEL-INP 6 N Futures Delivery Date

FT-DEL-REL 5 N Futures Delivery Date (Relative Date Form)

FT-TRD-INP 6 N Futures Trading Day

FT-TRD-REL 5 N Futures Trading Day (Relative Date Form)

MTH-YR 5 A Month/Year

OP-EXP-INP 6 N Options Expiry Date

OP-EXP-REL 5 N Options Expiry Date (Relative Date Form)

OP-TRD-INP 6 N Options Trading Day

OP-TRD-REL 5 N Options Trading Day (Relative Date Form)

Profiles

PROFILE: FTDDODCMY

COMPONENT; FTDDO

ORDINATE; DELIV-CODE

ORDINATE; D-CCYYMM

Data Dictionary FTDMO

3937 0226-942 2–305

FTDMO

Default Margin Accounts

Type = Memo

Element Size Type Dec. Definition BROKER 3 N Broker Code


CNT-COUNT 8 N Contracts Count



I-MARGIN 10 A Initial Margin

I-MARGIN-I 17 S 3 Initial Margin Internal

M-MARGIN 10 A Maintenance Margin

M-MARGIN-I 17 S 3 Maintenance Margin Internal

MG-ACTYP 1 A Margin Account Type


NET-POS-I 17 S 3 Net Position Internal


R-MARGIN 10 A Reduced Margin

R-MARGIN-I 17 S 3 Reduced Margin Internal



Profiles

PROFILE: FTDMOCEPB

COMPONENT; FTDMO

ORDINATE; CLIENT-NO

ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE

ORDINATE; BROKER

FTDRO Data Dictionary

2–306 3937 0226-942

FTDRO

Delivery Date Rules

Type = Memo



EX-TO-DEL 2 N Expiry to Delivery

FTDEL-CNT1 4 A Futures Delivery - Country 1

FTDEL-CNT2 4 A Futures Delivery - Country 2

FTDEL-DAY1 3 A Futures Delivery - Day 1

FTDEL-DAY2 3 A Futures Delivery - Day 2

FTDEL-NUM1 2 N Futures Delivery - Number 1

FTDEL-NUM2 2 N Futures Delivery - Number 2

FTDEL-SIGN 1 A Futures Delivery - +/-

FTTRD-CNT1 4 A Futures Trading - Country 1

FTTRD-CNT2 4 A Futures Trading - Country 2

FTTRD-DAY1 3 A Futures Trading - Day 1

FTTRD-DAY2 3 A Futures Trading - Day 2

FTTRD-NUM1 2 N Futures Trading - Number 1

FTTRD-NUM2 2 N Futures Trading - Number 2

FTTRD-SIGN 1 A Futures Trading - +/-

OPEXP-CNT1 4 A Options Expiry - Country 1

OPEXP-CNT2 4 A Options Expiry - Country 2

OPEXP-DAY1 3 A Options Expiry - Day 1

OPEXP-DAY2 3 A Options Expiry - Day 2

OPEXP-NUM1 2 N Options Expiry - Number 1

OPEXP-NUM2 2 N Options Expiry - Number 2

OPEXP-SIGN 1 A Options Expiry - +/-

OPTRD-CNT1 4 A Options Trading - Country 1

OPTRD-CNT2 4 A Options Trading - Country 2

OPTRD-DAY1 3 A Options Trading - Day 1

OPTRD-DAY2 3 A Options Trading - Day 2

OPTRD-NUM1 2 N Options Trading - Number 1

Data Dictionary FTDRO

3937 0226-942 2–307

Element Size Type Dec. Definition OPTRD-NUM2 2 N Options Trading - Number 2

OPTRD-SIGN 1 A Options Trading - +/-


Profiles

PROFILE: FTDRODEL

COMPONENT; FTDRO

ORDINATE; DELIV-CODE

FTEXM Data Dictionary

2–308 3937 0226-942

FTEXM

Futures Exchange Maintenance

Type = Table

Element Size Type Dec. Definition CLHSE-CODE 4 A Clearing Code

CLHSE-NAME 39 A Clearing Name

COUNTRY 4 A Country

EXCH-B-CCY 4 A Exchange Base Currency


EXCH-NAME 39 A Exchange Name


NET-POS-I 17 S 3 Net Position Internal

REP-CODE 3 A Statutory Report Exchange


SPAN-MGN 1 A SPAN Margin

TRAN-FEE 23 A Transaction Fee

TRAN-FEE-I 17 S 3 Transaction Fee - Internal

Data Dictionary FTMGO

3937 0226-942 2–309

FTMGO

Margin Account Maintenance

Type = Memo

Element Size Type Dec. Definition ACCOUNT-CN 12 A Contra Account


ACC-TYPEC 1 A Contra Account Type


CNT-COUNT 8 N Contract Count

DEF-IND 1 A Default Indicator


MG-ACTYP 1 A Margin Account Type

XACCOUNT 12 A Margin Account

Profiles

PROFILE: FTMGOAEXB PROFILE: FTMGOCNAC

COMPONENT; FTMGO COMPONENT; FTMGO

ORDINATE; XACCOUNT ORDINATE; ACCOUNT-CN

ORDINATE; EXCH-CODE ORDINATE; XACCOUNT

ORDINATE; BROKER

PROFILE: FTMGOKEY

COMPONENT; FTMGO

ORDINATE; BROKER

ORDINATE; EXCH-CODE

ORDINATE; DEF-IND

ORDINATE; XACCOUNT

FTNON Data Dictionary

2–310 3937 0226-942

FTNON

Futures Contract Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Total Nominal

AMOUNT2 17 S 3 Total Consideration

AMOUNT3 17 S 3 Contract Size

BGT-SLD 1 A Bought Sold Indicator



CAN-CLOSE 1 A Allow Closure


CLOSE-CODE 1 A Closure Code

CLOSE-NOW 1 A Close Deal

CNT-STATUS 1 A Contract Status


CP-IND 1 A Call/Put Indicator


DEALTIME 4 N Deal Time

DELIVR-DT 5 A Delivery Date (MMM/YY)

DELIVR-REL 5 N Last Delivery Date (Relative Date Form)

DL-TYPE 1 A Deal Type


EXPONENT-1 1 N Price Exponent

EXPONENT-2 1 N Yield Exponent

F-CCYYMM 6 N Futures Delivery Month with Century (for Options on Futures)

FDELIVR-DT 5 A Futures Delivery Date for Options on Futures (MMM/YY)

INS-MA-RDN 5 N Instrument Maturity Date (Relative Date Form)

INS-ST-RDN 5 N Instrument Start Date (Relative Date Form)

INSTRNAME 12 A Related Instrument Identifier

MARGIN-ACC 12 A Margin Account


Data Dictionary FTNON

3937 0226-942 2–311

Element Size Type Dec. Definition PRICE 14 A Price

PRICE-I 11 S 7 Price - Internal


QTYLEFT 3 N Quantity Left

QUANTITY-I 3 N Quantity

RATE-2 14 A Yield Rate - Alpha

RATEX2 14 S 10 Yield Rate - Numeric

START-REL 5 N Start-Date (Relative Date Form)

STRAT-NAME 10 A Strategy Name


UND-IND 1 A Underlying Instrument

UNITS 6 A Units

VALUATION 17 S 3 Valuation

XDEALTIME 4 N Deal Time

XSTART-REL 5 N Start-Date (Relative Date Form)

Profiles

PROFILE: FTNONBYBS PROFILE: FTNONBYX

COMPONENT; FTNON COMPONENT; FTNON

ORDINATE; CNT-STATUS ORDINATE; EXCH-CODE

ORDINATE; BGT-SLD ORDINATE; PROD-CODE

ORDINATE; EXCH-CODE ORDINATE; DELIVR-REL

ORDINATE; PROD-CODE ORDINATE; TRADE-IND

ORDINATE; MASTER-NO ORDINATE; BROKER

ORDINATE; DELIVR-REL ORDINATE; CONTRACTNO


PROFILE: FTNONCLEX PROFILE: FTNONCNNO



ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE


FTNON Data Dictionary

2–312 3937 0226-942

PROFILE: FTNONDTTM PROFILE: FTNONEXPR


ORDINATE; CNT-STATUS ORDINATE; EXCH-CODE

ORDINATE; CLIENT-NO ORDINATE; PROD-CODE

ORDINATE; START-REL ORDINATE; CP-IND

ORDINATE; DEALTIME ORDINATE; CLIENT-NO

ORDINATE; DELIVR-REL


PROFILE: FTNONPCED PROFILE: FTNONPRDT

COMP; FTNON COMP; FTNON

ORDINATE; PROD-CODE ORDINATE; PROD-CODE

ORDINATE; CP-IND ORDINATE; CP-IND

ORDINATE; EXCH-CODE ORDINATE; EXCH-CODE

ORDINATE; D-CCYYMM ORDINATE; D-CCYYMM

ORDINATE; FTNON.BRANCH ORDINATE; XSTART-REL

ORDINATE; TRADE-IND ORDINATE; XDEALTIME

ORDINATE; EXPONENT-1

ORDINATE; PRICE-I


Data Dictionary FTPRO

3937 0226-942 2–313

FTPRO

Futures Product Types

Type = Memo


C-SIZE 23 A Contract Size

C-SIZE-I 17 S 3 Contract Size Internal

CL-BROKER 8 A Clearing Broker

CN-BASIS 3 N Contract Basis

CNT-COUNT 6 N Contract Count


DIS-RAT-ID 7 A Discount Rate Table

DLVR-LIMIT 2 N Delivery Time Limit

DOM-RAT-ID 7 A Domestic Rate Table

EMUCONVDTE 6 N Date of Conversion to EMU

EMUCONVRDN 5 N Date of Conversion to EMU (Relative Day Number)

EX-STYLE 1 A Exercise Style


F-O-IND 1 A Futures/Options Indicator

FGN-RAT-ID 7 A Foreign Rate Table



I-MARGIN 10 A Initial Margin

I-MARGIN-I 17 S 3 Initial Margin - Internal

INSTRNAME 12 A Yield Quoted Instrument Name

M-PERIOD 5 N Maturity Profile Period

M-PROFIL-A 1 A Maturity Profile Alpha

M-PROFIL-N 5 N Maturity Profile Number

MARGIN-CCY 4 A Margin Currency

MULT-FAC 8 A Price Multiplier

MULT-FAC-I 7 N 6 Price Multiplier - Internal

ORIG-CCY 4 A Original Currency before EMU Conversion

P-CCY 4 A Product Currency

FTPRO Data Dictionary

2–314 3937 0226-942

Element Size Type Dec. Definition PROD-CODE 6 A Instrument Identifier

PROD-NAME 36 A Product Name

PROD-NARR 54 A Product Narrative


QT-BASIS 1 N Quotation Basis

R-MARGIN 10 A Reduced Margin

R-MARGIN-I 17 S 3 Reduced Margin - Internal

S-D-METH 1 N Settlement/Delivery Method

S-MARGIN-I 17 S 3 Spread Margin - Internal


T-SIZE 14 A Tick Size

T-SIZE-I 14 S 10 Tick Size - Internal

T-SIZEF 2 N Tick Size - Fraction

TICK-VALUE 17 N 6 Tick Value

UND-IND 1 A Underlying Instrument Indicator

UNITS 6 A Units

XAUTOMATIC 1 A Automatic Indicator

XSTATUS 1 A Status

Profiles

PROFILE: FTPROEXPR PROFILE: FTPROPREX

COMPONENT; FTPRO COMPONENT; FTPRO

ORDINATE; EXCH-CODE ORDINATE; PROD-CODE

ORDINATE; PROD-CODE ORDINATE; EXCH-CODE

PROFILE: FTPROUNDR

COMPONENT; FTPRO

ORDINATE; INSTRNAME

Data Dictionary FWEXR

3937 0226-942 2–315

FWEXR

Forward Exchange Rates

Type = Memo



FWP-B01 12 S 8 Forward Buy Rate 1




















FWP-S01 12 S 8 Forward Sell Rate 1







FWEXR Data Dictionary

2–316 3937 0226-942

Element Size Type Dec. Definition FWP-S08 12 S 8 Forward Sell Rate 8













PIP-FMT 6 A Forward Pip Format




Profiles

PROFILE: FWEXRGRP

COMPONENT; FWEXR

ORDINATE; EXCH-GRP

ORDINATE; CCY

ORDINATE; XREL-DAY

Data Dictionary FXBRO

3937 0226-942 2–317

FXBRO

Foreign Exchange Brokerage Rates

Type = Standard

Element Size Type Dec. Definition AMOUNT 17 + 3 Amount Multiple

AMOUNT4 17 S 3 FX Swap Charge for 1 Day

AMOUNT5 17 S 3 FX Swap Charge for 2 Days






AMOUNT11 17 S 3 FX Swap Charge for 6 Months

AMOUNT12 17 S 3 FX Swap Charge for 1 Year

AMOUNT13 17 S 3 FX Swap Charge for 2 Years

AMOUNT14 17 S 3 FX Swap Charge for Over 2 Years

BRK-M 4 A Brokerage Method



CALC-CCY 4 A Calculating Currency

CHARGE 17 + 3 Spot Charge

MIN-AMT 17 + 3 Minimum Amount


Profiles

PROFILE: FXBROPROF

COMPONENT; FXBRO

ORDINATE; BROKER

ORDINATE; BRK-M

ORDINATE; C-TYPE

FXPFT Data Dictionary

2–318 3937 0226-942

FXPFT

Foreign Exchange Profit

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Amortised Adjustment Back to Spot Accrued for Today

AMOUNT2 17 S 3 Amortised Adjustment Back to Spot This Period

AMOUNT3 17 S 3 Adjustments to AMADJ for Today

AMOUNT4 17 S 3 Adjustment to AMADJ This Period

AMOUNT5 17 S 3 Profit Element on Spot Element Today

AMOUNT6 17 S 3 Profit on Spot Element This Period

AMOUNT7 17 S 3 Calculations of Rate Change on Positions Today

AMOUNT8 17 S 3 Contract Rate Change Calculated Today

AMOUNT9 17 S 3 Rate Change Calculations This Period

AMOUNT10 17 S 3 End of Day Open Position (in Base Currency)

AMOUNT11 17 S 3 Yesterday’s End of Day Open Position (In Base Currency)

AMOUNT12 17 S 3 End of Day Total Outstanding Adjustments Back to Spot

AMOUNT13 17 S 3 End of Yesterday Total Outstanding Adjustments Back to Spot

AMOUNT14 17 S 3 Profit Transferred Today

AMOUNT15 17 S 3 Untransferred Profit to Date

AMOUNT16 17 S 3 Profit Transferred This Period


EMUTRNPRO 1 A EMU Currency Conversion Indicator

Profiles

PROFILE: FXPFTBR

COMPONENT; FXPFT

ORDINATE; BRANCH

Data Dictionary FXPOS

3937 0226-942 2–319

FXPOS

Foreign Exchange Positions

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Spot Position

AMOUNT2 17 S 3 Open Position

AMOUNT3 17 S 3 Forward Bought Position

AMOUNT4 17 S 3 Forward Sold Position

AMOUNT5 17 S 3 Forward Position

AMOUNT6 17 S 3 Inter-Accounting Centre Forwards Bought Position

AMOUNT7 17 S 3 Inter-Accounting Centre Forwards Sold Position

AMOUNT8 17 S 3 Inter-Accounting Centre Forward Position

AMOUNT9 17 S 3 Inter-Accounting Centre Loan/Deposit Position

AMOUNT10 17 S 3 Inter-Accounting Centre Loan/Deposit Interest Bought Position

AMOUNT11 17 S 3 Inter-Accounting Centre Loan/Deposit Interest Sold Position

AMOUNT12 17 S 3 Inter-Accounting Centre Loan/Deposit Interest Position

AMOUNT13 17 S 3 Net Position

AMOUNT14 17 S 3 Adjustments Made to the Net Position Today

AMOUNT15 17 S 3 On-line Adjustments to Net Position

AMOUNT16 17 S 3 Take-Up Adjustments Today

AMOUNT17 17 S 3 On-line Take Up Adjustment

AMOUNT18 17 S 3 On-line Open Position Adjustment


CCY 4 A Currency

EMUTRNPRO 1 A EMU Currency Conversion Indicator

NET-DATE 6 N Net Date

NET-REL 5 N Net Date (Relative Date Form)

OPN-DATE 6 N Open Date

OPN-REL 5 N Open Date (Relative Date Form)

TKP-DATE 6 N Take-up Date

TKP-REL 5 N Take-up Date (Relative Date Form)

FXPOS Data Dictionary

2–320 3937 0226-942

Profiles

PROFILE: FXPOSBRCY PROFILE: FXPOSCYBR

COMPONENT; FXPOS COMPONENT; FXPOS


ORDINATE; CCY ORDINATE; BRANCH

Data Dictionary FXPTO

3937 0226-942 2–321

FXPTO

Foreign Exchange Profit Transfer

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Amount Number 1





PFT-PRD 2 N Profit Period

PFT-YEAR 2 N Profit Year

PT-REF 3 N Transfer Reference


RVSL-IND 1 A Reversal Indicator

Profiles

PROFILE: FXPTOBRDP

COMPONENT; FXPTO

ORDINATE; BRANCH

ORDINATE; PT-REF

GCCYS Data Dictionary

2–322 3937 0226-942

GCCYS

Group Currency Table

Type = Memo


GCCY 4 A Group Currency

PC 6 N 3 Percentage

Profiles

PROFILE: GCCYSCCY1

COMPONENT; GCCYS

ORDINATE; GCCY

ORDINATE; CCY

Data Dictionary GFAVO

3937 0226-942 2–323

GFAVO

GUI Favourites

Type = Memo

Element Size Type Dec. Definition SCREENNAM 5 A Ispec Name

SCRN-DESC 36 A Screen Title

USERCODE 10 A User Who Owns Favourites

GIFTO Data Dictionary

2–324 3937 0226-942

GIFTO

Postings to be Sent to DREAMS GL Extract

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 Amount



CCY 4 A Currency

DAYS-CLEAR 3 N Clearing Days

DR-CR 1 A Credit/Debit Indicator for Transaction


INPUT-REL 5 N Input Date (Relative Day Format)

INPUTTIME 4 N Input Time


ORIG-CN-NO 12 N Original Contract Number


REL-DAY 5 N Relative Day





XINPUT-REL 5 N Input Date (Relative Day Format)

XSTATUS 1 A Status

Data Dictionary GIFTO

3937 0226-942 2–325

Profiles

PROFILE: GIFTOSTAT PROFILE: GIFTOEXT

COMPONENT; GIFTO COMPONENT; GIFTO

ORDINATE; XINPUT-REL ORDINATE; XSTATUS

ORDINATE; INPUTTIME ORDINATE; BRANCH

ORDINATE; XSTATUS ORDINATE; LINE-NUM

ORDINATE; ORIG-CN-NO

ORDINATE; DR-CR

ORDINATE; TRAN-GRP

ORDINATE; TRAN-SEQ

DW; STATUS NOT = 1 AND

DW; STATUS NOT = 3

GLADO Data Dictionary

2–326 3937 0226-942

GLADO

General Ledger Account Definitions Maintenance

Type = Memo


ACC-TYP 1 A Account Type

AUTO-ACC 1 A Automatic Account

CATEGORY 1 A Account Category

EMUCONV 1 A EMU Conversion Indicator

FX-REVAL 1 A FX Revaluation

GLAC-STUB 12 A GL Account Stub



Profiles

PROFILE: GLADOSTUB

COMPONENT; GLADO

ORDINATE; GLAC-STUB

Data Dictionary GLBL

3937 0226-942 2–327

GLBL

General Ledger Account Balances

Type = Memo



AVGBAL-NET 17 S 3 Net Average Balance

BAL 17 S 3 Book Balance


CCY 4 A Currency

CR-AVB-TD 17 S 3 Credit Average Balance Period to Date

CRTOVR-PTD 17 S 3 Credit Turnover Period to Date

CR-TOVR-TD 17 S 3 Credit Turnover Today

CRTOVR-YTD 17 S 3 Credit Turnover Year to Date

CR-VAL-TTD 17 S 3 Value Balance Turnover Today - Credit


DAYS-DR 3 N Days in Debit

DR-AVB-TD 17 S 3 Debit Average Balance Period to Date

DRTOVR-PTD 17 S 3 Debit Turnover Period to Date

DR-TOVR-TD 17 S 3 Debit Turnover Today

DRTOVR-YTD 17 S 3 Debit Turnover Year to Date

DR-VAL-TTD 17 S 3 Value Balance Turnover Today - Debit

OPEN-DATE 6 N Account Open Date


PROFPRD 4 A Profit Period


REVAL 1 A Revaluation



STATUS-CDE 1 N Status Code


VALUE-BAL 17 S 3 Value Balance

XACCOUNT 12 A GL Account Number

GLBL Data Dictionary

2–328 3937 0226-942

Element Size Type Dec. Definition XXACCOUNT 12 A GL Account Number

XBRANCH 8 A Accounting Centre

XCCY 4 A Currency


Profiles

PROFILE: GLBLACDT PROFILE: GLBLACDTR

COMPONENT; GLBL COMPONENT; GLBL

ORDINATE; BRANCH ORDINATE; XBRANCH

ORDINATE; XACCOUNT ORDINATE; XXACCOUNT



Data Dictionary GLCTO

3937 0226-942 2–329

GLCTO

Timeline Account Category Mapping

Type = Memo

Element Size Type Dec. Definition ACCOUNT-NO 12 A General Ledger Account Number

EXT-AC-CAT 4 N External Account Category

SOFTLOCK 2 N Soft Lock

Profiles

PROFILE: GLCTOMNO

COMPONENT; GLCTO

ORDINATE; ACCOUNT-NO

GLDFO Data Dictionary

2–330 3937 0226-942

GLDFO

General Ledger Default Masters

Type = Memo


B-S-IND 1 A Bought/Sold Indicator


INTCLNTTYP 2 A Specific Client




TRADE-IND 1 A Trade Type Indicator

Profiles

PROFILE: GLDFOBDCI PROFILE: GLDFOCBPI

COMPONENT; GLDFO COMPONENT; GLDFO

ORDINATE; BRANCH ORDINATE; C-TYPE

ORDINATE; PROD-TYPE ORDINATE; BRANCH


ORDINATE; INTCLNTTYP ORDINATE; INTCLNTTYP

ORDINATE; TRADE-IND ORDINATE; B-S-IND

ORDINATE; B-S-IND

Data Dictionary GLMAM

3937 0226-942 2–331

GLMAM

General Ledger Master

Type = Memo

Element Size Type Dec. Definition CLOSED 1 A Status Flag

CLOSE-DNO 5 N Date of Closure (Relative Date Form)

C-TYPE1 4 A Associated Contract

C-TYPE2 4 A Associated Contract 2

C-TYPE3 4 A Associated Contract 3


MEMO-ERR 12 A Memo Error Suspense Account

REAL-ERR 12 A Real Error Suspense Account

RELACC-GRP 360 A Relative Accounts Group

SHORTNAME 15 A Short Name


XNAME 36 A GL Master Name

Profiles

PROFILE: GLMAMTYP1 PROFILE: GLMAMTYP2

COMPONENT; GLMAM COMPONENT; GLMAM

ORDINATE; C-TYPE1 ORDINATE; C-TYPE2

ORDINATE; MASTER-NO ORDINATE; MASTER-NO

PROFILE: GLMAMTYP3

COMPONENT; GLMAM

ORDINATE; C-TYPE3

ORDINATE; MASTER-NO

GLSRO Data Dictionary

2–332 3937 0226-942

GLSRO

General Ledger Statutory Information

Type = Memo

Element Size Type Dec. Definition ACC-CAT 1 A Statutory Category

ASSETS-OTH 1 A Other Assets


CAP-CODE 1 A Qualifying Capital Code

CAP-TYPE 1 A Capital Type

CCY 4 A Currency


COUN-CODE 2 A Country Code

CUST-TYPE 1 A Customer Code

DEBT-CODE 1 A Debt Code

FACT_TYPE 1 A Fee Activity Type

FREE_FMT 50 A Free Format Field

I-E-STATUS 1 N Income/Expense Status

I-E-SUBTYP 1 A Income/Expense Sub Type

INC-EXP 2 A Income/Expense Type

INST-CODE 3 A Institution Code

INT-ACCTY 2 A Internal Account Type

INV-TYPE 2 A Invoice Type

OPEXP_Type 2 N Operating Expense Type

PROACT_TYP 1 A Provision Activity Type

PROV-CODE 2 N Provision Code

REPAY-DATE 5 N Repayment Date

REPAY-TYPE 1 A Repayment Type

SUBSID-FLG 1 A Subsidiary Flag

SUSP-CUST 1 A Suspense Customer Type

TAXAUTHCC 2 A Tax Authority Country Code

TAXPRO_SBT 1 A Tax Provision Sub-Type


Data Dictionary GLSRO

3937 0226-942 2–333

Profiles

PROFILE: GLSROCAT PROFILE: GLSROPROF

COMPONENT; GLSRO COMPONENT; GLSRO

ORDINATE; ACC-CAT ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

PROFILE: GLSROACC

COMPONENT; GLSRO

ORDINATE; XACCOUNT

ORDINATE; BRANCH

ORDINATE; CCY

GLSTO Data Dictionary

2–334 3937 0226-942

GLSTO

General Ledger Account Details

Type = Standard


ACC-TYP 1 A Account Type

ASST-LBLTY 1 A Asset/liability Indicator


CATEGORY 1 A Account Category

CCY 4 A Currency

CCYCNVFLAG 1 A EMU Currency Conversion Indicator

CLOSE-DATE 6 N Date Closed

CNV-DATE 6 N Currency Conversion Date

CNV-RDN 5 N Currency Conversion Date (Relative Date Format)


FRQCY-INT 6 N Frequency Interval

FSTPSTG-DT 6 N Earliest Positing Date

FX-REVAL 1 A FX Revaluation

IMBALAMT 17 S 3 Imbalance Amount


LSTSTMTBAL 17 S 3 Last Statement Balance


NEXT-STMT 9 N Next Statement

OPEN-DATE 6 N Account Open Date

PROFCENTRE 2 N Profit Centre


STATUS-CDE 1 N Status Code

ST-BAL-DT 6 N Statement Balance Date

SUB-SECTOR 4 A Sub-Sector


Data Dictionary GLSTO

3937 0226-942 2–335

Profiles

PROFILE: GLSTOACC PROFILE: GLSTOSUB

COMPONENT; GLSTO COMPONENT; GLSTO

ORDINATE; XACCOUNT ORDINATE; SUB-SECTOR

ORDINATE; CCY ORDINATE; BRANCH

ORDINATE; BRANCH ORDINATE; XACCOUNT

ORDINATE; CCY

PROFILE: GLSTOPROF

COMPONENT; GLSTO

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

GNARO Data Dictionary

2–336 3937 0226-942

GNARO

General Purpose Narratives

Type = Memo

Element Size Type Dec. Definition I-D 6 A Narrative Key

LANG 1 A Language

TABLETYPE 2 A Table Type

XTEXT 36 A Text

Profiles

PROFILE: GNAROTYID PROFILE: GNAROTYTX

COMPONENT; GNARO COMPONENT; GNARO

ORDINATE; TABLETYPE ORDINATE; TABLETYPE

ORDINATE; LANG ORDINATE; LANG

ORDINATE; I-D ORDINATE; XTEXT

Data Dictionary HINDM

3937 0226-942 2–337

HINDM

Hold Marker Descriptions

Type = Memo


HOLD-CR 1 A Credit Hold Indicator

HOLD-DD 1 A Direct Debit Hold Indicator

HOLD-DR 1 A Credit Hold Indicator

HOLD-KEY 1 A Hold Key

HOLD-SO 1 A Standing Order Indicator

SEC-LEVEL 3 N Security Level

SHORT-DESC 15 A Short Description


HLDD Data Dictionary

2–338 3937 0226-942

HLDD

Holding Transaction Details

Type = Memo

Element Size Type Dec. Definition BKCST 17 S 3 Broker Cost

BKCSTPFL 17 S 3 Broker Portfolio Cost

CSD 8 A Depository



DSPVAL 17 S 3 Disposal Value

DSPVALPFL 17 S 3 Portfolio Disposal Value

EMUOVR 1 A EMU Override

EXDIV-IND 1 A Ex Dividend Indicator

HLDELMTYP 2 N Hold Element Type

HLD-QTY-1 16 S 7 Hold Quantity 1







HLDTRNDTE 5 N Hold Transaction Number

HLDTRNLEG 3 N Hold Transaction Leg

HLDTRNREF 12 N Hold Transaction Reference

HLDTRNTIM 4 N Hold Transaction Time

HLD-TYPE 3 A Hold Type

HLDVALDTE 5 N Hold Value Date

MANPRDTYP 6 A Product Type for Manually Entered Transaction

MANTXNIND 1 A Manually Entered Transaction Indicator

PFLEXR 12 S 8 Portfolio Exchange Rate

PORT-ID 12 A Portfolio ID

RATE-WIDTH 1 A Rate Width Override

RELPL 17 S 3 Realised Profit/Loss (List)

Data Dictionary HLDD

3937 0226-942 2–339

Element Size Type Dec. Definition RELPLPFL 17 S 3 Realised Profit/Loss (Portfolio)


SOFTLOCK 2 N Softlock Key

STK-ID 7 A Stock ID

SYSAMDSTPD 5 N System Amendment Date

SYSAMDSTPT 8 N System Amendment Time

SYSETYSTPD 5 N System Entry Date

SYSETYSTPT 8 N System Entry Time

UNTCST 17 S 8 Unit cost

UNTCSTPFL 17 S 8 Portfolio Unit Cost

Profiles

PROFILE: HLDD-1 PROFILE: HLDD-2

COMPONENT; HLDD COMPONENT; HLDD

ORDINATE; HLDTRNREF ORDINATE; PORT-ID

ORDINATE; HLDTRNLEG ORDINATE; STK-ID

ORDINATE; STK-ID ORDINATE; HLDTRNDTE

ORDINATE; HLDTRNTIM



ORDINATE; PORT-ID ORDINATE; CSD

ORDINATE; STK-ID ORDINATE; HLDTRNDTE

ORDINATE; CSD ORDINATE; CSD-AC


ORDINATE; CSD-SAC ORDINATE; STK-ID

ORDINATE; HLDTRNDTE ORDINATE; PORT-ID

ORDINATE; HLDTRNREF

ORDINATE; HLDTRNLEG

HLDD Data Dictionary

2–340 3937 0226-942



ORDINATE; PORT-ID ORDINATE; STK-ID

ORDINATE; HLDTRNDTE ORDINATE; HLDTRNDTE

ORDINATE; STK-ID ORDINATE; CSD

ORDINATE; CSD ORDINATE; CSD-AC


ORDINATE; CSD-SAC ORDINATE; PORT-ID

ORDINATE; HLDTRNREF ORDINATE; HLDTRNREF

ORDINATE; HLDTRNLEG ORDINATE; HLDTRNLEG

Data Dictionary HLDH

3937 0226-942 2–341

HLDH

Security Holdings

Type = Memo




HLD-ID 7 N Hold Number









STK-ID 7 A Stock ID





Profiles

PROFILE: HLDH-1 PROFILE: HLDH-2

COMPONENT; HLDH COMPONENT; HLDH

ORDINATE; CSD ORDINATE; PORT-ID

ORDINATE; CSD-AC ORDINATE; STK-ID

ORDINATE; CSD-SAC ORDINATE; CSD

ORDINATE; STK-ID ORDINATE; CSD-AC

ORDINATE; PORT-ID ORDINATE; CSD-SAC

HLDH Data Dictionary

2–342 3937 0226-942

PROFILE: HLDH-3 PROFILE: HLDH-4

COMPONENT; HLDH COMPONENT; HLDH

ORDINATE; PORT-ID ORDINATE; STK-ID

ORDINATE; CSD ORDINATE; CSD

ORDINATE; CSD-AC ORDINATE; CSD-AC

ORDINATE; CSD-SAC ORDINATE; CSD-SAC

ORDINATE; STK-ID ORDINATE; PORT-ID

Data Dictionary HLDP

3937 0226-942 2–343

HLDP

Valued Security Positions

Type = Memo

Element Size Type Dec. Definition BKCST 17 S 3 Book Cost (List)

BKCSTPFL 17 S 3 Book Cost (Portfolio)

HLDQTY 16 S 7 Holding Quantity

LSTVALRDN 5 N List Value Date (Relative Day Number)

MKTPRC 17 S 3 Market Price

MKTPRCCCY 4 A Currency for Market Price

MKTVAL 17 S 3 Market Value (List)

MKTVALPFL 17 S 3 Market Value (Portfolio)

O-BKCST 17 S 3 Previous Day Closing Value for Book Cost (List)

O-BKCSTPFL 17 S 3 Previous Day Closing Value for Book Cost (Portfolio)

O-HLDQTY 16 S 7 Previous Day Closing Holding Quantity

O-RELPL 17 S 3 Previous Day Closing Value for Realised Profit/Loss (List)

O-RELPLPFL 17 S 3 Previous Day Closing Value for Realised Profit/Loss (Portfolio)


RELPL 17 S 3 Realised Profit/Loss (List)

RELPLPFL 17 S 3 Realised Profit/Loss (Portfolio)

STK-ID 7 A Stock ID

UNRPL 17 S 3 Unrealised Profit/Loss (List)

UNRPLPFL 17 S 3 Unrealised Profit/Loss (Portfolio)

UPDIND 1 A Update Indicator

Profiles

PROFILE: HLDP-1

COMPONENT; HLDP

ORDINATE; PORT-ID

ORDINATE; STK-ID

HLDT Data Dictionary

2–344 3937 0226-942

HLDT

Holding Transaction Movements

Type = Memo

Element Size Type Dec. Definition D-TYPE 3 A D type

HLD-QTY-1 16 S 7 Hold Amount 1







HLDTRNLEG 3 N Hold LEG Transaction




SEQ-NO 3 N Sequence Number

SLDTFRQTY 16 S 7 Transfer Quantity Sold

STK-ID 7 A Stock ID



TRNDTE 5 N Transfer Date

XSEQ-NO 3 N Sequence Number

Profiles

PROFILE: HLDT-1 PROFILE: HLDT-2

COMPONENT; HLDT COMPONENT; HLDT

ORDINATE; HLDTRNREF ORDINATE; HLDTRNREF

ORDINATE; HLDTRNLEG ORDINATE; HLDTRNLEG

ORDINATE; STK-ID ORDINATE; STK-ID

ORDINATE; XSEQ-NO ORDINATE; SEQ-NO

Data Dictionary HOLDO

3937 0226-942 2–345

HOLDO

Hold Funds

Type = Memo



CCY 4 A Currency


CNCL-AUTH 4 A Authorisation Officer for Cancellation

CNCL-DATE 6 N Cancellation Date

CONTRACT 12 N Contract Number

END-DATE 6 N Expiry Date

H-STATUS 1 A Hold Status


IP-AUTH 4 A Authorisation Officer for Hold Input



PAID-DATE 6 N Paid Date

START-DATE 6 N Effective Date


Profiles

PROFILE: HOLDOCACQ PROFILE: HOLDOCAHN

COMPONENT; HOLDO COMPONENT; HOLDO



ORDINATE; CHEQUE ORDINATE; HOLD-NO

HOLDO Data Dictionary

2–346 3937 0226-942

PROFILE: HOLDOBACH

COMPONENT; HOLDO

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; HOLD-NO

Data Dictionary INDXO

3937 0226-942 2–347

INDXO

Index Dataset

Type = Memo

Element Size Type Dec. Definition EXPONENT 1 S Exponent

INDEXNAME 6 A Index Name

RATE-1 14 A Index Rate (Alpha Format)

RATEX1 14 S 10 Index Rate (Numeric Format)




Profiles

PROFILE: INDXOINRD

COMPONENT; INDXO

ORDINATE; INDEXNAME

ORDINATE; REL-DAY

INTAV Data Dictionary

2–348 3937 0226-942

INTAV

Interest Rate Change Advices

Type = Memo


CCY 4 A Currency

CRDR 1 A Credit/Debit Indicator

EFF-REL 5 N Effective Date (Relative Date Form)


Data Dictionary INTSO

3937 0226-942 2–349

INTSO

Interest Conditions for Client Accounting


CCY 4 A Currency

CHARGE-CDE 1 N Charge Code

CMINT-IND 1 A Compound Interest Eligible

COF-BASE 3 N COF Base Rate Number

COF-MARGIN 12 S 8 COF Margin


INT-APPLIC 1 A Application Code

INT-LEVEL1 17 + 3 Interest Level 1




LEVEL-USE 1 A Level Usage


MIN-INT 17 + 3 Minimum Interest


RATE1 12 + 8 Interest Rate 1 (Used below Level 1)

RATE2 12 + 8 Interest Rate 2 (Used between Level 1 and Level 2)



RATE5 12 + 8 Interest Rate 5 (Used above Level 4)

RATE-TYPE 1 A Interest Type

REL-DAY 5 N Effective Date (Relative Date Form)

VAL-DATE 6 N Effective Date



XREL-DAY 5 N Effective Date (Relative Date Form)

INTSO Data Dictionary

2–350 3937 0226-942

Profiles

PROFILE: INTSOACDR PROFILE: INTSOBASE

COMPONENT; INTSO COMPONENT; INTSO

ORDINATE; XACCOUNT ORDINATE; BASE-ID


ORDINATE; DR-CR ORDINATE; XACCOUNT

ORDINATE; XREL-DAY ORDINATE; DR-CR

ORDINATE; REL-DAY

PROFILE: INTSOCOF PROFILE: INTSOBRAC

COMPONENT; INTSO COMPONENT; INTSO

ORDINATE; COF-BASE ORDINATE; XACCOUNT


ORDINATE; XACCOUNT ORDINATE; DR-CR

ORDINATE; DR-CR ORDINATE; REL-DAY

ORDINATE; REL-DAY

Data Dictionary KEYSO

3937 0226-942 2–351

KEYSO

License Keys

Type = Memo

Element Size Type Dec. Definition ENC-NAM 20 A Encrypted Name

ENC-NBR 8 N Encrypted Number

XNAME 10 A Name

XTYPE 1 N Type

Profiles

PROFILE: KEYSOTYNM

COMPONENT; KEYSO

ORDINATE; XTYPE

ORDINATE; XNAME

LAAPO Data Dictionary

2–352 3937 0226-942

LAAPO

Loan Administration Asset PriceAsset Price

Type = Memo

Element Size Type Dec. Definition BID-EXP 1 N Bid Price Exponent

BID-PRICE 14 A Bid Price

BID-PRICEI 11 S 7 Bid Price (for internal use)

FACILITYNO 12 N Facility Number

OFF-EXP 1 N Offer Price Exponent

OFF-PRICE 14 A Offer Price

OFF-PRICEI 11 S 7 Offer Price (for internal use)

QUOTE-RDN 5 N Quotation Date (Relative Date Form)


TRANCHENO 12 N Tranche Number

XQUOTE-RDN 5 N Quotation Date (Relative Date Form)

XSOURCE 25 A Quotation Source

Profiles

PROFILE: LAAPOFCDT

COMPONENT; LAAPO

ORDINATE; FACILITYNO

ORDINATE; TRANCHENO

ORDINATE; XQUOTERDN

Data Dictionary LAATH

3937 0226-942 2–353

LAATH

Loan Administration Authorisation

Type = Memo


CCY 4 A Settlement Currency

CITY 4 A City



FACLTY-NO 12 N Facility Number

ISPEC-FUNC 3 A Action to be Authorised

ISPEC-NM 5 A Mnemonic of Authorising Screen

LINK-KEY 100 A Key (Pay/Receive Indicator and Product Type)


RDN-ATH 5 N Authorisation Date (Relative Date Form)

RDN-UPD 5 N Date of Last Update (Relative Date Form)


TIME-ATH 8 N Authorisation Time

TIME-UPD 8 N Time of Last Update

USER-ATH 10 A Authorising User

USER-CHK 10 A User that Checked Action

USERCODE 10 A User that Activated Authorisation

USER-UPD 10 A User that Performed Last Update

VALUE-RDN 5 N Date of Authorisation

XSTATUS 1 A Authorisation Status

LAATH Data Dictionary

2–354 3937 0226-942

Profiles

PROFILE: LAATHSNCT PROFILE: LAATHISCW

COMPONENT; LAATH COMPONENT; LAATH


ORDINATE; SHORTNAME ORDINATE; CLIENT-NO

ORDINATE; CITY ORDINATE; ISPEC-NM

ORDINATE; ISPEC-NM ORDINATE; ISPEC-FUNC

ORDINATE; ISPEC-FUNC

ORDINATE; RDN-UPD

ORDINATE; TIME-UPD

Data Dictionary LABCO

3937 0226-942 2–355

LABCO

Loan Administration Financial Codes

Type = Memo

Element Size Type Dec. Definition BOE-IND1 4 A BOE Industrial Code: Part 1

BOE-IND2 4 A BOE Industrial Code: Part 2

BOE-INST 4 A BOE Institution Code

CCY 4 A Currency

CLIENTNO 8 N Client Number


PROD-CDE 6 A Product Type

REC-TYP 2 A rFrame Record Type

SOFTLOCK 2 N Soft Lock Number

VERSION 2 A Version


Profiles

PROFILE: LABCOCAAC PROFILE: LABCOCNNO

COMPONENT; LABCO COMPONENT; LABCO

ORDINATE; XACCOUNT ORDINATE; CONTRACTNO

ORDINATE; CCY ORDINATE; VERSION

ORDINATE; PROD-CDE

LABDO Data Dictionary

2–356 3937 0226-942

LABDO

Loan Administration - Bad Debt Output Structure

Type = Memo

Element Size Type Dec. Definition ACCRUE-TO 5 N Accrue to date (relative date format)

CONTRACTNO 12 N Contract number

DEBTFROM 5 N Debt effective from date (relative date format)

DEBTREASON 6 A Debt reason

DEBTSTATUS 3 A Debt status

POSTFROM 5 N Debt applied from date (relative date format)

UNPD-INT 1 A Unpaid interest indicator

UNPD-PCPL 1 A Unpaid principal indicator

VERSION 2 A Version

Profiles

PROFILE: LABDOCNVD

COMPONENT; LABDO


ORDINATE; VERSION

ORDINATE; POSTFROM

Data Dictionary LABDP

3937 0226-942 2–357

LABDP

Loan Administration Bad Debt Postings

Type = Memo

Element Size Type Dec. Definition CONTRACTNO 12 N Contract number

POSTFROM 5 N Debt applied from date (relative date format)

VERSION 2 A Version

XPERFORM 1 A Performing/Non Performing indicator

Profiles

PROFILE: LABDPCNDV PROFILE: LABDPCNVD

COMPONENT; LABDP COMPONENT; LABDP


ORDINATE; POSTFROM ORDINATE; VERSION

ORDINATE; VERSION ORDINATE; POSTFROM

LABRO Data Dictionary

2–358 3937 0226-942

LABRO

Loan Administration Tranche/Product Borrower Details

Type = Memo

Element Size Type Dec. Definition CITY 4 A Borrower City



FUND-BOR 1 A Borrower/Participant Indicator


SHORTNAME 15 A Borrower Shortname

VERSION 2 A Version

Profiles

PROFILE: LABROCNVR

COMPONENT; LABRO


ORDINATE; VERSION

ORDINATE; PROD-TYPE

ORDINATE; CLIENT-NO

Data Dictionary LACAO

3937 0226-942 2–359

LACAO

Loan Administration - Collateral Percentage Assignment

Type = Memo

Element Size Type Dec. Definition COLLAT-ID 7 N Collateral Identifier


PERCENT-A 14 S 10 Percentage Assigned


VERSION 2 A Version

Profiles

PROFILE: LACAOIDTR PROFILE: LACAOTRID

COMPONENT; LACAO COMPONENT; LACAO

ORDINATE; COLLAT-ID ORDINATE; TRANCHENO

ORDINATE; TRANCHENO ORDINATE; VERSION

ORDINATE; VERSION ORDINATE; COLLAT-ID

LACNO Data Dictionary

2–360 3937 0226-942

LACNO

Loan Administration Contract Notes

Type = Memo


NOTES-1 77 A Narrative Line 1















VERSION 2 A Version

Profiles

PROFILE: LACNOCNVR

COMPONENT; LACNO


ORDINATE; VERSION

Data Dictionary LACSD

3937 0226-942 2–361

LACSD

Loan Administration Combine/Split Drawdown Details

Type = Memo

Element Size Type Dec. Definition CMB-SPL-ID 12 N Combine/Split Identifier

CS-DD-NO 12 N Drawdown Number

CS-IND 1 A Not Used

DD-PCPLD 17 S 3 Drawdown Principal in Drawdown Currency

DD-PCPLT 17 S 3 Drawdown Principal in Facility Currency


VERSION 2 A Version

Profiles

PROFILE: LACSDNVID PROFILE: LACSDVIDN

COMPONENT; LACSD COMPONENT; LACSD

ORDINATE; CS-IND ORDINATE; VERSION

ORDINATE; CS-DD-NO ORDINATE; CMB-SPL-ID

ORDINATE; VERSION ORDINATE; CS-IND

ORDINATE; CMB-SPL-ID ORDINATE; CS-DD-NO

LACSO Data Dictionary

2–362 3937 0226-942

LACSO

Loan Administration Default Settlement Instructions

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Beneficiary Address Line 1

ADDR2 35 A Beneficiary Address Line 2





AGENT 12 A Agent

BEN-ACC 24 A Account Number of Beneficiary

BEN-BANK 25 A Beneficiary Bank

BEN-NAME 35 A Beneficiary Name


CCY-1 4 A Currency


CONTRACTNO 12 N Facility Number

INTERMED 12 A Intermediary for Beneficiary


LST-UPD 6 N Date of Last Update

NOSTRO 3 N Nostro

PAYRCV-X 1 A Pay/Receive Indicator


SETT-METH 1 A Settlement Method


USERCODE 10 A User that Performed Last Update

VERSION 2 A Version

XREFERENCE 35 A Beneficiary’s Reference

XSTATUS 1 A Authorisation Status

Data Dictionary LACSO

3937 0226-942 2–363

Profiles

PROFILE: LACSOCLT PROFILE: LACSCPTP

COMPONENT; LACSO COMPONENT; LACSO


ORDINATE; PAYRCV-X ORDINATE; CONTRACTNO

ORDINATE; CLIENT-NO ORDINATE; VERSION

ORDINATE; CCY-1 ORDINATE; PROD-TYPE

ORDINATE; PROD-TYPE ORDINATE; CLIENT-NO

ORDINATE; CCY-1

ORDINATE; PAYRCV-X

PROFILE: LACSOCNO

COMPONENT; LACSO

ORDINATE; XSTATUS


ORDINATE; VERSION

ORDINATE; PAYRCV-X

ORDINATE; CLIENT-NO

ORDINATE; CCY-1

LACSP Data Dictionary

2–364 3937 0226-942

LACSP

Loan Administration Combine/Split Participants

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Beneficiary Address Line 1






AGENT 12 A Agent

BEN-ACC 24 A Account Number of Beneficiary




CMB-SPL-ID 12 N Combine/Split Identifier

CMB-VALUED 17 S 3 Combined Value in Drawdown Currency

INTERMED 12 A Intermediary for Beneficiary

INT-VALUED 17 S 3 Interest Amount in Drawdown Currency

NOSTRO 3 N Nostro

NOTIF-EVT 2 N Notification Event Number


ROL-VALUED 17 S 3 Interest Amount for a Rolled Repayment Drawdown in Drawdown Currency

RPY-VALUED 17 S 3 Repayment Amount in Drawdown Currency

SPL-VALUED 17 S 3 Split Drawdown Value


VERSION 2 A Version

XFR-VALUED 17 S 3 Transfer Value

XREFERENCE 35 A Beneficiary’s Reference

Data Dictionary LACSP

3937 0226-942 2–365

Profiles

PROFILE: LACSPIDPV PROFILE: LACSPVIDP

COMPONENT; LACSP COMPONENT; LACSP

ORDINATE; CMB-SPL-ID ORDINATE; VERSION

ORDINATE; PTC-SEQ ORDINATE; CMB-SPL-ID

ORDINATE; VERSION ORDINATE; PTC-SEQ

LACVO Data Dictionary

2–366 3937 0226-942

LACVO

Loan Administration Contract Conversion Details

Type = Memo

Element Size Type Dec. Definition CONTRACTNO 12 N Number of Converted Contract

CONV-RDN 5 N Conversion Date (Relative Date Form)


OTH-CN-NO 12 N New Contract Number

Profiles

PROFILE: LACVOCNNO

COMPONENT; LACVO


Data Dictionary LADDH

3937 0226-942 2–367

LADDH

Loan Administration Drawdown History

Type = Memo

Element Size Type Dec. Definition ACCRUAL 1 A Accrual Type

AMT-ENTRY 1 A Currency Flag (Facility/Drawdown)

BOR-CLT-NO 8 N Client Number of Borrower


CCY 4 A Currency

COMBIN-RDN 5 N Combined Interest/Repayment Date (Relative Date Form)

CONTRACTNO 12 N Drawdown Number


DD-END-DTE 6 N Maturity Date

DD-END-RDN 5 N Maturity Date (Relative Date Form)

DD-STAT-CD 3 N Drawdown Status

DEALER 4 A Dealer

DEF-ID-NO 12 A Default Contract Number

DIS-RDN 5 N Disbursement Date (Relative Date Form)

EXRTE-CALC 1 A Not Used

IFX-ST-RDN 5 N Interest Fixing Start Date (Relative Date Form)

I-METH-RDN 5 N Not Used


INTFUNDING 1 A Not Used

INT-METH 1 A Not Used

INT-ST-RDN 5 N Interest Start Date (Relative Date Form)

LAST-ROLL 5 N Date of Last Rollover (Relative Date Form)

LINK-CNNO 12 N Not Used


MASTER-NO 6 N GL Master


NOTICEDAYS 3 A Term

NUM-OF-RPY 3 N Number of Repayments

PORTFOLIO 12 A Bank Portfolio

LADDH Data Dictionary

2–368 3937 0226-942


RATE-1 14 A External Funding Rate in alpha form

RATE-TABLE 7 A Interest Rate Identifier

RATEX1 14 S 10 External Funding Rate in numeric form

REPAY-METH 1 A Repayment Method

REPAY-RDN 5 N Repayment Date (Relative Date Form)

RL-STA-RDN 5 N Rollover Start Date (Relative Date Form)

ROUND-METH 1 A Rounding Method

RPY-AMT-ID 1 A Repayment Amount Id (Nominal/Outstanding)


STATUS-RDN 5 N Drawdown Status Date (Relative Date Form)

TAX-METH 1 N Not Used


TR-UT-RATE 14 S 10 Tranche Utilisation Rate

UPD-ACT 1 A Type of Update Performed

UPD-RDN-TM 13 N Update Date and Time

USERCODE 10 A User that Performed Update

VERSION 2 A Version

XREFERENCE 35 A Not Used

XSEQ-NO 6 N Sequence Number (in Reverse Order)

Profiles

PROFILE: LADDHCNVS

COMPONENT; LADDH


ORDINATE; VERSION

ORDINATE; XSEQ-NO

Data Dictionary LADDO

3937 0226-942 2–369

LADDO

Loan Administration Drawdown Details

Type = Memo


AMT-ENTRY 1 A Currency Flag (Facility/Drawdown)

BOR-CLT-NO 8 N Client Number of Borrower

BREAKAGE-FLG 2 A Full/Partial Breakage Flag


CCY 4 A Currency

COMBIN-RDN 5 N Combined Interest/Repayment Date (Relative Date Form)

CONTRACTNO 12 N Drawdown Number


DD-END-DTE 6 N Maturity Date


DD-STAT-CD 3 N Drawdown Status

DEALER 4 A Dealer

DEF-ID-NO 12 A Default Contract Number

DIS-RDN 5 N Disbursement Date (Relative Date Form)

IFX-ST-RDN 5 N Interest Fixing Start Date (Relative Date Form)


INT-ST-RDN 5 N Interest Start Date (Relative Date Form)

LAST-ROLL 5 N Date of Last Rollover (Relative Date Form)




NOTICEDAYS 3 A Term

NUM-OF-RPY 3 N Number of Repayments

ORIG-CNNO 12 N Original Contract Number

OR-ST-RDN 5 N Original Start Date for Purchased Facility (relative day format)

PASS-AMT 17 S 3 Interest Passback Amount


LADDO Data Dictionary

2–370 3937 0226-942



RATE-1 14 A External Funding Rate in alpha form

RATE-2 14 A Yield in alpha form

RATE-CHG 1 A Rate Change Indicator

RATE-TABLE 7 A Interest Rate Identifier

RATEX1 14 S 10 External Funding Rate in numeric form

RATEX2 14 S 10 Yield in numeric form

RATEX9 14 S 10 Not Used

REPAY-METH 1 A Repayment Method

REPAY-RDN 5 N Repayment Date (Relative Date Form)

RL-STA-RDN 5 N Rollover Start Date

ROUND-METH 1 A Rounding Method

RPY-AMT-ID 1 A Repayment Amount Id (Nominal/Outstanding)

STATUS-RDN 5 N Drawdown Status Date (Relative Date Form)



UPD-ACTION 1 A Type of Update Performed

UPD-RDN-TM 13 N Update Date and Time

USERCODE 10 A User that Performed Update

VERSION 2 A Version

Profiles

PROFILE: LADDOBYPR PROFILE: LADDOCDVR

COMPONENT; LADDO COMPONENT; LADDO

ORDINATE; TRANCHENO ORDINATE; TRANCHENO

ORDINATE; VERSION ORDINATE; CONTRACTNO

ORDINATE; PROD-TYPE ORDINATE; VERSION


PROFILE: LADDOCNVR PROFILE: LADDOCVDD

COMPONENT; LADDO COMPONENT; LADDO

ORDINATE; CONTRACTNO ORDINATE; TRANCHENO

ORDINATE; VERSION ORDINATE; VERSION


Data Dictionary LADPO

3937 0226-942 2–371

LADPO

Loan Administration Preliminary Drawdown

Type = Memo


AMOUNT3 17 S 3 Drawdown Principal in Drawdown Currency

AMOUNT4 17 S 3 Drawdown Principal in Facility Currency

BOR-CITY 4 A Borrower’s City

BOR-NAME 15 A Borrower Name


CCY-1 4 A Currency

COMB-DATE 5 N Combined Interest/Repayment Date (Relative Date Form)

COMMIT-FLG 1 A Commitment Indicator



DD-STATUS 3 A Drawdown Status

DEALER 4 A Dealer

DIS-DATE 5 N Disbursement Date (Relative Date Form)

EXC-FIXRDN 5 N Exchange Rate Fixing Date (Relative Date Format)


FIX-FREQ-X 8 A Fixing Frequency

FX-ST-DATE 5 N Fixing Start Date (Relative Date Form)

HOL-CHKCOD 4 A Holiday Check Code

HOLIDAY 1 A Holiday Override Indicator


HOLMOD-CHK 4 A Holiday Method Check Code

IN-ST-DATE 5 N Interest start date in relative day number format

INT-FIXRDN 5 N Interest Fixing Date (Relative Date Format)

INT-FREQ-X 8 A Frequency



MAT-TYPE 1 A Maturity type

MGN-SIGN 1 A Margin variation sign

LADPO Data Dictionary

2–372 3937 0226-942

Element Size Type Dec. Definition MGN-VAR-RT 14 A Margin rate variation

NOTICEDAYS 3 A Days notice

NUM-OF-RPY 3 N Number of repayments


PROD-TYPE 6 A Product type


RATE-1 14 A Internal funding rate in alpha format

RATE-2 14 A External funding rate in alpha format

RATE-3 14 A Minimum rate in alpha format

RATE-4 14 A Maximum funding rate in alpha format

RATE-7 14 A MLA rate in alpha format

RATE-8 14 A Exchange rate in alpha format

RATE-10 14 A Repayment Rate

RATE-ID 10 A Rate Id

RATE-TABLE 7 A Rate table used

RATEX9 14 S 10 Default external funding rate in numeric format

RL-FLAG 1 A Preliminary Rollover flag

ROLL-FLAG 1 A Rollover flag

ROVER-DAYS 2 N Rollover days

RP-ST-DATE 5 N Repayment start date in relative day number format

RPY-AMT-ID 1 A Repayment Amount Id

RPY-FREQ-X 8 A Repayment frequency

RPY-METH 1 A Repayment method

STATUS-DT 5 N Drawdown status date in relative day number format

SYND-FLAG 1 N Syndication flag


WIDTH-OVR 1 A Exchange rate override


Profiles

PROFILE: LADPOBYCM

COMPONENT; LADPO

ORDINATE; TRANCHENO


Data Dictionary LADRY

3937 0226-942 2–373

LADRY

Loan Administration – Event Structure

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Amount Number 1 (See Note)

AMOUNT2 17 S 3 Amount-2 (See Note)

















AS-OF-DATE 5 N As of Date/Setup

AUTO-STLMT 1 A Automatic settlement

CCY-1 4 A Currency 1 (See Note)



CF-TYPE 2 N Not Used

CLIENT-NO 8 N Client number

CLIENT-NO-I1 8 N Intermediary client number 1

CLIENT-NO-I2 8 N Intermediary client number 2

CM-AMOUNT1 17 S 3 Amount 1 in tranche currency (See Note)


LADRY Data Dictionary

2–374 3937 0226-942

Element Size Type Dec. Definition CM-AMOUNT3 17 S 3 Amount 3 in tranche currency (See Note)




CMB-SPL-ID 12 N Combined / Split id

CONTNO-FND 12 N Funding contract number * Not Used *


D-DAYTYPE 1 N Diary date type

DIS-DM-AMT 17 S 3 Disposable Amount

DIS-DM-EQV 17 S 3 Disposable Equivalent Amount

D-REFNO 4 N Diary reference number

D-STATUS 1 A Event status

D-TYPE 3 A Diary type

FEE-MIN 1 A Minimum Fee Indicator

FREQUENCY1 8 A Frequency 1



GEN-IND1 1 A General indicator 1

GEN-IND2 1 A General indicator 2

HOLIDAY 1 A Holiday override

HOL-MOD 1 A Holiday method

HOLMOD-CHK 4 A Holiday method check

HOLOVR-CHK 4 A Holiday override check

INC-STATS 1 A Include in statistics

INT-APP-ID 1 A Interest apportioned id

INT-TO-SUS 1 A Interest to suspense

INVCE-INT 17 S 3 Invoice interest

LATE-PAY 1 A Late pay indicator

LOAN-COUNT 3 N Loan Count

MANUAL-FLAG 1 A Manual Schedule Maintenance flag (on LADSM)


MIN-FEE 17 S 3 Minimum Fee


NUM-OF-REP 3 N Number of repayments


3937 0226-942 2–375

Element Size Type Dec. Definition PAY-AGENT1 12 A Pay agent1

PAY-AGENT2 12 A Pay agent2

PAY-BEN-A1 35 A Pay beneficiary address 1






PAY-BEN-AC 24 A Pay beneficiary account

PAY-BEN-BK 25 A Pay beneficiary bank

PAY-BEN-NM 35 A Pay beneficiary name

PAY-INTERM 12 A Pay intermediary

PAY-NSTRO1 3 N Pay nostro 1


PAY-RCV 1 A Pay / Receive indicator

PAYRCV-DT 6 N Date payment received

PAYRCV-RDN 5 N PAYRCV-DT in relative day number format

PAY-REF 50 A Payment reference

PTC-SEQ 6 N Participant sequence number

PTC-TYPE 2 A Participation type

RATE-1 14 A Rate 1 (See Note)









RATE-10 14 A Repayment Rate in alpha form

RATE-ID 10 A Rate/Price Name

RATE-WIDTH 1 A Width override

RATEX1 14 S 10 General rate 1 (See Note)



2–376 3937 0226-942

Element Size Type Dec. Definition RATEX3 14 S 10 General rate 3 (See Note)

RATEX3MD 1 A Multiplier or Divide indicator for Rate 3 (See Note)







RATEX10 14 S 10 Repayment Rate in numeric form

RCV-AGENT1 12 A Pay agent1

RCV-AGENT2 12 A Pay agent2

RCV-BEN-A1 35 A Receive beneficiary address 1






RCV-BEN-AC 24 A Receive beneficiary account

RCV-BEN-BK 25 A Receive beneficiary bank

RCV-BEN-NM 35 A Receive beneficiary name

RCV-INTERM 12 A Receive intermediary

RCV-NSTRO1 3 N Receive nostro 1


RCV-REF 50 A Receive – reference

REFINANCEX 14 S 10 Refinance rate

REF-VR-TYP 1 A Refinance variation type

REL-DAY 5 N Relative day number

REPAY-CAP 1 A Interest repayment type

REPAY-DISB 1 A Disbursement repayment type

ROVER-DAYS 2 N Rollover days

RP-STATUS 1 A Rate/ Status

RPY-DM-AMT 17 S 3 Repayment amount

RPY-DM-EQV 17 S 3 Repayment equivalent amount

RTE-FIXDYS 2 N Fixing days


3937 0226-942 2–377

Element Size Type Dec. Definition RTEFIX-IND 1 A Interest rate fixing indicator

SAMOUNT1 17 S 3 Amount1 (See Note)





SOFTLOCK 2 N Soft lock flag

SPEC-INST 2 A Special instruction

SUB-CNNO 12 N Sub contract number

SUPP-MSG 1 A Supplementary Message Indicator

TARGET-IND 1 A TARGET Indicator

THR-ACNT1 12 A Their account 1

THR-ACNT2 12 A Their account 2


UPD-ACTION 3 A Update action

UPD-RDN-TM 13 N Update date in relative day number & time

VARIATION 12 S 8 Variation

VAR-TYPE 1 A Variation type

VERSION 2 A Version

XBASIS 3 N Interest basis

XCONTRACTNO 12 N Contract number

XD-DAYTYPE 1 N Diary date type

XD-REFNO 4 N Diary reference number

XPTC-SEQ 6 N Participant sequence number

XREL-DAY 5 N Relative day number

XVERSION 2 A Version

Note: The AMOUNTn, CCY-n, RATE-n and RATEX-1 elements held in this structure are defined in the Diary section of this guide. The Diary type to use is defined in the Diary Type (D-TYPE) element.


2–378 3937 0226-942

Profiles

PROFILE: LADRYSBYD PROFILE: LADRYBDTR

COMPONENT; LADRY COMPONENT; LADRY

ORDINATE; VERSION ORDINATE; XVERSION

ORDINATE; CONTRACTNO ORDINATE; XCONTRACTNO

ORDINATE; PTC-SEQ ORDINATE; XD-DAYTYPE

ORDINATE; D-DAYTYPE ORDINATE; XREL-DAY

ORDINATE; REL-DAY ORDINATE; XD-REFNO

ORDINATE; D-REFNO ORDINATE; XPTC-SEQ

PROFILE: LADDRYBYCM PROFILE: LADRYBYCN



ORDINATE; TRANCHENO ORDINATE; PTC-SEQ

ORDINATE; D-DAYTYPE ORDINATE; D-DAYTYPE

ORDINATE; REL-DAY ORDINATE; REL-DAY

ORDINATE; CONTRACTNO ORDINATE; D-REFNO

ORDINATE; PTC-SEQ ORDINATE; VERSION

PROFILE: LADDRYBYDT PROFILE: LADRYCTPD




ORDINATE; D-DAYTYPE ORDINATE; CONTRACTNO

ORDINATE; REL-DAY ORDINATE; PTC-SEQ

ORDINATE; D-REFNO ORDINATE; D-DAYTYPE

ORDINATE; PTC-SEQ ORDINATE; REL-DAY

ORDINATE; D-REFNO


3937 0226-942 2–379

PROFILE: LADRYCNND PROFILE: LADRYCNNO




ORDINATE; PTC-SEQ ORDINATE; PTC-SEQ

ORDINATE; REL-DAY (DESC) ORDINATE; REL-DAY

PROFILE: LADDRYSBDR PROFILE: LADDRYCDCN


ORDINATE; XVERSION ORDINATE; VERSION

ORDINATE; XCONTRACTNO ORDINATE; CLIENT-NO

ORDINATE; XPTC-SEQ ORDINATE; REL-DAY

ORDINATE; XD-DAYTYPE ORDINATE; CONTRACTNO

ORDINATE; XREL-DAY ORDINATE; D-REFNO

ORDINATE; XD-REFNO

PROFILE: LADDRYDTCN

COMPONENT; LADRY

ORDINATE; VERSION

ORDINATE; REL-DAY


ORDINATE; D-REFNO

ORDINATE; PTCSEQ

LAFAO Data Dictionary

2–380 3937 0226-942

LAFAO

Loan Administration – Confirmed Fee Settlement Authority

Type = Memo

Element Size Type Dec. Definition ATH-STATUS 1 A Authorization status


CONF-RDN 5 N Confirmation date in relative day number format


D-REFNO 4 N Diary reference number

EVENT-RDN 5 N Event date in relative day number format

LAST-UPD 8 A Usercode


Profiles

PROFILE: LAFAODTCN

COMPONENT; LAFAO

ORDINATE; LOCATION

ORDINATE; EVENT-RDN


ORDINATE; D-REFNO

Data Dictionary LAFBO

3937 0226-942 2–381

LAFBO

Loan Administration - Facility Borrower Cross Reference

Type = Memo

Element Size Type Dec. Definition CITY 4 A Borrower City

CLIENT-NO 8 N Borrower Client Number



SHORTNAME 15 A Borrower Shortname

SOFTLOCK 2 N Soft Lock flag

USERCODE 10 A User code

VERSION 2 A Version

Profiles

PROFILE: LAFBOCLNT PROFILE; LAFBOCNO

COMPONENT; LAFBO COMPONENT; LAFBO


ORDINATE; CONTRACTNO ORDINATE; VERSION

ORDINATE; VERSION ORDINATE; CLIENT-NO

PROFILE; LAFBOSNCT

COMPONENT; LAFBO


ORDINATE; VERSION

ORDINATE; SHORTNAME

ORDINATE; CITY

LAFED Data Dictionary

2–382 3937 0226-942

LAFED

Loan Administration - Fee Participant Detail

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Fixed Fee Amount



EFF-RDN 5 N Effective Date (Relative Day Format)

PTC-SEQ 6 N Participation Type Sequence

SKIM-RATE 14 A Skim Rate

SKIM-RATEX 14 S 10 Skim Rate

VERSION 2 A Version

XEFF-RDN 5 N Effective Date (Relative Day Format)

XFR-AMOUNT 17 S 3 Cumulative Transfer Amount

Profiles

PROFILE: LAFEDCDSQ PROFILE: LAFEDCNSQ

COMPONENT; LAFED COMPONENT; LAFED



ORDINATE; EFF-RDN ORDINATE; PTC-SEQ

ORDINATE; PTC-SEQ ORDINATE; XEFF-RDN

Data Dictionary LAFEH

3937 0226-942 2–383

LAFEH

Loan Administration - Fee Participant Header

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 Fee Amount

COMM-IND 1 A Confirmation Indicator



EFF-RDN 5 N Effective Date (Relative Date Format)

PREV-COMM 1 A Previously Committed Indicator


VERSION 2 A Version

XEFF-RDN 5 N Effective Date (Relative Date Format)

XFR-COUNT 6 N Transfer Count

Profiles

PROFILE: LAFEHCNDT PROFILE: LAFEHCNND

COMPONENT; LAFEH COMPONENT; LAFEH



ORDINATE; EFF-RDN ORDINATE; XEFF-RDN

PROFILE; LAFEHCVCN

COMPONENT; LAFEH

ORDINATE; TRANCHENO

ORDINATE; VERSION


ORDINATE; EFF-RDN

LAFEO Data Dictionary

2–384 3937 0226-942

LAFEO

Loan Administration - Fee Detail

Type = Memo

Element Size Type Dec. Definition ACC-METH 1 A Accrual i.e. Last day or First day

ACCRUAL 1 A Accrual / Prepay

BRANCH 8 A Accounting centre

CCY 4 A Currency code


CLIENT-NO2 8 N Client number 2

CN-AMT-CDE 2 A Fee calculation type

CNT-STATUS 1 A Contract status


C-TYPE 4 A Contract type

DEALER 4 A Dealer mnemonic

FEE-CODE 1 A Fee code

FEE-P-TYPE 2 A Participant due

FEE-TYPE 4 A Fee category

FLAT-CALC 1 A Flat calculation

INPUTDATE 6 N Input date



MAT-RDN 5 N Maturity date in relative day number format

MIN-AMOUNT 17 S 3 Minimum Fee Amount


PASS-AMT 17 S 3 Fee Passback Amount

PAY-RCV 1 A Pay/Receive indicator



RECALC-IND 1 A Recalculate indicator

ROUNDING 1 A Rounding method

SETTL-FREQ 6 N Settlement frequency

SKIM-RATE 14 A Skimming rate in alpha format

Data Dictionary LAFEO

3937 0226-942 2–385

Element Size Type Dec. Definition SKIM-RATEX 14 S 10 Skimming rate in numeric format

STR-RDN 5 N Start date in relative day number format



UPD-RDN-TM 13 N Update date in relative day number format & time


VAT-STATUS 1 A VAT Status

VERSION 2 A Version


Profiles

PROFILE: LAFEOTCVR PROFILE: LAFEOCNVR

COMPONENT; LAFEO COMPONENT; LAFEO

ORDINATE; TRANCHENO ORDINATE; CONTRACTNO


ORDINATE; VERSION

PROFILE: LAFEOCVCN PROFILE: LAFEOVRCN

COMPONENT; LAFEO COMPONENT; LAFEO

ORDINATE; TRANCHENO ORDINATE; VERSION



LAFMO Data Dictionary

2–386 3937 0226-942

LAFMO

Loan Administration - Facility Header Details

Type = Memo

Element Size Type Dec. Definition AGR-DATE 6 N Agreement Date

AGR-RDN 5 N Agreement Date (Relative Day)


CLASS-1 3 A Classification Code 1



CLIENT-NO 8 N Facility Client Number

DEALER 4 A Dealer Id.

DEBTPROVIS 17 S 3 Bad Debt Provision Amount

END-DATE 6 N Facility Expiry Date

END-RDN 5 N Facility Expiry Date (Relative Day)

FAC-CCY 4 A Facility Currency


FAC-NAME 40 A Facility Name

HOLIDAY 1 A Holiday Check Indicator

HOL-MOD 1 A Holiday Modification Type

HOLMOD-CHK 4 A Holiday Modification Check Code


INI-FACTOT 17 S 3 Initial Facility Total Amount

INI-NUMTCH 2 N Initial Number of Tranches

INITOTCHKD 1 A Initial Totals Checked Indicator

INPUTDATE 6 N Facility Input Date

LOCATION 4 A Location Code

LST-PBSEQ 3 N Last Passback Sequence Number

LST-TCHSEQ 1 N Last Tranche Sequence Number

LST-TRDSEQ 3 N Last Trade Sequence Number



NOTICEDAYS 3 A Days Notice

Data Dictionary LAFMO

3937 0226-942 2–387

Element Size Type Dec. Definition NOT-TITLE1 50 A Notification Title (Part 1)

NOT-TITLE2 50 A Notification Title (Part 2)


PAY-LOR 1 A Pay Lender of Record Indicator



PURCH-IND 1 A Purchased Facility Indicator


START-DATE 6 N Facility Start Date

START-RDN 5 N Facility Start Date (Relative Day)


UPD-ACTION 3 A Update Action

UPD-RDN-TM 13 N Update Date/Time

USERCODE 10 A Creating User or Last Updating User

VERSION 2 A Version

Profiles

PROFILE: LAFMOCLCN PROFILE: LAFMOCNVR

COMPONENT; LAFMO COMPONENT; LAFMO

ORDINATE; CLIENT-NO ORDINATE; FACILITYNO

ORDINATE; FACILITYNO ORDINATE; VERSION

ORDINATE; VERSION

PROFILE: LAFMOVRCN

COMPONENT; LAFMO

ORDINATE; VERSION

ORDINATE; FACILITYNO

LAFPO Data Dictionary

2–388 3937 0226-942

LAFPO

Loan Administration – Facility Participant Details

Type = Memo

Element Size Type Dec. Definition CITY 4 A Participant City


PTC-CLT-NO 8 N Participant Client Number

SHORTNAME 15 A Participant Shortname


VERSION 2 A Version

Profiles

PROFILE: LAFPOCLNT PROFILE: LAFPOSNCT

COMPONENT; LAFPO COMPONENT; LAFPO

ORDINATE; PTC-CLT-NO ORDINATE; CONTRACTNO


ORDINATE; VERSION ORDINATE; SHORTNAME

ORDINATE; CITY

Data Dictionary LAFRO

3937 0226-942 2–389

LAFRO

Loan Administration - Fee Rate Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Tier 1 Level Amount

AMOUNT2 17 S 3 Tier 2 Level Amount







RATE-1 14 A Tier 1 Rate





RATEX1 14 S 10 Tier 1 Rate






VERSION 2 A Version


Profiles

PROFILE: LAFROCVDA PROFILE: LAFROCVDT

COMPONENT; LAFRO COMPONENT; LAFRO




LAGUO Data Dictionary

2–390 3937 0226-942

LAGUO

Loan Administration - Guarantee Data

Type = Memo

Element Size Type Dec. Definition ACCRUAL 1 A Accrual method

AMT-ENTRY 1 A Amount entered flag

BRANCH 8 A Accounting centre

CCY 4 A Currency code




DEALER 4 A Dealer mnemonic

DISC-OPT 1 A Discounting option

FOR-CITY 4 A In favour of client – city

FOR-CLI-NO 8 N In favour of client – client number

FOR-NAME 15 A In favour of client short name

GUA-NO 12 N Guarantee/Bond number entered

INPUTDATE 6 N Input date

ISSUE-DATE 6 N Issue date



MAT-TYPE 1 A Maturity type

MATURE-DTE 6 N Maturity date

MATURE-RDN 5 N Maturity date in relative day number format




RATE-CHG 1 A Rate change

START-DATE 6 N Start date

START-RDN 5 N Start date in relative day number format

STATUS-G 3 A Status

STATUSG-DT 6 N Guarantee/Acceptance status change date

Data Dictionary LAGUO

3937 0226-942 2–391

Element Size Type Dec. Definition TRANCHENO 12 N Tranche Number



UPD-RDN-TM 13 N Update date in relative day number format & time


VERSION 2 A Version


XREF 50 A Reference

Profiles

PROFILE: LAGUOBYPR PROFILE: LAGUOCGVR

COMPONENT; LAGUO COMPONENT; LAGUO





PROFILE: LAGUOCNVR PROFILE: LAGUOCVGU

COMPONENT; LAGUO COMPONENT; LAGUO




LAHDO Data Dictionary

2–392 3937 0226-942

LAHDO

Loan Administration - Combine/Split Header Details

Type = Memo

Element Size Type Dec. Definition BD-POST 1 A Bad Debt Posting Indicator

BD-PYMT 1 A Bad Debt Payment Indicator

BOR-CLT-NO 8 N Borrower Client Number

CCY-1 4 A Currency

CMB-DEALS 4 N Number of Combined/Split Deals

CMB-SPL-ID 12 N Combine/Split ID

CS-DATE 6 N Combine/Split Date

CS-RDN 5 N Combine/Split Date (Relative Day Format)

CS-STAT-CD 1 A Combine/Split Status Code

INT-TO-SUS 1 A Interest to Suspense Account Indicator



PYMT-FLG 1 A Payment Flag

REPAY-CAP 1 A Repay/Capitalise Indicator

RPY-VALUED 17 S 3 Repayment Value

SPL-DEALS 4 N Split Deals


VERSION 2 A Version

XFR-CTR 6 N Transfer Centre

Profiles

PROFILE: LAHDOTIDV PROFILE: LAHDOTVID

COMPONENT; LAHDO COMPONENT; LAHDO



ORDINATE; VERSION ORDINATE; CMB-SPL-ID

Data Dictionary LAHDO

3937 0226-942 2–393

PROFILE: LAHDOIDVR PROFILE: LAHDOVRDT

COMPONENT; LAHDO COMPONENT; LAHDO


ORDINATE; VERSION ORDINATE; CS-RDN

ORDINATE; CMB-SPL-ID

LAMAO Data Dictionary

2–394 3937 0226-942

LAMAO

Loan Administration - Maturing Contracts Trigger

Type = Memo


PROC-TIME 4 N Processing time HHMM

Profiles

PROFILE: LAMAOBYCN

COMPONENT; LAMAO


Data Dictionary LAMRO

3937 0226-942 2–395

LAMRO

Loan Administration - Margin Rates

Type = Memo

Element Size Type Dec. Definition BASO-ID 3 N Base Table Id


ENDDTE-1 6 N End date 1




ENDRDN1 5 N End date 1 in relative day number format




LEVEL-USE 1 A Usage level i.e. Flat or All up

MAX-RATE 12 S 8 Maximum rate

MIN-RATE 12 S 8 Minimum rate

PERIOD-1 3 N Period 1





RATE1 12 S 8 Rate 1

RATE10 12 S 8 Rate 10

RATE11 12 S 8 Rate 11

RATE2 12 S 8 Rate 2

RATE3 12 S 8 Rate 3

RATE4 12 S 8 Rate 4

RATE5 12 S 8 Rate 5

RATE8 12 S 8 Rate 8

RATE9 12 S 8 Rate 9

RATE-TYPE 1 A Interest rate type

REL-DAY 5 N Effective date in relative day number format

LAMRO Data Dictionary

2–396 3937 0226-942

Element Size Type Dec. Definition SOFTLOCK 2 N Soft lock flag


VAL-DATE 6 N Value date

VERSION 2 A Version

Profiles

PROFILE: LAMROCMPT PROFILE: LAMROCNVR

COMPONENT; LAMRO COMPONENT; LAMRO




ORDINATE; REL-DAY ORDINATE; REL-DAY

Data Dictionary LANCO

3937 0226-942 2–397

LANCO

Loan Administration – Tranche Product Notification Event

Type = Memo


EVENTNO 1 N Event Number

NO-DAYS 2 N Number of Advance Days

NOTIF-CODE 6 A Notification Event Code



VERSION 2 A Version

Profiles

PROFILE: LANCOBYCN PROFILE: LANCOBYNO

COMPONENT; LANCO COMPONENT; LANCO

ORDINATE; TRANCHENO ORDINATE; C-TYPE

ORDINATE; VERSION ORDINATE; NOTIF-CODE

ORDINATE; PROD-TYPE ORDINATE; EVENTNO

ORDINATE; NOTIF-CODE ORDINATE; TRANCHENO

ORDINATE; EVENTNO ORDINATE; VERSION

ORDINATE; PROD-TYPE

LANMO Data Dictionary

2–398 3937 0226-942

LANMO

Loan Administration – Notification Output

Type = Memo

Element Size Type Dec. Definition

ACCR-MTD 7 A Accrual method

AMOUNT1A 23 A Tranche/Principal/Fee amount

AMOUNT2A 23 A Funding amount/Limit change amount

APPROVED 1 A Authorised for release

BD-TYPE 4 A Unpaid Product Type

BORR-NAME 35 A Client’s name

BREAK-COST 23 A Breakage costs


CCY 4 A Currency

CL-REF1 15 A Drawdown clause

CL-REF2 15 A Exchange rate fixing clause

CL-REF3 15 A Interest rate or EBDR rate fixing clause

CL-REF4 15 A Rollover clause

CL-REF5 15 A Waiver clause

CL-REF6 15 A Repayment clause

CL-REF7 15 A Prepayment/Cancellation clause

CL-REF8 15 A Fee claim/distribution clause

CL-REF9 15 A Assignment/transfer clause

CL-REF10 15 A Margin change clause

CL-REF11 15 A Financial documents/reports clause

CMB-AMT 23 A Combined Amount


DATE-INPUT 14 A Input date & time

DEBTSTATUS 3 A Bad Debt Status

DISB-AMT 23 A Disbursement amount

END-DATE 6 N End date

EQUIV-AMT 23 A Tranche equivalent amount

ERROR-CODE 2 N Error code

EVT-DATE 6 N Event date

Data Dictionary LANMO

3937 0226-942 2–399


EX-RATE 14 A Exchange rate

EXC-FIX-DT 6 N Exchange rate fixing date

FEE-C-TYPE 20 A Fee calculation type

FEE-FREQ 8 A Fee frequency

FEE-PERIOD 5 N Fee settlement period

FEE-SKIM 14 A Fee skim rate

FEE-TP-DSC 30 A Fee Type Description

IFX-ST-DT 6 N Start Date for Interest Fixing

IN-FIX-FRQ 8 A Fixed Interest frequency

INT-AMT 23 A Total interest amount

INT-AMT-NX 23 A Next Interest Amount

INT-FIX-DT 6 N Date of Interest Rate Fixing

INT-FREQ 8 A Interest Frequency

INT-PERIOD 5 N Interest Period

INT-RATE 14 A Total interest rate

INT-ROLLED 23 A Rolled interest amount

INT-ST-DT 6 N Interest start date

MARG-RTE 14 A Margin rate

MLA-RTE 14 A MLA rate

MSG-SEQNO 6 N Message sequence number

NET-PROC 23 A Net proceeds

NO-COPIES 1 N No of Copies

NOTIF-NAME 100 A Notification title

NOTIF-TYPE 36 A Notification type

NUM-OF-RPY 3 N Number of repayments

P-CONTACT 50 A Contact name

PAY-AGENT 12 A Pay agent








LANMO Data Dictionary

2–400 3937 0226-942





PAY-NST-NM 8 A Pay nostro name

PAY-NSTRO 3 N Pay nostro number


PAYSSI-IND 1 A Indication of whether Pay Details are taken from SSI

PRNT-ADDR1 35 A Address 1 (Clients name)

PRNT-ADDR2 35 A Address 2






PROD-NAME 36 A Product name

PRTD-ON 1 A Printed indicator

PTC-SEQ 6 N Participant sequence number

RATE1A 14 A External funding rate/Commission rate

RATE2A 14 A Internal funding rate/Discount rate

RCV-AGENT 12 A Receive agent 1











RCV-NST-NM 8 A Receive nostro name

RCV-NSTRO 3 N Receive nostro number


RCVSSI-IND 1 A Indication of whether Receive Details are taken from SSI

Data Dictionary LANMO

3937 0226-942 2–401


REDIS-RTE 14 A Re-discount rate

REP-AMT 23 A Repayment amount

REP-AMT-NX 23 A Next Repayment Amount

REP-FREQ 8 A Repayment frequency

REP-ST-DT 6 N Repayment start date

RTEFIX-IND 1 A Rate fixing Indicator

SKIM-RTE 14 A Margin skim rate

SPL-AMT 23 A Renewal amount

STAT-FLG 3 A Sent indicator

ST-DATE 6 N Start date

VAT-AMT 23 A Fee VAT amount

WHT-RATE 14 A Withhold Tax Rate

XFR-AMT 23 A Transfer amount

Profiles

PROFILE: LANMOCNSQ

COMPONENT; LANMO


ORDINATE; MSG-SEQNO

LANTO Data Dictionary

2–402 3937 0226-942

LANTO

Loan Administration – Notification Event Templates

Type = Memo


EVENTNO 1 N Notification Event Number

NO-DAYS 2 N Number of Advance Days

NOTIF-CODE 6 A Notification Event Code

RECIP 1 A Recipient

Profiles

PROFILE: LANTOBYNO

COMPONENT; LANTO

ORDINATE; C-TYPE

ORDINATE; NOTIF-CODE

ORDINATE; EVENTNO

Data Dictionary LAPAO

3937 0226-942 2–403

LAPAO

Loan Administration – Participant/Contract Administration Details

Type = Memo

Element Size Type Dec. Definition ADDRESSNO 1 N Address Number

CLIENT-NO 8 N Participant Client Number


P-CONTACT 50 A Primary Contact Name

P-EMAIL 50 A Primary Contact e-mail

P-FAX 15 A Primary Contact Fax

P-TEL-NO 15 A Primary Contact Telephone Number

P-TELEX 14 A Primary Contact Telex

S-CONTACT 50 A Secondary Contact Name

S-EMAIL 50 A Secondary Contact e-mail

S-FAX 15 A Secondary Contact Fax

S-TEL-NO 15 A Secondary Contact Telephone Number

S-TELEX 13 A Secondary Contact Telex


VERSION 2 A Version

Profiles

PROFILE: LAPAOCLNT PROFILE: LAPAOCNCL

COMPONENT; LAPAO COMPONENT; LAPAO




ORDIANTE; ADDRESSNO ORDINATE; ADDRESSNO

LAPBO Data Dictionary

2–404 3937 0226-942

LAPBO

Loan Administration – Trade Passback

Type = Memo


CCY 4 A Currency

CONTRACTNO 12 N Passback Contract Number



IS-RDN 5 N Passback Date


PROD-TYPE 6 A Product Type of Passback

TRADE-NO 12 N Trade Number


TRAN-NO 12 N Related Transaction Number


TRD-CTP-NO 8 N Purchaser/Seller Indicator


VERSION 2 A Version

XSTATUS 1 A Status

Profiles

PROFILE: LAPBOBYTR PROFILE: LAPBOBYTV

COMPONENT; LAPBO COMPONENT; LAPBO

ORDINATE; TRADE-NO ORDINATE; TRANCHENO

ORDINATE; VERSION ORDINATE; TRAN-NO

ORDINATE; TRAN-NO ORDINATE; VERSION

ORDIANTE; IS-RDN

Data Dictionary LAPBO

3937 0226-942 2–405

PROFILE: LAPBOCNVR PROFILE: LAPBOSTAT




ORDINATE; XSTATUS


PROFILE: LAPBOTCNV PROFILE: LAPBOTRAN


ORDINATE; TRANCHENO ORDINATE; TRAN-NO


ORDINATE; VERSION

PROFILE: LAPBOVICN

COMPONENT; LAPBO

ORDINATE; VERSION

ORDINATE; IS-RDN


LAPBP Data Dictionary

2–406 3937 0226-942

LAPBP

Loan Administration – Trade Passback Diary

Type = Memo

Element Size Type Dec. Definition ACTL-RDN 5 N Actual Settlement Date

AGENT 12 A Agent

AMOUNT 17 S 3 Passback Amount

BEN-ACC 24 A Beneficiary Account

BEN-ADDR1 35 A Beneficiary Address Line 1





CCY 4 A GL Master Number


CONTRACTNO 12 N Passback Contract Number

INTERMED 12 A Intermediary


NOTIF-EVT 2 N Notification Event

PAY-RCV 1 A Pay/Receive Indicator


PYMT-FLAG 1 A Payment Indicator

VERSION 2 A Version

XREFERENCE 35 A Pay/Receive Reference

Profiles

PROFILE: LAPBPBYCL PROFILE: LAPBPCNCL

COMPONENT; LAPBP COMPONENT; LAPBP



ORDINATE; CLIENT-NO ORDINATE; VERSION

Data Dictionary LAPCO

3937 0226-942 2–407

LAPCO

Loan Administration – Tranche Product Currencies

Type = Memo


CONTRACTNO 12 N Tranche Contract Number


VERSION 2 A Version

Profiles

PROFILE: LAPCOCNPC

COMPONENT; LAPCO


ORDINATE; VERSION

ORDINATE; PROD-TYPE

ORDINATE; CCY

LAPHO Data Dictionary

2–408 3937 0226-942

LAPHO

Loan Administration – Product Header Details

Type = Memo

Element Size Type Dec. Definition AMOUNT10 17 S 3 Product Limit

AMOUNT4 17 S 3 Maximum Drawing Amount

AMOUNT5 17 S 3 Drawing Multiple

CCY 4 A Currency

CONTRACTNO 12 N Tranche Contract Number

DAY-AGNT 15 A Day Bills Return

DAY-MEMBR 15 A Day Bills Delivered

DAYNOT-BAS 12 A Day Note Basis

DAYNOT-OTH 12 A Day Note Other

DEF-LIMITS 1 A Default Limits

DISC-OPT 1 A Discounting Option

END-DATE 6 N Available End Date

END-RDN 5 N Available End Date (Relative Day Number)

EXCH-BASO 15 A Exchange Rate Fix Base Currency

EXCH-OTH 15 A Exchange Rate Fix Other Currency

FIX-TIME 15 A Discount FX Time

INTCAP-RCV 1 A Interest Capitalised/Received

LIBFIX-BAS 12 A LIBOR Rate Fixed

LIBFIX-OTH 12 A LIBOR Rate Fixed Other


MAX-DAYS 5 N Maximum Days

MAX-TENOR 3 N Maximum Tenor Period

MAX-TYPE 1 A Maximum Type

MIN-DAYS 5 N Minimum Days

MIN-TENOR 5 N Minimum Tenor Period

MIN-TYPE 1 A Minimum Type

MINDRW-AMT 17 S 3 Minimum Drawing Amount

MLA-CHRG 1 A MLA Charged

MLA-PERD 2 N MLA Period

Data Dictionary LAPHO

3937 0226-942 2–409

Element Size Type Dec. Definition MRGT-ELG 1 A Mortgage Eligible

MULT-MRD 1 A Multiple MR Default Indicator

NTC-BASO 15 A BASO Currency

NTC-OTH 15 A Other Currency

POWER-ATT 1 A Power of Attorney

PRD-TYP1 1 A Tenor Period 1














RAW-OFF 3 N Off Balance Sheet

RAW-ON 3 N On Balance Sheet

ROLL-ALW 1 A Rollover Allowed


START-DATE 6 N Available Start Date

START-RDN 5 N Available Start Date (Relative Day Number)

SUBSIDISE 1 A Subsidised

TENOR-M-1 3 N Tenor Month 1








LAPHO Data Dictionary

2–410 3937 0226-942

Element Size Type Dec. Definition TENOR-M-6 3 N Tenor Month 6




TRANSTRUC 1 A Transaction Structure Type


VERSION 2 A Version

Profiles

PROFILE: LAPHOCNO PROFILE; LAPHOPRCV

COMPONENT; LAPHO COMPONENT; LAPHO

ORDINATE; CONTRACTNO ORDINATE; PROD-TYPE



Data Dictionary LAPPD

3937 0226-942 2–411

LAPPD

Loan Administration – Product Participant Table Details

Type = Memo

Element Size Type Dec. Definition ADJ-AMOUNT 17 S 3 Adjustment Amount

AMOUNT1 17 S 3 Participant Product Amount Limit







VERSION 2 A Version


XFR-AMOUNT 17 S 3 Transfer Amount

Profiles

PROFILE: LAPPDCDSQ PROFILE: LAPPDCNSQ

COMPONENT; LAPPD COMPONENT; LAPPD






LAPPH Data Dictionary

2–412 3937 0226-942

LAPPH

Loan Administration – Product Participant Table Header

Type = Memo

Element Size Type Dec. Definition ADJ-COUNT 6 N Adjustment Count

AMOUNT 17 S 3 Product Limit

COMM-IND 1 A Commission Indicator




NOV-IND 1 A Novation Indicator

PREV-COMM 1 A Previous Commission Indicator


VERSION 2 A Version

XFR-COUNT 6 N Transfer Amount

Profiles

PROFILE: LAPPHCNDT

COMPONENT; LAPPH


ORDINATE; VERSION

ORDINATE; PROD-TYPE

ORDINATE; EFF-RDN

Data Dictionary LAPPO

3937 0226-942 2–413

LAPPO

Loan Administration - Preliminary Drawdown Participants

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Contract principal

CCY 4 A Contract currency code


PTC-SEQ 6 N Participant’s sequence number


XPTC-SEQ 6 N Participant’s sequence number

Profiles

PROFILE: LAPPOBYCM PROFILE: LAPPOCNSR

COMPONENT; LAPPO COMPONENT; LAPPO


ORDINATE; CONTRACTNO ORDINATE; XPTC-SEQ

ORDINATE; PTC-SEQ

LAPRO Data Dictionary

2–414 3937 0226-942

LAPRO

Loan Administration - Product Reference Details

Type = Memo

Element Size Type Dec. Definition BANK-1 25 A Bank 1 Name

BANK-2 25 A Bank 2 Name






BANK-TEL1 15 A Bank 1 telephone







CONTACT1 15 A Bank 1 contact








PAGE-NO 15 A Reference service page number


REF-SERV 25 A Reference service name

ROUND-ACR 1 N Rounding accuracy i.e. decimal points

ROUNDING 1 A Rounding method

ROUND-TYPE 1 A Rounding type


Data Dictionary LAPRO

3937 0226-942 2–415

Element Size Type Dec. Definition VERSION 2 A Version

Profiles

PROFILE: LAPROFACN

COMPONENT; LAPRO


ORDINATE; VERSION

ORDINATE; PROD-TYPE

LAPTO Data Dictionary

2–416 3937 0226-942

LAPTO

Loan Administration - Facility Participants

Type = Memo

Element Size Type Dec. Definition CONTRACTNO 12 N Contract number

PTC-CLT-NO 8 N Participant client number

PTC-SEQ 6 N Participant’s sequence number

PTC-TYPE 2 A Participant type

RATE-1 14 A Margin skim rate in alpha format

RATEX1 14 S 10 Margin skim rate in numeric format


VERSION 2 A Version

Profiles

PROFILE: LAPTOCNSQ PROFILE: LAPTOCVCN

COMPONENT; LAPTO COMPONENT; LAPTO



ORDINATE; PTC-SEQ ORDINATE; PTC-CLT-NO

ORDINATE; PTC-SEQ

Data Dictionary LARRO

3937 0226-942 2–417

LARRO

Loan Administration – Reference Rates

Type = Memo


RATEX1 14 S 10 Percentage Rate for Client 1








REL-DAY 5 N Value Date (Relative Date Format)


VERSION 2 A Version

Profiles

PROFILE: LARROCVDT

COMPONENT; LARRO


ORDINATE; VERSION

ORDINATE; REL-DAY

LASTO Data Dictionary

2–418 3937 0226-942

LASTO

Loan Administration – Settlement Schedule Details

Type = Memo



PAY-AGENT1 12 A Pay agent 1













PTC-SEQ 6 N Participant Sequence

RCV-AGENT1 12 A Receive agent 1













Data Dictionary LASTO

3937 0226-942 2–419

Element Size Type Dec. Definition REL-DAY 5 N Effective Date (Relative Day Number)

SUPP-MSG 1 A Supplementary Message Indicator


VERSION 2 A Version

XREL-DAY 5 N Effective Date (Relative Day Number)

Profiles

PROFILE: LASTOCVPA PROFILE: LASTOCVRP

COMPONENT; LASTO COMPONENT; LASTO



ORDINATE; PTC-SEQ ORDINATE; REL-DAY

ORDINATE; REL-DAY ORDINATE; PTC-SEQ

PROFILE; LASTOCVPD

COMPONENT; LASTO


ORDINATE; VERSION

ORDINATE; PTC-SEQ

ORDINATE; XREL-DAY

LATCD Data Dictionary

2–420 3937 0226-942

LATCD

Loan Administration – Participant Details

Type = Memo

Element Size Type Dec. Definition ADJ-AMOUNT 17 S 3 Adjustment Amount

AMOUNT1 17 S 3 Participant Amount






VERSION 2 A Version


Profiles

PROFILE: LATCDCDSQ PROFILE: LATCDCSQD

COMPONENT; LATCD COMPONENT; LATCD




ORDINATE; PTC-SEQ ORDINATE; EFF-RDN

Data Dictionary LATCH

3937 0226-942 2–421

LATCH

Loan Administration – Participant Table Header

Type = Memo

Element Size Type Dec. Definition ADJ-COUNT 6 N Adjustment

AMOUNT 17 S 3 Participant Amount

COMM-IND 1 A Commission Indicator





PREV-COMM 1 A Previous Commission Indicator

REL-TYPE 2 A Relationship Type

TBL-DESC 30 A Table Description

USTAT-IND 1 A Table Update Status

VERSION 2 A Version


XVERSION 2 A Version

Profiles

PROFILE: LATCHCNDT PROFILE: LATCHDCND

COMPONENT; LATCH COMPONENT; LATCH




LATCO Data Dictionary

2–422 3937 0226-942

LATCO

Loan Administration – Tranche Header

Type = Memo

Element Size Type Dec. Definition AGT-CLT-2 8 N Agreement Client 2

AGT-CLT-NO 8 N Agreement Client Number

BOR-CLT-NO 8 N Borrower Client Number


CONDS-PREC 1 A Conditions Precedent


DD-END-RDN 5 N Availability End Date (Relative Day Number)

DD-ST-RDN 5 N Availability Start Date (Relative Day Number)

DEALER 4 A Dealer ID

END-RDN 5 N Commitment End Date (Relative Day Number)

EXCESS-IND 1 A Excess Indicator

FACILITYNO 12 A Facility Number



HOLMOD-CHK 4 A Holiday Method Check



INTEXT-IND 1 A Internal/External Indicator


LST-AC-SEQ 4 N Last Acceptance Transaction Number

LST-CS-SEQ 3 N Last Combine/Split Transaction Number

LST-DD-SEQ 3 N Last Drawdown Sequence Number

LST-FE-SEQ 3 N Last Fee Sequence Number

LST-GU-SEQ 3 N Last Guarantee Sequence Number

LST-PT-SEQ 6 N Last Participant Sequence Number



MULTI-CCY 1 A Multi Currency

NOTICEDAYS 3 A Notice Days

Data Dictionary LATCO

3937 0226-942 2–423

Element Size Type Dec. Definition NOTICE-DT 6 N Notice Date




PURTXT1 75 A Purpose of Loan - 1

PURTXT2 75 A Purpose of Loan – 2

PURTXT3 75 A Purpose of Loan – 3

PURTXT4 75 A Purpose of Loan - 4

RATE-2 14 A Withholding Tax Rate (Alpha)

RATEX2 14 S 10 Withholding Tax Rate

RVW-DATE 6 N Review Date

RVW-RDN 5 N Review Date (Relative Day Number)

SECURED 1 A Secured Indicator


START-RDN 5 N Start Date (Relative Day Number)

STAT-RDN 5 N Status Date (Relative Day Number)

TAX-RATE 14 S 10 Tax Rate

TCH-CCY 4 A Tranche Currency

TCH-NAME 40 A Tranche Name

TCHSTAT-CD 3 N Trance Status Code

TERM-LOANS 1 A Term Loans Indicator


UD-USERCODE 10 A Last Updating Usercode

UN-END-RDN 5 N Unavailable End Date (Relative Day Number)

UN-ST-RDN 5 N Unavailable Start Date (Relative Day Number)


UPD-RDN-TM 13 N Update Date (Relative Day Number)


VAT-STATUS 1 A VAT Status

VERSION 2 A Version

XADDRESS 9 A Address

LATCO Data Dictionary

2–424 3937 0226-942

Profiles

PROFILE: LATCOCLCN PROFILE: LATCOCNVR

COMPONENT; LATCO COMPONENT; LATCO

ORDINATE; BOR-CLT-NO ORDINATE; CONTRACTNO


ORDINATE; VERSION

PROFILE: LATCONMVR PROFILE: LATCOVRCN


ORDINATE; TCH-NAME ORDINATE; VERSION



PROFILE: LATCOFTVR PROFILE: LATCOVRFT


ORDINATE; FACILITYNO ORDINATE; VERSION

ORDINATE; CONTRACTNO ORDINATE; FACILITYNO


Data Dictionary LATDO

3937 0226-942 2–425

LATDO

Loan Administration – Temporary/Primary Deal Information

Type = Memo

Element Size Type Dec. Definition ACTION 1 A Action indicator

AMOUNT1 17 S 3 Contract principal in contract currency

AMOUNT2 17 S 3 Contract principal in facility currency




CCY-2 4 A Facility currency code


CMB-SPL-ID 12 N Combine/Split Id


DD-STATUS 3 A Drawdown status

DEF-CON 12 N Default contract

END-DATE 6 N Maturity date


FUND-TY 1 A Funding type

INPUT-REL 5 N Input date in relative day number format


RATEX1 14 S 10 Internal funding rate in alpha format

RATEX2 14 S 10 External funding rate in alpha format

RATEX3 14 S 10 Minimum rate in alpha format

RATEX4 14 S 10 Maximum funding rate in alpha format

RATEX5 14 S 10 Interest rolled % rate in alpha format

RATEX6 14 S 10 MLA rate in alpha format

RATEX7 14 S 10 Exchange rate in alpha format

RATEX8 14 S 10 Rate Id

RATEX9 14 S 10 Default external funding rate in numeric format

REL-CON 12 N Related contract

SKIM-RATE 14 A Skim rate in alpha format

SKIM-RATEX 14 S 10 Skim rate in numeric format

LATDO Data Dictionary

2–426 3937 0226-942

Element Size Type Dec. Definition START-DATE 6 N Start date

STATION-ID 17 A Station-ID


WIDTH 1 A Exchange rate override

Profiles

PROFILE: LATDOTRTY PROFILE: LATDOSTN

COMPONENT; LATDO COMPONENT; LATDO

ORDINATE; TRANCHENO ORDINATE; STATION-ID

ORDINATE; C-TYPE ORDINATE; C-TYPE


PROFILE: LATDOCN

COMPONENT; LATDO


Data Dictionary LATFO

3937 0226-942 2–427

LATFO

Loan Administration - Partial Fee Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Fixed fee amount

BRANCH 8 A Accounting center





DEF-CON 12 N Commitment number

END-DATE 6 N Maturity date


INPUT-REL 5 N Input date in relative day number format

PAYRCV-X 1 A Pay / Receive Indicator


SKIM-RATE 14 A Skim rate in alpha format

SKIM-RATEX 14 S 10 Skim rate in numeric format

START-DATE 6 N Start date

STATION-ID 17 A Station ID

TRANCHENO 12 N Tranche ID

Profiles

PROFILE: LATFOTRTY PROFILE: LATFOCNT

COMPONENT; LATFO COMPONENT; LTFO


ORDINATE; C-TYPE

LATLO Data Dictionary

2–428 3937 0226-942

LATLO

Loan Administration – Tranche Clauses

Type = Memo

Element Size Type Dec. Definition CL-REF1 15 A Message Type- Drawdown

CL-REF10 15 A Message Type- Margin Change

CL-REF11 15 A Message Type- Financial documents/reports

CL-REF2 15 A Message Type- Exchange Rate Fix

CL-REF3 15 A Message Type- Interest/EBDR Fixing

CL-REF4 15 A Message Type- Rollover

CL-REF5 15 A Message Type- Waiver

CL-REF6 15 A Message Type- Repayment

CL-REF7 15 A Message Type- prepay/Cancel

CL-REF8 15 A Message Type- Fee Claim/Distribution

CL-REF9 15 A Message Type- Assign/Transfer

CONTRACTNO 12 N Tranche Number


VERSION 2 A Version

Profiles

PROFILE: LATLOCNO

COMPONENT; LATLO


ORDINATE; VERSION

Data Dictionary LATMP

3937 0226-942 2–429

LATMP

Loan Administration - Temporary Table To Generate Loan Administration Schedule

Type = Memo

Element Size Type Dec. Definition CM-INT-AMT 17 S 3 Interest amount in commitment currency

CM-PCP-AMT 17 S 3 Principal amount in commitment currency

CM-RPY-AMT 17 S 3 Interest amount in commitment currency

COEFF-C-K 17 S 16 Coefficient CK

COEFF-Z-K 17 S 16 Coefficient ZK


DAY-BY-BAS 14 S 10 Day by Basis

INT-AMT 17 S 3 Interest amount

PCPL-AMT 17 S 3 Principal amount

RATEX1 14 S 10 Fixed Rate

REPAY-AMT 17 S 3 Repayment amount

SERIAL-NO 5 N Serial Number

VAL-RDN 5 N Value Date (Relative Day Number)

Profiles

PROFILE: LATMPCNRN PROFILE: LATMPCNSN

COMPONENT; LATMP COMPONENT; LATMP


ORDINATE; VAL-RDN ORDINATE; SERIAL-NO

LATPO Data Dictionary

2–430 3937 0226-942

LATPO

Loan Administration - Temporary Table To Store Old and New Contract Numbers

Type = Memo

Element Size Type Dec. Definition CONTRACTNO 12 N Old Contract Number

NEW-CNNO 12 N New Contract Number


Profiles

PROFILE: LATPOCMCN

COMPONENT; LATPO

ORDINATE; TRANCHENO


Data Dictionary LATRD

3937 0226-942 2–431

LATRD

Loan Administration – Syndicated DD Portions

Type = Memo

Element Size Type Dec. Definition AMOUNT2 17 S 3 Participant Portion


DIS-ADJUST 17 S 3 Discount Adjustment Amount

DIS-AMOUNT 17 S 3 Discount Amount

DISC-OPT 1 A Discount Option


EFF-RDN 5 N Effective Date (Relative Day Number)



PTC-TYPE 2 A Participant Type


REP-ADJUST 17 S 3 Repayment Adjustment Amount

REP-AMOUNT 17 S 3 Repayment Amount



VERSION 2 A Version

XEFF-RDN 5 N Effective Date (Relative Day Number)


Profiles

PROFILE: LATRDCDSQ PROFILE: LATRDCNSQ

COMPONENT; LATRD COMPONENT; LATRD





LATRH Data Dictionary

2–432 3937 0226-942

LATRH

Loan Administration – Transaction Participant Header

Type = Memo

Element Size Type Dec. Definition ADJ-COUNT 6 N Adjustment Counter

AMOUNT 17 S 3 Amount

COMM-IND 1 A Commitment Indicator

CONF-RSN 1 A Confirmation Reason


DIS-COUNT 6 N Discount




PREV-COMM 1 A Previous Commitment

REP-COUNT 6 N Report Counter


VERSION 2 A Version

XFR-COUNT 6 N Transfer Counter

Profiles

PROFILE: LATRHCNDT PROFILE: LATRHCVCN

COMPONENT; LATRH COMPONENT; LATRH



ORDINATE; EFF-RDN ORDINATE; CONTRACTNO

ORDINATE; EFF-RDN

Data Dictionary LATRO

3937 0226-942 2–433

LATRO

Loan Administration – Trade Details

Type = Memo

Element Size Type Dec. Definition AGT-CLT-2 8 N Agent for Trade

BKG-CCY 4 A Brokerage Currency


BKR-OR-VIA 8 A Broker or Via


BRK-AMT 17 S 3 Brokerage Amount

BROKER 3 N Broker


CCY 4 A Trade Currency code

COMM-IND 1 A Committed Indicator

CONTRACTNO 12 N Trade Contract Number

CURR-AMT 17 S 3 Total Current Amount of Facility

DEALER 4 A Dealer Id

DISC-AMT 17 S 3 Discount Amount

DISC-DIR 1 A Discount Direction

DISC-METH 1 A Discount Method


FEE-CCY 4 A Transfer Fee Currency

FEE-STL 1 A Transfer Fee Settler





INPUT-REL 5 N Input Date in relative day number format


LST-PB-SEQ 3 N Sequence Number of Last Passback Contract



PRICE-EXP 1 N Price Exponent

LATRO Data Dictionary

2–434 3937 0226-942

Element Size Type Dec. Definition PRICE-I 11 S 7 Price


PURFEE-AMT 17 S 3 Purchaser Portion of Transfer Fee

SELFEE-AMT 17 S 3 Seller Portion of Transfer Fee

STL-RDN 5 N Settlement Date

TOTFEE-AMT 17 S 3 Total Fee Amount

TOTTRD-AMT 17 S 3 Total Traded Amount

TRADE-SEQ 6 N Trade Sequence

TRADE-STAT 1 A Trade Status

TRADE-TYPE 1 A Trade Type


TRD-RDN 5 N Trade Date (Relative Day Number)


UPD-RDN-TM 13 N Update Time

USER-CODE 10 A User Code of Updating User

VERSION 2 A Version

Profiles

PROFILE: LATROCNSQ PROFILE: LATROCNVR

COMPONENT; LATRO COMPONENT; LATRO

ORDINATE; FACILITYNO ORDINATE; CONTRACTNO


ORDINATE; STL-RDN

ORDINATE; TRADE-SEQ

PROFILE: LATRODTCN PROFILE: LATROFCCN

COMPONENT; LATRO COMPONENT; LATRO

ORDINATE; TRD-RDN ORDINATE; FACILITYNO



Data Dictionary LATSO

3937 0226-942 2–435

LATSO

Loan Administration – Trade Counterparty Settlement

Type = Memo

Element Size Type Dec. Definition AGENT 12 A Agent

CCY 4 A Currency




VERSION 2 A Version

Profiles

PROFILE: LATSOCNVR

COMPONENT; LATSO


ORDINATE; VERSION

ORDINATE; CCY

ORDINATE; PAY-RCV

LATTO Data Dictionary

2–436 3937 0226-942

LATTO

Loan Administration – Temporary Tranche Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Tranche Total Amount


CCY 4 A Currency


DEF-CON 12 N Default Contract Number




LST-PT-SEQ 6 N Last Participant Sequence Number





Profiles

PROFILE: LATTOCMNO PROFILE: LATTOFATR

COMPONENT; LATTO COMPONENT; LATTO

ORDINATE; TRANCHENO ORDINATE; FACILITYNO

ORDINATE; TRANCHENO

Data Dictionary LAUSO

3937 0226-942 2–437

LAUSO

Loan Administration - Update Status

Type = Memo


GENFEE-IND 1 A General fee indicator

INIT-STN 17 A Initiating station


OPEN-TYPE 1 A Stand Alone Fee Open Indicator

REQ-RDN 5 N Requested Date (Relative Day Number)

REQ-TIME 8 N Requested Time

REQ-USER 10 A Requesting user

SOFTLOCK 2 A Soft Lock Flag


UPD-RDN 5 N Updated date in relative day number format

UPD-STATUS 1 A Update Status

UPD-TIME 8 N Updated time

USER-CODE 10 A Current Owning User

Profiles

PROFILE: LAUSOCNNO PROFILE: LAUSOSDTC

COMPONENT; LAUSO COMPONENT; LAUSO

ORDINATE; GENFEE-IND ORDINATE; UPD-STATUS

ORDINATE; CONTRACTNO ORDINATE; REQ-RDN

ORDINATE; REQ-TIME


PROFILE: LAUSOUSNO

COMPONENT; LAUSO

ORDINATE; USER-CODE

ORDINATE; UPD-STATUS


LAXFD Data Dictionary

2–438 3937 0226-942

LAXFD

Loan Administration - Participation Transfer Details

Type = Memo

Element Size Type Dec. Definition EFF-DTE 6 N Effective Date


FR-AMT-BEF 17 S 3 From Amount Beneficiary

TO-AMT-BEF 17 S 3 To Amount Beneficiary

TO-ZER-FEE 1 A Zero Fee Indicator


XFR-AMT 17 S 3 From Amount

XFR-CCY 4 A From Currency

XFR-CNNO 12 N From Contract Number

XFR-NO 4 N Transfer Number

XFR-PROD 6 A Transfer Product

XFR-TYPE 1 A Transfer Type

Profiles

PROFILE: LAXFDFDX

COMPONENT; LAXFD

ORDINATE; TRANCHENO

ORDINATE; EFF-RDN

ORDINATE; XFR-NO

ORDINATE; XFR-TYPE

ORDINATE; XFR-PROD

ORDINATE; XFR-CNNO

Data Dictionary LAXFH

3937 0226-942 2–439

LAXFH

Loan Administration – Participant Transfer Header

Type = Memo

Element Size Type Dec. Definition EFF-DTE 6 N Effective Date


FR-PTC-SEQ 6 N From Participant Sequence

TO-PTC-SEQ 6 N To Participant Sequence


XFR-CNFRMD 1 A Transfer Confirmation Indicator

XFR-NO 4 N From Number

Profiles

PROFILE: LAXFHFDX

COMPONENT; LAXFH

ORDINATE; TRANCHENO

ORDINATE; EFF-RDN

ORDINATE; XFR-NO

LAXRF Data Dictionary

2–440 3937 0226-942

LAXRF

Loan Administration – Facility Cross Reference Dataset

Type = Memo

Element Size Type Dec. Definition ATH-MODE 1 A Authority Mode


DEF-TCH-NO 12 N Default Tranche Contract Number

STN-ID 17 A Station ID

UPD-STATUS 1 A Update Status

USER-CODE 10 A Usercode

VERSION 2 A Version


Profiles

PROFILE: LAXRFCNVR PROFILE: LAXRFUSCN

COMPONENT; LAXRF COMPONENT; LAXRF

ORDINATE; CONTRACTNO ORDINATE; USER-CODE

ORDINATE; VERSION ORDINATE; XCONTRACTNO

PROFILE: LAXRFUSOC

COMPONENT; LAXRF

ORDINATE; USER-CODE

ORDINATE; UPD-STATUS


Data Dictionary LDEXC

3937 0226-942 2–441

LDEXC

Pending Exchange Rates

Type = Memo

Element Size Type Dec. Definition BASEX-CCY 4 A Currency of Base Rate

BSE-RATEID 7 A Base Rate ID

BUY-RATE 14 A New Buy Rate


ERRMSG 60 A Error Message produced

EXC-DATE 6 N New Exchange Date


MKT-RATEID 7 A Market Rate ID

MMKT-RATE 14 A Mid-market Rate

PIP-B1 to PIP-B20

14 A Negative or Positive Points/Cents used on the Exchange Rates (EXCHM) screen

PIP-FMT 6 A PIP Format

PIP-S1 to PIP-S20

14 A Negative or Positive Points/Cents used on the Exchange Rates (EXCHM) screen


SELL-RATE 14 A Sell Rate


Profiles

PROFILE: LDEXCGRP

COMPONENT; LDEXC

ORDINATE; XSTATUS

ORDINATE; EXCH-GRP

ORDINATE; CCY

ORDINATE; EXC-DATE

LDFTC Data Dictionary

2–442 3937 0226-942

LDFTC

Pending Futures Rate

Type = Memo

Element Size Type Dec. Definition D-MTH-YR 5 N Delivery Month/Year



RATE1 12 S 8 New Futures Rate

VAL-DATE-R 5 N New Value Date


Profiles

PROFILE: LDFTCBYDT

COMPONENT; LDFTC

ORDINATE; XSTATUS

ORDINATE; VAL-DATE-R

ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE

Data Dictionary LDOPC

3937 0226-942 2–443

LDOPC

Pending Options Rate

Type = Memo

Element Size Type Dec. Definition CALL-PUT 1 A Call/Put Indicator

D-MTH-YR 5 N Delivery Month/Year


EX-PRICEN 12 S 8 Exercise Price


RATE1 12 S 8 New Options Rate


VAL-DATE-R 5 N New Value Date

Profiles

PROFILE: LDOPCBYDT

COMPONENT; LDOPC

ORDINATE; XSTATUS

ORDINATE; VAL-DATE-R

ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE

LDPRC Data Dictionary

2–444 3937 0226-942

LDPRC

Pending Prices

Type = Memo

Element Size Type Dec. Definition ERRMSG 60 A Error Message produced


PRC-DATE 6 N New Price Start Date

PRC-PRICE 12 S 8 New Price


Profiles

PROFILE: LDPRCINRD

COMPONENT; LDPRC

ORDINATE; XSTATUS

ORDINATE; INSTRNAME

ORDINATE; PRC-DATE

Data Dictionary LDRAT

3937 0226-942 2–445

LDRAT

Pending Rates

Type = Memo

Element Size Type Dec. Definition CCY 4 A Currency Code

ERRMSG 60 A Error Message produced

RAT-DATE 6 N New Rate Start Date

RAT-RATE 12 S 8 New Rate

RTID 10 A Rate Identifier


Profiles

PROFILE: LDRATRCFT

COMPONENT; LDRAT

ORDINATE; XSTATUS

ORDINATE; RTID

ORDINATE; CCY

ORDINATE; RAT-DATE

LOCTO Data Dictionary

2–446 3937 0226-942

LOCTO

Location

Type = Memo

Element Size Type Dec. Definition ADD-LINE1 35 A Address Line1

ADD-LINE2 35 A Address Line2



BASE-CNTRY 4 A Base Country

BATCH-END 7 N End of Batch Number Range

BATCH-ST 7 N Start of Batch Number Range

CCY 4 A Base Currency

CHG-EX-GRP 4 A Charge Exchange Group

EMUCNVACC 12 A Euro Currency Conversion Account

EMUNSTACC 12 A Euro Nostro Conversion Account

EXRAT-GRP 4 A Exchange Rate Group

FAX-NO 15 A Fax Number

LANG 1 A Language

LIM-CCY 4 A Limit Currency

LIM-CON 17 S 3 Contract Limit

LIM-EX-GRP 4 A Exchange Group Limit


LOCLN-NAME 27 A Location Long Name

MAINBRANCH 8 A Main Branch

NET-OK 1 A Allow Netting Indicator

STAREP-CCY 4 A Statutory Reporting Currency

STL-EX-GRP 4 A Settlement Exchange Group

STP-CNT 1 A Allow Straight Through Processing (STP) of Contracts

STP-CNTMAX 17 + 3 Maximum Value of STP Contracts


STP-INBMAX 17 + 3 Maximum Value of STP Inbound Payments


STP-OTBMAX 17 + 3 Maximum Value of STP Outbound Payments

Data Dictionary LOCTO

3937 0226-942 2–447

Element Size Type Dec. Definition TEL-NO 15 A Telephone Number

TLX-NO 14 A Telex Number

TREA-ACCTR 8 a Treasury Accounting Centre

Profiles

PROFILE: LOCTOALL

COMPONENT; LOCTO

ORDINATE; LOCATION

LOGEN Data Dictionary

2–448 3937 0226-942

LOGEN

Log of LOGEX Error Numbers

Type = Memo


SCREENNAM 5 A Screen Name

SEQ-NUMBER 12 N Sequence Number

Data Dictionary LOGEX

3937 0226-942 2–449

LOGEX

Log of Exceptions

Type = Memo












END-DATE 6 N End Date






MAINT-FLD 3 A Maintenance Field

OTH-CN-NO 12 N Other Contract Number

OTHERR-IND 1 A Other Error Indicator


SCREEN-RQD 5 A Required Screen

SEQ-NUMBER 12 N Sequence Number

STATIONID 17 A Station ID

UPD-SCREEN 5 A Updated Screen


XSTATUS 1 A Status

LOGEX Data Dictionary

2–450 3937 0226-942

Profiles

PROFILE: LOGEXCNFN PROFILE: LOGEXDTCN

COMPONENT; LOGEX COMPONENT; LOGEX

ORDINATE; CONTRACTNO ORDINATE; INPUT-REL

ORDINATE; MAINT-FLD ORDINATE; INPUT-TIME

ORDINATE; INPUT-REL ORDINATE; CONTRACTNO

ORDINATE; INPUT-TIME

Data Dictionary LPLNM

3937 0226-942 2–451

LPLNM

Limit Projection Lines

Type = Standard

Element Size Type Dec. Definition LP-DAYS1 4 N Period 1

LP-DAYS2 4 N Period 2



LP-LINENM 8 A Line Name

LP-PC1 5 N 2 Percentage Number 1




LTDRY Data Dictionary

2–452 3937 0226-942

LTDRY

Limit’s Event Structure

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Undrawn Amount

AMOUNT2 17 S 3 Outstanding Amount

AMOUNT6 17 S 3 Undrawn Change Amount (Nett)

AMOUNT10 17 S 3 Limit Amount

AMOUNT11 17 S 3 Limit Change Amount (Positive Value = Limit Increase, Negative Value = Limit Decrease, Zero on Start Event)

AMOUNT14 17 S 3 Positive Undrawn Change Amount (Repayment)

AMOUNT15 17 S 3 Negative Undrawn Change Amount (Disbursement)

AS-OF-DATE 6 N As of Date

CCY-1 4 A Currency



LOAN-COUNT 3 N Loan Count

L-TYPE 3 A Loan Type

MANUAL-FLG 1 A Manual Flag




VERSION 2 A Version

Profiles

PROFILE: LTDRYMBDT PROFILE: LTDRYUBDT

COMPONENT; LTDRY COMPONENT; LTDRY




ORDINATE; CLIENT-NO ORDINATE; REL-DAY

ORDINATE; PTC-SEQ

ORDINATE; REL-DAY

Data Dictionary MISTH

3937 0226-942 2–453

MISTH

Securities Static Header Structure

Type = Memo


CALC-METH 2 A Yield Calculation Method

CASHBACK 1 A Cash Back Indicator


CERT-DP 1 A Certificate of Deposit Indicator





CLIENT-NO 8 N Issuer Client

CLIENT-NO1 8 N Client Number 1

CLOSE-DATE 6 N Closing Date

CNTDEL-CNT 6 N Deleted Contracts Count


CNTRCT-CNT 6 N Input Contracts Count

CNTRCTSTAT 1 A Contract Status

CONT-LAW 4 A Controlling Law

CPN-DATE1 6 N First Coupon Date

CPN-FREQI 6 N Coupon Frequency

CPNHOL-MOD 1 A Coupon Modification Method

CPNMOD-CHK 4 A Coupon Country Code

CRE-RELDAY 5 N Creation Date (Relative Date Form)

CR-RATEX 14 S 10 Withholding Tax

DEC-IN-PRC 1 N Decimals in Price

DEFAULT-ID 12 A Default Identifier


EFF-RDN 5 N Effective Date

END-DATE 6 N Redemption Date

EXDIV 2 N Ex Dividend

MISTH Data Dictionary

2–454 3937 0226-942

Element Size Type Dec. Definition EXDIV-IND 1 A Ex-Dividend Indicator

HDR1-INPUT 1 A Static Header 1 Completed Flag

HDR2-INPUT 1 A Static Header 2 Complete Flag


HOLMOD-CHK 4 A Holiday Modification Method


INSTRCHGNO 2 N Instrument Change Number

INSTR-DESC 36 A Instrument Description


INSTRNEWID 12 A New Instrument Identifier

INSTR-STAT 1 A Instrument Status

INT-BASIS 3 N Interest Basis

ISIN-NO 12 A ISIN Number

ISS-MARKET 10 A Issue Market

MIN-DENOM 17 S 3 Minimum Denomination

N-PRODTYPE 6 A New Product Type

PD-AMT-TYP 1 A Premium/Discount Amortisation Type


PROG 12 A Issue Program

PUR-PL-UPD 1 A Indicator of Purchase Profit/Loss Update


RATEX1 14 S 10 Repurchase Price

REP-DENOM 17 S 3 Representative Denomination

REPUR-GUAR 1 A Repurchase Guarantee

RNDG-METH 2 A Rounding Method

RPY-DATE1 6 N First Repayment Date

RPY-FREQI 6 N Repayment Frequency

RPYHOL-MOD 1 A Holiday Modification Method for Repayment

RPYMOD-CHK 4 A Holiday Country Check Code for Repayment

RTE-NAME 7 A Market Rate Name

SIGNATORY 7 A Signatory


START-DATE 6 N Issue Date

STLMT-DAYS 2 N Settlement Days

Data Dictionary MISTH

3937 0226-942 2–455

Element Size Type Dec. Definition TAX-CHGD 7 A Date of Withholding Tax Change

TAX-CHGT 8 N Time of Withholding Tax Change

TAX-CHGU 10 A User that Changed Withholding Tax

UPDFRM-RDN 5 N Update From Date (Relative Date Form)

USERCODE 10 A Last Update User

YLD-BASIS 3 N Yield Basis

Profiles

PROFILE: MISTHINNM PROFILE: MISTHSTNM

COMPONENT; MISTH COMPONENT; MISTH

ORDINATE; INSTRNAME ORDINATE; CNTRCTSTAT

DO WHEN; INSTR-STAT NOT = (N) ORDINATE; INSTRNAME

PROFILE: MISTHNWID PROFILE: MISTHNMEF

COMPONENT; MISTH COMPONENT; MISTH

ORDINATE; INSTRNEWID ORDINATE; INSTRNAME

ORDINATE; EFF-RDN

MRATM Data Dictionary

2–456 3937 0226-942

MRATM

Market Interest Rates

Type = Memo

Element Size Type Dec. Definition CCY-1 4 A Currency 1

DATE-1 6 N Date 1

DATE-IN 5 N Date Order Input (Relative Date Form)

DELET-IND 1 A Deleted Indicator

INT-AT-MAT 1 A Interest at Maturity Indicator

RATE-1 14 A Rate 1


RATEX1 14 S 10 Rate 1 (Internal Format)

REL-DAY 5 N Effective Date (Relative Date Form)


Profiles

PROFILE: MRATMCYRT

COMPONENT; MRATM

ORDINATE; CCY-1

ORDINATE; RATE-ID

ORDINATE; DATE-IN

ORDINATE; REL-DAY

Data Dictionary MT100

3937 0226-942 2–457

MT100

MT100 Data Storage Structure

Type = Memo

Element Size Type Dec. Definition ACC-BANK-A 35 A Account With Bank Line 1

ACC-BANK-B 35 A Account With Bank Line 2

ACC-BANK-C 35 A Account With Bank Line 3

ACC-BANK-D 35 A Account With Bank Line 4

ACC-BANK-E 35 A Account With Bank Line 5

ACC-BANK-O 1 A Account With Bank Indicator

BEN-CUST-A 35 A Beneficiary Customer Line 1

BEN-CUST-B 35 A Beneficiary Customer Line 2

BEN-CUST-C 35 A Beneficiary Customer Line 3

BEN-CUST-D 35 A Beneficiary Customer Line 4

BEN-CUST-E 35 A Beneficiary Customer Line 5

BEN-CUST-O 1 A Beneficiary Customer Indicator

BNK-OP-CDE 4 A Bank Operation Code

BTOB-INF-A 35 A Bank to Bank Information Line 1

BTOB-INF-B 35 A Bank to Bank Information Line 2

BTOB-INF-C 35 A Bank to Bank Information Line 3

BTOB-INF-D 35 A Bank to Bank Information Line 4

BTOB-INF-E 35 A Bank to Bank Information Line 5

BTOB-INF-F 35 A Bank to Bank Information Line 6

CCY-CODE 3 A Currency

CHARGE-AMT 23 A Charge Amount



DEST-CODE 11 A Destination Code

INCOME-REF 16 A Incoming Reference

INSTRCT-CD 35 A Instruction Code

INTERMED-A 35 A Intermediary Line 1

INTERMED-B 35 A Intermediary Line 2

INTERMED-C 35 A Intermediary Line 3

MT100 Data Dictionary

2–458 3937 0226-942

Element Size Type Dec. Definition INTERMED-D 35 A Intermediary Line 4

INTERMED-E 35 A Intermediary Line 5

INTERMED-O 1 A Intermediary Indicator

MT100-OKAY 1 A Mandatory Fields Pass Validation

MT103-IND 1 A Produce MT103 Message Indicator

MT-CHARGE 3 A Charges

ORD-BANK-A 35 A Ordering Bank Line 1

ORD-BANK-B 35 A Ordering Bank Line 2

ORD-BANK-C 35 A Ordering Bank Line 3

ORD-BANK-D 35 A Ordering Bank Line 4

ORD-BANK-E 35 A Ordering Bank Line 5

ORD-BANK-O 1 A Ordering Bank Indicator

ORD-CUST-A 35 A Ordering Customer Line 1

ORD-CUST-B 35 A Ordering Customer Line 2

ORD-CUST-C 35 A Ordering Customer Line 3

ORD-CUST-D 35 A Ordering Customer Line 4

ORD-CUST-E 35 A Ordering Customer Line 5

ORD-CUST-O 1 A Ordering Customer Indicator

ORIG-AMT 23 A Original Amount


PAY-AMOUNT 23 A Amount

PAY-DET-A 35 A Details of Payment Line 1

PAY-DET-B 35 A Details of Payment Line 2

PAY-DET-C 35 A Details of Payment Line 3

PAY-DET-D 35 A Details of Payment Line 4

RATE-1 14 A Exchange Rate

RCV-BANK-A 35 A Receivers Correspondent Bank Line 1

RCV-BANK-B 35 A Receivers Correspondent Bank Line 2

RCV-BANK-C 35 A Receivers Correspondent Bank Line 3

RCV-BANK-D 35 A Receivers Correspondent Bank Line 4

RCV-BANK-E 35 A Receivers Correspondent Bank Line 5

RCV-BANK-O 1 A Receivers Correspondent Bank Indicator

REG-REP-A 35 A Regulatory Reporting Line 1

REG-REP-B 35 A Regulatory Reporting Line 2


3937 0226-942 2–459

Element Size Type Dec. Definition REG-REP-C 35 A Regulatory Reporting Line 3

SND-BANK-A 35 A Senders Correspondent Bank Line 1

SND-BANK-B 35 A Senders Correspondent Bank Line 2

SND-BANK-C 35 A Senders Correspondent Bank Line 3

SND-BANK-D 35 A Senders Correspondent Bank Line 4

SND-BANK-E 35 A Senders Correspondent Bank Line 5

SND-BANK-O 1 A Senders Correspondent Bank Indicator




THRD-REM-A 35 A Third Correspondent Bank Line 1

THRD-REM-B 35 A Third Correspondent Bank Line 2

THRD-REM-C 35 A Third Correspondent Bank Line 3

THRD-REM-D 35 A Third Correspondent Bank Line 4

THRD-REM-E 35 A Third Correspondent Bank Line 5

THRD-REM-O 1 A Third Correspondent Bank Indicator

TRAN-CDE 3 A Transaction Code

TRN-REF 16 A Transaction Reference


Profiles

PROFILE: MT100CNNO PROFILE: MT100SONO

COMPONENT; MT100 COMPONENT; MT100

ORDINATE; CONTRACTNO ORDINATE; STNORD-NO


MT202 Data Dictionary

2–460 3937 0226-942

MT202

MT202 Data Storage Structure

Type = Memo

Element Size Type Dec. Definition ACC-BANK-A 35 A Account With Bank Line 1

ACC-BANK-B 35 A Account With Bank Line 2

ACC-BANK-C 35 A Account With Bank Line 3

ACC-BANK-D 35 A Account With Bank Line 4

ACC-BANK-E 35 A Account With Bank Line 5

ACC-BANK-O 1 A Account With Bank Indicator

BEN-BANK-A 35 A Beneficiary Bank Line 1

BEN-BANK-B 35 A Beneficiary Bank Line 2

BEN-BANK-C 35 A Beneficiary Bank Line 3

BEN-BANK-D 35 A Beneficiary Bank Line 4

BEN-BANK-E 35 A Beneficiary Bank Line 5

BEN-BANK-O 1 A Beneficiary Bank Indicator

BTOB-INF-A 35 A Bank to Bank Information Line 1

BTOB-INF-B 35 A Bank to Bank Information Line 2

BTOB-INF-C 35 A Bank to Bank Information Line 3

BTOB-INF-D 35 A Bank to Bank Information Line 4

BTOB-INF-E 35 A Bank to Bank Information Line 5

BTOB-INF-F 35 A Bank to Bank Information Line 6

CCY-CODE 3 A Currency


DEST-CODE 11 A Destination Code

INCOME-REF 16 A Incoming Reference

INT-BANK-A 35 A Intermediary Bank Line 1

INT-BANK-B 35 A Intermediary Bank Line 2

INT-BANK-C 35 A Intermediary Bank Line 3

INT-BANK-D 35 A Intermediary Bank Line 4

INT-BANK-E 35 A Intermediary Bank Line 5

INT-BANK-O 1 A Intermediary Bank Indicator

MT202-OKAY 1 A Mandatory Fields Pass Validation


3937 0226-942 2–461

Element Size Type Dec. Definition ORD-BANK-A 35 A Ordering Bank Line 1

ORD-BANK-B 35 A Ordering Bank Line 2

ORD-BANK-C 35 A Ordering Bank Line 3

ORD-BANK-D 35 A Ordering Bank Line 4

ORD-BANK-E 35 A Ordering Bank Line 5

ORD-BANK-O 1 A Ordering Bank Indicator

PAY-AMOUNT 23 A Amount

RCV-BANK-A 35 A Receivers Correspondent Bank Line 1

RCV-BANK-B 35 A Receivers Correspondent Bank Line 2

RCV-BANK-C 35 A Receivers Correspondent Bank Line 3

RCV-BANK-D 35 A Receivers Correspondent Bank Line 4

RCV-BANK-E 35 A Receivers Correspondent Bank Line 5

RCV-BANK-O 1 A Receivers Correspondent Bank Indicator

RELAT-REF 16 A Related References

SND-BANK-A 35 A Senders Correspondent Bank Line 1

SND-BANK-B 35 A Senders Correspondent Bank Line 2

SND-BANK-C 35 A Senders Correspondent Bank Line 3

SND-BANK-D 35 A Senders Correspondent Bank Line 4

SND-BANK-E 35 A Senders Correspondent Bank Line 5

SND-BANK-O 1 A Senders Correspondent Bank Indicator




TRN-REF 16 A Transaction Reference


Profiles

PROFILE: MT202CNNO PROFILE: MT202SONO

COMPONENT; MT202 COMPONENT; MT202

ORDINATE; CONTRACTNO ORDINATE; STNORD-NO


NAMDO Data Dictionary

2–462 3937 0226-942

NAMDO

Client Names and Addresses

Type = Memo








ADDRESSNO 1 N Address Number

CLIENT-NO 8 N Client-Number

COPY-ALL 1 A Default Copy Address for all contract types

COPY-CTYPE1 4 A Copy Contract type 1




FAX-NO 15 A Fax Number

LANG 1 A Language

MT940 1 A MT940 Indicator

P-CONTACT A 50 Primary Contact Name

P-EMAIL A 50 Primary Contact Email Address

P-FAX A 15 Primary Contact Fax No.


POSTCODE 10 A Postal Code

P-TELEX A 13 Primary Contact Telex No.

P-TEL-NO A 15 Primary Contact Telephone No.

S-CONTACT A 50 Secondary Contact Name

S-EMAIL A 50 Secondary Contact Email Address

S-FAX A 15 Secondary Contact Fax No.


S-TELEX A 13 Secondary Contact Telex No.

Data Dictionary NAMDO

3937 0226-942 2–463

Element Size Type Dec. Definition S-TEL-NO A 15 Secondary Contact Telephone No.


Profiles

PROFILE: NAMDOCLT PROFILE: NAMDOPOST

COMPONENT; NAMDO COMPONENT; NAMDO

ORDINATE; CLIENT-NO ORDINATE; COUNTRYX

ORDINATE; ADDRESSNO ORDINATE; POST-AREA

ORDINATE; CLIENT-NO

ORDINATE; ADDRESSNO

NKEYO Data Dictionary

2–464 3937 0226-942

NKEYO

Keys

Type = Memo

Element Size Type Dec. Definition COMPNT 5 A Component

EXFLG1 1 N EX Flag 1








EXTDTE 8 N EXT Date

EXTTIME 6 N EXT Time

FUNC 1 A Function

KEYVAL 1 A Key Value

Profiles

PROFILE: NKEYODTTM

COMPONENT; NKEYO

ORDINATE; EXTDTE

ORDINATE; EXTTIME

Data Dictionary NOFXO

3937 0226-942 2–465

NOFXO

Non Foreign Exchange Brokerage Rates

Type = Standard

Element Size Type Dec. Definition B-METH 4 A Brokerage Method



MIN-AMT 17 + 3 Minimum Amount

RATE 12 + 8 Rate


Profiles

PROFILE: NOFXOPROF

COMPONENT; NOFXO

ORDINATE; BROKER

ORDINATE; B-METH

ORDINATE; C-TYPE

NOTEO Data Dictionary

2–466 3937 0226-942

NOTEO

Notes

Type = Memo

Element Size Type Dec. Definition ALERT-KIND 3 A Alert Type





NOTE-PAD1 60 A Note 1

NOTE-PAD2 60 A Note 2



SEQNO 6 N Sequence Number






USERCODE 10 A User Code

Profiles

PROFILE: NOTEO-1 PROFILE: NOTEO-2

COMPONENT; NOTEO COMPONENT; NOTEO

ORDINATE; CONTRACTNO ORDINATE; SEQNO

ORDINATE; SEQNBR

PROFILE: NOTEO-3

COMPONENT; NOTEO

ORDINATE; NARR-CODE

Data Dictionary NSROO

3937 0226-942 2–467

NSROO

Nostros

Type = Memo


CCY 4 A Currency

CHAPS-ADDR 12 A CHAPS Address

CHIPS-ADDR 12 A CHIPS Address

CITY 4 A City

COUNTRY 4 A Country of Residence

FED-ADDR 12 A FEDWIRE Address

INCL-ACNBR 1 A Include Tag 53B in S.W.I.F.T. Messages

INT-AC-TYP 1 A Interest Account Type

INTER-ACC 12 A Interest Account

INTER-BIC 11 A Intermediary BIC code for Nostro

LONG-NAME 20 A Long Name

MT100-OVRD 1 A MT100 Override

MT202-FLAG 1 A MT202 Suppress


NOSTRONAME 8 A Nostro Name

NST-INT-AC 25 A Intermediary Related Account for Nostro

OUR-ACC 25 A Our Account Number on Their Books

PYMT-CNFM 1 A Payments/Confirmations via S.W.I.F.T.

SORTCODE 6 N Sort Code

STLCCY 4 A Settlement Currency

SWFTBANKOP 4 A S.W.I.F.T. Bank Code

SWFTEURPMT 1 A S.W.I.F.T. Euro Payment Indicator


TELEX 13 A Telex

THEIR-ACC 12 A Their Account Number

XACCOUNT 12 A Our Account Number

NSROO Data Dictionary

2–468 3937 0226-942

Profiles

PROFILE: NSROONAME PROFILE: NSROONBR

COMPONENT; NSROO COMPONENT; NSROO


ORDINATE; NOSTRONAME ORDINATE; NOSTRO

Data Dictionary NSTDO

3937 0226-942 2–469

NSTDO

Non Standard Settlement Instructions

Type = Memo

Element Size Type Dec. Definition AGENT 12 A Agent Code

AGNT-BIC 11 A BIC Agent Code

AGT-ACT1 35 A Agent Address 1



AGT-INT-AC 25 A Intermediary Related Account




INTER-ADD1 35 A Intermediary Address 1




INTER-BIC 11 A BIC Intermediary Code

PAY-RCV 1 A Payment Indicator

PRF-AGENT 25 A Preferred Account with Agent

PRF-IBAN 35 A Preferred IBAN




SORTCODE 6 N Sort Code for use by CHAPS

SORTCODEI 6 N Intermediary Sort Code for use by CHAPS


XD-REFNO 4 N Diary Reference Number

XD-TYPE 3 A Diary Type


NSTDO Data Dictionary

2–470 3937 0226-942

Profiles

PROFILE: NSTDOCNDT

COMPONENT; NSTDO


ORDINATE; PAY-RCV

ORDINATE; XREL-DAY

ORDINATE; XD-REFNO

ORDINATE; XD-TYPE

Data Dictionary NSXFO

3937 0226-942 2–471

NSXFO

Nostro Transfers

Type = Memo


AUTH-BY 10 A Authorized By


CCY-1 4 A Currency

CLS-BRANCH 8 A CLS Branch

CLS-IND 1 A Continuous Linked Settlement (CLS) Indicator

CNFPY-NO 5 N Payment number

CONTRACTO 12 N Contract Number

END-DATE 6 N Value Date

HOLIDAY 1 A Holiday Flag


INP-DAYNUM 5 N Input Date

INTER-ADDR1 35 A Intermediary Address Line 1





LSTUPDACT 1 A Last Update Action

LSTUPDDTE 5 N Last Update Date

LSTUPDTME 4 N Last Update Time

LSTUPDUSR 10 A Last Update User

MT202-FLG 1 A Produce MT202 Indicator




REL-DAY 5 N Value Date (Relative Day Number)

REV-CNTRCT 12 N Reversal Contract Number

SN-RCV-IF1 35 A Sender to Receiver Information – Line 1


NSXFO Data Dictionary

2–472 3937 0226-942

Element Size Type Dec. Definition SN-RCV-IF3 35 A Sender to Receiver Information – Line 3





STATUS 1 A Transaction Status



Profiles

PROFILE: NSXFOCNTR PROFILE: NSXFODTCY

COMPONENT; NSXFO COMPONENT; NSXFO

ORDINATE; CONTRACTO ORDINATE; REL-DAY

ORDINATE; CCY-1

ORDINATE; CONTRACTO

PROFILE: NSXFOSTAT PROFILE: NSXFODATE

COMPONENT; NSXFO COMPONENT; NSXFO

ORDINATE; STATUS ORDINATE; REL-DAY

ORDINATE; CONTRACTO ORDINATE; CONTRACTO

Data Dictionary NTACO

3937 0226-942 2–473

NTACO

Netting Agreement - Currency Cut-Off Date Control

Type = Memo


CCY 4 A Currency


CUTOFFDAYS 2 N Cut-Off Days

CUTOFFDTE 6 N Cut-Off Date

CUTOFFRDN 5 N Cut-Off Date (Relative Date Format)

CUTOFFTIME 6 N Cut-Off Time

LASTCUTOFF 6 N Previous Cut-Off Date

LASTCUTRDN 5 N Previous Cut-Off Date (Relative Date Format)

LASTCUTTME 6 N Previous Cut-Off Time

NET-ID 8 A Netting Type Identifier

SOFTLOCK 2 N Softlock


VALUE-RDN 5 N Value Date (Relative Date Format)

Profiles

PROFILE: NTACOCLNT

COMPONENT; NTACO

ORDINATE; BRANCH

ORDINATE; CLIENT-NO

ORDINATE; NET-ID

ORDINATE; CCY

NTAGO Data Dictionary

2–474 3937 0226-942

NTAGO

Client Netting Agreement

Type = Memo



CUTOFFDAYS 2 N Default Currency Cut-Off Days

END-DATE 6 N Agreement End Date

END-RDN 5 N Agreement End Date (Relative Date Format)

LISTALLSTL 1 A List constituent Settlements in MT299 Netting confirmation




START-RDN 5 N Start Date (Relative Date Format)

Profiles

PROFILE: NTAGOCLNT

COMPONENT; NTAGO

ORDINATE; BRANCH

ORDINATE; CLIENT-NO

ORDINATE; NET-ID

Data Dictionary NTALO

3937 0226-942 2–475

NTALO

Netting Agreement - Currency Cut-Off Dates

Type = Memo


CCY 4 A Currency


CUTOFFDTE 6 N Cut-Off Date

CUTOFFRDN 5 N Cut-Off Date (Relative Date Format)




VALUE-RDN 5 N Value Date (Relative Date Format)

Profiles

PROFILE: NTALOCLNT

COMPONENT; NTALO

ORDINATE; BRANCH

ORDINATE; CLIENT-NO

ORDINATE; NET-ID

ORDINATE; CCY

ORDINATE; CUTOFFRDN

ORDINATE; VALUE-RDN

NTAPO Data Dictionary

2–476 3937 0226-942

NTAPO

Client Netting Agreement - Product

Type = Memo





Profiles

PROFILE: NTAPOCLNT

COMPONENT; NTAPO

ORDINATE; BRANCH

ORDINATE; CLIENT-NO

ORDINATE; NET-ID

ORDINATE; PROD-CODE

Data Dictionary NTBRO

3937 0226-942 2–477

NTBRO

Netting Type to Accounting Centre Linkage

Type = Memo



Profiles

PROFILE: NTBROTYPE

COMPONENT; NTBRO

ORDINATE; BRANCH

ORDINATE; NET-ID

NTTPO Data Dictionary

2–478 3937 0226-942

NTTPO

Netting Type to Product Linkage

Type = Memo

Element Size Type Dec. Definition NET-ID 8 A Netting Type Identifier


Profiles

PROFILE: NTTPOTYPE

COMPONENT; NTTPO

ORDINATE; NET-ID

ORDINATE; PROD-CODE

Data Dictionary NTTXO

3937 0226-942 2–479

NTTXO

Client Netting Details

Type = Memo


CCY 4 A Currency


CNFPY-NO 5 N Confirmation Payment Sequence Number


INS-DATE 14 A Instruction Date

NET-CUTRDN 5 N Netting Cut-Off Date (Relative Date Format)



PAY-NOSTRO 3 N Pay Nostro


RCV-NOSTRO 3 N Receive Nostro

REL-DAY 5 N Start Value Date (Relative Date Format)

TEMPFLAG 1 A Temporary Record Indicator

TEXT-1 50 A Instruction (Line 1)




Profiles

PROFILE: NTTXONET PROFILE: NTTXOCNNO

COMPONENT; NTTXO COMPONENT; NTTXO


ORDINATE; NET-CUTRDN

ORDINATE; CLIENT-NO

ORDINATE; NET-ID

ORDINATE; REL-DAY

ORDINATE; CCY


NTTXO Data Dictionary

2–480 3937 0226-942

PROFILE: NTTXODTCN

COMPONENT; NTTXO

ORDINATE; REL-DAY


Data Dictionary NTTYO

3937 0226-942 2–481

NTTYO

Netting Type

Type = Memo

Element Size Type Dec. Definition COMP-PAIR 1 A Comprehensive/Paired Indicator

END-DATE 6 N Obsolete Date

END-RDN 5 N Obsolete Date (Relative Date Format)

EVENT-CNT 1 A Event/Contract Indicator


NOV-SET 1 A Novation/Settlement Indicator

SOFTLOCK 2 A Softlock

Profiles

PROFILE: NTTYOTYPE

COMPONENT; NTTYO

ORDINATE; NET-ID

NWPTR Data Dictionary

2–482 3937 0226-942

NWPTR

Network Parameters

Type = Table

Element Size Type Dec. Definition CHAPS-INB 1 A Allow Inbound Straight Through Processing (STP) - CHAPS

CHAPS-INBM 17 + 3 Maximum Value of Inbound STP for CHAPS

CHAPS-MSG 1 A CHAPS Message Indicator

CHAPS-OTB 1 A Allow Outbound STP for CHAPS

CHAPS-OTBM 17 + 3 Maximum Value of Outbound STP for CHAPS

CHAPS-PRI 1 N CHAPS Priority

CHIPS-INB 1 A Allow Inbound STP for CHIPS

CHIPS-INBM 17 + 3 Maximum Value of Inbound STP for CHIPS

CHIPS-MSG 1 A CHIPS Message Indicator

CHIPS-OTB 1 A Allow Outbound STP for CHIPS

CHIPS-OTBM 17 + 3 Maximum Value of Outbound STP for CHIPS

CHIPS-PRI 1 N CHIPS Priority

FAX-INB 1 A Allow Inbound STP for Fax

FAX-INBM 17 + 3 Maximum Value of Inbound STP for Fax

FAX-MSG 1 A Fax Message Indicator

FAX-OTB 1 A Allow Outbound STP for Fax

FAX-OTBM 17 + 3 Maximum Value of Outbound STP for Fax

FAX-PRI 1 N Fax Priority

FEDW-INB 1 A Allow Inbound STP for Fedwire

FEDW-INBM 17 + 3 Maximum Value of Inbound STP for Fedwire

FEDW-MSG 1 A Fedwire Message Indicator

FEDW-OTB 1 A Allow Outbound STP for Fedwire

FEDW-OTBM 17 + 3 Maximum Value of Outbound STP for Fedwire

FEDW-PRI 1 N Fedwire Priority

NW-REC-ID 1 A Network Record Identifier

PAPER-INB 1 A Allow Inbound STP for Paper

PAPER-INBM 17 + 3 Maximum Value of Inbound STP for Paper

PAPER-OTB 1 A Allow Inbound STP for Paper

PAPER-OTBM 17 + 3 Maximum Value of Inbound STP for Paper

Data Dictionary NWPTR

3937 0226-942 2–483

Element Size Type Dec. Definition SWFT-INB 1 A Allow Inbound STP for S.W.I.F.T.

SWFT-INBM 17 + 3 Maximum Value of Inbound STP for S.W.I.F.T.

SWFT-MSG 1 A S.W.I.F.T. Message Indicator

SWFT-OTB 1 A Allow Outbound STP for S.W.I.F.T.

SWFT-OTBM 17 + 3 Maximum Value of Outbound STP for S.W.I.F.T.

SWFT-PRI 1 N S.W.I.F.T. Priority

TELEX-INB 1 A Allow Inbound STP for Telex

TELEX-INBM 17 + 3 Maximum Value of Inbound STP for Telex

TELEX-MSG 1 A Telex Message Indicator

TELEX-OTB 1 A Allow Outbound STP for Telex

TELEX-OTBM 17 + 3 Maximum Value of Outbound STP for Telex

TELEX-PRI 1 N Telex Priority

OPACC Data Dictionary

2–484 3937 0226-942

OPACC

Authorised Operations

Type = Memo



SEC-INDS 20 A Security Indicators

Profiles

PROFILE: OPACCBYGP PROFILE: OPACCSNAM

COMPONENT; OPACC COMPONENT; OPACC

ORDINATE; ACCESSGRP ORDINATE; SCREENNAM

ORDINATE; ACCESSGRP

Data Dictionary OPCIC

3937 0226-942 2–485

OPCIC

Indirect Cost Allocation Table

Type = Memo

Element Size Type Dec. Definition DEPT-1 8 A Accounting Centre 1

DEPT-2 8 A Accounting Centre 2




























OPCIC Data Dictionary

2–486 3937 0226-942

Element Size Type Dec. Definition DEPT-30 8 A Accounting Centre 30



IC-ACC 12 A Indirect Cost Account

IC-BRAN 8 A Indirect Cost Accounting Centre

IC-DATE 6 N Indirect Cost Date

IC-RELDAY 5 N Indirect Cost Date (Relative Date Form)


Profiles

PROFILE: OPCICACDT

COMPONENT; OPCIC

ORDINATE; IC-BRAN

ORDINATE; IC-ACC

ORDINATE; IC-RELDAY

Data Dictionary OPERS

3937 0226-942 2–487

OPERS

Operations Table

Type = Standard

Element Size Type Dec. Definition OPNO 6 N Operation Number


XDESC 40 A Description

ORPMR Data Dictionary

2–488 3937 0226-942

ORPMR

Off-Line Report Control

Type = Standard

Element Size Type Dec. Definition L-BOD-DAY 5 N Latest Beginning-Of-Day (Relative Day Format)

L-EOD-DAY 5 N Latest End-Of-Day (Relative Day Format)

MAXMLIM 6 N Maximum Mix Limit

NONWK-IND 1 A Indication of Whether Processing is Allowed on Non-Working Days

NWK-OFFDAY 5 N Offline Dates for Non-Working Periods (Relative Day Format)

NWK-OFFDTE 6 N Offline Dates for Non-Working Periods

NWK-ON-DAY 5 N Online Dates for Non-Working Periods (Relative Day Format)

NWK-ON-DTE 6 N Online Dates for Non-Working Periods

ON-LSTDAY 5 N Latest Date for Overnight Cycle (Relative Day Format)

ON-LSTDTE 6 N Latest Date for Overnight Cycle

ON-NXTDAY 5 N Next Date for Overnight Cycle (Relative Day Format)

ON-NXTDTE 6 N Next Date for Overnight Cycle

ON-PHASE-A 1 A Phase A Status

ON-PHASE-B 1 A Phase B Status

ON-PHASE-C 1 A Phase C Status

ON-PHASE-D 1 A Phase D Status

ON-PHASE-E 1 A Phase E Status

REC-ID 1 A Record Identifier

RUN-NUM 2 N Number of Current Retail Run During Non-Working Period

RUN-STATUS 1 N Overnight Run Status (see below)

RUN-TOTAL 2 N Total Number of Retail Runs During Current Non-Working Period

XSTATUS 1 A Current Status (Phase) of Overnight Run

Data Dictionary ORPMR

3937 0226-942 2–489

RUN-STATUS values are:

1 Creating RPMTR records from OPMTR

2 Running Reports

3 Waiting for Next Manual Run in Holiday/Weekend period

4 Overnight Completed

ORTOP Data Dictionary

2–490 3937 0226-942

ORTOP

Off-Line Report Options

Type = Standard

Element Size Type Dec. Definition OCCUR-NO 2 N Number of Occurrences

OPTION-NO 2 N Option Number

ORIGSTN 17 A Originating Station


REQUEST-NO 6 N Request-Number

XOPTION 36 A Option

Profiles

PROFILE: ORTOPRQNO

COMPONENT; ORTOP

ORDINATE; REQUEST-NO

ORDINATE; OPTION-NO

Data Dictionary ORTPO

3937 0226-942 2–491

ORTPO

Off-Line Report Parameters

Type = Memo


FORMATNO 1 N Format Number

FREQ-INT 6 N Frequency Interval

HOL-IND 1 A Indicator for Running During Non-Working Period

LAST-RUN 6 N Date of Last Run


NO-LINES 2 N Number of Lines for Printed Page

OMITTNIGHT 1 A Omit Tonight

ON-PHASE 1 A Overnight Phase

OPT-OVER 1 A Options Override


ORSTATUS 1 A Offline Status

PRINTER-ID 17 A Printer Identifier



REPOUTDEV 2 A Output Device


SING-IND 1 A Single Process Indicator

TEMPTNIGHT 1 A Include Tonight Only


Profiles

PROFILE: ORTPOPHRQ PROFILE: ORTPOOSTR

COMPONENT; ORTPO COMPONENT; ORTPO

ORDINATE; ON-PHASE ORDINATE; REQUEST-NO


OTCO Data Dictionary

2–492 3937 0226-942

OTCO

Order Transport – Client Order Details

Type = Memo

Element Size Type Dec. Definition CCYSTL 4 A Settlement Currency

CLT-QTY 16 S 7 Client Quantity

CLT-QTY-D 15 A Client Quantity

CNF-QTY 16 S 7 Confirmed Quantity

CNF-QTY-D 15 A Confirmed Quantity

COMPC 12 N 8 Commission Percentage

COMPC-DSP 14 A Commission Percentage

COMVAL 17 S 3 Commission Amount

COMVALDSP 23 A Commission Amount

CSD 8 A Depository



EXR-RATE 12 S 8 Exchange Rate

EXR-RATE-1 14 A Exchange Rate 1

OT-CANIND 1 A Order Transport Cancel Indicator

OT-ORDNUM 12 N Order Transport Order Number


RCVD-RDN 5 N Received Date (Relative Day Format)

RCVD-TIME 4 N Received Time






Data Dictionary OTCO

3937 0226-942 2–493

Profiles

PROFILE: OTCO-1 PROFILE: OTCO-2

COMPONENT; OTCO COMPONENT; OTCO

ORDINATE; PORT-ID ORDINATE; OT-ORDNUM

ORDINATE; OT-ORDNUM ORDINATE; PORT-ID

OTDSO Data Dictionary

2–494 3937 0226-942

OTDSO

Order Transport – Dealing Slip Request

Type = Memo

Element Size Type Dec. Definition OT-ORDNUM 12 N Order Transport Order Number

RNTFLG 1 A Return Flag



Profiles

PROFILE: OTDSO-1

COMPONENT; OTDSO

ORDINATE; SYSETYSTPD

ORDINATE; SYSETYSTPT

ORDINATE; OT-ORDNUM

Data Dictionary OTGO

3937 0226-942 2–495

OTGO

Order Transport – General Order Details

Type = Memo

Element Size Type Dec. Definition BGHT-SOLD 1 A Buy/Sell Indicator


CCYLIST 4 A List Currency


CNF-QTY-D 15 A Confirmed Quantity

DEALER 4 A Dealer


LMT-GTC 1 A Good Until Cancelled Limit Indicator

LMT-PRC 17 S 8 Price Limit

LMT-PRCDSP 13 A Limit Price Display

LMT-RDN 5 N Limit date (Relative Day Format)

LMT-TIME 4 N Limit Time

MIN-QTY 16 S 7 Minimum Quantity

MIN-QTY-D 15 A Minimum Quantity

ORDNUM-C 12 N Order Number C

ORDNUM-N 12 N Order Number N

ORDNUM-P 12 N Order Number P

ORD-QTY 16 S 7 Order Quantity

ORD-QTY-D 15 A Order Quantity

OT-CANRSN 30 A Cancelled Reason

OT-DLGCDE 3 A Dealer Code

OT-EXUNUM 12 N Execution Number

OT-INS-BO 60 A Back Office Instructions

OT-INS-DLR 60 A Dealer Instructions

OT-INS-FX 60 A FX Instructions

OT-ORDNUM 12 N Order Number

OT-ORDSTS 3 A Order Status

PFLCNT 3 N Client Portfolio

PFMCDEORG 4 A Portfolio Manager Code

OTGO Data Dictionary

2–496 3937 0226-942

Element Size Type Dec. Definition SE-CDE 3 A Stock Exchange Code

STK-ID 7 A Stock ID

STP-PRC 17 S 8 Stop Price

STP-PRCDSP 13 A Stop Price in Display Format

STRT-RDN 5 N Start Date (Relative Day Format)



SYSCANSTPD 5 N System Cancelled Date

SYSCANSTPT 8 N System Cancelled Time



SYSSTBSTPD 5 N Order Taken By Date

SYSSTBSTPT 8 N Order Taken By Time

Profiles

PROFILE: OTGO-1 PROFILE: OTGO-2

COMPONENT; OTGO COMPONENT; OTGO

ORDINATE; OT-ORDNUM ORDINATE; OT-ORDSTS

ORDINATE; OT-ORDNUM

PROFILE: OTGO-3 PROFILE: OTGO-4

COMPONENT; OTGO COMPONENT; OTGO

ORDINATE; OT-EXUNUM ORDINATE; SYSETYSTPD

ORDINATE; OT-ORDNUM ORDINATE; OT-ORDNUM

Data Dictionary OTINO

3937 0226-942 2–497

OTINO

OTC Options Instrument

Type = Memo

Element Size Type Dec. Definition CCY-1 16 N Premium Currency

EX-STYLE 1 A Exercise Style

EXCH-GRP 4 A Underlying Exchange Rate Group



LAG-DAYS 2 N Exercise/Assignment Lag Days

OPTIONTYPE 1 A Option Type

PROD-CODE 6 A Instrument Code

PROD-NAME 36 A Instrument Name

PROD-NARR 54 A Instrument Narrative

PROD-TYPE 6 A Underlying Product

QT-STYLE 1 A Quotation Style



UNDER-PROD 6 A Underlying Product

Profiles

PROFILE: OTINOINST

COMPONENT; OTINO

ORDINATE; PROD-CODE

OTTCO Data Dictionary

2–498 3937 0226-942

OTTCO

Order Transport – Temporary Clients

Type = Memo



CCYSTL 4 A Settlement Currency

CLT-QTY 16 S 7 Client Quantity

CLT-QTY-D 15 A Client Quantity

COMPC 12 S 8 Commission Percentage


COMVAL 13 S 3 Commission Value

COMVALDSP 23 A Commission Value

CSD 8 A Depository


CSD-SAC 8 A Depository Sub-Account

EXR-RATE 12 S 8 Exchange Rate

EXR-RATE-1 14 A Exchange Rate 1


MORE 1 A More Indicator

NEWORD 1 A New Order Indicator

OT-ORDNUM 12 N Order Number

PORT-ID 12 A Portfolio Identity

PS-CODE 1 A Portfolio Selection Code

RCVD-DATE 6 N Received Date

RCVD-RDN 5 N Received Date (Relative Day Format)

RCVD-TIME 4 N Received Time

SE-CDE 3 A Stock Exchange Time


STK-ID 7 A Stock ID


XCOPY 4 N Copy Number

Data Dictionary OTTCO

3937 0226-942 2–499

Profiles

PROFILE: OTTCO-1 PROFILE: OTTCO-2

COMPONENT; OTTCO COMPONENT; OTTCO

ORDINATE; STATION-ID ORDINATE; STATION-ID

ORDINATE; XCOPY ORDINATE; OT-ORDNUM

ORDINATE; PORT-ID

OTTGO Data Dictionary

2–500 3937 0226-942

OTTGO

Order Transport – Temporary Order

Type = Memo




DEALER 4 A Dealer Code



LMT-DATE 6 N Limit Date

LMT-GTC 1 A Good Until Cancelled Limit Indicator

LMT-PRC 17 S 8 Price Limit

LMT-PRCDSP 13 A Limit Price Display

LMT-RDN 5 N Limit date (Relative Day Format)

LMT-TIME 4 N Limit Time

MIN-QTY 16 S 7 Minimum Quantity

MIN-QTY-D 15 A Minimum Quantity

ORDNUM-C 12 N Order Number C


ORD-QTY-D 15 A Order Quantity

OT-DLGCDE 3 A Order Transport Dealer Code

OT-INS-BO 60 A Back Office Instructions

OT-INS-DLR 60 A Dealer Instructions

OT-INS-FX 60 A FX Instructions

OT-ORDNUM 12 N Order Transport Order Number

PFMCDEORG 4 A Portfolio Manager Code

SE-CDE 3 A Stock Exchange Code


STKDSC 46 A Stock Description

STK-ID 7 A Stock ID

STP-PRC 17 S 8 Stop Price

STP-PRCDSP 13 A Stop Price

Data Dictionary OTTGO

3937 0226-942 2–501

Element Size Type Dec. Definition STRT-DATE 6 N Start Date

STRT-RDN 5 N Start Date (Relative Day Format)


Profiles

PROFILE: OTTGO-1

COMPONENT; OTTGO

ORDINATE; STATION-ID

ORDINATE; XCOPY

OTTXO Data Dictionary

2–502 3937 0226-942

OTTXO

Order Transport – Temporary Executions

Type = Memo

Element Size Type Dec. Definition CNTCT-NAME 30 A Contact Name

EQ-PRC 17 S 8 Price

EQ-PRCDSP 13 A Price

PORT-ID 12 A Portfolio Identifier



SUB-QTY 16 S 7 Submitted Quantity

SUB-QTY-D 15 A Submitted Quantity


Profiles

PROFILE: OTTXO-1

COMPONENT; OTTXO


ORDINATE; XCOPY

Data Dictionary OTVLO

3937 0226-942 2–503

OTVLO

OTC Options Valuation

Type = Memo


M-PRICE 12 S 8 Market Price

REL-DAY 5 N Relative Date

T-PRICE 12 S 8 Theoretical Price

U-PRICE 12 S 8 Underlying Price

Profiles

PROFILE: OTVLOCNNO

COMPONENT; OTVLO


ORDINATE; REL-DAY

OTXDO Data Dictionary

2–504 3937 0226-942

OTXDO

Order Transport – Execution Detail

Type = Memo

Element Size Type Dec. Definition CNF-QTY-1 16 S 7 Confirmed Quantity 1

CNF-QTY-2 16 S 7 Confirmed Quantity 2

CNF-QTY-3 16 S 7 Confirmed Quantity 3

CNF-QTY-D1 15 A Confirmed Quantity D1



CNF-TIME 4 N Confirmed Time

CNTCT-NAME 30 A Contact Name

CNTCT-REF 16 A Contact reference

OT-CANIND 1 A Cancelled Indicator



PRC-1 17 S 8 Price 1



PRCDSP-1 13 A Price 1



SUB-QTY 16 S 7 Submitted Quantity

SUB-QTY-D 15 A Submitted Quantity





TP-PC 12 S 8 Third Party Percentage

TP-PC-DSP 14 A Third Party Percentage

TP-VAL 17 S 3 Third Party Amount

TP-VALDSP 23 A Third Party Amount

Data Dictionary OTXDO

3937 0226-942 2–505

Profiles

PROFILE: OTXDO-1

COMPONENT; OTXDO

ORDINATE; OT-EXNUM

ORDINATE; PORT-ID

OTXHO Data Dictionary

2–506 3937 0226-942

OTXHO

Order Transport – Execution Header

Type = Memo

Element Size Type Dec. Definition AVGPRC 17 S 8 Average Price

AVGPRCDSP 13 A Average Price

BGHT-SOLD 1 A Buy/Sell Indicator




CNF-RDN 5 N Confirmed Date (Relative Day Format)


DEALER 4 A Dealer

EXUCNT 3 N Execution

HLD-CN 1 A Hold for Manual Contract Indicator


OT-CANIND 1 A Cancel Indicator

OT-CANRSN 30 A Cancel Reason



STK-ID 7 A Stock ID

SUB-QTY-T 16 S 7 Submitted Quantity Total

SUB-RDN 5 N Submission Date (Relative Day Format)

SUB-TIME 4 N Submission Time



SYSCANSTPD 5 N System Cancellation Date

SYSCANSTPT 8 N System Cancellation Time



Data Dictionary OTXHO

3937 0226-942 2–507

Profiles

PROFILE: OTXHO-1 PROFILE: OTXHO-2

COMPONENT; OTXHO COMPONENT; OTXHO

ORDINATE; OT-EXUNUM ORDINATE; SUB-RDN

ORDINATE; OT-EXUNUM

PCICO Data Dictionary

2–508 3937 0226-942

PCICO

Profit Centre Indirect Cost Output

Type = Memo


IC-DATE 6 N Value Date

IC-RELDAY 5 N Value Date (Relative Date Form)

PROF-CTR 8 A Profit Centre

RATE1 12 + 8 Rate 1 (Internal Format)

RATE-1 14 A Rate 1


Profiles

PROFILE: PCICOACDT

COMPONENT; PCICO

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; IC-RELDAY

ORDINATE; PROF-CTR

Data Dictionary PCNAR

3937 0226-942 2–509

PCNAR

Payment Instructions

Type = Memo


NARR 36 A Narrative

NICKNAME 12 A Nickname






Profiles

PROFILE: PCNARAGNS

COMPONENT; PCNAR

ORDINATE; NICKNAME

ORDINATE; NOSTRO

ORDINATE; CCY

ORDINATE; PAY-RCV

ORDINATE; SEQ-NO

PFDFO Data Dictionary

2–510 3937 0226-942

PFDFO

Portfolio Definition Table

Type = Memo

Element Size Type Dec. Definition BRANCH 8 A Accounting Centre (for Traded Securities Weighted Average

Pricing)

CCY 4 A Currency

CLIENT-NO 8 A Client Number for Client Portfolio

CNOTE-ADRS 9 N Contract Note Addresses

COM-CAT 3 A Commission Category

COM-DS 12 + S Commission Discount/Surcharge Percentage

COM-TBL-ID 6 A Commission Table Identifier

CPA-GRSNET 1 A Corporate Action Income Payment Gross or Nett Election

CPA-PYTIND 1 A Corporate Action Income Payment Election

CPA-SCRIND 1 A Corporate Action Scrip Dividend Election Indicator

CSTDY-MDL 8 A Custody Model

DISFLG 1 A Discretionary Indicator

DLGFLG 1 A Dealing Indicator

PF-CAT 1 A Portfolio Category

PFMCDE 4 A Portfolio Manager Code

PF-TMPIND 1 A Portfolio Template Indicator

PF-TYP 4 A Portfolio Type


PORT-NAME 36 A Portfolio Name

PORT-STAT 1 A Portfolio Status

POST-MTM 1 A Post Mark to Market

SFX-END 3 N Portfolio Suffix Number Range High Value

SFX-START 3 N Portfolio Suffix Number Range Low Value


STL-EX-GRP 4 A Settlement Exchange Rate Group

SUPCRGCDE1 2 A Supplementary Charge Code 1



Data Dictionary PFDFO

3937 0226-942 2–511

Element Size Type Dec. Definition SX-COMCNT 1 A SX Commission Continuation Indicator





TMPDEF 12 A Template Definition

U-PORT-ID 12 A Upper Portfolio Identifier

VAL-EX-GRP 4 A Valuation Exchange Rate Group

Profiles

PROFILE: PFDFOCAT PROFILE: PFDFOCLAC

COMPONENT; PFDFO COMPONENT; PFDFO

ORDINATE; PF-CAT ORDINATE; CLIENT-NO

ORDINATE; PORT-ID ORDINATE; TMPDEF

ORDINATE; CCY

ORDINATE; PORT-ID

PROFILE: PFDFOMGR PROFILE: PFDFOPFID

COMPONENT; PFDFO COMPONENT; PFDFO

ORDINATE; PFMCDE ORDINATE; PORT-ID

ORDINATE; PORT-ID

PROFILE: PFDFOTYP

COMPONENT; PFDFO

PRDINATE; PF-TYP

ORDINATE; PORT-ID

PFTO Data Dictionary

2–512 3937 0226-942

PFTO

Portfolio Type Table

Type = Memo

Element Size Type Dec. Definition ACR-PROD 6 A Accrual Product

ACRDLYIND 1 A Daily Accrual Indicator

DISFLG 1 A Discretionary Indicator

DLGFLG 1 A Dealing Indicator



PF-TYPDSC 36 A Portfolio Type Description






Profiles

PROFILE: PFTO-1

COMPONENT; PFTO

ORDINATE; PF-TYP

Data Dictionary PFTRE

3937 0226-942 2–513

PFTRE

Portfolio Tree Structure

Type = Memo

Element Size Type Dec. Definition PORT-ID 12 A Portfolio Identifier

U-PORT-ID 12 A Upper Portfolio Identifier

Profiles

PROFILE: PFTREBYUP PROFILE: PFTREPFID

COMPONENT; PFTRE COMPONENT; PFTRE

ORDINATE; U-PORT-ID ORDINATE; PORT-ID

ORDINATE; PORT-ID

PFVAL Data Dictionary

2–514 3937 0226-942

PFVAL

Portfolio Valuation

Type = Memo

Element Size Type Dec. Definition ACC-PERIOD 1 A Accounting Period

AMOUNT1 17 S 3 Book Balance

AMOUNT2 17 S 3 Value Balance

AMOUNT3 17 S 3 Book Balance – Outstanding Interest

AMOUNT4 17 S 3 Value Balance – Outstanding Interest

CCY 4 A Currency

C-GRP 2 A Contract Group

LAST-DATE 6 N Last Date

LAST-REL 5 N Last Date (Relative Day Format)


Profiles

PROFILE: PFVALCLPO PROFILE: PFVALREL

COMPONENT; PFVAL COMPONENT; PFVAL

ORDINATE; PF-REF ORDINATE; LAST-REL

ORDINATE; LAST-REL ORDINATE; PF-REF

ORDINATE; C-GRP ORDINATE; C-GRP


Data Dictionary PNARO

3937 0226-942 2–515

PNARO

Client Account Paired Transaction Narratives

Type = Memo

Element Size Type Dec. Definition CCY 4 A Currency Code



PROMPT-NO 2 N Prompt Number


Profiles

PROFILE: PNARONUM

COMPONENT; PNARO

ORDINATE; LINE-NUM

ORDINATE; PROMPT-NO

POST Data Dictionary

2–516 3937 0226-942

POST

Postings

Type = Event


AC-SRV-REF 16 A Account Servicing Institution Ref.



BAL-UPDATD 1 A Balance Updated



CA-CONTRA 12 A Client Contra Account

CA-GL-IND 1 A Client Accounting/General Ledger Indicator

CCY 4 A Currency




DAYS-CLEAR 3 N Clearing Days


EXTD-NARR 1 A Extended Narrative Flag

EXTRACTED 1 A Status Code

FS-DATE 6 N Fee Settlement Date





INPUT-REL 5 N Input Date (Relative Date Form)



MINMAX-FLG 1 A Minimum/Maximum Flag


NO-ITEMS 3 N Number of Items

OD-IND 1 A Overdrawn Indicator

Data Dictionary POST

3937 0226-942 2–517

Element Size Type Dec. Definition OLD-DATE 6 N Original Input Date


ORIG-CN-NO 12 N Originating Contract


OVER-FLUCT 1 A Fluctuation Limit Exceeded


POST-DATE 6 N Posting Date




PROJ-FLAG 1 A Projection Flag







TRAN-SEQ 2 N Transaction Sequence Number



TRN-CNT 3 N Transaction Count



XREVERSED 1 A Reversal

Profiles

PROFILE: POSTACITF PROFILE: POSTSTMTD

COMPONENT; POST COMPONENT; POST

ORDINATE; AUD-SEQNO ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; REL-DAY

ORDINATE; POST-NO

POST Data Dictionary

2–518 3937 0226-942

PROFILE: POSTDAY PROFILE: POSTSTDIP


ORDINATE; BAL-UPDATD ORDINATE; BRANCH

ORDINATE; REL-DAY ORDINATE; XACCOUNT


ORDINATE; CCY ORDINATE; INPUT-REL

ORDINATE; POST-NO ORDINATE; POST-NO

PROFILE: POSTSTPDT PROFILE: POSTDTALL


ORDINATE; BRANCH ORDINATE; INPUT-REL



ORDINATE; STATEMEN

ORDINATE; POST-NO

PROFILE: POSTCNVAC

COMPONENT; POST

ORDINATE; ORIG-CN-NO

ORDINATE; REL-DAY

ORDINATE; CA-GL-IND

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; POST-NO

Data Dictionary POSTX

3937 0226-942 2–519

POSTX

External Post Transactions

Type = Event





BAL-UPDATD 1 A Balance Updated



CA-GL-IND 1 A Client Accounting/General Ledger Indicator

CCY 4 A Currency



DAYS-CLEAR 3 N Days Clearing




INPUT-REL 5 N Input Day Number

MINMAX-FLG 1 A Minimum/Maximum Flag


OD-IND 1 A Overdrawn Indicator

OLD-DATE 6 N Original Input Date

ORIG-CN-NO 12 N Originating Contract


OVER-FLUCT 1 A Fluctuating Limit Exceeded

POST-DATE 6 N Posting Date



REL-DAY 5 N Value Date



POSTX Data Dictionary

2–520 3937 0226-942

Element Size Type Dec. Definition STATEMEN 9 N Statement Number






Profiles

PROFILE: POSTXSTMT

EVENT NAME; POSTX

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; REL-DAY

ORDINATE; POST-NO

Data Dictionary PPDTO

3937 0226-942 2–521

PPDTO

Profit Period Dates

Type = Memo

Element Size Type Dec. Definition PFT-DATE01 6 N Profit Date 1

PFT-DATE02 6 N Profit Date 2














PFT-YEARNO 2 N Period Year Number


Profiles

PROFILE: PPDTOYRNO

COMPONENT; PPDTO

ORDINATE; PFT-YEARNO

PRADO Data Dictionary

2–522 3937 0226-942

PRADO

Advices Archive

Type = Memo

Element Size Type Dec. Definition ACBRANCH 8 A Accounting Centre

ACC-DESC 36 A Account Id Longname from General Narrative Table (GNARR) ‘AI’

ACCNAME 36 A Account Name

ACCNO 12 A Account Number


ADDR1 35 A Address 1







AMT 23 A Amount


CCY 4 A Currency


CR-DR 8 A Credit or Debit indicator

DATE1 7 A Date 1

EMUAMT 23 A EMU Amount

EMUCCY 4 A EMU Currency


INP-REL 5 N Release Date

INTRATE 11 A Interest Rate

LINE-NO 3 N Line Number

LITERAL 6 A Literal

LITRL2 5 A Literal 2

NARR 35 A Narrative

NARR2 35 A Extended Narrative line 2

Data Dictionary PRADO

3937 0226-942 2–523

Element Size Type Dec. Definition NARR3 35 A Extended Narrative line 3




ORIGCCY 4 A Original Currency

PAY-NO 6 A Payment Number

POST-NARR1 36 A Posting Narrative 1 (from PNARO)




POST-PRMT1 20 A Posting Prompt 1 (from TRPMO)




PRINT-DATE 8 A Print Date

RECORD-TYP 2 A Record type

RVNARR 36 A Reversal Narrative


TRANS-NAME 35 A Transaction Name (from TRDTO)

Profiles

PROFILE: PRADODTRT

COMPONENT; PRADO

ORDINATE; INP-REL

ORDINATE; RECORD-TYP

ORDINATE; LINE-NO

PRCEO Data Dictionary

2–524 3937 0226-942

PRCEO

Price Output Structure

Type = Memo

Element Size Type Dec. Definition INSTRNAME 12 A Instrument Name

RATE-1 14 A Rate 1

RATEX1 14 S 10 Rate 1 (Internal Format)




Profiles

PROFILE: PRCEOINRD

COMPONENT; PRCEO

ORDINATE; INSTRNAME

ORDINATE; XREL-DAY

Data Dictionary PRCNT

3937 0226-942 2–525

PRCNT

Program and Contract Record

Type = Memo



OUTSTAMT 17 S 3 Outstanding Amount

PROG 12 A Program

RATE 12 + 8 Rate

XSTATUS 2 A Status

Profiles

PROFILE: PRCNTPRCN

COMPONENT; PRCNT

ORDINATE; PROG


PRDFT Data Dictionary

2–526 3937 0226-942

PRDFT

Product Defaults

Type = Memo

Element Size Type Dec. Definition A10-DEF1 10 A A10 Default 1

A12-DEF1 12 A A12 Default 1




























Data Dictionary PRDFT

3937 0226-942 2–527

Element Size Type Dec. Definition A4-DEF1 4 A A4 Default 1











DEF-PROD 6 A Product Defaults

N17-DEF1 17 S 3 N17 Default 1





N1-DEF1 1 N N1 Default 1









Profiles

PROFILE: PRDFTPROD

COMPONENT; PRDFT

ORDINATE; DEF-PROD

PRFAO Data Dictionary

2–528 3937 0226-942

PRFAO

Funding Account Datastore

Type = Memo

Element Size Type Dec. Definition ACTL-DATE 6 N Actual Date Set Up



CCY 4 A Currency




USERCODE 10 A Receivers User Code


Profiles

PROFILE: PRFAOBPC

COMPONENT; PRFAO

ORDINATE; BRANCH

ORDINATE; PROD-TYPE

ORDINATE; CCY

Data Dictionary PRLIM

3937 0226-942 2–529

PRLIM

Program Limits Maintenance

Type = Standard

Element Size Type Dec. Definition AMOUNT1 17 S 3 Limit Amount

AMOUNT2 17 S 3 Utilised Amount

AMOUNT3 17 S 3 Reserved Amount

CCY 4 A Currency

CNTCOUNT 6 N Contract Counter

GR-RE 1 A Gross/Revolving

PROG 12 A Program



XSTATUS 1 A Status

PRNTO Data Dictionary

2–530 3937 0226-942

PRNTO

Printer Addresses

Type = Memo

Element Size Type Dec. Definition PRINTER-ID 17 A Printer Identifier

Profiles

PROFILE: PRNTOPRID

COMPONENT; PRNTO

ORDINATE; PRINTER-ID

Data Dictionary PRSDO

3937 0226-942 2–531

PRSDO

Statement Details Archive

Type = Memo



ACCT 12 A Account

AMOUNT-1 23 A Account Analysis Charge Rate

AMOUNT-2 23 A Account Analysis Required Balance

AMOUNT-3 23 A Account Analysis Charge

CCY 4 A Currency

CCY2 4 A Euro Currency


CHGTRAN 4 N Charge Transaction

INP-DATE 7 A Date Statement Produced

INP-REL 5 N Date Statement Produced (Relative Date Form)


NARRCDE 38 A Narrative Code

NATT-DESC 38 A Narrative Description

RECORD-TYP 2 A Record Type

REL-DAY 5 N Value Date of Posting (Relative Date Form)

STMT-PAGE 2 A Statement Page

TRANSID 6 A Account Analysis Transaction ID

TRANSNM 36 A Account Analysis Transaction Longname

VAL-DAT 7 N Value Date of Posting

XSTATEMENT 9 N Statement Number

PRSTO Data Dictionary

2–532 3937 0226-942

PRSTO

Statement Archive

Type = Memo

Element Size Type Dec. Definition ACBRANCH 12 A Accounting Branch

ACC-DESC 36 A Account Id Longname from General Narrative Table (GNARR) ‘AI’


ACCSTAT 22 A Account Status

ACCT 12 A Account

ACCTNAM 36 A Account Name

AMNT1 23 A Amount

BALAMT 23 A Balance Amount

BALAMT1 23 A Account Analysis Average Daily Available Balance

BALAMT2 23 A Account Analysis Average Daily Credit Balance

BASE-ID 3 N Base Rate ID

BASE-ID1 3 N Account Analysis Earnings Credit Base Rate Number

BASERT 14 A Base Rate

BASERT1 14 A Account Analysis Earning Credit Rate


CALCAMT 23 A Calculated Amount

CALCCHG 23 A Calculated Charge

C-CITY 4 A Client City

CCY 4 A Currency

CCY2 4 A Currency 2

CCYNAME 36 A Currency Name

CH-FREQU 8 A Charge Frequency

CHGTRAN 4 N Charge Transaction

CHRATE 3 N Charge Rate

CHRGCDE 6 A Charge Code

CLADDR1 35 A Client Address 1



Data Dictionary PRSTO

3937 0226-942 2–533

Element Size Type Dec. Definition CLADDR4 35 A Client Address 4




CONDTYP 9 A Condition Type


CONTYPE 8 A Contract type

COSTTRN 24 A Cost transaction

CRAMT 23 A Credit Amount

CRBAL 23 A Credit Balance

C-SHNM 15 A Client Shortname

DAYS 5 N Days

DESCRI 38 A Description

DRAMT 23 A Debit Amount

DRBAL 23 A Debit Balance

DR-CR 1 A Debit or Credit Indicator

EURO 38 A Euro

INP-DATE 6 N Input date

INP-REL 5 N Input Release

INTERIM 2 N Interim Statement Number

INTRT1 14 A Interest Rate (Sliced rate from CAINT or APY from CASTMTS)

LCDATE 7 A LC Date


MAXRATE 14 A Maximum Rate

MINBAL 23 A Minimum Balance

MINCHRG 23 A Minimum Charge

MINRATE 14 A Minimum Rate

NARRCDE 3 A Narrative Code

NATT-DESC 38 A Narrative Description

NATT-DESC2 35 A Extended Narrative line 2





PRSTO Data Dictionary

2–534 3937 0226-942

Element Size Type Dec. Definition OFF-INT 23 A Interest offset

OPTDESC 41 A Optional Description

POSTAMT 23 A Posting Amount

PRINT-DATE 8 A Print Date

PROCTYP 13 A Process Type

RATETYP 1 A Rate Type

RECORD-TYP 2 A Record Type

SETACC 12 A Settlement Account

SETMTH 24 A Settlement Month

STADDR1 35 A Statement Address 1







STMT-INFO 27 A Statement Information

STMT-PAGE 2 A Statement Page

TRANDATE 7 A Transaction Date


VALDAT 7 A Value Date


XSTATEMENT 9 N Statement Number

XUSAGE 1 A Usage

Profiles

PROFILE: PRSTODTRT

COMPONENT; PRSTO

ORDINATE; INP-REL

ORDINATE; RECORD-TYP

ORDINATE; LINE-NO

Data Dictionary PRTPO

3937 0226-942 2–535

PRTPO

Product Types Maintenance

Type = Memo

Element Size Type Dec. Definition ACCEPT-OK 1 A Accepted OK

ACCRUAL 1 A Accrual

AUTCLSQIND 1 A SX Auto Close Quantity Indicator

AUTCLSVIND 1 A SX Auto Close Value Indicator

AUTOCLOSE 1 A Auto Close Indicator

BD-PROD 6 A LA Bad Debt Product

BD-TYPE 4 A LA Bad Debt Type

CNT-PFX 2 N Contract Number Prefix


C-TYPE2 4 A Contract Type 2

CTYPE-PFX 2 A Contract Type Prefix

EX-RFRAME 1 A Exclude from rFRAME Indicator

ISSUE-OK 1 A Issue Allowed?

MORTGAG 1 A Mortgage Indicator



PROD-NAME 36 A Product Description


PURCH-OK 1 A Purchase Allowed

REPO-OK 1 A Repurchase Allowed

REVREP-OK 1 A Reverse Repurchase Allowed


SALE-OK 1 A Sale Allowed

SCREEN-PFX 4 A Screen Prefix


Profiles

PROFILE: PRTPOPRTP PROFILE: PRTPOPRTP

COMPONENT; PRTPO COMPONENT; PROD-TYPE

PSTGM Data Dictionary

2–536 3937 0226-942

PSTGM

Postal Groups

Type = Memo



POST-GRP 6 A Postal Group

POST-REG 6 A Postal Region

Profiles

PROFILE: PSTGMGRP

COMPONENT; PSTGM

ORDINATE; POST-GRP

ORDINATE; POST-REG

ORDINATE; COUNTRY

ORDINATE; POST-AREA

Data Dictionary PWRDS

3937 0226-942 2–537

PWRDS

Store of Used Passwords

Type = Memo

Element Size Type Dec. Definition REL-DAY 5 N Relative Day Number


USERPWORDE 18 A Password

XREL-DAY 5 N Relative Day Number (Descending Order)

Profiles

PROFILE: PWRDSBYDT

COMPONENT; PWRDS

ORDINATE; USERCODE

ORDINATE; XREL-DAY

RATEO Data Dictionary

2–538 3937 0226-942

RATEO

Rates Dataset

Type = Memo

Element Size Type Dec. Definition ACT-NODAYS 5 N Actual Number of Days

CCY 4 A Currency

FORW-IND 1 A Forward Rate Indicator

FORW-PRD-A 1 A Forward Period Alpha

FORW-PRD-N 5 N Forward Period Numeric

NODAYS 5 N No of Days

NODAYS-F 5 N No of Days Forward


RATE-1 14 A Rate 1

RTE-NAME 7 A Rate Name

TIME-PRD 4 A Time Period

TIME-PRD-A 1 A Time Period Alpha

TIME-PRD-N 5 N Time Period Number

VAL-DATE1 5 N Value Date

XCCY 4 A Currency (Descending Order)

XNODAYS 5 N No of Days (Descending Order)

XRTE-NAME 7 A Rate Name (Descending Order)

XVAL-DATE1 5 N Value Date (Descending Order)

Profiles

PROFILE: RATEORCFT PROFILE: RATEORCFZ

COMPONENT; RATEO COMPONENT; RATEO

ORDINATE; RTE-NAME ORDINATE; RTE-NAME


ORDINATE; FORW-IND ORDINATE; FORW-IND

ORDINATE; NODAYS ORDINATE; XNODAYS

ORDINATE; VAL-DATE1 ORDINATE; XVAL-DATE1

Data Dictionary RATEO

3937 0226-942 2–539

PROFILE: RATEORDCR PROFILE: RATEORCFY

COMPONENT; RATEO COMPONENT; RATEO

ORDINATE; XRTE-NAME ORDINATE; RTE-NAME

ORDINATE; XVAL-DATE1 ORDINATE; CCY

ORDINATE; XCCY ORDINATE; FORW-IND

ORDINATE; XNODAYS ORDINATE; NODAYS

ORDINATE; XVAL-DATE1

REPRC Data Dictionary

2–540 3937 0226-942

REPRC

Report Recipients Identifiers

Type = Standard


RECIPIENT 8 A Recipient Identifier

XNAME 36 A Name

Data Dictionary REPSO

3937 0226-942 2–541

REPSO

Reports Maintenance

Type = Standard

Element Size Type Dec. Definition ACNTR-LEV 1 A Indication for Running at Accounting Centre Level

ALL-LOC 1 A All Location Indicator

LANG 1 A Language Indicator

LOC-LEV 1 A Indication for Running at Location Level

MODNME 3 A Module

MULT-EXEC 1 A Multiple Execution

REPGROUP 1 A Report Group


REP-NO 4 N Report Number

REP-TYPE 1 A Report Type

SPECFORMS 1 A Special Forms Indicator

SYSNME 6 A System

VD-CAPABLE 1 A Video Capable

XNAME 36 A Name

Profiles

PROFILE: REPSOBYNO PROFILE: REPSMENU

COMPONENT; REPSO COMPONENT; REPSO

ORDINATE; REP-NO ORDINATE; REPGROUP

ORDINATE; LANG ORDINATE; LANG

ORDINATE; REP-NAME

PROFILE: REPSONMLG

COMPONENT; REPSO

ORDINATE; REP-NAME

ORDINATE; LANG

RETTO Data Dictionary

2–542 3937 0226-942

RETTO

Retention Table Maintenance

Type = Standard

Element Size Type Dec. Definition PERIOD 1 A Daily or Period End

RET-ID 5 A Retention Identifier

RET-DAYS 4 N Number of Days Retention

Profiles

PROFILE: RETTOIPD

COMPONENT; RETTO

ORDINATE; RET-ID

ORDINATE; PERIOD

Data Dictionary RHEDO

3937 0226-942 2–543

RHEDO

Report Headers Maintenance

Type = Standard

Element Size Type Dec. Definition LANG 1 A Language

REPNAME 10 A Report Name


TEXT132 132 A Report Header Text

Profiles

PROFILE: RHEDOREP

COMPONENT; RHEDO

ORDINATE; REPNAME

ORDINATE; LANG

ORDINATE; REP-NO

RPACC Data Dictionary

2–544 3937 0226-942

RPACC

Authorised Reports

Type = Memo



Profiles

PROFILE: RPACCBYGP PROFILE: RPACCRNAM

COMPONENT; RPACC COMPONENT; RPACC

ORDINATE; ACCESSGRP ORDINATE; REP-NAME

ORDINATE; ACCESSGRP

Data Dictionary RPAUD

3937 0226-942 2–545

RPAUD

Index Rate/Price Audit Record

Type = Memo


EVENT-RDN 5 N Event (Relative Date Form)


INDEX-ID 10 A Index Identifier


PRICE1 14 A Price 1 (Alpha Format)

PRICE-1 14 N Price (Numeric Format)


RATE-1 14 A Rate 1

R-P-IND 1 A Rate/Price Indicator

VALUE-RDN 5 N Value Date (Relative Date Form)

RPMTO Data Dictionary

2–546 3937 0226-942

RPMTO

Report Parameters

Type = Memo


FORMATNO 2 N Format Number


NO-LINES 2 N Number of Lines for Printed Page

ON-PHASE 1 A Overnight Phase

OPT-OVER 1 A Options Override


ORSTATUS 1 A Offline Status



REPOUTDEV 2 A Output Device


SING-IND 1 A Single Process Indicator


Profiles

PROFILE: RPMTOREQS PROFILE: RPMTOOSTR

COMPONENT; RPMTO COMPONENT; RPMTO

ORDINATE; REP-NAME ORDINATE; REQUEST-NO

ORDINATE; ORIGSTN


Data Dictionary RPOPO

3937 0226-942 2–547

RPOPO

Report Options

Type = Memo


OP-NARR 36 A Option Narrative


OP-TYPE 3 A Option Type


TEXT-LNGTH 2 N Text Length

XOCCURS 2 N Number of Occurrences

Profiles

PROFILE: RPOPORPOP

COMPONENT; RPOPO

ORDINATE; REP-NAME

ORDINATE; LANG

ORDINATE; OPTION-NO

RSTRT Data Dictionary

2–548 3937 0226-942

RSTRT

Restart Data for Reports

Type = Memo

Element Size Type Dec. Definition ORIGSTN 17 A Originating Station


REPTDATE 6 N Report Date

REQUEST-NO 6 N Request number

RESTINFO1 70 A Restart Information 1



Profiles

PROFILE: RSTRTREPS

COMPONENT; RSTRT

ORDINATE; REP-NAME

ORDINATE; ORIGSTN


Data Dictionary RTAUD

3937 0226-942 2–549

RTAUD

Index Rate Audit Record

Type = Memo

Element Size Type Dec. Definition ACTIONED 1 A Actioned


AUDIT-REL 5 N Audit Date (Relative Date Form)


RATE1 12 + 8 Rate 1

RATE2 12 + 8 Rate 2



RTDCA Data Dictionary

2–550 3937 0226-942

RTDCA

Rate Definition Change Audit

Type = Memo

Element Size Type Dec. Definition INPUT-REL 5 N Change Date

INPUT-TIM 8 N Change Time

NEW-RATE 10 A New Rate

NEW-TIME 5 N New Time

OLD-RATE 10 A Old Rate

OLD-TIME 5 N Old Time

REC-STATUS 1 A Status

STATIONID 17 A Station

USER-CODE 10 A Usercode

Profiles

PROFILE: RTDSTOR

COMPONENT; RTDCA

ORDINATE; REC-STATUS

ORDINATE; OLD-RATE

Data Dictionary RTDFO

3937 0226-942 2–551

RTDFO

Rates Definition Dataset

Type = Memo

Element Size Type Dec. Definition CCYX 4 A Currency

CHG-DAY 5 N Earliest Change Date (Relative Date Form)


FORW-IND 1 A Forward Rate Indicator

FORW-PRD-A 1 A Forward Period Alpha

FORW-PRD-N 5 N Forward Period Number

FORW-RATE 1 A Forward Rate

FR-OPTION 30 A Forward Rate Option

FRW-NODAYS 5 N Forward Number of Days

LNK-RTENME 7 A EMU Rate Table Identifier

NODAYS 5 N Number of Days

NODAYS-F 5 N Number of Days Forward

RATE-DESC 30 A Rate Description


RTE-NAME 7 A Rate Name

TIME-PRD-A 1 A Time Period Alpha

TIME-PRD-N 5 N Time Period - Numeric

XBASIS 3 N Rate Basis

Profiles

PROFILE: RTDFORCFT PROFILE: RTDFORTID

COMPONENT; RTDFO COMPONENT; RTDFO

ORDINATE; RTE-NAME ORDINATE; RATE-ID

ORDINATE; CCYX

ORDINATE; FORW-IND

ORDINATE; NODAYS

RTOP Data Dictionary

2–552 3937 0226-942

RTOP

Report Run Time Options

Type = Memo

Element Size Type Dec. Definition OCCUR-NO 2 N Occurrence Number





XOPTION 36 A Option

Profiles

PROFILE: RTOPRQNO

COMPONENT; RTOP


ORDINATE; OPTION-NO

ORDINATE; OCCUR-NO

Data Dictionary RTSWO

3937 0226-942 2–553

RTSWO

Return Sweep Details

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 S 3 Principal

AMOUNT2 17 S 3 Interest



MVMT-TYPE 1 A Movement Type


TERM 5 N Loan Term


Profiles

PROFILE: RTSWODTMT

COMPONENT; RTSWO

ORDINATE; REL-DAY

ORDINATE; MVMT-TYPE

RTXTO Data Dictionary

2–554 3937 0226-942

RTXTO

Report Text Maintenance

Type = Standard


REPNAME 10 A Report Name


TEXT36 36 A Report Text

Profiles

PROFILE: RTXTOREP

COMPONENT; RTXTO

ORDINATE; REPNAME

ORDINATE; LANG

ORDINATE; REP-NO

Data Dictionary RVAL

3937 0226-942 2–555

RVAL

Revaluation Dataset

Type = Memo



CCY 4 A Currency

POST-DAY 5 N Posting Date for GL Adjustment (Relative Date Format)

POSTAMT 17 S 3 Posting Amount

REL-DAY 5 N Posting Value Date (Relative Date Format)


Profiles

PROFILE: RVALACDT

COMPONENT; RVAL

ORDINATE; BRANCH

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; REL-DAY

SACDO Data Dictionary

2–556 3937 0226-942

SACDO

Corporate Action Type

Type = Memo

Element Size Type Dec. Definition ANA-DATE 4 A Analysis Start Date

CPA-ACCEXP 1 A Corporate Action Default Acceptance Exposures

CPA-ACCINS 1 A Corporate Action Default Acceptance Instructions

CPA-ATHINS 1 A Corporate Action Authorisation Indicator

CPA-CAPINC 1 A Capital or Income Event Indicator

CPA-CSHFRC 1 A Pay Cash Fractions Indicator (Not currently used)

CPA-CSTAPP 1 A Cost Apportionment Basis

CPA-DTETYP 1 A Eligible Holding Calculation Date

CPA-ELMRQ1 1 A First New Security Line (Element 1)

CPA-ELMRQ2 1 A Second New Security Line (Element 2)

CPA-ELMRQ3 1 A Transfer Out Original Security (Element 3)

CPA-ELMRQ4 1 A Adjust Original Line Cost (Element 4)

CPA-ELMRQ5 1 A Call for Subscription Cash (Element 5)

CPA-ELMRQ6 1 A Cash Distribution (Element 6)

CPA-EXCOPT 1 A Mutually Exclusive Options Indicator

CPA-FEECDE 2 A Corporate Actions Fee Code

CPA-FRCRND 1 A Fractional Rounding Options

CPA-MNDIND 1 A Participation (Mandatory or Voluntary)

CPA-PRTALW 1 A Partial Takeup Allowed Indicator

CPA-SCRAVL 1 A Scrip Dividend Available Indicator (Not currently used)

CPA-STPIND 1 A Stamp Duty Applies Indicator (Not currently used)

CPA-TAXIND 1 A Withholding Tax Applies

CPA-TFRLPS 1 A Transfer Out on Lapse

CPA-TYP 2 A Corporate Action Type

CPA-TYPDSC 36 A Corporate Action Type Description

ENT-DATE 4 A Entitlement Calculation Date

HLD-TYPE 3 A Holding Transaction Type


TXN-DATE 4 A Transaction Creation Date

Data Dictionary SACDO

3937 0226-942 2–557

Profiles

PROFILE: SACDOTYP

COMPONENT; SACDO

ORDINATE; CPA-TYP

SACFO Data Dictionary

2–558 3937 0226-942

SACFO

Corporate Action Fees

Type = Memo

Element Size Type Dec. Definition CPA-FEECDE 2 A Corporate Actions Fee Code



Profiles

PROFILE: SACFOMAIN

COMPONENT; SACFO

ORDINATE; CPA-FEECDE

ORDINATE; INSTRTYPE

Data Dictionary SACIO

3937 0226-942 2–559

SACIO

Corporate Action Portfolio Manager Instructions

Type = Memo

Element Size Type Dec. Definition CPA_ACCINS 1 A Corporate Action Default Acceptance Instructions

CPA_REF 5 A Corporate Action Reference

CPA_TYP 2 A Corporate Action Transaction Type

EX_RDN 5 N Effective Date

MANACCIND 1 A Manual Acceptance Indicator

PF_TYP 4 A Portfolio Type



UND_STK_ID 7 A Underlying Security Identifier

Profiles

PROFILE: SACIOMAIN

COMPONENT; SACIO

ORDINATE; UND-STK-ID

ORDINATE; EX-RDN

ORDINATE; CPA- REF

ORDINATE; PFMCDE

ORDINATE; PF-TYP

SACNO Data Dictionary

2–560 3937 0226-942

SACNO

Corporate Action Event Notifications

Type = Memo

Element Size Type Dec. Definition CPA_ACCEXP 1 A Corporate Action default acceptance exposures

CPA_ACCINS 1 A Corporate Action default acceptance instructions

CPA_ATHINS 1 A Corporate Action authorisation Indicator

CPA_CSHTYP 1 A Corporate action cash type: call or distribution

CPA_FEECDE 2 A Fee code

CPA_REF 5 A Corporate action reference

CPA_STS 1 A Corporate action processing status

CPA_TAXCDE 2 A Corporate action withholding tax code

CPA_TYP 2 A Corporate action transaction type

CSH_CCY 4 A Cash element currency

CSH_PCT 12 S 8 Cash element percentage

CSH_PCTDSP 14 A Cash element percentage

CSH_PRC 17 S 8 Cash element price

CSH_PRCDSP 13 A Cash element price

DLN_RDN 5 N Deadline date

EX_RDN 5 N Ex/effective date

FST_PRC 17 S 8 First instrument cost apportionment price

FST_PRCDSP 13 A First instrument cost apportionment price

FST_QTY 16 S 7 First instrument quantity

FST_QTYDSP 15 A First instrument quantity

FST_STK_ID 7 A First instrument ID

MANACCIND 1 A Manually overridden acceptance instructions

MANOVRIND 1 A Manually overridden details

PAR_STK_ID 7 A Parent Instrument Description

PT_RATE 12 S 8 Partial Take-up Rate

PT_RATE_1 14 A Partial Take-up Rate

PYT_RDN 5 N Payment Date (Relative Date Format)

REC_RDN 5 N Record Date (Relative Date Format)

SND_PRC 17 S 8 Second instrument cost apportionment price

Data Dictionary SACNO

3937 0226-942 2–561

Element Size Type Dec. Definition SND_PRCDSP 13 A Second instrument cost apportionment price

SND_QTY 16 S 7 Second instrument quantity

SND_QTYDSP 15 A Second instrument quantity

SND_STK_ID 7 A Second instrument ID


UND_PRC 17 S 8 Underlying Instrument Cost Apportionment Price

UND_PRCDSP 13 A Underlying Instrument Cost Apportionment Price

UND_QTY 16 S 7 Underlying Instrument quantity

UND_QTYDSP 15 A Underlying Instrument quantity

UND_STK_ID 7 A Underlying Instrument Identifier

Profiles

PROFILE: SACNODATE PROFILE: SACNOMAIN

COMPONENT; SACNO COMPONENT; SACNO

ORDINATE; EX-RDN ORDINATE; UND-STK-ID

ORDINATE; CPA- REF ORDINATE; EX-RDN

ORDINATE; UND-STK-ID ORDINATE; CPA- REF

PROFILE: SACNOTYP

COMPONENT; SACNO

ORDINATE; CPA-TYP

ORDINATE; EX-RDN

ORDINATE; UND-STK-ID

ORDINATE; CPA- REF

SACPO Data Dictionary

2–562 3937 0226-942

SACPO

Corporate Action Product Definition

Type = Memo

Element Size Type Dec. Definition CPA_ACCINS 1 A Corporate Action default acceptance instructions

CPA_TYP 2 A Corporate action transaction type

CSD 8 A CSD or Depository where custody is held

CSTDY-TYPE 6 A Custody Type



Profiles

PROFILE: SACPOMAIN

COMPONENT; SACPO

ORDINATE; CPA_TYP

ORDINATE; CSD

ORDINATE; CSTDY-TYPE

ORDINATE; CPA_ACCINS

Data Dictionary SACXO

3937 0226-942 2–563

SACXO

Corporate Action Entitlements

Type = Memo

Element Size Type Dec. Definition CCYSTL 4 A Settlement currency

CLT-AGENT 12 A Pay agent

CLT-CMAACC 12 A Pay cash memorandum account

CLT-GRSNET 1 A Payment made gross or net of withholding tax

CLT-NOSTRO 3 N Pay nostro

CONTRACTNO 12 A Contract Number

CPA-ACCINS 1 A Corporate action acceptance instruction

CPA-CSHTYP 1 A Cash element type: call or distribution

CPA-DBLTAX 1 A Double Taxation Agreement

CPA-EXTREF 16 A Corporate action external reference

CPA-FEECDE 2 A Corporate action fee code

CPA-REF 25 A Corporate action reference

CPA-STS 1 A Corporate action processing status

CPA-TAXPRT 1 A Withholding tax voucher printed indicator

CPA-TYP 2 A Corporate action transaction type

CSD 8 A CSD/Depository of safekeeping account

CSD-AC 8 A CSD/Depository account

CSD-AGENT 12 A Receiving agent

CSD-CMAACC 12 A Receiving cash memorandum account

CSD-NOSTRO 3 N Receiving nostro

CSD-SAC 8 A CSD/Depository sub-account

CSH-NET 17 S 3 Cash element amount net of expenses (listing currency)

CSH-STL 17 S 3 Cash element amount (settlement currency)

CSH-STL-O 17 S 3 Cash element open amount (settlement currency)

CSH-VAL-O 17 S 3 Cash element open amount (listing currency)

CSH-VALUE 17 S 3 Cash element amount (listing currency)

EX-RDN 5 N Ex date

EXR-RATE 12 S 8 Exchange rate

EXR-RATE-1 14 A Exchange rate (display format)

SACXO Data Dictionary

2–564 3937 0226-942

Element Size Type Dec. Definition EXR-USAGE 1 A Exchange rate usage

FEE 17 S 3 Fee amount (listing currency)

FGN-GRSNET 1 A Foreign Gross or Net Payment Indicator

FGN-TAX 17 S 3 Foreign Tax

FGN-TAXRAT 12 S 8 Foreign Tax Rate

FST-BKCST 17 S 3 First new security book cost

FST-BKCSTP 17 S 3 First new security book cost (in portfolio reference currency)

FST-ELMTYP 2 N First new security element type

FST-QTY 16 S 7 First new security quantity

FST-QTY-O 16 S 7 First new security open quantity

FST-STK-ID 7 A First new security identifier

GROSS-STL 17 S 3 Gross Settlement

HLD-TYPE 3 A Type of Hold

INS-DATE 14 A Standard settlement instructions check date

INS-QTY 16 S 7 Instructed underlying security quantity

LCL-GRSNET 1 A Local Gross or Net Payment Indicator

LCL-TAX 17 S 3 Local Tax

LCL-TAXRAT 12 S 8 Local Tax Rate

LSTMSGRCV 16 A Last Message Received

MANACCIND 1 A Manual acceptance indicator


MTC-RDN 5 N Match Day (Relative Day Number)

OPEN-FLAG 1 A Open transaction Indicator

OV-CLTINS 1 A Client settlement Instructions manual override Indicator

OV-CSDINS 1 A CSD settlement instructions manual override indicator

OV-CSHVAL 1 A Cash value manual override indicator

OV-FEE 1 A Fee amount manual override indicator

OV-FEECDE 1 A Fee code manual override indicator

OV-FSTQTY 1 A First security quantity manual override indicator

OV-GRSNET 1 A Client paid gross or nett manual override indicator

OV-INSQTY 1 A Instructed quantity manual override indicator

OV-MASTNO 1 A GL master number manual override indicator

OV-SNDQTY 1 A Second security quantity manual override indicator

OV-TAXFGN 1 A Foreign tax rate manual override indicator

Data Dictionary SACXO

3937 0226-942 2–565

Element Size Type Dec. Definition OV-TAXLCL 1 A Local tax rate manual override indicator

OV-UNDQTY 1 A Underlying eligible quantity manual override indicator


PFMCDE 4 A Portfolio Manager’s Code

PORT-ID 12 A Portfolio


RATE-WIDTH 1 A Rate width

REVERSAL 1 A Reversal indicator

SND-BKCST 17 S 3 Second new security book cost

SND-BKCSTP 17 S 3 Second new security book cost (in portfolio reference currency)

SND-ELMTYP 2 N Second new security element type

SND-QTY 16 S 7 Second new security quantity

SND-QTY-O 16 S 7 Second new security open quantity

SND-STK-ID 7 N Second new security identifier

SOFTLOCK 2 N Softlock count

TFR-BKCST 17 S 3 Transfer Book Cost

TFR-BKCSTP 17 S 3 Transfer Book Cost (in portfolio reference currency)

TFR-DSPPFL 17 S 3 Transfer Disposal Value (in portfolio reference currency)

TFR-DSPVAL 17 S 3 Transfer Disposal Value

TFR-ELMTYP 2 N Transfer

TFR-QTY 16 S 7 Transfer Quantity

TFR-QTY-O 16 S 7 Transfer Open Quantity

UND-QTY 16 S 7 Underlying security eligible quantity

UND-STK-ID 7 A Underlying security Identity

SACXO Data Dictionary

2–566 3937 0226-942

Profiles

PROFILE: SACXOMAIN PROFILE: SACXOCNNO

COMPONENT; SACXO COMPONENT; SACXO

ORDINATE; UND-STK-ID ORDINATE; CONTRACTNO

ORDINATE; EX-RDN

ORDINATE; CPA- REF

ORDINATE; PORT-ID

ORDINATE; CSD

ORDINATE; CSD-AC

ORDINATE; CSD-SAC

PROFILE: SACXOPFM PROFILE: SACXOPORT

COMPONENT; SACXO COMPONENT; SACXO

ORDINATE; UND-STK-ID ORDINATE; PORT-ID

ORDINATE; EX-RDN ORDINATE; UND-STK-ID

ORDINATE; CPA- REF ORDINATE; EX-RDN

ORDINATE; PFMCDE ORDINATE; CPA- REF

ORDINATE; PF-TYPE ORDINATE; CSD

ORDINATE; PORT-ID ORDINATE; CSD-AC

ORDINATE; CSD ORDINATE; CSD-SAC

ORDINATE; CSD-AC

ORDINATE; CSD-SAC

Data Dictionary SALTO

3937 0226-942 2–567

SALTO

Corporate Action Local Tax Codes0

Type = Memo

Element Size Type Dec. Definition CPA-DBLTAX 1 A Double taxation agreement indicator

FGN-TAXCDE 2 A Foreign Tax Code

MGT-CNTRY 4 A Country of Management

LCL-TAXCDE 2 A Local Tax Code

RLF-RATE 12 S 8 Double taxation relief rate


Profiles

PROFILE: SALTOMAIN

COMPONENT; SALTO

ORDINATE; FGN-TAXCDE

ORDINATE; MGT-CNTRY

SAMDO Data Dictionary

2–568 3937 0226-942

SAMDO

Stock Account Model

Type = Memo

Element Size Type Dec. Definition BLOCK-IND 1 A Block Movement Indicator





SIGN-1 1 A Sub-balance Movements Sign 1








STK-KEY 1 N Stock Key





Profiles

PROFILE: SAMDOMAIN

COMPONENT; SAMDO

ORDINATE; BRANCH

ORDINATE; C-TYPE

ORDINATE; PROD-TYPE

ORDINATE; D-TYPE

ORDINATE; STK-KEY

Data Dictionary SATXO

3937 0226-942 2–569

SATXO

Corporate Action Tax Codes

Type = Memo

Element Size Type Dec. Definition CPA-GRSNET 1 A Gross or Net Payment Indicator

CPA-TAXCDE 2 A Corporate Action Tax Code



TAX-CNTRY 4 A Country of Taxation

TAX-RATE 12 S 8 Tax Rate to be applied

Profiles

PROFILE: SATXOMAIN

COMPONENT; SATXO

ORDINATE; CPA-TAXCDE

ORDINATE; RES-CNTRY

SCRNO Data Dictionary

2–570 3937 0226-942

SCRNO

Screens Maintenance

Type = Memo

Element Size Type Dec. Definition INQ-ONLY 1 A Inquiry Only

LANG 1 A Language Indicator

LIM-CALLUP 1 A Limited Call up

MODNME 3 A Module

PREV-MENU 5 A Previous Menu


SCREENNO 4 N Screen Number

SCREENTYPE 1 A Screen type

SECURED 1 A Secured

SYSNME 6 A System

W-NAME 10 A Screen Name on Graphic User Interface (GUI)


Profiles

PROFILE: SCRNOBYNO PROFILE: SCRNOMENU

COMPONENT; SCRNO COMPONENT; SCRNO

ORDINATE; SCREENNO ORDINATE; PREV-MENU

ORDINATE; LANG ORDINATE; SCREENNAM

ORDINATE; LANG

PROFILE: SCRNONAM

COMPONENT; SCRNO

ORDINATE; SCREENNAM

ORDINATE; LANG

Data Dictionary SECAD

3937 0226-942 2–571

SECAD

Security Audit

Type = Memo

Element Size Type Dec. Definition ACT-TYPE 1 A Action Type

AS-OF-REL 5 N As of Date (Relative Date Form)

ERRORID 2 N Error Number

KEYDATA 25 A Key Data



XDATE 5 N Date (Relative Date Form)

XTIME 6 A Time

Profiles

PROFILE: SECADBYMA PROFILE: SECADUSER

COMPONENT; SECAD COMPONENT; SECAD

ORDINATE; ACT-TYPE ORDINATE; USERCODE

ORDINATE; XTIME ORDINATE; XDATE

ORDINATE; XTIME

SEO Data Dictionary

2–572 3937 0226-942

SEO

Stock Exchanges

Type = Memo

Element Size Type Dec. Definition CNTRY-CHK 4 A Country Check Code

COUNTRY 4 A Country



SE-NAM 2 A Stock Exchange Name






TRDIND 1 A Trading Exchange

Profiles

PROFILE: SEO-1

COMPONENT; SEO

ORDINATE; SE-CDE

Data Dictionary SHLDD

3937 0226-942 2–573

SHLDD

Security Depot Holding Detail

Type = Memo

Element Size Type Dec. Definition BKCST 17 S 3 Broker Cost


CSD 8 A Depository




EXDIV-IND 1 A Ex Dividend Indicator

HLDTRNDTE 5 N Hold Transaction Number

HLDTRNLEG 3 N Hold Transaction Leg


HLDTRNTIM 4 N Hold Transaction Time

HLDVALDTE 5 N Hold Value Date









T-CSD 8 A Counterparty Depository

T-CSD-AC 8 A Counterparty Depository Account

T-CSD-SAC 8 A Counterparty Depository Sub Account

XNOMINAL 17 S 3 Nominal Value

SHLDD Data Dictionary

2–574 3937 0226-942

Profiles

PROFILE: SHLDD-1 PROFILE: SHLDD-2

COMPONENT; SHLDD COMPONENT; SHLDD

ORDINATE; CSD ORDINATE; HLDTRNREF

ORDINATE; CSD-ACC ORDINATE; HLDTRNLEG

ORDINATE; CSD-SAC

ORDINATE; INSTRNAME

ORDINATE; PORT-ID

ORDINATE; HLDTRNDTE

ORDINATE; HLDTRNREF

ORDINATE; HLDTRNLEG

PROFILE: SHLDD-3

COMPONENT; SHLDD

ORDINATE; CSD

ORDINATE; CSD-ACC

ORDINATE; CSD-SAC

ORDINATE; INSTRNAME

ORDINATE; PORT-ID

ORDINATE; HLDTRNDTE

ORDINATE; HLDTRNREF

Data Dictionary SHLDH

3937 0226-942 2–575

SHLDH

Security Depot Holding Positions

Type = Memo

Element Size Type Dec. Definition CLIENT-NO 8 N Client Number of Counterparty

CSD 8 A Depository



HLD-ID 7 N Hold Number


NETPOS-TOT 17 S 3 Net Position







Profiles

PROFILE: SHLDHDAIP PROFILE: SHLDHPIDA

COMPONENT; SHLDH COMPONENT; SHLDH

ORDINATE; CSD ORDINATE; PORT-ID

ORDINATE; CSD-AC ORDINATE; INSTRNAME

ORDINATE; CSD-SAC ORDINATE; CSD

ORDINATE; INSTRNAME ORDINATE; CSD-AC

ORDINATE; PORT-ID ORDINATE; CSD-SAC

SLEVO Data Dictionary

2–576 3937 0226-942

SLEVO

Stock Exchange Other Exchange Charges

Type = Memo

Element Size Type Dec. Definition BGHT-SOLD 1 A Bought/Sold Indicator

INCLUDE-AI 1 A Include/Exclude Accrued Interest indicator


RS7-COR 2 A RS7 – Country of Register








Profiles

PROFILE: SLEVO-1

COMPONENT; SLEVO

ORDINATE; SE-CDE

ORDINATE; RS7-COR

ORDINATE; INSTRTYPE

ORDINATE; TRADE-TYPE

ORDINATE; BGHT-SOLD

Data Dictionary SLOCK

3937 0226-942 2–577

SLOCK

Soft Lock Table

Type = Table

Element Size Type Dec. Definition LOCK-OUT 1 A Integrity Lock

SOHST Data Dictionary

2–578 3937 0226-942

SOHST

Standing Order Transaction

Type = Memo

Element Size Type Dec. Definition ADV-CR 1 A Credit Advice Printed Indicator

ADV-DR 1 A Debit Advice Printed Indicator

ADV-PAY 1 A Payment Made Indicator

AMOUNT1 17 S 3 General Amount 1






CR-BRANCH 8 A Accounting Centre of Credit Account

CR-CCY 4 A Credit Account Currency


DR-BRANCH 8 A Accounting Centre of Debit Account

DR-CCY 4 A Debit Account Currency


PAY-DATE 5 N Payment Date

PAY-NUMBER 4 N Payment Number

RATE1 12 + 8 Rate 1

SOEVENT-Y 1 A Posting Audit Trail Indicator

SO-REF-NO 4 A Reference Number

SO-TYPE 2 A Standing Order Type



Data Dictionary SOHST

3937 0226-942 2–579

Profiles

PROFILE: SOHSTDATE PROFILE: SOHSTPOST

COMPONENT; SOHST COMPONENT; SOHST

ORDINATE; PAY-DATE ORDINATE; SOEVENT-Y

ORDINATE; DR-BRANCH ORDINATE; BRANCH

ORDINATE; DR-IDENT ORDINATE; STNORD-NO

ORDINATE; DR-CCY

ORDINATE; SO-REF-NO

PROFILE: SOHSTORDR PROFILE: SOHSTPRGE

COMPONENT; SOHST COMPONENT; SOHST

ORDINATE; DR-BRANCH ORDINATE; STNORD-NO

ORDINATE; DR-IDENT ORDINATE; PAY-DATE

ORDINATE; DR-CCY

ORDINATE; SO-REF-NO

ORDINATE; PAY-DATE

PROFILE: SOHSTCNNO

COMPONENT; SOHST


SOSTO Data Dictionary

2–580 3937 0226-942

SOSTO

Standing Orders Static Details

Type = Standard


AMOUNT2 17 S 3 Payment Amount 2





AMT-1-TYPE 2 A Amount 1 Type



AUTH-BY 10 A Authorised By


CHARGE-AMT 23 A Charge Amount


CHARGE-TYP 3 A Charge Type

CLIENT-ADV 1 A Client Advice Suppress Indicator


CR-BRANCH 8 A Credit Account Accounting Centre




DATE-IN 5 N Date Order Input

DR-BRANCH 8 A Debit Account Accounting Centre



EXCH-GRP 4 A Exchange Group

HAS-MT100 1 A MT100 Indicator

HAS-MT202 1 A MT202 Indicator

HOLIDAY 1 A Holiday Indicator


Data Dictionary SOSTO

3937 0226-942 2–581

Element Size Type Dec. Definition HOLMOD-CHK 4 A Holiday Method Check

HOLOVR-CHK 4 A Holiday Overlay Check

LAST-ACTND 5 N Last Actioned Date

LST-PY-DTE 6 N Last Payment Date

LSTUPDACT 1 A Last Update Action

LSTUPDDTE 5 N Last Update Date

LSTUPDTME 4 N Last Update Time

LSTUPDUSR 10 A Last Update User


NEXT-ADVC 5 N Next Advice

NEXT-PAY 5 N Next Payment Date

NEXT-PYMT 4 N Next Payment


PAY-FREQ 6 N Payment Frequency

PAYNO-TOT 4 N Total Number of Payments Made

PAYNO-YTD 4 N Total Number of Payments Year to Date

PDATE-1 6 N Payment Date 1

PNARR-CODE 3 A Posting Narrative Code

PNARR-FREE 36 A Free Format Narrative


REF-SEQ-NO 4 N Unique Sequence Number for Standing Order for Debit Account Number and Currency

SO-CNCDTE 6 N Standing Order Cancellation Date

SO-CNCRDN 5 N Standing Order Cancellation Date (Relative Date Form)

SO-COMPLT 1 A Standing Order Completed Indicator


SO-REF-NO 4 A Standing Order Reference Number


START-END 1 A Start/End of Day processing

STAT-ADVC 1 A Advice Status


STAT-PROC 1 A Process Status


TFRAMT1 17 S 3 Transfer Amount 1


SOSTO Data Dictionary

2–582 3937 0226-942

Element Size Type Dec. Definition TFRAMT3 17 S 3 Transfer Amount 3

TFR-TYPE-1 1 A Transfer Type 1



TRN-CCY 4 A Transfer Currency

XCCY-B-DPT 8 A Cross Currency Bought Accounting Centre

XCCY-S-DPT 8 A Cross Currency Sold Accounting Centre

XCCY-TYPE 3 A Cross Currency Type

Profiles

PROFILE: SOSTOACCR PROFILE: SOSTOCLSQ

COMPONENT; SOSTO COMPONENT; SOSTO

ORDINATE; CR-IDENT ORDINATE; CLIENT-NO

ORDINATE; CR-CCY ORDINATE; REF-SEQ-NO

PROFILE: SOSTODATE PROFILE: SOSTOID


ORDINATE; NEXT-PAY ORDINATE; DR-BRANCH

ORDINATE; CLIENT-NO ORDINATE; DR-IDENT

ORDINATE; REF-SEQ-NO ORDINATE; DR-CCY

ORDINATE; SO-REF-NO

PROFILE: SOSTOADVC PROFILE: SOSTOSONO


ORDINATE; STAT-PROC ORDINATE; STNORD-NO

ORDINATE; DR-BRANCH

ORDINATE; DR-IDENT

ORDINATE; DR-CCY

ORDINATE; CLIENT-NO

ORDINATE; REF-SEQ-NO

Data Dictionary SOSTO

3937 0226-942 2–583

PROFILE: SOSTOACSQ PROFILE: SOSTOAUEV

COMPONENT; SOSTM COMPONENT; SOSTO

ORDINATE; DR-IDENT ORDINATE; STAT-CODE

ORDINATE; DR-CCY ORDINATE; NEXT-PAY

ORDINATE; REF-SEQ-NO ORDINATE; LSTUPDDTE

ORDINATE; LSTUPDTME

ORDINATE; STNORD-NO

PROFILE: SOSTOAUSO

COMPONENT; SOSTO

ORDINATE; STAT-CODE

ORDINATE; STNORD-NO

SPMTR Data Dictionary

2–584 3937 0226-942

SPMTR

System Parameters

Type = Table

Element Size Type Dec. Definition ADVICE-NO 5 N Advice Number

AMOUNT-1 23 A Amount Number 1


BIC-IND 1 A Indicator for Validating BIC Address

CB-SWFTADR 11 A S.W.I.F.T. Address at Central Bank

CLEAR-ACC 12 A Clearing Account

CLOSETIME 4 N Close Time

CLS-ADDR 11 A CLS S.W.I.F.T. Address

CLS-LEVEL 1 A CLS Level

CLS-PROD 6 A CLS Product

CNFM-DATE 6 N Advance Confirmation Date

CNFM-RDN 5 N Advance Confirmation Date (Relative Date Form)

COMP-ACC 12 A Compensation Account

COSTRUNDT 5 N Cost Run Date (Relative Date Form)

CRT-REPAMT 17 S 3 Withholding Tax Repayment Amount

CRT-RUN-DT 5 N Date of Last Tax Period Reported for Withholding Tax (Relative Date Form)

EMUCCY 4 A Currency Code for Euro

EMUEXCHGRP 4 A Exchange Rate Group for EMU

EMUTRANSIT 1 A EMU Transition Indicator (Stage III or Later)

INSTCOMP 1 A Installation Complete

INTER 1 A S.W.I.F.T. Message Interface Type

LAST-BATCH 5 N Last Batch Number

LAST-CNTRT 6 N Last Contract Number

LST-BCSTNO 5 N Number of Last Message Broadcast using BCAST Screen

LST-CHQISS 8 N Last Travellers Cheque Issue Number

LST-CLIENT 8 N Last Client

LST-HOLDNO 6 N Last Hold Number

MAINBRANCH 8 A Main Accounting Centre

Data Dictionary SPMTR

3937 0226-942 2–585

Element Size Type Dec. Definition MAXLOGON 4 A Maximum Number of Logon Attempts

MAXUSER 4 A Maximum Number of Users

MEMO-ERR 12 A Memo Error Suspense Account

MIN-SWEEP 17 S 3 Minimum Sweep Amount



NPRADV-RDN 5 N Next Pay/Receive (Relative Date Form)

OC-CONTROL 12 A Other Currencies Control Account


PRIORITY-A 2 N Priority of Offline Batch Transactions - Transaction Type A

PRIORITY-B 2 N Priority of Offline Batch Transactions - Transaction Type B

PRIORITY-C 2 N Priority of Offline Batch Transactions - Transaction Type C

PRIORITY-D 2 N Priority of Offline Batch Transactions - Transaction Type D

PRIORITY-E 2 N Priority of Offline Batch Transactions - Transaction Type E

PRIORITY-F 2 N Priority of Offline Batch Transactions - Transaction Type F

PRIORITY-G 2 N Priority of Offline Batch Transactions - Transaction Type G

PRIORITY-H 2 N Priority of Offline Batch Transactions - Transaction Type H

PRIORITY-I 2 N Priority of Offline Batch Transactions - Transaction Type I

PRIORITY-J 2 N Priority of Offline Batch Transactions - Transaction Type J

PRIORITY-K 2 N Priority of Offline Batch Transactions - Transaction Type K

PRIORITY-L 2 N Priority of Offline Batch Transactions - Transaction Type L

PRIORITY-M 2 N Priority of Offline Batch Transactions - Transaction Type M

PRIORITY-N 2 N Priority of Offline Batch Transactions - Transaction Type N

PRIORITY-O 2 N Priority of Offline Batch Transactions - Transaction Type O

PROFIT-DAY 2 N Day Profit Taken

PROFIT-IND 2 A Profit Indicator

PROFIT-MTH 2 N Profit Month

PYMT-DATE 6 N Advance Payment Date

PYMT-RDN 5 N Advance Payment Date (Relative Date Form)

REAL-ERR 12 A Real Error Suspense Account

RECORD-ID 1 A Record Identifier


SEL-MT103 1 A Indicator for MT103 Message Production

STKSEQNUM 3 N Stock Sequence Number

SPMTR Data Dictionary

2–586 3937 0226-942

Element Size Type Dec. Definition STP-CNF 1 A Allow Straight Through Processing (STP) of Confirmations

STP-CNT 1 A Allow STP of Contracts

STP-CNTLIM 1 A Allow STP of Contracts if Limit Overridden

STP-CNTMAX 17 + 3 Maximum Value of STP Contracts

STP-CNTNAR 1 A Allow STP of Contracts if Narrative Entered


STP-INBMAX 17 + 3 Maximum Value of STP Inbound Payments

STP-NTF 1 A Notification STP


STP-OTBMAN 1 A Allow STP of Outbound Payments for Manually Added Contract

STP-OTBMAX 17 + 3 Maximum Value of STP Outbound Payments

SYS-STATUS 1 A System Status

SYSNME 10 A System Name

TFERS-AC 12 A Inter Accounting Centre Transfers Account

TYPE-COMP 1 A Compensation Account Type

TYPE-OC 1 A Other Currencies Control Account

TYPE-REAL 1 A Real Error Suspense Account

WHTAX-CCY 4 A Withholding Tax Currency

Data Dictionary SPOSO

3937 0226-942 2–587

SPOSO

Securities Position History

Type = Memo

Element Size Type Dec. Definition CLP-BAL 17 S 3 Clean Price Balance

CLP-REPAY 17 S 3 Clean Price Repayment

CLP-TDY-P 17 S 3 Clean Price Today – Purchase

CLP-TDY-S 17 S 3 Clean Price Today – Sale

FV-BAL 17 S 3 Face Value Balance

FV-TDY-P 17 S 3 Face Value Today for Purchase Contract

FV-TDY-S 17 S 3 Face Value Today for Sale Contract

IN-RPY-TDY 1 A Instrument Repayment Today Indicator

IN-RPY-VFV 17 S 3 Face Value Holdings on Repayment Date (Value Dated)

IN-RPY-VNM 17 S 3 Nominal Holdings on Repayment Date (Value Dated)


NOM-BAL 17 S 3 Nominal Balance

NOM-TDY-P 17 S 3 Nominal Balance – Purchase

NOM-TDY-S 17 S 3 Nominal Balance – Sale

PL-BAL 17 S 3 Profit/Loss Balance

PL-TODAY 17 S 3 Profit/Loss Today


POS-RDN 5 N Position Date (Relative Date Form)

XPOS-RDN 5 N Position Date (Relative Date Form)

Profiles

PROFILE: SPOSOIPD PROFILE: SPOSOIPDR

COMPONENT; SPOSO COMPONENT; SPOSO

ORDINATE; INSTRNAME ORDINATE; INSTRNAME

ORDINATE; PORT-ID ORDINATE; PORT-ID

ORDINATE; POS-RDN ORDINATE; XPOS-RDN

SPSCO Data Dictionary

2–588 3937 0226-942

SPSCO

Securities Position Control

Type = Memo


BV-CHG-RDN 5 N Date on which Change Occurred

BV-DL-RDN 5 N Date on which Deletion Occurred

CCY 4 A Instrument Currency

CLP-BAL 17 S 3 Clean Price Balance


END-RDN 5 N Instrument Maturity Date (Relative Date Form)

ERROR-RDN 5 N Date on which Error found in Calculation (Relative Date Form)

FV-BAL 17 S 3 Face Value Balance

HK-RDN 5 N Purge Date of Instrument’s Position History (Purged using MIWAP report)

IN-UPD-REL 5 N Instrument Change Date (Relative Date Form)


L-U-PL-RDN 5 N Profit/Loss Change Date (Relative Date Form)


MTM-NET 17 S 3 Net Mark-to-Market To-Date

MTM-TODAY 17 S 3 Mark-to-Market Today

NOM-BAL 17 S 3 Nominal Balance

PL-BAL 17 S 3 Profit/Loss Balance

PL-IUP-TDY 17 S 3 Profit/Loss Update Today due to Instrument/Portfolio Change

PL-TODAY 17 S 3 Profit/Loss Today if “Rebuild” option Selected on MIWAP

PORT-ID 12 A Portfolio Id

POST-DATE 6 N Posting Date for Update

RBUILD-RDN 5 N Date if “Rebuild” option Selected on MIWAP

SINKER 1 A Sinking Bond Indicator

UPDATE-REL 5 N If Portfolio has Changed, then this is the Input Date of a Contract that was entered before the change

XSTATUS 1 A Status of MIWAP run (Used for recovery purposes)

Data Dictionary SPSCO

3937 0226-942 2–589

Profiles

PROFILE: SPSCOINPF

COMPONENT; SPSCO

ORDINATE; INSTRNAME

ORDINATE; PORT-ID

SPSTO Data Dictionary

2–590 3937 0226-942

SPSTO

Depot Defaults

Type = Memo

Element Size Type Dec. Definition ACCOUNT-NO 12 A Account Number



CCY 4 A Settlement Currency


CSD 8 A Depository



END-RDN 5 N End Date (Relative Date Format)

PROD-TYPE 6 A Product


START-RDN 5 N Start Date (Relative Date Format)

XSTART-RDN 5 N Start Date (Relative Date Format)

Profiles

PROFILE: SPSTOCPCA

COMPONENT; SPSTO

ORDINATE; CLIENT-NO

ORDINATE; PROD-TYPE

ORDINATE; CCY

ORDINATE; BRANCH

ORDINATE; XSTART-RDN

Data Dictionary STAGM

3937 0226-942 2–591

STAGM

S.W.I.F.T. Tag Codes Security Maintenance

Type = Memo

Element Size Type Dec. Definition MSG-TYPE 3 N S.W.I.F.T. Message Type

TAG-CODE 5 A S.W.I.F.T. Tag Code

TAG-DESC 40 A Tag Code Description

UPD-LEVEL 2 N Update Level (Values 1-8)

Profiles

PROFILE: STAGMMTU PROFILE: STAGMUPDL

COMPONENT; STAGM COMPONENT; STAGM

ORDINATE; MSG-TYPE ORDINATE; UPD-LEVEL

ORDINATE; TAG-CODE ORDINATE; MSG-TYPE

ORDINATE; TAG-CODE

STATH Data Dictionary

2–592 3937 0226-942

STATH

LA Authorisation Structure

Type = Memo


CCY 4 A Currency



FACILITY 12 N Facility

ISPEC-FUNC 3 A ISPEC Function

ISPEC-NM 5 A Ispec Number

LINK-KEY 100 A Link Key



PRIORITYN 3 N Priority Number


PTC-SEQ 6 N PTC Sequence

RDN-ATH 5 N Authority Relative Day Number

RDN-UPD 5 N Update Relative Day Number

REC-LEVEL 1 A Record Level

TIME-ATH 8 N Authority Time


USER-ATH 10 A User Authorising

USER-CHK 10 A User Checking Authority

USER-UPD 10 A User Updating

VALUE-RDN 5 N Value Relative Day Number

XSTATUS 1 A Status

Data Dictionary STATH

3937 0226-942 2–593

Profiles

PROFILE: STATHDSP PROFILE: STATHPRTR

COMPONENT; STATH COMPONENT; STATH


ORDINATE; FACILITY ORDINATE; FACILITY


ORDINATE; REC-LEVEL ORDINATE; CONTRACTNO


ORDINATE; PROD-TYPE ORDINATE; ISPEC-NM

ORDINATE; PRIORITYN ORDINATE; VALUE-RDN

PROFILE: STATHDISP PROFILE: STATHCLT

COMPONENT; STATH COMPONENT; STATH

ORDINATE; XSTATUS ORDINATE; FACILITY

ORDINATE; FACILITY ORDINATE; TRANCHENO

ORDINATE; REC-LEVEL ORDINATE; CONTRACTNO

ORDINATE; TRANCHENO ORDINATE; PROD-TYPE

ORDINATE; CONTRACTNO ORDINATE; ISPEC-NM


ORDINATE; PRIORITYN ORDINATE; PTC-SEQ

ORDINATE; PAY-RCV

ORDINATE; CCY

ORDINATE; VALUE-RDN

STCKO Data Dictionary

2–594 3937 0226-942

STCKO

Inter Screen Data Linkage

Type = Memo

Element Size Type Dec. Definition LINK-KEYS 350 A Link Key Data

LINK-SEQ 5 N Link Sequence

SCRN-NAME 5 A Link Screen Name


XSCRN-NAME 5 A Link Screen Name

Profiles

PROFILE: STCKOSTSC PROFILE: STCKOSTSR

COMPONENT; STCKO COMPONENT; STCKO

ORDINATE; USERCODE ORDINATE; USERCODE

ORDINATE; SCRN-NAME ORDINATE; XSCRN-NAME

PROFILE: STCKOSTSU

COMPONENT; STCKO

ORDINATE; USERCODE

ORDINATE; LINK-SEQ

Data Dictionary STDFM

3937 0226-942 2–595

STDFM

Standard Settlement Details

Type = Memo

Element Size Type Dec. Definition ADD-TYPE 1 A Payment Indicator (Payments/Receipts/Both)

AGENT 12 A Agent

AGNT-BIC 11 A Agent BIC

AGT-ACT1 35 A Agent Account 1



AGT-INT-AC 25 A Agent Intermediary Related Account

ALL-CNTRS 1 A All Accounting Centres

ATH-AL-CCY 1 A Authorise All Currencies

AUTO-CNFM 1 A Automatic Generation of Confirmation



CCY-1 4 A Settlement Currency


CNFM-RDN 5 N Confirmation Issue Date (Relative Date Form)


END-RDN 5 N End Date






INT-NBR 8 N Interest Number


NEWEND-RDN 5 N New End Date


NST-INT-AC 25 A Intermediary Related Account for Nostro

NST-INT-BIC 11 A Intermediary BIC Code for Nostro

NST-OR-AGT 1 A Nostro or Agent

STDFM Data Dictionary

2–596 3937 0226-942

Element Size Type Dec. Definition PAY-RCV 1 A Pay/Receive Indicator

PRF-AGENT 25 A Preferred Account with Agent

PRF-IBAN 35 A Preferred IBAN

PROCESYORN 1 A Process Yes or No



REPORTED 1 A Indication of Whether Already Reported



SORTCODE 6 N Sort Code for use by CHAPS

SORTCODEI 6 N Intermediary Sort Code for use by CHAPS

START-DAY 5 N Start Day

STAT-CODE 1 A Authorisation Indicator for New End Date

STATUS-IND 1 A Authorisation Status

VALUE-RDN 5 N Value Relative Day

VOSTRO 12 A Vostro Account

XINT-NBR 8 N Interest Number (Descending Order)

XSTART-DAY 5 N Start Day (Descending Order)

Profiles

PROFILE: STDFMCTPY PROFILE: STDFMPRCD

COMPONENT; STDFM COMPONENT; STDFM

ORDINATE; NST-OR-AGT ORDINATE; NST-OR-AGT

ORDINATE; PAY-RCV ORDINATE; PAY-RCV

ORDINATE; CLIENT-NO ORDINATE; BRANCH

ORDINATE; BRANCH ORDINATE; CCY-1

ORDINATE; CCY-1 ORDINATE; PROD-TYPE

ORDINATE; C-TYPE ORDINATE; CLIENT-NO

ORDINATE; PROD-TYPE ORDINATE; XSTART-DAY

ORDINATE; XSTART-DAY

Data Dictionary STDFM

3937 0226-942 2–597

PROFILE: STDFMBRCY PROFILE: STDFMCLBR

COMPONENT; STDFM COMPONENT; STDFM

ORDINATE; NST-OR-AGT ORDINATE; NST-OR-AGT

ORDINATE; BRANCH ORDINATE; CLIENT-NO

ORDINATE; CCY-1 ORDINATE; BRANCH

ORDINATE; PROD-TYPE ORDINATE; CCY-1

ORDINATE; CLIENT-NO ORDINATE; C-TYPE

ORDINATE; XSTART-DAY ORDINATE; PROD-TYPE

ORDINATE; PAY-RCV ORDINATE; XSTART-DAY

ORDINATE; PAY-RCV

ORDINATE; AGENT

ORDINATE; AGNT-BIC

PROFILE: STDFMINBR

COMPONENT; STDFM

ORDINATE; XINT-NBR

STKA Data Dictionary

2–598 3937 0226-942

STKA

Security Master File – Key Data

Type = Memo

Element Size Type Dec. Definition A10-DLCIC 5 N Date of Last Change to Issued Capital

A11-RLCIC 1 A Reason for Last Change to Issued Capital

A12-ULPS-C 4 A Uncalled Liability per Share – Currency

A12-ULPS-V 17 S 8 Uncalled Liability per Share – Value

A13-AD 5 N Amendment Date

A2-RT 1 A Record Type

A3-CN 18 A Company Name

A4-SN 27 A Security Description

A5-NV-C 4 A Nominal Value Type

A5-NV-V 17 S 8 Nominal Value Value

A6-NVM 1 A Nominal Value Marker

A7-IC 11 N Issued Capital

A8-ICM 1 A Issued Capital Marker

A9-AOLCTIC 11 N Amount of last Change to Issued Capital

AB1-VALOR 9 N Swiss Valoren Code

AS13-LMIL 4 A Local Market Issued Licence Market Segment Code

AS14-AD 5 N Amendment Date

AS16-LC 6 A Local Security Code B

AS18-LCA 12 A Local Security Code A

AS19-LSN 15 A Local Short Name

AS1-COGWSH 2 A Country of Incorporation

AS2-NMS 13 N Normal Market Size

AS3-CCN 9 A CUSIP Code

AS4-NCN 9 N Euroclear/Cedel Common Code

AS5-LCACD 5 N Last Amendment Date for Local Code A

AS6-GC 6 N German Code

AS9-BC 6 N Belgian Code

LSTEXSUPD 5 N Link to Security Screen


Data Dictionary STKA

3937 0226-942 2–599

Element Size Type Dec. Definition STK-ID 7 A Stock ID

STK-IF 1 A Stock Inhibit Flag





Profiles

PROFILE: STKABYID PROFILE: STKABYNM

COMPONENT; STKA COMPONENT; STKA

ORDINATE; STK-ID ORDINATE; A3-CN

ORDINATE; A4-SN

ORDINATE; STK-ID

STKB Data Dictionary

2–600 3937 0226-942

STKB

Security Master File – References and Dates

Type = Memo

Element Size Type Dec. Definition B10-CRSC 7 A Stock ID C

B11-AD 3 N Amendment Date

B1-RID 5 N Record Insertion Date

B2-GM 1 A General Marker

B3-GMD 5 N General Marker Date

B4-CRMA 1 A Cross Reference Marker A

B5-CRD 5 N Cross Reference Marker A Date

B6-CRSA 7 A Stock ID A

B7-CRMB 1 A Cross Reference Marker B

B8-CRSB 7 A Stock ID B

B9-CRMC 1 A Cross Reference Marker C

BS10-CRSH 7 A Stock ID H

BS11-AD 3 N Amendment Date

BS1-CRMD 1 A Cross Reference Marker D

BS2-CRSD 7 A Stock ID D

BS3-CRME 1 A Cross Reference Marker E

BS4-CRSE 7 A Stock ID E

BS5-CRMF 1 A Cross Reference Marker F

BS6-CRSF 7 A Stock ID F

BS7-CRMG 1 A Cross Reference Marker G

BS8-CRSG 7 A Stock ID G

BS9-CRMH 1 A Cross Reference Marker H



STK-ID 7 A Stock ID





Data Dictionary STKB

3937 0226-942 2–601

Profiles

PROFILE: STKBBYID

COMPONENT; STKB

ORDINATE; STK-ID

STKC Data Dictionary

2–602 3937 0226-942

STKC

Security Master File - Classification

Type = Memo

Element Size Type Dec. Definition C10-CGTEM 1 A Capital Gains Tax Exemption Marker

C11-QTM 1 A Quotation Type Marker

C12-SDM 1 A Stamp Duty Marker

C13-AIPB 1 A Accrued Interest Pricing Basis

C14-CCM 1 A Commission Code Marker

C15-SIM 1 A SEAQ Identification Marker

C16-AD 3 N Amendment Date

C17-SM 1 A Settlement Marker

C1-ST 2 A Security Type

C2-COQ 2 A Country of Quotation

C3-RN 3 N Registrar Number

C4-LBIC 3 N Local Broader Industrial Classification

C5-ES 3 N Exchange Section

C6-CCSM 1 A Close Company Status Marker

C7-TSSM 1 A Trustee Status Marker

C8-PTM 1 A PTM Levy Indicator

C9-AICB 1 A Accrued Interest Calculation Basis

CS11-EGMD 5 N Extraordinary General Meeting Date

CS12-AD 3 N Amendment Date

CS15-VRI 1 A Voting Rights Indicator

CS1-FTAWI 3 N FTAWI Industrial Class

CS4-LICM 1 A Local Index Constituent Marker

CS5-WICM 1 A FTAWI Constituent Marker

CS6-LNIC 4 N Local Narrower Index Class

CS7-LICM 1 A Local Index Constituent Marker



STK-ID 7 A Stock ID


Data Dictionary STKC

3937 0226-942 2–603

Element Size Type Dec. Definition SYSAMDSTPT 8 N System Amendment Time



Profiles

PROFILE: STKCBYID

COMPONENT; STKC

ORDINATE; STK-ID

STKD Data Dictionary

2–604 3937 0226-942

STKD

Security Master File - Income

Type = Memo

Element Size Type Dec. Definition D10-UV-C 4 A Sub-section 2 – Unadjusted Values – Code

D10-UV-V 17 S 8 Sub-section 2 – Unadjusted Values - Value

D11-AV-C 4 A Sub-section 2 – Adjusted Values - Code

D11-AV-V 17 S 8 Sub-section 2 – Adjusted Values - Value

D12-VM 1 A Sub-section 2 – Value Marker

D13-TM 2 A Sub-section 2 – Tax Marker

D14-PD 5 N Sub-section 2 – Payment Date

D15-SC3 2 A Sub-section 3 - Code

D16-UV-C 4 A Sub-section 3 – Unadjusted Values – Code






D1-PPED 5 N Previous Period End Date















Data Dictionary STKD

3937 0226-942 2–605

Element Size Type Dec. Definition D2-PPM 1 A Previous Period Marker




D33-CPED 5 N Current Period End Date

D34-CPM 1 A Current Period Marker


D36-UV-C 4 A Sub-section 6 - Unadjusted Values – Code

D36-UV-V 17 S 8 Sub-section 6 - Unadjusted Values – Value

D37-AV-C 4 A Sub-section 6 - Adjusted Values – Code

D37-AV-V 17 S 8 Sub-section 6 - Adjusted Values – Value

D38-VM 1 A Sub-section 6 –Value marker

D39-TM 2 A Sub-section 6 –Tax Marker


D40-PD 5 N Sub-section 6 –Payment Date

D41-EDD 5 N Sub-section 6 –Ex Dividend Date

D42-HRD 5 N Sub-section 6 –Holder Registration Date

D43-SC7 5 A Sub-Section 7 - Code











D50-HRD 5 N Sub-section 7–Holder Registration Date




D53-AV-C 4 A Sub-section 8 – Adjusted Values – Code

D53-AV-V 17 S 8 Sub-section 8 – Adjusted Values – Value


2–606 3937 0226-942

Element Size Type Dec. Definition D54-VM 1 A Sub-section 8 –Value marker




























D75-FTD-C 4 A Forecast Total Dividend/Interest Code

D75-FTD-V 17 S 8 Forecast Total Dividend/Interest Value

D76-FTDM 1 A Forecast Total Dividend/Interest Marker

D77-FRN 2 A Forecast Rule Number

D78-DGMA 1 A Dividend General Marker A

D79-DGMB 1 A Dividend General Marker B


3937 0226-942 2–607

Element Size Type Dec. Definition D7-TM 2 A Sub-section 1 – Tax Marker

D80-DGMD 5 N Dividend General Marker B Date

D81-DTM 1 A Dividend Tax Marker

D82-LM 1 A Loan Marker

D83-AD 3 N Amendment Date for items D1 to D32 (Previous Period)

D84-AD 3 N Amendment Date for items D33 to D82 (Current Period)



DS10-UE-C 4 A Dividend Payment Number 2 – Unadjusted Net/Gross Equivalent Code

DS10-UE-V 17 S 8 Dividend Payment Number 2 – Unadjusted Net/Gross Equivalent Value

DS11-UTC-C 4 A Dividend Payment Number 2 – Unadjusted Tax Credit Code

DS11-UTC-V 17 S 8 Dividend Payment Number 2 – Unadjusted Tax Credit Value

DS12-NGEM 1 A Dividend Payment Number 2 – Unadjusted Net/Gross Equivalent Marker

DS13-EDD 5 N Dividend Payment Number 2 – Ex-Dividend Date

DS14-HRD 5 N Dividend Payment Number 2 – Holder Registration Date

DS15-AD 5 N Dividend Payment Number 2 – Announcement Date

DS16-SAD 3 N Dividend Payment Number 2 - Amendment Date

DS17-DN 3 N Dividend Payment Number 3














2–608 3937 0226-942

Element Size Type Dec. Definition DS26-UE-V 17 S 8 Dividend Payment Number 4 – Unadjusted Net/Gross

Equivalent Value

























DS43-UTC-C 4 A Dividend Payment Number 6 –Unadjusted Tax Credit Code

DS43-UTC-V 17 S 8 Dividend Payment Number 6 - Unadjusted Tax Credit Value



3937 0226-942 2–609

Element Size Type Dec. Definition DS45-AD 5 N Dividend Payment Number 6 – Announcement Date

DS46-SAD 3 N Dividend Payment Number 6 – Amendment Date




























2–610 3937 0226-942

Element Size Type Dec. Definition DS65-DN 3 N Dividend Payment Number 10









DS71-UPD1 4 A Usual Payment Date 1




DS75-PF 1 A Payment Frequency

DS76-AD 3 N Amendment Date for items DS1 to DS40 (Previous Period)

DS77-AD 3 N Amendment Date for items DS41 to Ds75 (Current Period)






STK-ID 7 A Stock ID





Profiles

PROFILE: STKDBYID

COMPONENT; STKD

ORDINATE; STK-ID

Data Dictionary STKE

3937 0226-942 2–611

STKE

Security Master File - Earnings

Type = Memo

Element Size Type Dec. Definition E1-EA-C 4 A Earnings Amount Currency

E1-EA-V 17 S 8 Earnings Amount Value

E2-EM 1 A Earnings Marker

E3-EQM 1 A Earnings Qualifying Marker

E4-AD 3 N Amendment Date

ES10-NAV-C 4 A Net Asset Value Currency

ES10-NAV-V 17 S 8 Net Asset Value Value

ES11-NAVD 5 N Net Asset Value Date

ES12-NAVM 1 A Net Asset Value Marker

ES13-AD 3 N Amendment Date

ES14-CNDEM 1 A Net Distribution Earnings Marker

ES15-AGMD 5 N AGM Date

ES16-CNEM 1 A Normalised Earnings Marker

ES1-NE-C 4 A Normalised Earnings Currency

ES1-NE-V 17 S 8 Normalised Earnings Value

ES3-CNDE-C 4 A Net Distribution Earnings Currency

ES3-CNDE-V 17 S 8 Net Distribution Earnings Value

ES4-BSD 5 N Balance Sheet Date

ES5-CARPD 4 A Annual Report Publication Date

ES6-RP-C 4 1 Rolling Period Earnings Currency

ES6-RP-V 17 S 8 Rolling Period Earnings Value

ES7-RPM 1 A Rolling Period Earnings Marker

ES8-RPQM 1 A Rolling Period Earnings Qualifying Marker

ES9-RPD 5 N Rolling Period Earnings Date



STK-ID 7 A Stock ID



STKE Data Dictionary

2–612 3937 0226-942

Element Size Type Dec. Definition SYSETYSTPD 5 N System Entry Date


Profiles

PROFILE: STKEBYID

COMPONENT; STKE

ORDINATE; STK-ID

Data Dictionary STKF

3937 0226-942 2–613

STKF

Security Master File - Pricing

Type = Memo

Element Size Type Dec. Definition F10-AD 5 N Amendment Date

F11-QBM 1 A Quotation Basis Indicator

F2-PAI 1 A Price Available Indicator

F3-EOQ 1 A Sub-set 1 Exchange of Quotation

F4-PA-C 4 A Sub-set 1 Price A Currency

F4-PA-V 17 S 8 Sub-set 1 Price A Value

F5-PB-C 4 A Sub-set 1 Price B Currency

F5-PB-V 17 S 8 Sub-set 1 Price B Value

F6-PTM 1 A Sub-set 1 Price Type Marker

F7-QM 1 A Sub-set 1 Price Qualifying Marker

F8-IM 1 A Sub-set 1 Income Marker

F9-EM 1 A Sub-set 1 Event Marker

FA21-EOQ 1 A Sub-set 7 Exchange of Quotation

FB5-EOQ 1 A Sub-set 9 Exchange of Quotation

FC5-EOQ 1 A Sub-set 10 Exchange of Quotation

FD5-EOQ 1 A Sub-set 11 Exchange of Quotation

FE5-EOQ 1 A Sub-set 12 Exchange of Quotation

FG3-EOQ 1 A Sub-set 14 Exchange of Quotation

FS10-PA-C 4 A Sub-set 4 Price A Currency

FS10-PA-V 17 S 8 Sub-set 4 Price A Value

FS11-PB-C 4 A Sub-set 4 Price B Currency

FS11-PB-V 17 S 8 Sub-set 4 Price B Value

FS12-PTM 1 A Sub-set 4 Price Type

FS13-QM 1 A Sub-set 4 Qualify Marker

FS14-IM 1 A Sub-set 4 Income marker

FS15-EM 1 A Sub-set 4 Event Marker

FS16-COQ 2 A Sub-set 4 Country Quotation

FS17-EOQ 1 A Sub-set 4 Exchange Quotation


STKF Data Dictionary

2–614 3937 0226-942

Element Size Type Dec. Definition FS18-PA-V 17 S 8 Sub-set 5 Price A Value



FS1-SDD 5 N First Dealing Date







FS26-TV 11 N Traded Volume – Shares Traded

FS27-TVM 1 A Traded Volume Marker








FS31-AD 3 N Amendment Date

FS32-TVSF 1 A Traded Volume Scaling Factor












STK-ID 7 A Stock ID

STK-PT 1 A Stock Pricing Type

Data Dictionary STKF

3937 0226-942 2–615

Element Size Type Dec. Definition SYSAMDSTPD 5 N System Amendment Date




Profiles

PROFILE: STKFBYID

COMPONENT; STKF

ORDINATE; STK-ID

STKG Data Dictionary

2–616 3937 0226-942

STKG

Security Master File - Pricing

Type = Memo

Element Size Type Dec. Definition G1-PA-C 4 A Price A Currency

G1-PA-V 17 S 8 Price A Value

G2-PB-C 4 A Price B Currency

G2-PB-V 17 S 8 Price B Value

G3-PTM 1 A Price Type Marker

G4-QM 1 A Price Qualifying marker

G5-IM 1 A Income marker

G6-EM 1 A Event Marker

G7-AD 5 N Amendment Date



STK-ID 7 A Stock ID





Profiles

PROFILE: STKGBYID

COMPONENT; STKG

ORDINATE; STK-ID

Data Dictionary STKH

3937 0226-942 2–617

STKH

Security Master File - Mergers

Type = Memo

Element Size Type Dec. Definition H10-AOC-C 4 A Offered Cash Currency

H10-AOC-V 17 S 8 Offered Cash Value

H11-AD 3 N Amendment Date

H1-MA 1 A Situation Marker

H2-MB 1 A Situation Qualifying Marker

H3-MD 5 N Situation Marker Date

H4-UOSRT-C 4 A Unit of Offer Currency

H4-UOSRT-V 17 S 8 Unit of Offer Value

H5-MC 1 A Multiple Security Marker

H6-SNONS 7 A Offered Securities

H7-TONS 2 A Offered Security Type

H8-AONS-C 4 A Offered Security Amount Currency

H8-AONS-V 17 S 8 Offered Security Amount Value

HS10-TAD 5 N Take Over Announcement Date

HS11-TON 3 N Take Over Number

HS1-SNOOC 7 A Offer SEDOL

HS2-TMD 1 A Partial Takeover Marker

HS3-POSIPT 17 S 8 Percent In Partial

HS4-POA 17 S 8 Percent Acceptance

HS5-SOSSO 7 A Second Stock Offered

HS6-TOSSO 2 A Second Stock Offered Type

HS7-ASSO-C 4 A Second Stock Offered Amount Currency

HS7-ASSO-V 17 S 8 Second Stock Offered Amount Value

HS8-SAC-C 4 A Second Stock Offered Cash Currency

HS8-SAC-V 17 S 8 Second Stock Offered Cash Value

HS9-AD 3 N Amendment Date



STK-ID 7 A Stock ID

STKH Data Dictionary

2–618 3937 0226-942

Element Size Type Dec. Definition SYSAMDSTPD 5 N System Amendment Date




Profiles

PROFILE: STKHBYID

COMPONENT; STKH

ORDINATE; STK-ID

Data Dictionary STKJ

3937 0226-942 2–619

STKJ

Security Master File - Redemptions

Type = Memo

Element Size Type Dec. Definition J1-RTM 1 A Redemption Type Marker

J2-ERD 5 N Early Redemption Date

J3-FRD 5 N Final Redemption Date

J4-ERV-C 4 A Early Redemption Value Currency

J4-ERV-V 17 S 8 Early Redemption Value Value

J5-FRV-C 4 A Final Redemption Value Currency

J5-FRV-V 17 S 8 Final Redemption Value Value

J6-RCM 1 A Redemption Comment Marker

J7-AD 3 N Amendment Date

JS1-AD 3 N Amendment Date

JS2-HROM 1 A Holders Redemption Option Marker

JS3-RD 3 N Redemption Date



STK-ID 7 A Stock ID





Profiles

PROFILE: STKJBYID

COMPONENT; STKJ

ORDINATE; STK-ID

STKK Data Dictionary

2–620 3937 0226-942

STKK

Security Master File – Capital Events

Type = Memo

Element Size Type Dec. Definition K1-IT 1 A Issue Type

K10-LCD 5 N Last Cumulative Date

K11-ED 5 N Ex/Effective Date

K12-DD 5 N First Dealing Date

K13-LDFS 5 N Last Split date

K14-LRD 5 N Last Renunciation Date

K15-NOC 1 N Number of Calls

K16-AOFC-C 4 A Amount of First Call Currency

K16-AOFC-V 17 S 8 Amount of First Call Value

K17-DOFC 5 N Date of First Call

K18-AOSC-C 4 A Amount of Second Call Currency

K18-AOSC-V 17 S 8 Amount of Second Call Value

K19-DOSC 5 N Date of Second Call

K2-AONSS-C 4 A New Quantity Currency

K2-AONSS-V 17 S 8 New Quantity Value

K20-AOTC-C 4 A Amount of Third Call Currency

K20-AOTC-V 17 S 8 Amount of Third Call Value

K21-DOTC 5 N Date of Third Call

K22-AOFC-C 4 A Amount of Fourth Call Currency

K22-AOFC-V 17 S 8 Amount of Fourth Call Value

K23-DFC 5 N Date of Fourth Call

K24-CRMA 1 A Cross reference Marker A

K25-CRSA 7 A Stock ID A

K26-CRMB 1 A Cross Reference Marker B

K27-CRSB 7 A Stock ID B

K28-AD 3 N Amendment Date

K3-AOOSS-C 4 A Old Quantity Currency

K3-AOOSS-V 17 S 8 Old Quantity Value

K4-IP-C 4 A Issued price Currency

Data Dictionary STKK

3937 0226-942 2–621

Element Size Type Dec. Definition K4-IP-V 17 S 8 Issued Price Value

K5-AF 17 S 8 Adjustment Factor

K6-M 1 A Issue Qualifier Marker A

K7-LCP-C 4 A Last Cumulative Price Currency

K7-LCP-V 17 S 8 Last Cumulative Price Value

K8-FEP-C 4 A First Ex-dividend Price Currency

K8-FEP-V 17 S 8 First Ex-dividend Price Value

K9-HRD 5 N Record Date

KS1-AD 5 N Announcement Date

KS10-SNA-C 4 A New Quantity 1 Currency

KS10-SNA-V 17 S 8 New Quantity 1 Value

KS11-SOM-C 4 A Old Quantity 1 Currency

KS11-SOM-V 17 S 8 Old Quantity 1 Value

KS12-SIP-C 4 A Price 1 Currency

KS12-SIP-V 17 S 8 Price 1 Value

KS13-SID 5 N Effective Date 1

KS14-TIT 1 A Event Type 2

KS15-TNA-C 4 A New Quantity 2 Currency

KS15-TNA-V 17 S 8 New Quantity 2 Value

KS16-TOA-C 4 N Old Quantity 2 Currency

KS16-TOA-V 17 S 8 Old Quantity 2 Value

KS17-TIP-C 4 A Price 2 Currency

KS17-TIP-V 17 S 8 Price 2 Value

KS18-TID 5 N Effective Date 2

KS19-DRFAC 17 S 8 Alternative Adjustment Factor

KS2-MA 1 N Number of Components

KS20-DRAD 5 N Special Situation Date

KS21-AD 3 N Amendment Date

KS22-ST 2 A New Security Type

KS23-LDT 5 N Last Trading Day For Rights

KS24-IQMB 1 A Issue Qualifying Marker B

KS25-IN 3 N Event Number

KS26-DCI 1 A Details Complete Indicator

KS27-SSM 1 A Special Situation Marker

STKK Data Dictionary

2–622 3937 0226-942

Element Size Type Dec. Definition KS3-MB 1 A Multiple event calculation basis

KS6-MC 1 A Ranking Basis

KS7-MCD 5 N Ranking Date

KS8-PED 5 N Provisional Ex-dividend/Effective Date

KS9-SIT 1 A Multiple Event Type 1



STK-ID 7 A Stock ID





Profiles

PROFILE: STKKBYID

COMPONENT; STKK

ORDINATE; STK-ID

Data Dictionary STKL

3937 0226-942 2–623

STKL

Security Master File - Conversion

Type = Memo

Element Size Type Dec. Definition L1-SM 1 A Situation Marker

L10-AMA 1 A First Capital Marker

L11-FPPS-C 4 A First Conversion Cost Currency

L11-FPPS-V 17 S 8 First Conversion Cost Value

L12-FCSS-C 4 A First Subscription Cost Currency

L12-FCSS-V 17 S 8 First Subscription Cost Value

L13-SCD 5 N Second Date

L14-SCT 1 A Second Conversion Type

L15-SNNS-C 4 A Second Resultant Amount Currency

L15-SNNS-V 17 S 8 Second Resultant Amount Value

L16-AMA 1 A Second Capital Marker

L17-SPPS-C 4 A Second Conversion Cost Currency

L17-SPPS-V 17 S 8 Second Conversion Cost Value

L18-SCSS-C 4 A Second Subscription Cost Currency

L18-SCSS-V 17 S 8 Second Subscription Cost Value

L19-LCD 5 N Final Opportunity Date

L2-CUOOS-C 4 A Conversion Unit Currency

L2-CUOOS-V 17 S 8 Conversion Unit Value

L20-CP 17 S 8 Conversion Percentage

L21-AD 3 N Amendment Date

L3-UTSF 1 A Scaling Factor

L4-TONSAC 2 A Security Type

L5-SNONS 7 A Underlying/Next Security

L6-M 1 A Opportunities Remaining Marker

L7-FCD 5 N First Conversion Date

L8-FCT 1 A First Conversion Type

L9-FNONS-C 4 A First Resultant Amount Currency

L9-FNONS-V 17 S 8 First Resultant Amount Value

LS1-SOCP 5 N First Election Date

STKL Data Dictionary

2–624 3937 0226-942

Element Size Type Dec. Definition LS2-EOCP 5 N Last Election Date

LS3-AD 3 N Amendment Date

LS4-CN 3 N Conversion Number



STK-ID 7 A Stock ID





Profiles

PROFILE: STKLBYID

COMPONENT; STKL

ORDINATE; STK-ID

Data Dictionary STKLO

3937 0226-942 2–625

STKLO

Security Master File Listings

Type = Memo

Element Size Type Dec. Definition AUTOMAN 1 A Source

INHIND 1 A Inhibit

SE-CDE 3 A Stock Exchange


STK-ID 7 A Stock ID

Profiles

PROFILE: STKLOMAIN

COMPONENT; STKLO

ORDINATE; STK-ID

ORDINATE; SE-CDE

STKMO Data Dictionary

2–626 3937 0226-942

STKMO

Security Master File Overrides

Type = Memo

Element Size Type Dec. Definition C17-SM 1 A C17 – Settlement Marker

C1-ST 2 A C1 – Security Type

C2-COQ 2 A C2 – Country of Origin

COMDS 12 S 8 Commission Discount/Surcharge

COM-TBL-ID 6 A Commission Table Identifier

F3-EOQ 1 A F3 – Exchange of Quotation

RS7-COR 2 A RS7 – Country of Register


STKCMT 50 A Stock Comment

STK-ID 7 A Stock ID

STK-IF 1 A Stock Inhibit Flag

STK-PT 1 A Stock Pricing Type





Profiles

PROFILE: STKMOBYID

COMPONENT; STKMO

ORDINATE; STK-ID

Data Dictionary STKP

3937 0226-942 2–627

STKP

Security Master File – Price History

Type = Memo

Element Size Type Dec. Definition DATE-RDN 5 N Date (Relative Day Format)

IM 1 A Income marker

PA-C 4 A Price A Currency

PA-V 17 S 8 Price A Value

PB-C 4 A Price B Currency

PB-V 17 S 8 Price B Value

PERIOD-IND 1 A Period Indicator

PTM 1 A Price Type Marker


STK-ID 7 A Stock ID





XDATE-RDN 5 N Date (Relative Day Format)

Profiles

PROFILE: STKPHIST

COMPONENT; STKP

ORDINATE; STK-ID

ORDINATE; XDATE-RDN

STKR Data Dictionary

2–628 3937 0226-942

STKR

Security Master File – Additional Data

Type = Memo

Element Size Type Dec. Definition LSTEXSUPD 5 N Link to Security Screen

R1-IN 35 A Issuer Name

R13-IS 3 A Information Source

R17-AOQ-C 4 A Unit of Quotation Currency

R17-AOQ-V 17 S 8 Unit of Quotation Value

R18-NOAOT 1 A Number of Amounts of Transfer

R19-MAOT-C 4 A Minimum Amount of Transfer Currency

R19-MAOT-V 17 S 8 Minimum Amount of Transfer Value

R2-SD 40 A Security Description

R20-IC 6 A Issuer Code

R32-NDI 1 A National Declaration Indicator Flag

R37-SS 1 A Security Status

R38-SE 2 A Security Event

R39-SED 5 N Security Event Date

R65-IR-C 4 A Interest Rate Currency

R65-IR-V 17 S 8 Interest Rate Value

R66-NOPD 1 N Number of Pay Dates

R67-FPD 5 N First Pay Date

R68-SPD 5 N Second Pay Date

R69-TPD 5 N Third Pay Date

R70-FPD 5 N Fourth Pay Date

R9-SA 18 A Security Abbreviation

RS1-ISESC 12 A LSE ISIN Code

RS17-ISIN 12 A Official ISIN

RS23-AD 3 N Amendment Date for RS1-ISESC, RS7-COR, RS9-IC, RS17-ISIN and RS24-OICD

RS24-OICD 5 N Official ISIN Date

RS7-COR 2 A Country of Register

RS9-IC 6 A Issuer Code

Data Dictionary STKR

3937 0226-942 2–629

Element Size Type Dec. Definition SOFTLOCK 2 N Soft Lock Flag

STK-ID 7 A Stock ID





Profiles

PROFILE: STKRBYID PROFILE: STKRBYIS

COMPONENT; STKR COMPONENT; STKR

ORDINATE; STK-ID ORDINATE; RS17-ISIN

ORDINATE; STK-ID

STKTO Data Dictionary

2–630 3937 0226-942

STKTO

Security Master File – Security Types

Type = Memo

Element Size Type Dec. Definition C1-ST 2 A C1 – Security Type

C1-ST-DSC 50 A C1 – Security Type Description







Profiles

PROFILE: STKTOBYST

COMPONENT; STKTO

ORDINATE; C1-ST

Data Dictionary STKV

3937 0226-942 2–631

STKV

Security Master File – CREST Data

Type = Memo


STK-ID 7 A Stock ID





VA10-EFD 5 N CREST Effective Date

VA11-SRCD 5 N CREST Security Reconciliation Date

VA12-STP-C 4 A Stamp Duty Currency

VA13-AD 5 N Amendment Date

VA14-STEXM 1 A Stamp Duty Exemption Marker

VA1-ISC 12 A ISIN Code

VA2-RGID 5 A Registrar Code

VA3-SSTD 5 N CREST Security Start Date

VA4-SEND 5 N CREST Security End Date

VA5-STAL 1 A CREST Settlement Allowed Marker

VA6-CDBVA 1 A Delivery By Value (DBV) Allowed Marker

VA7-RURRQ 1 A Registrar Update Requests (RUR) Required Marker

VA8-SCATID 3 A CREST Security Category Marker

VA9-SCSTS 1 A CREST Security Status Marker

VB1-CTYP1 3 A CREST Corporate Action Type

VB2-CN1 4 N CREST Corporate Action Number

VB3-RC1 4 A CREST EXSHARE Code

VB4-CST1 1 A CREST Corporate Action Status

VB5-GC1 1 A CREST Corporate Action Generate Claims Indicator

VB6-TR1 1 A Security Transformed

VB7-RA1 5 A Receiving Agent ID

VB8-CAA1 5 N CREST Corporate Action Amended

VC1-CTYP2 3 A CREST Corporate Action Type - 2

STKV Data Dictionary

2–632 3937 0226-942

Element Size Type Dec. Definition VC2-CN2 4 N CREST Corporate Action Number – 2

VC3-RC2 4 A CREST EXSHARE Code – 2

VC4-CST2 1 A CREST Corporate Action Status - 2

VC5-GC2 1 A CREST Corporate Action Generate Claims Indicator - 2

VC6-TR2 1 A Security Transformed - 2

VC7-RA2 5 A Receiving Agent ID - 2

VC8-CAA2 5 N CREST Corporate Action Amended - 2

VD1-CTYP3 3 A CREST Corporate Action Type - 3

VD2-CN3 4 N CREST Corporate Action Number – 3

VD3-RC3 4 A CREST EXSHARE Code – 3

VD4-CST3 1 A CREST Corporate Action Status - 3

VD5-GC3 1 A CREST Corporate Action Generate Claims Indicator - 3

VD6-TR3 1 A Security Transformed - 3

VD7-RA3 5 A Receiving Agent ID – 3

VD8-CAA3 5 N CREST Corporate Action Amended - 3

VE1-CTYP4 3 A CREST Corporate Action Type - 4

VE2-CN4 4 N CREST Corporate Action Number – 4

VE3-RC4 4 A CREST EXSHARE Code – 4

VE4-CST4 1 A CREST Corporate Action Status - 4

VE5-GC4 1 A CREST Corporate Action Generate Claims Indicator - 4

VE6-TR4 1 A Security Transformed - 4

VE7-RA4 5 A Receiving Agent ID - 4

VE8-CAA4 5 N CREST Corporate Action Amended - 4

VF1-CTYP5 3 A CREST Corporate Action Type - 5

VF2-CN5 4 N CREST Corporate Action Number – 5

VF3-RC5 4 A CREST EXSHARE Code – 5

VF4-CST5 1 A CREST Corporate Action Status - 5

VF5-GC5 1 A CREST Corporate Action Generate Claims Indicator - 5

VF6-TR5 1 A Security Transformed - 5

VF7-RA5 5 A Receiving Agent ID - 5

VF8-CAA5 5 N CREST Corporate Action Amended - 5

Data Dictionary STKV

3937 0226-942 2–633

Profiles

PROFILE: STKVBYID

COMPONENT; STKV

ORDINATE; STK-ID

STKXO Data Dictionary

2–634 3937 0226-942

STKXO

Security Master File Soft keys

Type = Memo

Element Size Type Dec. Definition INSTRNAME 12 A Instrument Name

STK-ID 7 A Stock ID

STKSEQ 2 N Sequence Number





Profiles

PROFILE: STKXOBYID PROFILE: STKXOSOFT

COMPONENT; STKXO COMPONENT; STDFM

ORDINATE; STK-ID ORDINATE; INSTRNAME

ORDINATE; STKSEQ ORDINATE; STK-ID

ORDINATE; STKSEQ

Data Dictionary STMNT

3937 0226-942 2–635

STMNT

Statement Information

Type = Memo


CCY 4 A Currency

CLSING-BAL 17 S 3 Closing Balance

END-POSTNO 7 N End Posting Number

END-REL 5 N Last Day (Relative Date Form)

START-REL 5 N Start Date (Relative Date Form)


ST-POSTNO 7 N Start Posting Number


Profiles

PROFILE: STMNTFIND PROFILE: STMNTDATE

COMPONENT; STMNT COMPONENT; STMNT




ORDINATE; STATEMEN ORDINATE; END-REL

STMPO Data Dictionary

2–636 3937 0226-942

STMPO

Stamp Duty Charges

Type = Memo


CL-CNTRY 2 A Client Country

CSD 8 A Contract Stamp Duty

INCLUDE-AI 1 A Include Accrued Interest


RND-VAL 2 N Rounded to Nearest Value

RS7-COR 2 A RS7 – Country of Registration





SYSETYSTPD 5 N System Event Date

SYSETYSTPT 8 N System Event Time


Profiles

PROFILE: STMPO-1

COMPONENT; STMPO

ORDINATE; SE-CDE

ORDINATE; CSD


ORDINATE; BGHT-SOLD

ORDINATE; CL-CNTRY

ORDINATE; RS7-COR

ORDINATE; INSTRTYPE

Data Dictionary STNS

3937 0226-942 2–637

STNS

Maintain Stations

Type = Standard

Element Size Type Dec. Definition ADDRS 32 A Address

AS-OF-REL 5 N As of Date (Relative Date Form)

ATTEMPTS 2 N Number of Attempts to Log On



CNFM-PRNTR 17 A Default Confirmation Printer

DBATCH-NO 7 N Batch Number for Direct Debit Requests

DISABLED 1 A Disabled

ENCR-VERS 1 N Encrypted Version

NEWDATE 6 N New Date

PRINTER-ID 17 A Associated Printer

PYMT-PRNTR 17 A Default Payment Printer

RBATCH-NO 7 N Batch Number for Retail Transactions

STATIONID 17 A Station Name

STATPWORDE 16 A Station Password in Encrypted Form

SYS-STATUS 1 A System Status


STOPO Data Dictionary

2–638 3937 0226-942

STOPO

Stop Cheques on Client Account

Type = Memo


CCY 4 A Currency

CHEQUE 16 A Start Cheque Number

CHQ-ISS-DT 5 N Cheque Issue Date (Relative Date Form)


CNCL-AUTH 4 A Cancel Authorisation




IP-AUTH 4 A Input Authorisation



NBR-DAYS 2 N Number of Days Back

PRESENTED 1 A Cheque Presented

REL-DAY 5 N Maturity Day (Relative Date Form)

STOP-DATE 6 N Stop Date

STOP-RDN 5 N Stop Date (Relative Date Form)


Profiles

PROFILE; STOPOCACQ

COMPONENT; STOPO

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; CHEQUE

ORDINATE; NARRATIVE

ORDINATE; STOP-RDN

ORDINATE; INPUT-TIME

Data Dictionary STPLO

3937 0226-942 2–639

STPLO

Straight Through Processing Event Log

Type = Memo



CNTINBOTB 1 A Type of STP


ERROR-MSG 50 A Error Message



REL-DAY 5 N Value Date for Payment or Start Date for Contract

STP-EVTDTE 6 N STP Event Date

STP-EVTRDN 5 N STP Event Date (Relative Date Format)

STP-EVTTME 8 N STP Event Time

Profiles

PROFILE: STPLOTYPE

COMPONENT; STPLO

ORDINATE; CNTINBOTB


ORDINATE; MSG-SEQNO

STPPO Data Dictionary

2–640 3937 0226-942

STPPO

Straight Through Processing Parameters

Type = Memo


CNTINBOTB 1 A Type of STP


STP-KEY 8 A STP Key

STP-MAX 17 S 3 Maximum Value for STP

STP-OK 1 A Allow STP

STP-TYPE 1 A STP Parameter Type

Profiles

PROFILE: STPPOTYPE

COMPONENT; STPPO

ORDINATE; CNTINBOTB

ORDINATE; BRANCH

ORDINATE; STP-TYPE

ORDINATE; STP-KEY

Data Dictionary STXTO

3937 0226-942 2–641

STXTO

Screen Text

Type = Memo



SCR-NO 3 N Screen Text Number

SCRTEXT 24 A Screen Text

Profiles

PROFILE: STXTOSCR

COMPONENT; STEXT

ORDINATE; SCREENNAM

ORDINATE; LANG

ORDINATE; SCR-NO

SUPCO Data Dictionary

2–642 3937 0226-942

SUPCO

Stock Exchange Securities Static Data Supplementary Charges

Type = Memo


RS7-COR 2 A Security – RS7 Country of Residence


SUPCRGCDE 2 A Supplementary Charges Code

SUPCRGDSC 30 A Supplementary Charges Description

SUPDSC20 20 A Supplementary Charges Short Description





Profiles

PROFILE; SUPCO-1

COMPONENT; SUPCO

ORDINATE; SUPCRGCDE

ORDINATE; RS7-COR

ORDINATE; BGHT-SOLD

Data Dictionary SWFDO

3937 0226-942 2–643

SWFDO

S.W.I.F.T. Detail Lines

Type = Memo


DATA-LINE 72 A Data Line

MSG-GRP 3 A Message group

MSG-GRPSEQ 2 N Message Group Sequence

MSG-OPTN 1 A Message Option

MSG-QUAL 8 A Message Qualifier

MSG-SECTN 3 A Message Section

MSG-SEQ 3 N Message Sequence


MSG-TAG 2 N Message Tag


PRINT-DATA 72 A Data to be Printed

REPSEQNBR 1 N Report Sequence Number

SXMFO-SEQ 3 N Stock Exchange Message Form Sequence

TAG-LINENO 1 N Tag Line Number

Profiles

PROFILE; SWFDOSQLN PROFILE; SWFDOSTOQ

COMPONENT; SWFDO COMPONENT; SWFDO

ORDINATE; MSG-SEQNO ORDINATE; MSG-SEQNO

ORDINATE; MSG-SEQ ORDINATE; MSG-GRP

ORDINATE; MSG-TAG

ORDINATE; MSG-OPTN

ORDINATE; MSG-QUAL

PROFILE; SWFDO-3

COMPONENT; SWFDO

ORDINATE; MSG-SEQNO

ORDINATE; SXMFO-SEQ

ORDINATE; REPSEQNBR

SWFTI Data Dictionary

2–644 3937 0226-942

SWFTI

S.W.I.F.T. Incoming Messages

Type = Memo

Element Size Type Dec. Definition APPROVED 1 A Approved

BRANCH-TID 9 A S.W.I.F.T. Branch Terminal Identifier

BRNCH-CODE 3 A S.W.I.F.T. Branch Code

CAS-SEQNO 6 N CASmf Sequence Number

CAS-SESSNO 4 N CASmf Session Number

CAS-STATUS 3 A CASmf Interface Status

CCY 4 A Currency


DATE-INPUT 14 A Input Date

DESTINATN 11 A Destination

ERROR-CODE 2 N Error Code

ERROR-FLAG 1 A Error Flag

IBAN-ERR 1 A Incorrect IBAN Indicator

IBAN-STP 1 A STP Indicator for MT103 messages

I-O-IND 1 A Input/Output Indicator

MEDIA 1 A Media

MSG-CDE-P 3 A Message Code Priority


MSG-SOURCE 5 A Message Source


ORIG-ISPEC 5 A Originating ISPEC

PDE 1 A Possible Duplicate Entry on S.W.I.F.T.

PRNT-ADDR1 35 A Print Address 1







Data Dictionary SWFTI

3937 0226-942 2–645

Element Size Type Dec. Definition PRTD-ON 1 A Printed Indicator

REJECT-CDE 1 A S.W.I.F.T. Reject Code

SENDERREF 16 A Sender Reference

SSI-ERR 1 A SSI Error

STATUS-FLG 3 A Status Flag

SUP-DATE 14 A Date/Time of Suppressed Confirmation

SWIFT-PR 2 N S.W.I.F.T. Message Priority

TPS-IND 1 A CLS (Continuous Linked Settlement) Third Party Copy Indicator


Profiles

PROFILE; SWFTIAPR PROFILE; SWFTIDTE

COMPONENT; SWFTI COMPONENT; SWFTI

ORDINATE; APPROVED ORDINATE; MSG-SEQNO

ORDINATE; STATUS-FLG ORDINATE; DATE-INPUT

ORDINATE; MSG-SOURCE ORDINATE; STATUS-FLG


ORDINATE; MSG-SEQNO

PROFILE: SWFTICNT

COMPONENT; SWFTI


ORDINATE; MSG-TYPE

ORDINATE; MSG-SEQNO

SWFTO Data Dictionary

2–646 3937 0226-942

SWFTO

S.W.I.F.T. Output Messages

Type = Memo


AMOUNT 17 S 3 Amount

AMOUNT-1 23 A Original Amount

APDU 3 A Application Protocol Data Unit First character is the Application Identifier (F for FIN, A for GPA, or L for specific GPA) Second and third characters form the identifier of the APDU

BANK-PRI 4 A Banking Priority (optional)

BENEFCRY 35 A Clean Payment Beneficiary


CCY 4 A Currency

CCY-1 4 A Original Currency

CHARGE-MTH 3 A Charge Method (BEN=Beneficiary, OUR=Bank, SHA=Shared)

CHRG-AMT1 23 A Charge Associated with Customer Transfer (Iteration 1)



CHRG-CCY1 4 A Currency of CHRG-AMT1



CLEAN-STAT 1 A Clean Payment Status


DATE-OUTPT 14 A Date Output

DEBIT-PRTY 35 A Party to be Debited

DEST-BRNCH 3 A Destination Accounting Centre

DESTINATN 9 A Destination

FORMATTED 1 A Formatted Indicator

INPUTTIME 4 N Input Time

MAC-TRAIL 8 A Authentication Trailer

MFSEQNO 5 N Sequence Number (ISN or OSN)

MIR 28 A Day No/Transaction Id/Session Number/Sequence Number

Data Dictionary SWFTO

3937 0226-942 2–647

Element Size Type Dec. Definition MSG-CDE-P 3 A Proprietary Message Code




MUR 16 A Message User Reference (optional)

OSN 6 N Input Sequence

OUTPUTDATE 6 N Output Date

OUTPUTREL 5 N Output Date (Relative Date Form)

OUTPUTTIME 4 N Output Time

PDE 1 A Possible Duplicate Emission Indicator

PDE-TRAIL 32 A Possible Duplicate Emission Trailer


PROC-TYPE 1 A Process Type

PRTD-ON 1 A Printed On Indicator

RATE-1 14 A Exchange Rate

REC-IND 1 A Received Indicator

REFERENCE1 16 A Reference 1

REFERENCE2 16 A Reference 2

RELAT-SEQ 7 N Sequence Number of Parent Message

SENDER 8 A Sender

SENDER-BR 3 A Sender Accounting Centre

SENDER-LT 1 A Sender

SX-VERSION 1 A Stock Exchange Version


USERCODE 10 A User that has S.W.I.F.T. Record Locked for Processing


VALUE-REL 5 N Value Date (Relative Date Format)

XPRIORITY 1 A Priority (Descending Order)

XSEQUENCE 6 N Sequence Number

XSESSION 4 N Session

SWFTO Data Dictionary

2–648 3937 0226-942

Profiles

PROFILE; SWFTOACPT PROFILE; SWFTOFORM

COMPONENT; SWFTO COMPONENT; SWFTO

ORDINATE; ACTIONED ORDINATE; OUTPUTREL

ORDINATE; PROC-TYPE ORDINATE; OUTPUTTIME

ORDINATE; MSG-SEQNO ORDINATE; XPRIORITY

ORDINATE; MSG-TYPE

ORDINATE; SENDER

PROFILE; SWFTODEST PROFILE; SWFTOPRT


ORDINATE; PROC-TYPE ORDINATE; DATE-OUTPUT

ORDINATE; DESTINATN DW; PRTD-ON = GLB.SPACES

ORDINATE; OUTPUTREL

ORDINATE; MSG-SEQNO

PROFILE: SWFTOCNNO PROFILE: SWRTOSEND


ORDINATE; CONTRACTNO ORDINATE; PROC-TYPE

ORDINATE; MSG-SEQNO ORDINATE; SENDER

ORDINATE; OUTPUTREL

ORDINATE; MSG-SEQNO

PROFILE: SWFTOSN PROFILE: SWFTOUSER


ORDINATE; MSG-SEQNO ORDINATE; USERCODE

ORDINATE; MSG-SEQNO

Data Dictionary SWPTO

3937 0226-942 2–649

SWPTO

S.W.I.F.T. Details by Station ID

Type = Memo

Element Size Type Dec. Definition ACTION 1 A Action Indicator


AUTO-OPEN 1 A Auto Open Indicator

HOST-IN 16 A CASmf Host Input

HOSTNAME 16 A Host Name

HOST-OUT 16 A CASmf Host Output

MAP-ID 12 A CASmf Map Identifier

MAP-IN 12 A CASmf Map Input

MAP-OUT 12 A CASmf Map Output

MSG-COUNT 2 N Message Count

MSG-NUM1 150 A Message 1








REJECT-CDE 1 A S.W.I.F.T. Reject Code


SWIFT-TID 9 A S.W.I.F.T. Terminal ID

XSEQUENCE 6 N Sequence Number

XSESSION 4 N Session Number

XSTATUS 3 A Message Status

Profiles

PROFILE; SWPTOTERM

COMPONENT; SWPTO

ORDINATE; SWIFT-TID

SXAPO Data Dictionary

2–650 3937 0226-942

SXAPO

Stock Exchange Products

Type = Memo





S-CSD 8 A Settlement Depository






TFRIND 1 A Transfer Indicator


Profiles

PROFILE; SXAPO-1

COMPONENT; SXAPO

ORDINATE; BGHT-SOLD

ORDINATE; TFRIND


ORDINATE; PF-CAT

ORDINATE; S-CSD

ORDINATE; CSTDY-TYPE

Data Dictionary SXCCO

3937 0226-942 2–651

SXCCO

Stock Exchange Contract Common Details

Type = Memo

Element Size Type Dec. Definition ACCINTDAYS 3 N Accrued Interest Days

ACCINTRTE 12 N Accrued interest Rate


CANCEL-RSN 30 A Cancel RSN


CNDN-CDE-1 2 A Contract Condition Code 1

CNDN-CDE-2 2 A Contract Condition Code 2



DEALER 4 A Dealer ID

EXDIV-IND 1 A Ex-Dividend Indicator


OT-EXUNUM 12 N OT Exchange Number


S-CSD-AC 8 A Settlement Depository Account

S-CSD-SAC 8 A Settlement Depository Sub-Account

SE-CDE 3 A Security Code

STK-ID 7 A Station ID

STL-RDN 5 N Settlement Date (Relative Day Format)

SX-STL-TYP 1 A Security Settlement Type







TOTQTY 16 N Quantity Total


TRD-RDN 5 N Trade Date (Relative Day Format)

SXCCO Data Dictionary

2–652 3937 0226-942

Element Size Type Dec. Definition TRN-CNT 3 N Transaction Count

UNTQUO 16 S Quotation Unit

UNTQUODSP 15 A Quotation Unit description

Profiles

PROFILE; SXCCO-1 PROFILE; SXCCO-2

COMPONENT; SXCCO COMPONENT; SXCCO

ORDINATE; CONTRACTNO ORDINATE; TRD-RDN


PROFILE; SXCCO-3

COMPONENT; SXCCO

ORDINATE; STK-ID


Data Dictionary SXCCT

3937 0226-942 2–653

SXCCT

Stock Exchange Temporary Common Details

Type = Memo

Element Size Type Dec. Definition ACCINTDAYS 3 N Accrued Interest Days

ACCINTDISP 4 A Accrued Interest

ACCINTRTE 12 S 8 Accrued Interest Rate

ACCINTRTED 14 A Accrued Interest Rate



CNDN-CDE-1 2 A Condition Code 1

CNDN-CDE-2 2 A Condition Code 2



DEALER 4 A Dealer

EXDIV-IND 1 A Ex-Dividend Indicator



LIST-DEC 1 N List DEC

LIST-WR 3 S 1 List WR

LIST-WW 3 S 1 List WW

OT-EXUNUM 12 N OT Exchange Number


S-CSD-AC 8 A Settlement Depository Account

S-CSD-SAC 8 A Settlement Depository Sub-Account



STKDSC 46 A Stock Description

STK-ID 7 A Stock ID

STL-DATE 6 N Settlement Date

STL-RDN 5 N Se5ttlement Date (Relative Day Form)

SX-STL-TYP 1 A Security Settlement Type


SXCCT Data Dictionary

2–654 3937 0226-942

Element Size Type Dec. Definition TRADE-TYPE 1 A Trade Type

TRD-DATE 6 N Trade Date

TRD-RDN 5 N Trade Date (Relative Day Format)

UNTQUO 16 S 7 Quotation Unit

UNTQUODSP 5 A Quotation Unit description

Profiles

PROFILE; SXCCT-1

COMPONENT; SXCCT


Data Dictionary SXCMO

3937 0226-942 2–655

SXCMO

Stock Exchange Custody Model

Type = Memo



CSD-SAC 8 A Depository Sub-Account

CSTDY-MDL 8 A Custody Model



RS7-COR 2 A RS7 Country of Residence



STK-ID 7 A Stock ID





Profiles

PROFILE; SXCMO-1 PROFILE; SXCMO-2

COMPONENT; SXCMO COMPONENT; SXCMO

ORDINATE; CSTDY-MDL ORDINATE; CSD

ORDINATE; SE-CDE ORDINATE; CSD-AC

ORDINATE; RS7-COR ORDINATE; CSD-SAC

ORDINATE; INSTRTYPE

ORDINATE; STK-ID

SXCNT Data Dictionary

2–656 3937 0226-942

SXCNT

Stock Exchange Contract

Type = Memo




COMMISSION 17 S 3 Commission


GROSS 17 S 3 Gross Value

STK-ID 7 A Stock ID

TRD-RDN 5 N Trade Date (Relative Day Form)

Profiles

PROFILE; SXCNT-1

COMPONENT; SXCNT

ORDINATE; CLIENT-NO

ORDINATE; STK-ID

ORDINATE; BGHT-SOLD

ORDINATE; CCYLIST

ORDINATE; TRD-RDN

Data Dictionary SXCPO

3937 0226-942 2–657

SXCPO

Stock Exchange Contract Portfolio

Type = Memo

Element Size Type Dec. Definition ACCINT 17 S 3 Accrued Interest

AGENT 12 A Their Agent



CMA-ACC 12 A CMA Account

CNTCT-NAME 30 A Contract Name

CNTCT-REF 16 A Contract Reference


COMMISSION 17 S 3 Commission amount


COMPC-DSP 14 A Commission Percentage Display

COM-TBL-ID 6 A Commission Table


COMVALDSP 23 A Commission Value Display


CSD 8 A Stamp Duty

CSD-AC 8 A Stamp Duty Account

CSD-REF 12 N Stamp Duty Reference

CSD-SAC 8 A Stamp Duty Settlement Account

EXPENSES 17 S 3 Expenses

EXR-RATE 12 S 8 EXR Rate

EXR-RATE-1 14 A EXR Rate 1

EXR-USAGE 1 A EXR Usage

FREE-TEXT1 36 A Free Text 1





GROSS 17 S 3 Settlement Gross value

SXCPO Data Dictionary

2–658 3937 0226-942

Element Size Type Dec. Definition INS-DATE 14 A Instrument Date


MTC-RDN 5 N Match Relative Day Number

NARR-CODE1 3 A Narrative Code 1



NET 17 S 3 Nett Value

NET-STL 17 S 3 Net Settlement Value

NET-STL-O 17 S 3 Nett Settlement Value

NOSTRO 3 N Nostro

OPEN-FLAG 1 A Open Indicator



PRC 17 S 8 Price




PRCDSP-1 13 A Price 1 Description




QTY 16 S 7 Quantity

QTY-1 16 S 7 Quantity 1



QTY-D1 15 A Depository Quantity 1



QTY-OPEN 16 S 7 Open Quantity

RATE-WIDTH 1 A Width Override Indicator

S-CSD-REF 12 N Stamp Duty Reference

SE-CHG 17 S 3 Stock Exchange Charge

SLDTFRQTY 16 S 7 Sold Quantity

STPDTY 17 S 3 Stamp Duty

Data Dictionary SXCPO

3937 0226-942 2–659

Element Size Type Dec. Definition SUPCRG1 17 S 3 Supplementary Charge

SUPCRG2 17 S 3 Supplementary Charge 2





SX-VERSION 1 A SX Version





TFRCST 17 S 3 Transfer Book Cost (Listing Currency)

TFRCSTD 23 A Entered Transfer Book Cost (Listing Currency)

TFRCSTPFL 17 S 3 Transfer Book Cost (Portfolio Reference Currency)

TFRCSTPFLD 23 A Entered Transfer Book Cost (Portfolio Reference Currency)

TP-CHG 17 S 3 Third Party Charge


TP-PC-DSP 14 A Third Party Percentage Description

TP-VAL 17 S 3 Third Party Value

TP-VALDSP 23 A Third Party Value Description

TRADING-GL 12 A Trading General Ledger

TRD-TIME 4 N Trade Time


VATCDE 1 N VAT Code

VATTOT 17 S 3 VAT Total

VATVAL 17 S 3 VAT Value

Profiles

PROFILE; SXCPO-1 PROFILE; SXCPO-2

COMPONENT; SXCPO COMPONENT; SXCPO


ORDINATE; TRN-CNT ORDINATE; CONTRACTNO

ORDINATE; TRN-CNT

SXCPO Data Dictionary

2–660 3937 0226-942

PROFILE; SXCPO-5

COMPONENT; SXCPO

ORDINATE; OPEN-FLAG

ORDINATE; PORT-ID


ORDINATE; TRN-CNT

Data Dictionary SXCPT

3937 0226-942 2–661

SXCPT

Stock Exchange Contract Portfolio Charges

Type = Memo

Element Size Type Dec. Definition ACCINT 17 S 3 Accrued Interest

ACCINTDSP 23 A Accrued Interest

AGENT 12 A Agent




CMA-ACC 12 A CMA Account

CN-RDN 5 N Contract Relative Day Number


COMMISSION 17 S 3 Commission



COM-TBL-ID 6 A Commission Table ID


COMVALDSP 23 A Commission Value

CSD 8 A Cash Settlement Depository

CSD-AC 8 A CSD Account

CSD-SAC 8 A CSD Sub-Account

EXPENSES 17 S 3 Expenses

EXR-RATE 12 S 8 EXR Rate

EXR-RATE-1 14 A EXR Rate 1

EXR-USAGE 1 A EXR Usage






GROSS 17 S 3 Gross

GROSS-STLA 23 A Gross Settlement Amount

SXCPT Data Dictionary

2–662 3937 0226-942

Element Size Type Dec. Definition MASTER-NO 6 N GL Master Number




NET 17 S 3 Nett Amount

NET-STL 17 S 3 Nett Settlement Amount

NOSTRO 3 N Nostro


OT-ORDNUM 12 N OT Order Number

PF-CAT 1 A Portfolio category


PORT-ID2 12 A Portfolio ID 2

PRC 17 S 8 Percentage

PRC-1 17 S 8 Percentage 1



PRCDSP-1 13 A Disposal Percentage 1





PS-CODE2 1 A Portfolio Selection Code 2

QTY 16 S 7 Quantity




QTY-D1 15 A Disposal Quantity 1



RATE-WIDTH 1 A Rate Width Override Indicator

SE-CHG 17 S 3 Stock Exchange Charges

SE-CHGDSP 23 A Stock Exchange Disposable Charges

SLDTFRQTY 16 S 7 Sold Transfer Quantity


Data Dictionary SXCPT

3937 0226-942 2–663

Element Size Type Dec. Definition STPDTY 17 S 3 Stamp Duty

STPDTYDSP 23 A Disposable Stamp Duty







SUPCRGDSP1 23 A Disposable Supplementary Charge Code 1



TFRCST 17 S 3 Transfer Book Cost (Listing Currency)

TFRCSTD 23 A Entered Transfer Book Cost (Listing Currency)

TFRCSTPFL 17 S 3 Transfer Book Cost (Portfolio Reference Currency)

TFRCSTPFLD 23 A Entered Transfer Book Cost (Portfolio Reference Currency)

TP-CHG 17 S 3 Third Party Charge


TP-PC-DSP 14 A Third Party Disposable Percentage

TP-VAL 17 S 3 Third Party Value

TP-VALDSP 23 A Third Party Disposable Value

TRADING-GL 12 A Trading GL Master Number

TRD-TIME 4 N Traded Time


VATCDE 1 N VAT Code

VATTOT 17 S 3 VAT Total

VATVAL 17 S 3 VAT Value

Profiles

PROFILE; SXCPT-1

COMPONENT; SXCPT


ORDINATE; TRN-CNT

SXDBO Data Dictionary

2–664 3937 0226-942

SXDBO

Stock Exchange Database

Type = Memo

Element Size Type Dec. Definition DB-FIELD 18 A Database Field






XTEXT 36 A Text

Profiles

PROFILE; SXDBO-1

COMPONENT; SXDBO

ORDINATE; DB-FIELD

Data Dictionary SXEDO

3937 0226-942 2–665

SXEDO

Stock Exchange Transaction Model Detail

Type = Memo

Element Size Type Dec. Definition CLTDEP-IND 1 A Client Deposit Indicator

DIARY-TYPE 3 A Diary Type

MODEL 3 A Model

POST-OPEN 1 A Post Open Indicator


SEQ 2 N Sequence





TRIG-DTYPE 3 A Trigger Diary Type


Profiles

PROFILE; SXEDO-1

COMPONENT; SXEDO

ORDINATE; PROD-TYPE

ORDINATE; DIARY-TYPE

ORDINATE; SEQ

SXEHO Data Dictionary

2–666 3937 0226-942

SXEHO

Stock Exchange Transaction Model Header

Type = Memo

Element Size Type Dec. Definition ACTION 1 A Action

COND-IND 1 A Conditional Indicator

DIARY-TYPE 3 A Diary Type

MTC-IND 1 A Match Indicator


SEQ 2 N Sequence





TRNDTETYP 1 A Transaction Date Type

VALDTETYP 1 A Value Day Type


XWHEN 3 A Number of Days Before Event Processing

Profiles

PROFILE; SXEHO-1

COMPONENT; SXEHO

ORDINATE; PROD-TYPE

ORDINATE; SEQ

Data Dictionary SXIMO

3937 0226-942 2–667

SXIMO

Stock Exchange Input Messages

Type = Memo

Element Size Type Dec. Definition CSD-MATCH 1 A Custodian Match


MSG-CDE-P 3 A Proprietary Message Code



OMM-D-TYPE 3 A OMM Diary Type


REV-FLAG 1 A Reverse Flag

SOFTLOCK 2 N Soft lock Flag







Profiles

PROFILE; SXIMOPRDY

COMPONENT; SXIMO

ORDINATE; PROD-TYPE

ORDINATE; D-TYPE

ORDINATE; REV-FLAG

ORDINATE; TRAN-GRP

ORDINATE; TRAN-SEQ

SXMFO Data Dictionary

2–668 3937 0226-942

SXMFO

Stock Exchange Message Format

Type = Memo


MSG-FIXED 7 N Fixed Message

MSG-GRP 3 A Message Group

MSG-IN-OUT 1 A Message Direction

MSG-MNDTRY 1 A Mandatory or Optional Message Indicator


MSG-REP 2 A Message Reply



MSG-TAG 2 N Message Tag Sequence


MSG-VALFLG 1 A Message Value Flag

MSG-VALUE 35 A Message Value





Profiles

PROFILE; SXMFOMTSQ

COMPONENT; SXMFO

ORDINATE; MSG-SOURCE

ORDINATE; MSG-IN-OUT

ORDINATE; MSG-TYPE

ORDINATE; MSG-CDE-P

ORDINATE; MSG-SEQ

Data Dictionary SXMQO

3937 0226-942 2–669

SXMQO

Stock Exchange Message Qualifiers

Type = Memo


MSG-GRP 3 A Message Group

MSG-GRPSEQ 2 N Message Group Sequence

MSG-IN-OUT 1 A Message Direction

MSG-MNDTRY 1 A Mandatory or Optional Message Indicator


MSG-Q-TYPE 4 A Message Qualifier Type





MSG-VALFLG 1 A Message Value Flag

MSG-VALUE 35 A Message Value





Profiles

PROFILE; SXMQOSQGR

COMPONENT; SXMQO


ORDINATE; MSG-IN-OUT

ORDINATE; MSG-TYPE

ORDINATE; MSG-CDE-P

ORDINATE; MSG-SEQ

ORDINATE; MSG-QUAL

ORDINATE; MSG-GRPSEQ

SXOMO Data Dictionary

2–670 3937 0226-942

SXOMO

Stock Exchange Output from Message Model

Type = Memo

Element Size Type Dec. Definition ALERT-FLAG 1 A Alert Flag


D-PROC 1 A Diary Process


ERR-NBR 5 N Alert Error Number

EVENT-FLAG 1 A Alert Event Flag

MSG-CDE-P 3 A Proprietary Message Code



MSG-STS 8 A Message Status



PROC-FLAG 1 A Process Flag



SYSAMDSTPT 8 N System Amendment Time SYSETYSTPD 6 N System Entry Date SYSETYSTPT 8 N System Entry Time

Profiles

PROFILE; SXOMO-1

COMPONENT; SXOMO


ORDINATE; MSG-TYPE

ORDINATE; MSG-CDE-P

ORDINATE; MSG-QUAL

ORDINATE; MSG-STS

Data Dictionary SXPRO

3937 0226-942 2–671

SXPRO

Stock Exchange PS and Principal Filter

Type = Memo

Element Size Type Dec. Definition DEALER 4 A Dealer

FILTER-TYP 1 A Filter Type



PS-CODE 1 A PS Code



STK-ID 7 A Stock ID






TRADING-GL 12 A Trading GL Master Account

Profiles

PROFILE; SXPRO-1 PROFILE; SXPRO-2

COMPONENT; SXPRO COMPONENT; SXPRO

ORDINATE; FILTER-TYP ORDINATE; FILTER-TYP

ORDINATE; PS-CODE ORDINATE; TRADE-TYPE

ORDINATE; DEALER ORDINATE; DEALER

ORDINATE; SE-CDE ORDINATE; SE-CDE

ORDINATE; INSTRYTYPE ORDINATE; INSTRTYPE

ORDINATE; STK-ID ORDINATE; STK-ID

SXSTO Data Dictionary

2–672 3937 0226-942

SXSTO

Stock Exchange Settlement Type

Type = Memo

Element Size Type Dec. Definition BUSDAYFLAG 1 A Business Day Indicator


STLDAYS 2 N Number of Settlement Days

STLDSC 8 A Settlement Description

SX-STL-TYP 1 A Stock Exchange Settlement Type





Profiles

PROFILE; SXSTO-1

COMPONENT; SXSTO

ORDINATE; SX-STL-TYP

Data Dictionary SXTDO

3937 0226-942 2–673

SXTDO

Stock Exchange Transaction Diary

Type = Memo

Element Size Type Dec. Definition ACTION 1 A Action


CCY 4 A Currency

CLTDEP-IND 1 A Client Deposit Indicator

COND-IND 1 A Condition Indicator



MODEL 3 A Model

MTC-IND 1 A Match Indicator

POST-OPEN 1 A Posting Indicator

PROC-FLAG 1 A Process Flag

PROC-RDN 5 N Process Date (Relative Day Format)

PROC-TIME 8 N Process Time


QTY-ACT 16 S 7 Actual Quantity

QTY-ACT1 16 S 7 Actual Quantity in first new security lime

QTY-ACT2 16 S 7 Actual Quantity in second new security line

QTY-EXP 16 S 7 Expected Quantity

QTY-EXP1 16 S 7 Expected Quantity in first new security lime

QTY-EXP2 16 S 7 Expected Quantity in second new security line

RDN-ACT 5 N Actual Date (Relative Day Format)

RDN-EXP 5 N Expected Date (Relative Day Form)







TRG-D-TYPE 3 A Trigger Diary Type

SXTDO Data Dictionary

2–674 3937 0226-942

Element Size Type Dec. Definition TRN-CNT 3 N Transaction Count

TRNDTETYP 1 A Transaction Date Type

VAL-ACT 17 S 3 Actual Value

VALDTETYP 1 A Value Date Type

VAL-EXP 17 S 3 Expected Value

XTEXT 36 A Description

Profiles

PROFILE; SXTDO-1 PROFILE; SXTDO-2

COMPONENT; SXTDO COMPONENT; SXTDO

ORDINATE; CONTRACTNO ORDINATE; PROC-FLAG

ORDINATE; TRN-CNT ORDINATE; ACTION

ORDINATE; PROC-RDN ORDINATE; PROD-GROUP

ORDINATE; PROC-TIME ORDINATE; PROC-RDN

ORDINATE; PROC-TIME

PROFILE; SXTDO-3

COMPONENT; SXTDO

ORDINATE; MTC-IND

ORDINATE; PROC-FLAG

ORDINATE; RDN-EXP


ORDINATE; TRN-CNT

Data Dictionary SXXRO

3937 0226-942 2–675

SXXRO

Corporate Action Type Cross Reference

Type = Memo

Element Size Type Dec. Definition DATA-SRC 5 A Data Source

EXT-ID 12 A External Identifier

INT-ID 12 A Internal Identifier


XREF-TYP 2 A Reference Type

Profiles

PROFILE: SXXROMAIN PROFILE: SXXROINT

COMPONENT; SXXRO COMPONENT; SXXRO

ORDINATE; XREF-TYP ORDINATE; XREF-TYP

ORDINATE; DATA-SRC ORDINATE; DATA-SRC

ORDINATE; EXT-ID ORDINATE; INT-ID

TABLO Data Dictionary

2–676 3937 0226-942

TABLO

Table for Miscellaneous Data

Type = Memo

Element Size Type Dec. Definition DATA-DESC 36 A Data Description

DATA-LEN 2 N Data Length

KEY1-DESC 12 A Key1 Description

KEY1-LEN 1 N Key1 Length

KEY2-DESC 12 A Key2 Description

KEY2-LEN 1 N Key2 Length


TABLE-DESC 36 A Table Description

TABLE-NAME 6 A Table Name

TABLE-NO 2 N Table Number

Profiles

PROFILE; TABLOTNNO

COMPONENT; TABLO

ORDINATE; TABLE-NAME

ORDINATE; TABLE-NO

Data Dictionary TBBSO

3937 0226-942 2–677

TBBSO

Trial Balance/Balance Sheet Layout

Type = Memo

Element Size Type Dec. Definition BAL-IND 1 A Balance Indicator

BAL-NO 2 N Report Number



PAGE-BRK 1 A Page Throw (Y/N)

POST-EXC 1 A Exclude Adjustment Postings

TOT-FLAG1 1 A Total Flag 1





Profiles

PROFILE; TBBSOTYP

COMPONENT; TBBSO

ORDINATE; BAL-IND

ORDINATE; BAL-NO

ORDINATE; LINE-NO

ORDINATE; XACCOUNT

TBLO Data Dictionary

2–678 3937 0226-942

TBLO

Charges Tables

Type = Memo

Element Size Type Dec. Definition BND1 17 S 3 Band Limit 1

BND10 17 S 3 Band Limit 10









CCY 4 A Currency

FIX 17 S 3 Fix Amount


PC-1 12 S 8 Percentage 1















TBL-KEY 25 A Table Key

Data Dictionary TBLO

3937 0226-942 2–679

Element Size Type Dec. Definition TBL-TYPE 3 A Table Type

VAL1 17 S 3 Value 1

VAL10 17 S 3 Value 10

VAL2 17 S 3 Value 2

VAL3 17 S 3 Value 3

VAL4 17 S 3 Value 4

VAL5 17 S 3 Value 5

VAL6 17 S 3 Value 6

VAL7 17 S 3 Value 7

VAL8 17 S 3 Value 8

VAL9 17 S 3 Value 9

XMAX 17 S 3 Maximum Amount

XMIN 17 S 3 Minimum Amount

Profiles

PROFILE; TBLO-1

COMPONENT; TBLO

ORDINATE; TBL-TYPE

ORDINATE; TBL-KEY

TCDCO Data Dictionary

2–680 3937 0226-942

TCDCO

Cost Per Transaction Table

Type = Memo

Element Size Type Dec. Definition ACCOUNT-CR 12 A Credit Account

AC-D-TYPE 3 A Accounting Diary Type

AMOUNT1 17 S 3 Amount Number 1 (Internal Format)

AMOUNT-1 23 A Amount Number 1 (Display Format)


BRANCH-CR 8 A Credit Accounting Centre


DEAL-CCY 4 A Deal Currency



TC-CTYPE 4 A Transaction Contract Type

TC-DATE 6 D Transaction Type


Profiles

PROFILE; TCDCODTBR

COMPONENT; TCDCO

ORDINATE; BRANCH

ORDINATE; TC-CTYPE

ORDINATE; AC-D-TYPE

ORDINATE; DEAL-CCY

ORDINATE; REL-DAY

Data Dictionary TDATO

3937 0226-942 2–681

TDATO

General Table Data

Type = Memo

Element Size Type Dec. Definition KEY9-1 9 A Key1 Description

KEY9-2 9 A Key2 Description

REC-DATA 36 A Record Data

TABLE-NAME 6 A Table Name

TABLE-NO 2 N Table Number

Profiles

PROFILE; TDATOTNKS

COMPONENT; TDATO

ORDINATE; TABLE-NAME

ORDINATE; TABLE-NO

ORDINATE; KEY9-1

ORDINATE; KEY9-2

TEMP Data Dictionary

2–682 3937 0226-942

TEMP

Temporary Storage for Split Screens

Type = Memo


DEL-INQ 1 A Delete/Inquiry Indicator

LAST-SCRN 5 A Last Screen

NEXT-SCRN 5 A Next Screen


XDATA 500 A Data

Profiles

PROFILE; TEMPBYSTN

COMPONENT; TEMP

ORDINATE; STATIONID

Data Dictionary TNARO

3937 0226-942 2–683

TNARO

Narrative Table Types

Type = Standard

Element Size Type Dec. Definition ALLOW-DUP 1 A Allow Duplicate

LANG 1 A Language Code

MAX-ID 1 N Maximum Key Length

MAX-TEXT 2 N Maximum Text Length

TABLETYPE 2 A Table Type

XNAME 36 A Name

Profiles

PROFILE; TNAROTTLG

COMPONENT; TNAROEMP

ORDINATE; TABLETYPE

ORDINATE; LANG

TRCKO Data Dictionary

2–684 3937 0226-942

TRCKO

Account Analysis Transaction Tracking

Type = Memo

Element Size Type Dec. Definition AUTO-CHRG 1 A Automatic Charge



CH-G-S 1 A Charge Conditions

CHARGETYP 6 A Account Charges

FLAT-VAR 1 A Flat or Variable Charge

RATE-1 14 A Rate 1

RATEX1 14 S 10 Rate Amount


TRANS-REF 6 A Transaction Reference


Profiles

PROFILE; TRCKOKEY

COMPONENT; TRCKO

ORDINATE; CH-G-S

ORDINATE; BRANCH

ORDINATE; CHARGETYP

ORDINATE; XACCOUNT

ORDINATE; CCY

ORDINATE; TRANS-REF

Data Dictionary TRDTO

3937 0226-942 2–685

TRDTO

Transaction Identifier Details

Type = Memo

Element Size Type Dec. Definition ADVICE-IND 1 A Advice Required Indicator

CCY 4 A Currency

CHARGE-CD 4 A Charge Code

CNTR-BRNCH 8 A Contra Branch


CR-DR-IND 1 A Credit / Debit Indicator

MAINT-IND 1 A Maintenance Indicator


PQ-LEVEL 2 N Priority Q Level



TRANS-ID 4 A Transaction ID

TRANS-NAME 35 A Transaction Name

TRAN-TYPE 2 A Transaction Type

XREL-DAY 5 N Effective Date (Descending Order)

Profiles

PROFILE; TRDTOID

COMPONENT; TRDTO

ORDINATE; TRANS-ID

ORDINATE; XREL-DAY

TRPMO Data Dictionary

2–686 3937 0226-942

TRPMO

Transaction Narratives Prompt

Type = Memo

Element Size Type Dec. Definition MANDATORY 1 A Mandatory Indicator

MAX-TEXT 2 N Maximum Text Length

POST-PRMPT 20 A Narrative Prompt

PROMPT-NO 2 N Prompt Number




Profiles

PROFILE; TRPMOID

COMPONENT; TRPMO

ORDINATE; TRANS-ID

ORDINATE; REL-DAY

ORDINATE; PROMPT-NO

Data Dictionary UDRDO

3937 0226-942 2–687

UDRDO

User Diary Definition

Type = Memo

Element Size Type Dec. Definition CRTE-UDRYO 1 A Create User Diary Indicator

DAYS-NTFY 2 N Number of Days Prior Notification

DRY-NARR 50 A Diary Narrative

INQ-SCREEN 5 A Associated Inquiry Screen

LINK-SETTA 1 A Link to Settlement Authorisation Indicator

NARR-2 50 A Diary Narrative 2

NARR-3 50 A Diary Narrative 3


UDRY-TYPE 6 A User Diary Type

Profiles

PROFILE; UDRDODTYP

COMPONENT; UDRDO

ORDINATE; UDRY-TYPE

UDRSO Data Dictionary

2–688 3937 0226-942

UDRSO

User Diary Sequence Numbers

Type = Memo



SEQ-NO 6 N Diary Sequence Number

Profiles

PROFILE; UDRSOBYNO

COMPONENT; UDRSO


ORDINATE; CLIENT-NO

ORDINATE; SEQ-NO

Data Dictionary UDRYO

3937 0226-942 2–689

UDRYO

User Diary

Type = Memo

Element Size Type Dec. Definition ACTION-DAT 6 N Actioned Date

ACTIONED 1 A Actioned Indicator

ACTION-USR 10 A Actioned by User


CITY 4 A City



HOL-CHKCOD 4 A Holiday Check Code


HOLIDAY 1 A Holiday Indicator



NARR-1 50 A Narrative Line 1







UDRY-TYP 6 A User Diary Type



VALUE-RDN 5 N Value Date (Relative Day Format)

XTIME 8 N Time

UDRYO Data Dictionary

2–690 3937 0226-942

Profiles

PROFILE; UDRYOCNDT PROFILE; UDRYODTCN

COMPONENT; UDRYO COMPONENT; UDRYO

ORDINATE; CONTRACTNO ORDINATE; VALUE-RDN


ORDINATE; VALUE-RDN ORDINATE; SHORTNAME

ORDINATE; UDRY-TYP ORDINATE; CITY

ORDINATE; SEQ-NO ORDINATE; UDRY-TYP

ORDINATE; SEQ-NO

PROFILE; UDRYOCLDT PROFILE; UDRYODTCL

COMPONENT; UDRYO COMPONENT; UDRYO

ORDINATE; CLIENT-NO ORDINATE; VALUE-RDN

ORDINATE; CONTRACTNO ORDINATE; SHORTNAME

ORDINATE; VALUE-RDN ORDINATE; CITY

ORDINATE; UDRY-TYP ORDINATE; CONTRACTNO

ORDINATE; SEQ-NO ORDINATE; SEQ-NO

Data Dictionary UEXFO

3937 0226-942 2–691

UEXFO

Unauthorised Forward Exchange Rates

Type = Memo






























UEXFO Data Dictionary

2–692 3937 0226-942

Element Size Type Dec. Definition FWP-S08 12 S 8 Forward Sell Rate 8













PIP-FMT 6 A Forward Pip Format




Profiles

PROFILE: UEXFOGRPR

COMPONENT; UEXFO

ORDINATE; EXCH-GRP

ORDINATE; CCY

ORDINATE; XREL-DAY

Data Dictionary UEXRO

3937 0226-942 2–693

UEXRO

Unauthorised Exchange Rates

Type = Memo

Element Size Type Dec. Definition BASEX-CCY 4 A Base Currency for Exchange Rate

BSE-RATEID 7 A Base Rate Identifier

CCY 4 A Currency


INP-DATE 5 N Input Date (Relative Date Form)

INP-TIME 6 N Input Time

MID-MKT-LN 14 S 10 Mid Market Last Night

MID-MKT-TY 14 S 10 Mid Market Today

MKT-BUY 14 S 10 Market Buy Rate

MKT-RATEID 7 A Market Rate Id

MKT-SELL 14 S 10 Market Sell Rate


REL-DAY 5 N Value Day (Relative Date Form)


WIDTH 1 A Width Override

XCCY 4 A Currency

XEXCH-GRP 4 A Exchange Rate Group

XREL-DAY 5 N Value Day (Relative Date Form)

Profiles

PROFILE: UEXROGRPR

COMPONENT; UEXRO

ORDINATE; XEXCH-GRP

ORDINATE; XCCY

ORDINATE; XREL-DAY

USERS Data Dictionary

2–694 3937 0226-942

USERS

User Code Details

Type = Standard

Element Size Type Dec. Definition AA-AUTH 1 A Ability to Activate Accounts with Unsecured Collateral

ACCESSGRP 8 A Access Group

ALLOW-FT 1 A Indication of whether able to Enter Retail Financial Transactions



ENCR-VERS 1 N Encryption Version

EXPIRY-REL 5 N Password Expiry Date

LANG 1 A Language

LEND-AUTH 17 S 3 Retail Lending Limit

OD-AUTH 17 S 3 Overdraft Authorisation Limit



PWORD-FLG 1 A Allow New Password on Expiry (Y/N)?

REINSTATE 1 A Able to Reinstate Deleted Records Indicator

SEC-LEVEL 3 N Override Level for Force Posting Erroneous Retail Financial Transactions

SENS-ACT 1 A Able to Access Sensitive Accounts Indicator

STARTSCRN 5 A Start Up Screen



USERNAME 30 A User Name


XTIMEOUT 3 N Time Out Limit

Data Dictionary UUSRO

3937 0226-942 2–695

UUSRO

User Authorisation

Type = Standard


ALLOW-FT 1 A Indication of whether able to Enter Retail Financial Transactions



ENCR-VERS 1 N Encryption Version

EXPIRY-REL 5 N Password Expiry Date

LANG 1 A Language

LEND-AUTH 17 S 3 Retail Lending Limit

OD-AUTH 17 S 3 Overdraft Authorisation Limit



PWORD-FLG 1 A Allow New Password on Expiry (Y/N)?

REINSTATE 1 A Able to Reinstate Deleted Records Indicator

SEC-LEVEL 3 N Override Level for Force Posting Erroneous Retail Financial Transactions

SENS-ACT 1 A Able to Access Sensitive Accounts Indicator

STARTSCRN 5 A Start Up Screen



USERNAME 30 A User Name


XTIMEOUT 3 N Time Out Limit

Profiles

PROFILE; UUSROUSER

COMPONENT; UUSRO

ORDINATE; USERCODE

VOLTO Data Dictionary

2–696 3937 0226-942

VOLTO

Volatility Table Output Structure

Type = Memo

Element Size Type Dec. Definition AUTO-IND 1 A Automatic Exercise Indicator


DLVR-MNTH 5 A Delivery Month





VOLATILITY 12 + 8 Volatility

Profiles

PROFILE; VOLTOPDR

COMPONENT; VOLTO

ORDINATE; EXCH-CODE

ORDINATE; PROD-CODE

ORDINATE; D-CCYYMM

ORDINATE; VAL-RDN

3937 0226-942 3–1

Section 3 Diary Dataset

DIARY

All Diary Types

Type = Memo

Element Size Type Dec. Definition ACTL-DATE 6 N Actual Date Set Up



AMOUNT10 17 S 3 Amount-10


















AS-OF-DATE 6 N As of Date/Setup

AUTO-CNFM 1 A Automatic Confirmation Required

DIARY - All Diary Types Diary

3–2 3937 0226-942

Element Size Type Dec. Definition AUTO-STLMT 1 A Automatic Settlement



BR-CHG 1 A Base Rate Change Indicator

CALC-PRD1 3 N Calculation Period 1

CALC-PRD2 3 N Calculation Period 2

CALC-RDN 5 N Calculation Date




CCY-4 4 A Commission Currency (FX Swaps only)


CMB-SPL-ID 12 N LA Combine/Split Identifier

CNFM-FLG 1 A Confirmation Flag



CRT-CODE 1 A Withholding Tax Code

DAYSNOTICE 3 N Days Notice

D-DAYTYPE 1 N Diary Date Type



D-STATUS 1 A Event Status


EMUCCYEXCH 1 A Indicator of Whether to Default to EMU Currency Exchange

EMUCONV 1 A EMU Conversion Indicator

EMUINTSTL 1 A EMU Interest Settlement Conversion Indicator


EX-STATUS 1 A Previous Event Status

FEE-MIN 1 A Minimum Fee Indicator




HOLOVR-CHK 4 A Holiday Override Check Digit

INT-TO-SUS 1 A Interest to Suspense Account Indicator

Diary DIARY - All Diary Types

3937 0226-942 3–3

Element Size Type Dec. Definition LOAN-COUNT 3 N LA Loan Count


MIN-FEE 17 S 3 Minimum Fee Amount


NOTIF-EVT 2 N Notification Event Number

ORIGIN 1 A Origin

OTH-CN-NO 12 N Related Transaction



PAYAGT-INT 8 N Last SSI Reference used in Settlement for Pay Agent

PAYNST-INT 8 N Last SSI Reference used in Settlement for Nostro Agent

PAYRCV-DT 6 N Settlement Date (LA Fee)

PAYRCV-RDN 5 N Settlement Date (Relative Day Number)

PAYRCV-YN 1 A Settlement Year

PAYRCVST1 1 A Pay/Receive Status 1

PAYRCVST2 1 A Pay/Receive Status 2

PROJ-FLAG 1 A Project Flag


PTC-TYPE 2 A Participant Type


RATE-1 14 A Rate 1

RATE-10 14 A Repayment Rate (LA Drawdowns only)

RATE-2 14 A Rate 2

RATE-3 14 A Profit Share Rate

RATE-4 14 A Rate 4

RATE-5 14 A Rate 5

RATE-6 14 A Rate 6

RATE-7 14 A Rate 7

RATE-8 14 A Rate 8

RATE-9 1 A Rate 9

RATE-ID 10 A Rate/Price Name

RATE-WIDTH 1 A Rate Width Indicator

RATEX1 14 S 10 General Rate 1

RATEX10 14 S 10 Repayment Rate (LA Drawdowns only)


3–4 3937 0226-942

Element Size Type Dec. Definition RATEX1MD 1 A Multiplier or Divide Indicator for Rate 1


RATEX2MD 1 A Multiplier or Divide Indicator for Rate 2












RCVAGT-INT 8 N Last SSI Reference used in Settlement for Rcv Agent

RCVNST-INT 8 N Last SSI Reference used in Settlement for Rcv Nostro


REPAY-CAP 1 A Interest Repayment Type

RP-STATUS 1 A Rate/ Status

RTE-FIXDYS 2 N Fixing Days

SAMOUNT1 17 S 3 Novations - Fund Change

SAMOUNT2 17 S 3 Novations - Risk Change

SAMOUNT3 17 S 3 Novations - Interest Payable

SAMOUNT4 17 S 3 Novations Skim Receivable

SAMOUNT5 17 S 3 Novations - Skim Payable

SUPP-MSG 1 A Suppress Message

VALFRMDATE 6 N Valid From Date

VARIATION 12 S 8 Variation




XD-DAYTYPE 1 N Diary Date Type

XD-REFNO 4 N Diary Reference Number

XPTC-SEQ 6 N Participant Sequence


3937 0226-942 3–5

Element Size Type Dec. Definition XREL-DAY 5 N Relative Day Number

Profiles

PROFILE: DIARYBASE PROFILE: DIARYBDTR

COMPONENT; DIARY COMPONENT; DIARY

ORDINATE; BASE-RT-NO ORDINATE; XCONTRACTNO

ORDINATE; CCY-1 ORDINATE; XD-DAYTYPE

ORDINATE; D-STATUS ORDINATE; XREL-DAY

ORDINATE; CONTRACTNO ORDINATE; XD-REFNO

ORDINATE; XPTC-SEQ

PROFILE: DIARYBYDT PROFILE: DIARYTUNO


ORDINATE; CONTRACTNO ORDINATE; D-TYPE

ORDINATE; D-DAYTYPE ORDINATE; CONTRACTNO

ORDINATE; REL-DAY ORDINATE; D-REFNO

ORDINATE; D-REFNO

ORDINATE; PTC-SEQ

PROFILE: DIARYBYOT PROFILE: DIARYDTCN


ORDINATE; D-TYPE ORDINATE; REL-DAY

ORDINATE; OTH-CN-NO ORDINATE; CONTRACTNO

ORDINATE; CONTRACTNO ORDINATE; D-REFNO

ORDINATE; D-REFNO ORDINATE; PTC-SEQ


3–6 3937 0226-942

PROFILE: DIARYRATE PROFILE: DIARYCDCN


ORDINATE; RATE-ID ORDINATE; CLIENT-NO


ORDINATE; D-REFNO ORDINATE; CONTRACTNO

ORDINATE; REL-DAY ORDINATE; D-REFNO

DO WHEN; RATE-ID NOT = GLB. SPACES AND

DO WHEN; D-REFNO NOT = (1000) AND

DO WHEN; D-REFNO NOT = (7500) AND

DO WHEN; D-STATUS NOT = (D)

PROFILE: DIARYDTSQ

COMPONENT; DIARY


ORDINATE; PTC-SEQ

ORDINATE; D-DAYTYPE

ORDINATE; REL-DAY

ORDINATE; D-REFNO


3937 0226-942 3–7

“DIARY” is used to store Event Details for the following Contract Types.

GSD Contract Type

Usage Description

GC-BDIS "BDIS" BD Interest Bearing Securities Issue

GC-BDPU "BDPU" BD Interest Bearing Securities Purchase

GC-BDRE "BDRE" RP Interest Bearing Securities Repurchase

GC-BDRR "BDRR" BD Interest Bearing Securities Reverse Repurchase

GC-BDSL "BDSL" BD Interest Bearing Securities Sale

GC-BZIS "BZIS" BD Zero Coupon Bond Issue

GC-BZPU "BZPU" BD Zero Coupon Bond Purchase

GC-BZRE "BZRE" RP Zero Coupon Bond Repurchase

GC-BZRR "BZRR" BD Zero Coupon Bond Reverse Repurchase

GC-BZSL "BZSL" BD Zero Coupon Bond Sale

GC-CLBR “CLBR” CL Base Rate Drawdown

GC-CLCM “CLCM” CL Commitment

GC-CLDD “CLDD” CL Drawdown

GC-CLDL “CLDL” CL Discounted Drawdown

GC-DPAC “DPAC” DP Discounted Securities Acceptance

GC-DPIS “DPIS” DP Discounted Securities Issue

GC-DPPU “DPPU” DP Discounted Securities Purchase

GC-DPRE “DPRE” RP Discounted Securities Repurchase

GC-DPRR “DPRR” DP Discounted Securities Reverse Repurchase

GC-DPSL “DPSL” DP Discounted Securities Sale

GC-FEES “FEES” FE Fees Contract

GC-FRAC “FRAC” FRA FRA Counterparty

GC-FRAI “FRAI” FRA FRA Interdepartmental

GC-FUPU “FUPU” FT Futures Purchase

GC-FUSL “FUSL” FT Futures Sale

GC-FXID “FXID” FX FX Inter-Accounting Centre

GC-FXLD “FXLD” FX FX Inter-Accounting Centre Loan/Deposit

GC-FXMK “FXMK” FX FX Market

GC-FXSW “FXSW” FX FX Swap

GC-LAAC "LAAC" LA LA Acceptances

GC-LADD "LADD LA LA Drawdowns


3–8 3937 0226-942

GSD Contract Type

Usage Description

GC-LADL "LADL" LA LA Discounted Drawdown

GC-LAFA “LAFA” LA LA Facility

GC-LAFE "LAFE" LA LA Fees

GC-LAGU "LAGU" LA LA Guarantees

GC-LAPB “LAPB” LA LA Passback

GC-LAPU “LAPU” LA LA Purchase Trade

GC-LASL “LASL” LA LA Sale Trade

GC-LATC "LATC" LA LA Tranche

GC-MMBD “MMBD” MM Money Market Base Rate Deposit

GC-MMBL “MMBL” MM Money Market Base Rate Loan

GC-MMDL “MMDL” MM Money Market Discounted Loan

GC-MMDP “MMDP” MM Money Market Deposit

GC-MMID “MMID” MM Money Market Index Rate Deposit

GC-MMIL “MMIL” MM Money Market Index Rate Loan

GC-MMLN “MMLN” MM Money Market Loan

GC-OPPU “OPPU” OP Traded Options Purchase

GC-OPSL “OPSL” OP Traded Options Sale

GC-OTPU “OTPU” OTC OTC Options Purchase

GC-OTSL “OTSL” OTC OTC Options Sale

GC-SWPS “SWPS” SW Interest Rate Swaps (IR Swaps)

GC-TFCI “TFCI” TF Trade Finance Inward Collection

GC-TFCO “TFCO” TF Trade Finance Outward Collection

GC-TFGD “TFGD” TF Trade Finance Domestic Guarantee

GC-TFGF “TFGF” TF Trade Finance Foreign Guarantee

GC-TFLE “TFLE” TF Trade Finance Export Letter of Credit

GC-TFLI “TFLI” TF Trade Finance Import Letter of Credit


3937 0226-942 3–9

The Diary Event Types that are used by the contract types are defined by the following GSD’s:

GSD Diary Event Type Description GC-BR “BR” Base Rate Change

GC-CL “CL” Futures/Traded Options Close-Out

GC-CM “CM” Commission

GC-CP “CP” Coupon

GC-CG “CG” Interest Rate Swap Compensating Payment

GC-EC “EC” Options Exercise

GC-FI “FI” Forward Rate Agreement Fixing

GC-FS “FS” Fee Settlement

GC-IP “IP” Input

GC-IS “IS” Interest Settlement

GC-MA “MA” Maturity

GC-PR “PR” Premium Settlement

GC-PS "PS" Partial Sale

GC-RL “RL” Rollover

GC-RP “RP” Rate/Principal Change

GC-ST “ST” Start

GC-TU “TU” Market FX Takeup

GC-SIP "SIP" LA Participant Input

GC-SST "SST" LA Participant Start

GC-SMA "SMA" LA Participant Maturity

GC-SRP "SRP" LA Participant Rate/Principal Change

GC-SIS "SIS" LA Participants Interest Settlement

GC-SRL "SRL" LA Participants Rollover

GC-SFS "SFS LA Participants Fee Settlement

Note: Diary Event Type "REC" (Margin Reconciliation) does not have a blueprint parameter associated with it. However, in accordance with all Diary Event Types, it must be set up on the General Purpose Narrative (GNARR) screen, table type DI.


3–10 3937 0226-942

Table of Contract Types and Applicable Diary Types

IP ST MA IS RP RL PS CP FS TU BR

FX Market (FXMK) Yes Yes Yes Yes

FX Swap (FXSW) Yes Yes Yes

FX Inter-A/C Centre (FXID) Yes Yes Yes

FX Inter-A/C Centre Loan/Deposit (FXLD)

Yes Yes Yes

CL Base Rate Drawdown (CLBR) Yes Yes Yes Yes Yes Yes Yes

CL Commitment (CLCM) Yes Yes Yes Yes Yes Yes

CL Drawdown (CLDD) Yes Yes Yes Yes Yes Yes

CL Discounted Drawdown (CLDL) Yes Yes Yes

MM BR Loan (MMBL) Yes Yes Yes Yes Yes Yes Yes

MM BR Deposit (MMBD) Yes Yes Yes Yes Yes Yes Yes

MM Discounted Loan (MMDL) Yes Yes Yes

MM Loan (MMLN) Yes Yes Yes Yes Yes Yes

MM Deposit (MMDP) Yes Yes Yes Yes Yes Yes

MM Index Rate Loan (MMIL) Yes Yes Yes Yes Yes Yes

MM Index Rate Deposit (MMID) Yes Yes Yes Yes Yes Yes

BD Issue (BDIS & BZIS) Yes Yes Yes Yes Yes Yes

BD Purchase (BDPU, BDRR, BZPU & BZRR)

Yes Yes Yes Yes Yes Yes

BD Sale (BDSL & BZSL) Yes Yes Yes

RP Repurchase (BDRE, BZRE & DPRE)

Yes Yes Yes

DP Acceptance (DPAC) Yes Yes Yes

DP Issue (DPIS) Yes Yes Yes

DP Purchase (DPPU & DPRR) Yes Yes Yes

DP Sale (DPSL) Yes Yes Yes

FEE Contract (FEES) Yes Yes Yes Yes Yes


3937 0226-942 3–11

IP ST MA IS RP RL FI FS CG CL REC EC PR CM

OP Traded Options Purchase (OPPU)

Yes Yes Yes Yes

OP Traded Options Sale (OPSL)

Yes Yes Yes Yes Yes Yes

FU Futures Purchase (FUPU)

Yes Yes Yes Yes Yes

FU Futures Sale (FUSL)

Yes Yes Yes Yes Yes

OTC Options Purchase (OTPU)

Yes Yes Yes Yes Yes

OTC Options Sale (OTSL)

Yes Yes Yes Yes Yes

FRA Counterparty (FRAC)

Yes Yes Yes Yes Yes

FRA Interdepartment (FRAI)

Yes Yes Yes Yes Yes

Interest Rate Swaps (SWPS)

Yes Yes Yes Yes Yes Yes Yes

Trade Finance Foreign Guarantee (TFGF)

Yes Yes Yes Yes Yes

Trade Finance Domestic Guarantee (TFGD)

Yes Yes Yes Yes Yes

Trade Finance Inward Collection (TFCI)

Yes Yes Yes Yes

Trade Finance Outward Collection (TFCO)

Yes Yes Yes Yes

Trade Finance Export Letter of Credit (TFLE)

Yes Yes Yes Yes

Trade Finance Import Letter of Credit (TFLI)

Yes Yes Yes Yes

Note: Diary Event Type "REC" (Margin Reconciliation) does not write to the DIARY dataset.


3–12 3937 0226-942

IP ST MA IS RP RL FI FS SIP SST SMA SRP SRL SFS SIS

LA Drawdowns (LADD)

Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes

LA Fees (LAFE) Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes

LA Acceptances (LAAC)

Yes Yes Yes Yes Yes Yes Yes Yes

LA Guarantees (LAGU)


LA Tranche (LATC)


LA Facility (LAFA)

Yes Yes Yes

Note 1: Diary Reference Number

Certain Contract Types can have more than one Event on a particular Value Date. For example, an FX MARKET may have a TAKEUP EVENT on the MATURITY DATE, and the TAKEUP must be processed before the MATURITY DIARY. To enable referencing of specific Diary records, the Diary Reference Number (D-REFNO) is given pre-defined values, as follows:

Input Diaries “1000” Maturity Diaries “9999” Disposal Diaries “8888” Partial Sale Diaries “8001” Thru “8887” Coupon Diaries “7777” Interest Settlement “6666” (only in FRA Contracts) Interest Settlement “5555” If Loan Side (only in IR Swaps) Interest Settlement “6666” If Dep. Side (only in IR Swaps) Rollover “5555” If Loan Side (only in IR Swaps) Rollover “6666” If Dep. Side (only in IR Swaps) Fixing “5555” Premium Settlement “4444” Compensating Payments "7600" Thru "7699" If Loan Side (only in IR Swaps) Compensating Payments "7500" Thru "7599" If Dep. Side (only in IR Swaps) FX Takeup “0001” Thru “0999” Discount Diaries “0001” Thru “0999” All Other Diaries “0000”

Note 2: Deletions

There are two ways a DIARY is deleted:

- FLAG GC-DRY-DELETED to the DIARY’s D-STATUS field. This is done when a contract is deleted.

- Initialise key fields. This is done on all other occasions.


3937 0226-942 3–13

Note 3: Confirmation Issued/Payment Issued Flag Settings

- Set to GC-NOT-APPLICABLE if confirmation/payment has no meaning for this event.

- Set to GC-TO-BE-SENT if confirmation/payment issue will be created when the EVENTDATE is within the confirmation/payment window - i.e. not greater than confirmation/payment advance date.

- Set to GC-SENT if confirmation/payment issue record has been created and will be/has been produced. The EVENTDATE is within the confirmation/advance date window.

- For PAYMENT ISSUED FLAG only:

If the Nostro for a payment is a Compensating Nostro and/or the Payment Amount is zero, then no Payment is produced, but the payment issued flag is set regardless of these factors - i.e. the payment issued flag can be set to GC-SENT or GC-TO-BE-SENT even though no payment advice is or will be produced.

Creating Maturity Confirmations when Maturity Date is Changed

Old Value for CNFM-FLG on Maturity Diary

New Maturity Date within confirmation days in advance or within BP-MAT-CNFM-LIMIT?

Revised/New confirmation should be sent?

New value for CNFM-FLG on Maturity Diary

Sent No Yes (Revised) To be sent

Sent Yes Yes (Revised) Sent

To be sent Confirmation days in advance

Yes (New) Sent

To be sent BP-MAT-CNFM-LIMIT No Not applicable

Not applicable No No To be sent

Not applicable BP-MAT-CNFM-LIMIT No Not applicable

Not applicable Confirmation days in advance

Yes (New) Sent


3–14 3937 0226-942

Note 4:

For CL Commitments the Input confirmations do not display any Expiry Date Payment details, so the Commitment Maturity Diary’s CONFIRMATION is always produced and there are no “sole” Input Confirmations. As a result only the first three conditions in the above table apply to CL Commitments.

Note 5:

For all DIARY types the field “ACTL-DATE” is converted from “INPUT-DATE” and the field “ACTL-TIME” is taken from “GLB.TIME”.

Note 6:

Individual descriptions are given for any fields that vary according to the CONTRACT and DIARY type - for any Contract Types that are not mentioned in the description, the relevant field should be taken to be “UNUSED”.

Note: “Unused” fields should be AUTO’ED as either zeros or spaces (depending on the edit characteristics) whenever a “DIARY” record is written.

Note 7:

The “LA Postings on Message Release” functionality requires accounting models to be set up, but does not directly utilise the DIARY dataset (see the Loan Administration System Guide for details).

Diary DIARY - Input Diary Type

3937 0226-942 3–15

Input Diary Type Created for all contract types at INPUT.

ACTL-DATE

All Contracts Actual date created.

ACTL-TIME

All Contracts Actual time created.

AMOUNT1

FX Market Bought Amount (Original) FX Swap Near Bought Amount FX Inter-Accounting Centre Bought Amount FX Int Loan/Deposit Produced Amount CL Base Rate Drawdown Principal Amount CL Commitment Commitment Amount CL Drawdown Principal Amount CL Discounted Drawdown Principal Amount MM Contracts Principal Amount FRA Contracts Notional Principal Amount IR Swaps Notional Principal Amount - Loan Side BD Bond Issue Principal/Nominal Amount BD Purchase Principal Amount BD Sale Principal Amount BZ Sale Nominal Amount RP Repurchase Nominal Amount DP Acceptance Face Value DP Issue Nominal Amount DP Purchase Nominal Amount FEE Contract Fee Amount FU Deals Initial Margin OP Traded Options Initial Margin OTC Options Underlying Size LA Bill of Acceptance Acceptance Principal LA Drawdowns Principal LA Fees Fee Amount for Prepaid and Flat fees LA Tranche Undrawn Amount LA Guarantees Guarantee Principal

DIARY - Input Diary Type Diary

3–16 3937 0226-942

AMOUNT2

FX Market Sold Amount (Original) FX Swap Near Sold Amount FX Interdepartmental Sold Amount FX Int. Loan/Deposit Used Amount CL Base Rate Drawdown Commitment Equivalent in Commitment Currency CL Drawdown Commitment Equivalent in Commitment Currency CL Discounted Drawdown Commitment Equivalent in Commitment Currency MM Base Rate Deposit Principal Equivalent in Withholding Tax Currency* MM Deposit Principal Equivalent in Withholding Tax Currency* MM Index Rate Deposit Principal Equivalent in Withholding Tax Currency*

* Set up at same time as Contract/Withholding Tax Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set for Withholding Tax liable contracts.

FRA Contracts Potential Settlement Amount IR Swaps Actual Principal Payment - Loan Side BD Bond Issue Issue Price BD Purchase Purchase Price BD Sale Consideration BZ Sale Consideration RP Repurchase Initial Consideration DP Acceptance Fees DP Issue Net Proceeds DP Purchase Consideration DP Sale Sale Price FEE Contract Principal % FU Deals Open Quantity OP Traded Options Open Quantity OTC Options Underlying Value LA Tranche Outstanding Amount

AMOUNT3

FX Swap Far Bought Amount FX Int Loan/Deposit Interest Revenue CL Discounted DD Interest Amount MM Discounted Loan Interest Amount IR Swaps Notional Principal Amount - Deposit Side BD Bond Issue Interest Amount BD Purchase Interest on Consideration BD Sale Interest Amount BZ Sale Interest Amount RP Repurchase Repurchase Interest DP Acceptance Commission DP Issue Interest DP Purchase Interest DP Sale Discount LA Fee Fee Amount for a Prepaid Paid Fee LA Tranche Definite Undrawn Amount


3937 0226-942 3–17

AMOUNT4

FX Swap Far Sold Amount FX Int Loan/Deposit Interest Expense CL Base Rate DD Profit share paid this period to date* CL Commitment Profit share paid this period to date* CL Drawdown Profit share paid this period to date*

* Profit share this period to date is the total of all calculated profit share amounts from the start of the current period to today. For a call/notice contract this does not include the profit share on the maturity DIARY.

CL Discounted DD Book Value MM Discounted Loan` Book Value IR Swaps Actual Principal Payment - Deposit Side RP Repurchase Final Consideration FEE Contract Fee Payable FU Deals Accrued Interest LA Fees Fee Amount for a Prepaid Received Fee LA Tranche Definite Outstanding Amount

AMOUNT5

FX Market Brokerage Amount (Input or Calculated) FX Swap Brokerage Amount (Input or Calculated) MM Contracts Brokerage Amount IR Swaps Brokerage Amount FRA Counterparty Brokerage Amount BD Purchase Brokerage Amount BD Sale Brokerage Amount BZ Sale Brokerage Amount RP Repurchase Brokerage Amount DP Acceptance Brokerage Amount DP Purchase Brokerage Amount DP Sale Brokerage Amount FEE Contract Fee Receivable FU Deals Executing Brokerage Amount OP Traded Options Executing Brokerage Amount OTC Options Brokerage Amount LA Fees Fee Amount for an Accrued Paid Fee

AMOUNT6

CL Base Rate DD Total Profit Share Adjustments Paid to date CL Commitment Total Profit Share Adjustments Paid to date CL Drawdown Total Profit Share Adjustments Paid to date (User Specified Adjustments) CL Discounted DD Profit Share Amount OP Traded Options Clearing Broker Amount BD Sale Interest in Consideration of Purchase Contract BZ Sale Unamortised Discount from Purchase Contract RP Repurchase Interest in initial consideration (Reverse Repos only) DP Sale Unamortised Discount from Purchase Contract FU Deals Clearing brokerage amount LA Bill of Acceptance Total Discounted Amount LA Fees Fee Amount for an Accrued Received Fee


3–18 3937 0226-942

AMOUNT7

CL Base Rate DD Interest paid this period to date CL Commitment Fee paid this period to date CL Drawdown Interest paid this period to date* MM Base Rate Loan Interest paid this period to date* MM Base Rate Deposit Interest paid this period to date* MM Loan Interest paid this period to date* MM Deposit Interest paid this period to date* MM Index Rate Loan Interest paid this period to date* MM Index Rate Deposit Interest paid this period to date* IR Swaps Interest paid this period to date - Loan side*

* Interest paid this period to date is the total of all calculated interest amounts from the start of the current period to today. For a Call/Notice contract this does not include the interest amount on the maturity diary.

For Withholding Tax liable contracts this figure is gross of Tax. Fee paid this period to date is the total of all calculated fee amounts from the start of the current period to today.

For a Call/Notice contract this does not include the fee amount on the maturity DIARY.

BD Issue Premium BZ Sale Gain on Sale DP Sale Gain on Sale FEE Contract Total fee this period LA Bill of Acceptance Rediscounted Amount (only if user bank participates) LA Tranche Available Amount

AMOUNT8

CL Base Rate DD Total interest adjustments paid to date CL Commitment Total fee adjustments paid to date CL Drawdown Total Interest Adjustments paid to date MM Base Rate Loan Total Interest Adjustments paid to date MM Base Rate Deposit Total Interest Adjustments paid to date MM Loan Total Interest Adjustments paid to date MM Deposit Total Interest Adjustments paid to date (User specified adjustments) MM Index Rate Loan Total Interest Adjustments paid to date MM Index Rate Deposit Total Interest Adjustments paid to date IR Swaps Interest paid this period to date - deposit side BD Bond Issue Nominal Amount BD Purchase Nominal Amount BD Sale Nominal Amount BZ Sale Loss on Sale DP Sale Loss on Sale FU Deals Consideration OP Traded Options Consideration LA Bill of Acceptance Total Commission Amount


3937 0226-942 3–19

AMOUNT9

CL Base Rate DD ) CL Drawdown ) Total Add-on Adjustment paid to date MM Base Rate Loan ) (User Specified Adjustments) MM Loan ) MM Index Rate Loan ) IR Swaps Premium Discount - Loan Side BD issue Total Cost BD Sale Unamortised Premium of Purchase Contract BZ Sale Discount for Purchase Contract of Sale DP Sale Discount for Purchase Contract of Sale OP deal Notional Value FEE Contract Previous Principal FU deals Notional Value LA Fees Fee Amount for a Flat Fee

AMOUNT10

CL Base Rate DD ) CL Commitment ) CL Drawdown ) Total Penalty amount paid to date MM Base Rate Loan ) MM Base Rate Deposit ) (User Specified Amounts) MM Loan ) MM Deposit ) MM Index Rate Loan ) MM Index Rate Deposit ) IR Swaps Premium Discount - Deposit Side BD Issue Discount BD Sale Unamortised Discount of Purchase Contract OP Deal Upfront Premium FEE Contract Principal Change LA Drawdowns Principal Outstanding LA Tranche Limit

AMOUNT11

BD Purchase Premium BD Sale Gain on Sale

AMOUNT12

BD Purchase Discount BD Sale Loss on Sale

AMOUNT14

BD Sale Clean Price of Purchase

AMOUNT15

BD Sale Unamortised Traded Sale Premium

AMOUNT16

BD Sale Unamortised Traded Sale Discount


3–20 3937 0226-942

AS-OF-DATE

All contracts As-of date of set up

AUTO-STLMT

Not used

BASE-RT-NO

CL Base Rate DD Base Rate Number MM Base Rate Loan Base Rate Number MM Base Rate Deposit Base Rate Number

BGHT-SLD

FX Market B if deal currency = bought currency else S FX Swap B if deal currency = near bought currency else S FX inter-A/C Centre B if deal currency = bought currency else S FX Int. Loan/Deposit B if deal currency = produced currency else S FRA contracts Agreement Type (Bought or Sold) OP deal Agreement Type (Bought or Sold) FU deal Agreement Type (Bought or Sold) OTC Option Agreement Type (Bought or Sold)

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used


3937 0226-942 3–21

CCY-1

FX Market Bought currency FX Swap Bought currency for this DIARY i.e. input bought currency at near end but input sold currency at far end FX Inter-A/C Centre Bought currency FX Int. Loan/Deposit Produced currency CL Base Rate DD Drawdown currency CL Commitment Commitment currency CL Drawdown Drawdown currency CL Discounted DD Drawdown currency MM Contracts Principal currency FRA Contracts Principal currency IR Swaps Loan Side currency BD Bond Issue Issue currency BD Purchase Issue currency BD Sale Issue currency RP Repurchase Repurchase currency DP Acceptance Face currency DP Issue Face currency DP Purchase Face currency DP Sale Face currency FEE Contract Face currency FU Deals Margin currency OP Traded Options Margin currency OTC Options Underlying currency LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Fees Fee Currency LA Guarantees Guarantee Currency LA Tranche Tranche Currency

CCY-2

FX Market Sold currency FX Swap Sold currency for this DIARY i.e. input sold currency at near end BUT input bought currency at far end FX Inter-A/C Centre Sold currency FX Int. Loan/Deposit Used currency CL Base Rate DD Commitment currency CL Drawdown Commitment currency CL Discounted DD Commitment currency IR Swaps Deposit side currency OP deal Broker currency OTC Options Underlying Value currency DP Acceptance Charge currency FU deal Broker currency LA Bill of Acceptance Tranche Currency LA Drawdowns Tranche Currency LA Guarantees Tranche Currency


3–22 3937 0226-942

CCY-3

FX Market Brokerage currency FX Swap Brokerage currency IR Swaps Brokerage currency BD Bond Issue Not Used BD Purchase Brokerage currency BD Sale Brokerage currency RP Repurchase Brokerage currency DP Acceptance Brokerage currency DP Issue Brokerage currency DP Purchase Brokerage currency DP Sale Brokerage currency FU Deals Executing broker currency OP Traded Options Executing broker currency OTC Options Brokerage currency

CCY-4

FX Swap Commission currency

CLIENT-NO

All contracts Client number

CNFM-FLG

All contracts GC-SENT (i.e. confirmation is always produced except LA Fees, on input). See Note 3. Guarantees

CNT-PERIOD

FRA Contracts Number of days between settlement date and maturity date DP issue Contract period OTC Options Period during which contract can be exercised (Deal Date

to Expiry Date for European-style options. Start Date to Expiry Date for American-style options.)

CONTRACTNO

All Contracts Contract number

CRT-CODE

MM Base Rate Deposit Set to “N” or “Y” as applicable MM Deposit Set to “N” or “Y” as applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE OTC Options BP-CRT-NOT-LIABLE FEE maintenance BP-CRT-NOT-LIABLE

D-DAYTYPE

All contracts Zero


3937 0226-942 3–23

D-REFNO

All Contracts “1000”

D-STATUS

All contracts DIARY Event status Valid values: GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All contracts GC-IP

DAYSNOTICE

Not used

DEALER

OP deal Dealer identifier OTC Option Dealer identifier

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All contracts Value date (input date) IR Swaps Value date (deal date)

GEN-IND1

FRA Contracts Direction of settlement indicator GC-P payment to counterparty GC-R payment to bank IR Swaps Loan Side Yield calculation type MM Base Rate Deposit Call/Notice indicator for Withholding Tax liability MM Deposit Call/Notice indicator for Withholding Tax liability OTC Option Quotation Style FEE Contract Accrual method

GEN-IND2

IR Swaps Deposit Side Yield calculation type OTC Option Option Type FEE Contract Pay/Receive indicator


3–24 3937 0226-942

HOLIDAY

MM, CL FRA, FEE &

HOLOVER-CHK

FEE Contract Holiday override check

LOAN-COUNT

Not used

MAX-RATE

CL Base Rate DD Maximum Rate MM Base Rate Loan Maximum Rate MM Base Rate Deposit Maximum Rate IR Swaps Maximum Rate BD Purchase Maximum Rate

MIN-RATE

CL Base Rate DD Minimum Rate MM Base Rate Loan Minimum Rate MM Base Rate Deposit Minimum Rate IR Swaps Minimum Rate BD Purchase Minimum Rate

ORIGIN

Not used

OTH-CN-NO

CL Base Rate DD Commitment Number CL Drawdown Commitment Number CL Discounted DD Commitment Number FRA contracts Related Transaction Number IR Swaps Related Transaction Number LA Drawdowns Tranche Number LA Acceptance Tranche Number LA Guarantee Tranche Number LA Fee Tranche Number

PAY-AGENT

CL Commitment Their Pay Agent MM Base Rate Deposit Their Pay Agent MM Deposit Their Pay Agent FRA Counterparty Their Pay Agent IR Swaps Their Pay Agent - Loan Side DP Acceptance Their Pay Agent OTC Option Their Pay Agent FEE Contract Their Pay Agent


3937 0226-942 3–25

PAY-NOSTRO

CL Base Rate DD Our Pay Nostro CL Drawdown Our Pay Nostro CL Discounted Loan Our Pay Nostro MM Base Rate Loan Our Pay Nostro MM Discounted Loan Our Pay Nostro MM Loan Our Pay Nostro FRA counterparty Our Pay Nostro IR Swaps Our Pay Nostro OTC Option Our Pay Nostro FEE Contract Our Pay Nostro - Loan Side

PYMT-FLG

FX Market Set to GC-NOT-APPLICABLE FX Swap Set to GC-NOT-APPLICABLE FX Inter-A/C Centre Set to GC-NOT-APPLICABLE FX Int Loan/Deposit Set to GC-NOT-APPLICABLE MM, CL & FRA Contracts Set to GC-NOT-APPLICABLE IR Swaps Set to GC-NOT-APPLICABLE BD Bond Issue Set to GC-NOT-APPLICABLE BD Purchase Set to GC-NOT-APPLICABLE BD Sale Set to GC-NOT-APPLICABLE RP Repurchase Set to GC-NOT-APPLICABLE DP Acceptance Set to GC-NOT-APPLICABLE DP Issue Set to GC-NOT-APPLICABLE DP Purchase Set to GC-NOT-APPLICABLE DP Sale Set to GC-NOT-APPLICABLE FEE Contract Set to GC-NOT-APPLICABLE FU Deals Set to GC-NOT-APPLICABLE OP Traded Options Set to GC-NOT-APPLICABLE OTC Options Set to GC-NOT-APPLICABLE

RATE-WIDTH

FX Contracts BP-WD-CD-BAND-1 or BP-WD-CD-BAND-2 CL Drawdown Rate Width Code CL Base Rate DD Rate Width Code CL Discounted DD Rate Width Code OTC Options BP-WD-CD-BAND-2


3–26 3937 0226-942

RATE-1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Discounted Loan Discount Rate MM Loan Interest Rate MM Deposit Interest Rate FRA Contracts Contract Rate IR Swaps Exchange Rate DP Issue Discount Rate DP Purchase Discount Rate DP Sale Discount Rate FEE Contract Fee Rate FU Deals Price OP Traded Options Option Price OTC Options Option Price LA Drawdowns Lending Rate LA Fees Fee Rate

RATE-2

FX Market Near Rate FX Swap Far End Exchange Rate FX Inter-A/C Centre Near Rate FX Int Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate FRA Contracts Estimated Settlement Rate at input IR Swaps Loan Side Premium/Discount Yield BD Bond Issue Yield BD Purchase Yield BD Sale Yield DP Issue YTM Rate DP Purchase YTM Rate DP Sale YTM Rate FEE Contract Percentage Multiplier OP Traded Options Exercise Price LA Fees Exchange Rate


3937 0226-942 3–27

RATE-3

FX Int Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate IR Swaps Deposit Side Premium/Discount Yield BD Bond Issue Price BD Purchase Price BD Sale Price RP Repurchase Repurchase Rate DP Issue Price DP Purchase Price DP Sale Price FU Deals Yield OTC Options Exercise Price LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATE-4

CL Contracts Profit Share Rate RP Repurchase Coupon Accrual Rate FU Deals Yield LA Drawdowns Internal Funding Rate

RATE-6

LA Bill of Acceptance Discount Rate

RATE-7

LA Bill of Acceptance Re-discount Rate LA Drawdowns MLA Rate

RATE-8

LA Bill of Acceptance Commission Rate

RATE-9

LA Drawdowns Make-up Rate


3–28 3937 0226-942

RATEX1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C Centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Discounted Loan Discount Rate MM Loan Interest Rate MM Deposit Interest Rate FRA Contracts Contract Rate IR Swaps Exchange Rate OP Deal Option Price OTC Options Option Price DP Purchase Discount Rate DP Sale Discount Rate FEE Contract Fee Rate FU Deals Price LA Drawdowns Lending Rate LA Fees Fee Rate

RATEX2

FX Market Near Rate FX Swap Far End Exchange Rate FX Inter-A/C Centre Near Rate FX Int. Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate FRA Contracts Estimated Settlement Rate at Input IR Swaps Loan Side Premium/Discount Yield OP Traded Options Exercise Price Number BD Issue Yield BD Sale Yield DP Purchase YTM Rate DP Sale YTM Rate FEE Contract Percentage Multiplier LA Fees Exchange Rate


3937 0226-942 3–29

RATEX3

FX Int. Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate MM Base Rate Deposit ) Mid-Market Spot (Exchange) Rate from MM Deposit ) Contract Currency to Withholding Tax Currency ) (for Withholding Tax). Set up on contract start (for ) input DIARIES this is when they are created). ) Once set up it is not changed, unless a RL with ) principal change occurs - which is treated as a ) new start. Only set up for Withholding Tax liable ) contracts. IR Swaps Deposit Side Premium/Discount Yield BD Issue Price BD Sale Price RP Repurchase Repurchase Rate DP Purchase Price DP Sale Price OTC Options Exercise Price LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATEX4

FX Int. Loan/Deposit Spot Rate at Contract Input CL Contracts Profit Share Rate MM Base Rate Deposit Withholding Tax rate. Set up at Value date (i.e. input) Only set up for Withholding Tax liable contracts RP Repurchase Coupon Accrual Rate FU Deals Yield LA Drawdowns Internal Funding Rate

RATEX6

LA Bill of Acceptance Discount Rate LA Drawdowns Margin Rate

RATEX7


RATEX8


RATEX9



3–30 3937 0226-942

RATEX1MD

FX Market Exchange Rate Mult/Div indicator FX Swap Near End Exchange Rate Mult/Div indicator FX Inter-A/C Centre Exchange Rate Mult/Div indicator FX Int. Loan/Deposit Exchange Rate Mult/Div indicator OP Deal Option price exponent FU Deal Price exponent

RATEX2MD

FX Market Exchange Rate Mult/Div indicator FX Swap Far End Exchange Rate Mult/Div indicator FX Inter-A/C Centre Near Exchange Rate Mult/Div indicator Valid values: BP-MULTIPLY or BP-DIVIDE OP Deal Exercise price exponent

RATEX3MD

CL Base Rate DD Drawdown Exchange Rate Mult/Div indicator CL Drawdown Drawdown Exchange Rate Mult/Div indicator CL Discounted DD Drawdown Exchange Rate Mult/Div indicator MM Base Rate Deposit } Mid-Market Spot (Exchange) Rate Mult/Div MM Deposit } indicator } Valid Values: BP-MULTIPLY or BP-DIVIDE OTC Options Exercise Price exponent LA Drawdowns Exchange Rate Multiplier/Divider Indicator LA Fees Exchange Rate Multiplier/Divider Indicator LA Bill of Acceptance Exchange Rate Multiplier/Divider Indicator LA Guarantee Exchange Rate Multiplier/Divider Indicator

RATEX4MD

FX Int. Loan/Deposit Spot Rate at Contract input Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE

RCV-AGENT

CL Base Rate DD Their Receive Agent CL Drawdown Their Receive Agent CL Discounted DD Their Receive Agent MM Base Rate Loan Their Receive Agent MM Discounted Loan Their Receive Agent MM Loan Their Receive Agent FRA Counterparty Their Receive Agent IR Swaps Their Receive Agent - Loan Side OTC Options Their Receive Agent FEE Contract Their Receive Agent


3937 0226-942 3–31

RCV-NOSTRO

CL Commitment Our Receive Nostro MM Base Rate Deposit Our Receive Nostro MM Deposit Our Receive Nostro FRA counterparty Our Receive Nostro IR Swaps Our Receive Nostro - Loan Side DP Acceptance Our Receive Nostro FEE Contract Our Receive Nostro

REL-DAY

All Contracts DIARY Value date relative day format from “GW-ASOFDATE”.

REPAY-CAP

Not used

VAR-TYPE

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” Valid Values: GC-ADD-TO-BASE = “+” GC-TAKE-FROM-BASE = “-” IR Swaps All floating rate contracts GC-ADD-TO-BASE = "+" GC-TAKE-FROM-BASE = "-"

VARIATION

CL Base Rate DD Rate Variation MM Base Rate Loan Rate Variation MM Base Rate Deposit Rate Variation IR Swaps Rate Variation

DIARY - Start Diary Type Diary

3–32 3937 0226-942

Start Diary Type Created for all contract types at input.

ACTL-DATE

All Contracts Actual date created

ACTL-TIME

All Contracts Actual time created

AMOUNT1

FX Market Bought Amount (Original) FX Swap Near Bought Amount FX Inter-A/C Centre Bought Amount FX Int Loan/Deposit Produced Amount CL Base Rate DD Principal Amount CL Commitment Commitment Amount CL Drawdown Principal Amount CL Discounted DD Principal Amount MM Contracts Principal Amount FRA Contracts Notional Principal Amount IR Swaps Notional Principal Amount BD Bond Issue Principal/Nominal Amount BD Purchase Principal/Nominal Amount BD Sale Principal/Nominal Amount RP Repurchase Principal/Nominal Amount DP Acceptance Face Value DP Issue Nominal Amount DP Purchase Nominal Amount DP Sale Nominal Amount FEE Contract Fee Amount OP Traded Options Initial Margin FU Deals Initial Margin OTC Options Underlying Size LA Bill of Acceptance Acceptance Principal LA Drawdowns Principal LA Tranche Undrawn Amount LA Fees Fee Amount Paid/Received for Prepaid and Flat fees LA Guarantees Guarantee Principal

Diary DIARY - Start Diary Type

3937 0226-942 3–33

AMOUNT2

FX Market Sold Amount (Original) FX Swap Near Sold Amount FX Inter-A/C Centre Sold Amount FX Int Loan/Deposit Used Amount CL Base Rate DD Commitment Equivalent in Commitment Currency CL Drawdown Commitment Equivalent in Commitment Currency CL Discounted DD Commitment Equivalent in Commitment Currency MM Base Rate Deposit Principal Equivalent in Withholding Tax Currency* MM Deposit Principal Equivalent in Withholding Tax Currency* MM Index Rate Deposit Principal Equivalent in Withholding Tax Currency*

* Set up at same time as Contract/Withholding Tax currency exchange rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts.

FRA Contracts Potential Settlement IR Swaps Actual Principal Amount Paid/Received BD Bond Issue Issue Price BD Purchase Purchase Price BD Sale Sale Price RP Repurchase Consideration DP Issue Net Proceeds DP Purchase Consideration DP Sale Sale Price FEE Contract Principal Percentage FU Deals Open Quantity OP Traded Options Open Quantity OTC Options Underlying Value LA Tranche Outstanding Amount

AMOUNT3

FX Swap Far Bought Amount FX Int Loan/Deposit Interest Revenue CL Discounted DD Interest Amount MM Discounted Loan Interest Amount BD Bond Issue Interest Accrual BD Purchase Interest BD Sale Interest RP Repurchase Interest Accrual DP Issue Interest DP Purchase Interest DP Sale Discount LA Tranche Definite Undrawn Amount LA Fees Fee Amount for Prepaid Paid Fee


3–34 3937 0226-942

AMOUNT4

FX Swap Far Sold Amount FX Int. Loan/Deposit Interest Expense CL Discounted DD Book Value MM Discounted Loan Book Value RP Repurchase Final Consideration DP Sale Original Amount FEE Contract Fee Amount Payable FU deal Accrued Interest OTC Options Premium Settlement Amount LA Tranche Definite Outstanding Amount LA Fees Fee Amount for Prepaid Received Fee

AMOUNT5

CL Commitment Undrawn Change Amount FEE Contract Fee Amount Receivable LA Tranche Change in Unavailable Amount

AMOUNT6

CL Discounted DD Profit Share Amount BD Sale Interest in Consideration of Purchase Contract DP Sale Unamortised Discount from Purchase Contract RP Repurchase Interest on Initial Consideration LA Bill of Acceptance Discounted Amount LA Tranche Undrawn Amount Change

AMOUNT7

BD Issue Premium DP Sale Gain on Sale LA Bill of Acceptance Rediscounted Amount LA Tranche Available Amount

AMOUNT8

CL Commitment Undrawn Amount BD Issue Nominal Amount BD Purchase Nominal Amount BD Sale Nominal Amount DP Sale Loss on Sale FU deal Consideration OP deal Consideration LA Bill of Acceptance Commission Amount

AMOUNT9

OP deal Notional Contract Value FU deal Notional Contract Value FEE Contract Previous Principal BD Issue Total Cost BD Sale Unamortised Premium of Purchase Contract DP Sale Discount for Purchase of Sale LA Fees Fee Amount for a Flat Fee


3937 0226-942 3–35

AMOUNT10

IR Swaps Premium/Discount OP deal Up Front Premium BD Issue Discount BD Sale Unamortised Discount of Purchase Contract FEE Contract Principal Change LA Tranche Limit

AMOUNT11

BD Sale Gain on Sale BD Purchase Premium

AMOUNT12

BD Sale Loss on Sale BD Purchase Discount

AMOUNT13

LA Fee VAT for a Flat Fee

AMOUNT14

BD Sale Clean Price of Purchase LA Tranche Undrawn Change (Positive)

AMOUNT15

BD Sale Unamortised Traded Sale Premium LA Tranche Undrawn Change (Negative)

AMOUNT16

BD Sale Unamortised Traded Sale Discount

AS-OF-DATE

All contracts As-of-date of set up

AUTO-STLMT

Not used

BASE-RT-NO


BASIS

IR Swaps Basis BD Purchase Basis BD Sale Basis BD Issue Basis


3–36 3937 0226-942

BGHT-SLD

FX Market B if Deal Currency = Bought Currency else S FX Swap B if Deal Currency = Bought Currency else S FX Inter-A/C Centre B if Deal Currency = Bought Currency else S FX Int Loan/Deposit B if Deal Currency = Bought Currency else S FRA contracts Agreement Type (Bought or Sold) OP deal Agreement Type (Bought or Sold) FU deal Agreement Type (Bought or Sold) OTC Options Agreement Type (Bought or Sold)

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

FX Market Bought Currency FX Swap Bought Currency for this DIARY i.e. Input Bought currency at near end, but input Sold Currency at far end FX Inter-A/C Centre Bought Currency FX Int Loan/Deposit Produced Currency CL Base Rate DD Principal Currency CL Commitment Commitment Currency CL Drawdown Principal Currency CL Discounted DD Principal Currency MM Contracts Principal Currency FRA Contracts Principal Currency IR Swaps Currency BD Bond Issue Issue Currency BD Purchase Issue Currency BD Sale Issue Currency RP Repurchase Repurchase Currency DP Contracts Face Currency FEE Contract Face Currency FU Deals Margin Currency OP Traded Options Margin Currency OTC Options Underlying Currency LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency


3937 0226-942 3–37

CCY-2

FX Market Sold Currency FX Swap Sold Currency for this DIARY i.e. input Sold Currency at near end but input Bought Currency at far end FX Inter-A/C Centre Sold Currency FX Int Loan/Deposit Used Currency CL Base Rate DD Commitment Currency CL Drawdown Commitment Currency CL Discounted DD Commitment Currency BD Purchase Coupon Currency BD Sale Coupon Currency FU Deals Product Currency OP Traded Options Product Currency OTC Options Underlying Value Currency LA Bill of Acceptance Tranche Currency LA Drawdowns Tranche Currency LA Guarantees Tranche Currency

CCY-3

BD Purchase Repayment Currency BD Sale Repayment Currency OTC Options Premium Settlement Currency

CCY-4

FX Swap Commission currency

CLIENT-NO

All Contracts Client Number

CNFM-FLG

All contracts Confirmation issued flag for this event i.e. confirmation have been sent MM, CL, RP, DP, FU and FRA Contracts No confirmation to be sent Set to GC-NOT-APPLICABLE) IR Swaps Set to (GC-NOT-APPLICABLE) OP deal Set to (GC-NOT-APPLICABLE) OTC Options Set to (GC-NOT-APPLICABLE) BD Issue Set to (GC-NOT-APPLICABLE) BD Purchase GC-SENT BD Sale GC-SENT LA Contracts GC-NOT-APPLICABLE

CNT-PERIOD

FRA Contracts Number of Days between Settlement Date and Maturity Date OTC Options Period during which contract can be exercised (Deal Date



3–38 3937 0226-942

CONTRACTNO


CRT-CODE

MM Base Rate Deposit “Y” or “N” as applicable MM Deposit “Y” or “N” as applicable Valid Values: “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE OTC Options BP-CRT-NOT-LIABLE FEE Contract BP-CRT-NOT-LIABLE

D-DAYTYPE

All Contracts ZERO

D-REFNO

All Contracts “0000” IR Swaps GC-5555 Loan Side Start Diary GC-6666 Deposit Side Start Diary

D-STATUS

All Contracts DIARY Event Status Valid Values: GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D) GC-DRY-SOLD (S)

D-TYPE

All Contracts GC-ST

DAYSNOTICE

Not used

DEALER

OP deal Dealer Identifier FU deal Dealer Identifier

EMUCONV

Not used

EMUINTSTL

Not used


3937 0226-942 3–39

EVENTDATE

All FX contracts DIARY Value Date MM and CL Contracts Start Date FRA Contracts Deal Date IR Swaps Start Date BD Bond Issue Start Date BD Purchase Start Date BD Sale Start Date RP Repurchase Start Date DP Acceptance Start Date DP Purchase Start Date FEE Contract Start Date OP Traded Options Start Date OTC Options Deal Date

GEN-IND1

FRA Contracts Direction of Settlement indicator GC-P Payment to Counterparty GC-R Payment to Bank MM Base Rate Deposit Call/Notice indicator for Withholding Tax liability MM Deposit Call/Notice indicator for Withholding Tax liability FEE Contract Accrual Method

GEN-IND2

OTC Options Exercise Style FEE Contract Pay/Receive Indicator

HOLIDAY

MM, CL, FRA, IR Swap and FEE Contracts BP-HOL-ALLOW or BP-HOL-NOTALLOW

HOLOVR-CHK

FEE Contract Holiday Override Check

LOAN-COUNT

CL Commitment The number of drawdowns that cause a change in the “Undrawn Change Amount” for this DIARY

MAX-RATE

CL Base Rate DD Maximum Rate MM Base Rate Loan Maximum Rate MM Base Rate Deposit Maximum Rate IR Swaps Maximum Rate BD Issue Maximum Rate BD Purchase Maximum Rate BD Sale Maximum Rate


3–40 3937 0226-942

MIN-RATE

CL Base Rate DD Minimum Rate MM Base Rate Loan Minimum Rate MM Base Rate Deposit Minimum Rate IR Swaps Minimum Rate BD Issue Minimum Rate BD Purchase Minimum Rate BD Sale Minimum Rate

ORIGIN

Not used

OTH-CN-NO

CL Base Rate DD Commitment Number CL Drawdown Commitment Number CL Discounted DD Commitment Number FRA Contracts Related Transaction Number LA Drawdowns Tranche Number LA Acceptance Tranche Number LA Guarantee Tranche Number LA Fee Tranche Number

PAY-AGENT

FX Market Pay Agent (Bought Currency) FX Swap Near End Pay Agent (Near Bought Currency) CL Commitment Their Pay Agent MM Base Rate Deposit Their Pay Agent MM Deposit Their Pay Agent FRA Contracts Their Pay Agent IR Swaps Their Pay Agent BD Bond Issue Their Pay Agent BD Sale Their Pay Agent RP Repurchase Their Pay Agent DP Issue Their Pay Agent DP Sale Their Pay Agent OTC Options Their Pay Agent FEE Contract Their Pay Agent LA Drawdowns Their Pay Agent LA Acceptance Their Pay Agent LA Fee Their Pay Agent


3937 0226-942 3–41

PAY-NOSTRO

FX Market Pay Nostro FX Swap Near End Pay Nostro (Near Sold Currency) CL Base Rate DD Our Pay Nostro CL Drawdown Our Pay Nostro CL Discounted DD Our Pay Nostro MM Base Rate Loan Our Pay Nostro MM Discounted Loan Our Pay Nostro MM Loan Our Pay Nostro FRA Counterparty Our Pay Nostro IR Swaps Our Pay Nostro BD Purchase Our Pay Nostro DP Purchase Our Pay Nostro OTC Options Our Pay Nostro FEE Contract Our Pay Nostro LA Drawdowns Our Pay Nostro LA Acceptance Our Pay Nostro LA Fee Our Pay Nostro

PYMT-FLG

FX Market Set to GC-NOT-APPLICABLE FX Swap Set to GC-TO-BE-SENT/GC-SETN (See Note 3) FX Inter-A/C Centre Set to GC-NOT-APPLICABLE FX Int Loan/Deposit Set to GC-NOT-APPLICABLE CL Base Rate DD Set to GC-TO-BE-SENT-GC-SENT (See Note 3) CL Commitment Set to GC-NOT-APPLICABLE CL Drawdown Set to GC-TO-BE-SENT/GC-SENT (See Note 3) CL Discounted DD Set to GC-TO-BE-SENT/GC-SENT (See Note 3) MM Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FRA Contracts Set to GC-NOT-APPLICABLE IR Swaps If initial payment involved. Then set to GC-SENT/GC-TO-BE-SENT else set to GC-NOT-APPLICABLE (See Note 3) BD Bond Issue GC-NOT-APPLICABLE (See Note 3) BD Purchase GC-NOT-APPLICABLE (See Note 3) BD Sale GC-NOT-APPLICABLE (See Note 3) DP Contracts GC-NOT-APPLICABLE (See Note 3) FEE Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FU Deals Set to GC-NOT-APPLICABLE OP Traded Options GC-NOT-APPLICABLE (See Note 3) OTC Options GC-NOT-APPLICABLE (See Note 3)

RATE-ID

IR Swaps Rate Index BD Issue Coupon Index BD Sale Coupon Index

RATE-WIDTH

FX Contracts BP-WD-CD-BAND-1 or BP-WD-CD-BAND-2 CL Drawdown Rate Width Code CL Base Rate DD Rate Width Code CL Discounted DD Rate Width Code


3–42 3937 0226-942

RATE-1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C Centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Discounted Loan Discount Rate MM Deposit Interest Rate MM Loan Interest Rate FRA Contracts Contract Rate IR Swaps Interest Rate BD Bond Issue Fixed Rate BD Purchase Fixed Rate BD Sale Fixed Rate RP Repurchase Initial Price DP Issue Discount Rate DP Purchase Discount Rate DP Sale Discount Rate FEE Contract Interest FU Deals Futures Price OP Traded Options Option Price OTC Options Option Price LA Drawdowns Lending Rate LA Fees Fee Rate

RATE-2

FX Market Near Rate FX Swap Far End Exchange Rate FX Inter-A/C Centre Near Rate FX Int Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate FRA Contracts Estimated Settlement Rate at START IR Swaps Margin BD Bond Issue Margin BD Purchase Margin BD Sale Margin RP Repurchase Initial Yield DP Issue YTM Rate DP Purchase YTM Rate DP Sale YTM Rate FEE Contract Percentage Factor OP Traded Options Exercise Price LA Fees Exchange Rate


3937 0226-942 3–43

RATE-3

FX Int Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate IR Swaps Index Rate BD Issue Index Rate BD Purchase Index Rate BD Sale Index Rate RP Repurchase Repurchase Rate DP Issue Price DP Purchase Price DP Sale Price FU Deal Futures Yield OTC Options Exercise Price LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATE-4

CL Contracts Profit Share Rate RP Deals Coupon Accrual Rate LA Drawdowns Internal Funding Rate

RATE-6


RATE-7


RATE-8


RATE-9



3–44 3937 0226-942

RATEX1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C Centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Base Rate DD Base Rate* CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Base Rate Loan Base Rate* MM Base Rate Deposit Base Rate* MM Discounted Loan Discount Rate MM Loan Interest Rate MM Deposit Interest Rate

* Set up at creation from base rate record dated at or prior to DIARY value date

FRA Contracts Contract rate IR Swaps Interest Rate BD Bond Issue Fixed Rate BD Purchase Fixed Rate BD Sale Fixed Rate RP Repurchase Initial Price DP Issue Discount Rate DP Purchase Discount Rate DP Sale Discount Rate FEE Contract Interest Rate FU Deals Futures Price Number OP Traded Options Options Price Number OTC Options Options Price LA Drawdowns Lending Rate LA Fees Fee Rate

RATEX2

FX Market Near Rate FX Swap Far End Exchange Rate FX Inter-A/C Centre Near Rate FX Int Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate FRA Contracts Estimated Settlement Rate at START IR Swaps Margin RP Repurchase Initial Yield DP Issue Yield to Maturity Rate DP Purchase Yield to Maturity Rate DP Sale Yield to Maturity Rate FEE Contract Percentage Factor OP Traded Options Exercise Price Exponent LA Drawdowns Rolled Interest LA Fees Exchange Rate


3937 0226-942 3–45

RATEX3

FX Int Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate MM Base Rate Deposit ) Mid-Market spot (exchange) rate from contract MM Deposit ) currency to Withholding Tax currency (for ) Withholding Tax. Set up on contract start (when ) Start confirmation is sent). ) Once set up it is not changed, unless a RL with ) principal change occurs - which is treated as a ) new start. Only set up for Withholding Tax liable ) contracts. IR Swaps Index Rate BD Bond Issue Index Rate BD Purchase Index Rate BD Sale Index Rate RP Repurchase Repurchase Rate DP Issue Price DP Purchase Price DP Sale Price OTC Options Exercise Price LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATEX4

FX Int. Loan/Deposit Spot Rate at Contract Input CL Contracts Profit Share Rate MM Base Rate Deposit Withholding Tax Rate* MM Deposit Withholding Tax Rate * * set up when Confirmation/Payment Withholding Tax rate first issued. Only set up for Withholding Tax liable contracts. RP Deals Initial Accrual Rate FU Deals Futures Yield Number LA Drawdowns Internal Funding Rate

RATEX6


RATEX7


RATEX8


RATEX9

LA Drawdowns Make-Up Rate


3–46 3937 0226-942

RATEX1MD

FX Market Exchange Rate Mult/Div Indicator FX Swap Near End Exchange Rate Mult/Div Indicator FX Inter-A/C Centre Exchange Rate Mult/Div Indicator FX Int Loan/Deposit Exchange Rate Mult/Div Indicator Valid Values: BP-MULTIPLY or BP-DIVIDE OP Deal Option Price Exponent FU Deal Price Exponent

RATEX2MD

FX Market Near Rate Mult/Div Indicator FX Swap Far End Exchange Rate Mult/Div Indicator FX Inter-A/C Centre Near Rate Mult/Div Indicator Valid Values: BP-MULTIPLY or BP-DIVIDE OP Deal Exercise Price Exponent

RATEX3MD

CL Base Rate DD ) CL Drawdown ) Drawdown exchange rate mult/div indicator CL Discounted DD ) mid-market spot (exchange) rate MM Base Rate Deposit ) mult/div indicator. Set up when RATEX3 is set up MM Deposit ) Valid Values: BP-MULTIPLY or BP-DIVIDE OTC Options Exercise Price Exponent LA Drawdowns Exchange Rate Multiplier/Divider Indicator LA Fees Exchange Rate Multiplier/Divider Indicator LA Bill of Acceptance Exchange Rate Multiplier/Divider Indicator LA Guarantee Exchange Rate Multiplier/Divider Indicator

RATEX4MD

FX Int Loan/Deposit Spot Rate at Contract Input Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE

RCV-AGENT

FX Market Receive Agent (Sold currency) FX Swap Near End Receive Agent (Near Sold Currency) CL Base Rate DD Their Receive Agent CL Drawdown Their Receive Agent CL Discounted DD Their Receive Agent MM Base Rate Loan Their Receive Agent MM Discounted Loan Their Receive Agent MM Loan Their Receive Agent FRA Counterparty Their Receive Agent IR Swaps Their Receive Agent BD Purchase Their Receive Agent DP Purchase Their Receive Agent OTC Options Their Receive Agent FEE Contract Their Receive Agent LA Drawdowns Their Receive Agent LA Acceptance Their Receive Agent LA Fee Their Receive Agent


3937 0226-942 3–47

RCV-NOSTRO

FX Market Receive Nostro (Bought Currency) FX Swap Near End Receive Nostro (Near Bought Currency) CL Commitment Our Receive Nostro MM Base Rate Deposit Our Receive Nostro MM Deposit Our Receive Nostro FRA Counterparty Our Receive Nostro IR Swaps Our Receive Nostro BD Bond Issue Our Receive Nostro BD Sale Our Receive Nostro RP Repurchase Our Receive Nostro DP Acceptance Our Receive Nostro DP Issue Our Receive Nostro DP Sale Our Receive Nostro OTC Options Our Receive Nostro FEE Contract Our Receive Nostro LA Drawdowns Our Receive Nostro LA Acceptance Our Receive Nostro LA Fee Our Receive Nostro

REL-DAY

All Contracts DIARY Value Date (see “EVENTDATE”) OTC Options Deal Date

REPAY-CAP

Not used

RP-STATUS

IR Swaps Fixing Status BD Purchase Coupon Fixing Status BD Sale Coupon Fixing Status BD Issue Coupon Fixing Status

RTE-FIXDYS

IR Swaps Fixing Days

VAR-TYPE

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” IR Swaps "+" or "-" BD Purchase “+” or “-” BD Sale “+” or “-” BD Issue “+” or “-” GC-ADD-TO-BASE = “+” GC-TAKE-FROM-BASE = “-”


3–48 3937 0226-942

VARIATION

CL Base Rate DD Rate Variation MM Base Rate Loan Rate Variation MM Base Rate Deposit Rate Variation IR Swaps Rate Variation BD Purchase Rate Variation BD Sale Rate Variation BD Issue Rate Variation

Diary DIARY - Maturity Diary Type

3937 0226-942 3–49

Maturity Diary Type Created for all contract types at INPUT

ACTL-DATE

All Contracts Actual Date Created

ACTL-TIME

All Contracts Actual Time Created

AMOUNT1

FX Market Bought Amount (Original) FX Swap Near Bought Amount FX Inter-A/C Centre Bought Amount FX Int Loan/Deposit Produced Amount CL Base Rate DD Principal Amount CL Commitment Commitment Amount CL Drawdown Principal Amount CL Discounted DD Principal Amount MM Contracts Principal Amount FRA Contracts Notional Principal Amount IR Swaps Notional Principal Amount BD Issue Redemption Amount BD Purchase Principal BD Sale Principal BZ Sale Nominal RP Repurchase Nominal Amount DP Acceptance Face Value DP Issue Nominal Amount DP Purchase Nominal Amount DP Sale Nominal Amount FEE Contract Fee Amount FU Deals Initial Margin OP Traded Options Initial Margin OTC Options Underlying Size LA Tranche Undrawn Amount LA Fees Fee to be Paid/Received on this Diary (Accrued or Flat)

DIARY - Maturity Diary Type Diary

3–50 3937 0226-942

AMOUNT2

FX Market Sold Amount (Original) FX Swap Near Sold Amount FX Inter-A/C Centre Sold Amount FX Int Loan/Deposit Used Amount CL Base Rate DD Commitment Equivalent in Commitment Currency CL Drawdown Commitment Equivalent in Commitment Currency CL Discounted DD Commitment Equivalent in Commitment Currency MM Base Rate Deposit Principal Equivalent in Withholding Tax Currency* MM Deposit Principal Equivalent in Withholding Tax Currency* MM Index Rate Deposit Principal Equivalent in Withholding Tax Currency*

* Set up at same time as contract/Withholding Tax currency exchange rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts.

BD Bond Issue Issue Price BD Purchase Purchase Price (Consideration) BD Sale Sale Price (Consideration) BZ Sale Sale Price (Consideration) RP Repurchase Initial Consideration DP Acceptance Fee Amount DP Issue Net Proceeds DP Purchase Consideration DP Sale Sale Price FEE Contract Principal Percentage FU Deals Open Quantity OP Traded Options Open Quantity OTC Options Underlying Value LA Drawdowns Repayment Amount LA Guarantees Repayment Amount LA Acceptance Repayment Amount


3937 0226-942 3–51

AMOUNT3

FX Market Bought Amount (Outstanding) FX Swap Far Bought Amount FX Int Loan/Deposit Interest Revenue CL Base Rate DD Calculated Interest Amount CL Commitment Calculated Fee Amount if expiry date is fixed CL Drawdown Calculated Interest Amount CL Discounted DD Interest Amount MM Base Rate Loan Calculated Interest Amount MM Base Rate Deposit Calculated Interest Amount MM Discounted Loan Interest Amount MM Loan Calculated Interest Amount MM Deposit Calculated Interest Amount MM Index Rate Loan Calculated Interest Amount MM Index Rate Deposit Calculated Interest Amount IR Swaps Interest Amount BD Bond Issue Interest BD Purchase Interest BD Sale Interest BZ Sale Interest RP Repurchase Interest DP Issue Interest DP Purchase Interest DP Sale Interest LA Drawdowns Total Interest LA Tranche Definite Undrawn Amount

AMOUNT4

FX Market Sold Amount (Outstanding) FX Swap Far Sold Amount FX Int Loan/Deposit Interest Expense CL Discounted DD Book Value MM Discounted Loan Book Value IR Swaps Net Interest Payment RP Repurchase Final Consideration DP Acceptance Undiscounted Amount FEE Contract Fee Payable FU Deals Accrued interest


3–52 3937 0226-942

AMOUNT5

FX Market Bought Amount (undrawn) CL Base Rate DD Total profit share paid before this period* CL Commitment Total profit share paid before this period* CL Drawdown Total profit share paid before this period*

* Total profit share paid before this period is the total of all calculated profit share amounts from the contract start date up to the start of the current period. For Call/Notice contracts the profit share amount on the maturity DIARY is not included in this amount.

MM Base Rate Deposit Total Withholding Tax Paid (To-date in Contract Currency)** MM Deposit Total Withholding Tax Paid (To-date in Contract Currency)** MM Index Rate Deposit Total Withholding Tax Paid (To-date in Contract Currency)**

** Only set up for Withholding Tax contracts IR Swaps Notional Principal Amount remaining FEE Contract Fee Receivable LA Tranche Change in Unavailable Amount LA Fees Fee Amount for an Accrued Paid Fee

AMOUNT6

FX Market Sold Amount (undrawn) FX Swap Commission Amount (Near End) CL Contracts Profit Share Amount Due **

** For commitments this is only applicable if the expiry date is fixed

IR Swaps Actual Principal Repayment/Receipt (Principal to be exchanged) BD Issue Principal Repayment OTC Options Intrinsic Value at Exercise LA Fees Fee Amount for an Accrued Received Fee


3937 0226-942 3–53

AMOUNT7

FX Market Commission Amount FX Swap Commission Amount (Far End) CL Base Rate DD Total Profit Share Amount CL Commitment Total Profit Share Amount CL Drawdown Total Profit Share Amount

* Total Profit Share Amount is the total of all calculated profit share amounts between the contract start date and maturity DIARY. For Call/Notice contracts the profit share amount on the maturity DIARY is not included in this amount.

MM Base Rate Deposit Withholding Tax due amount in Contract Currency * MM Deposit Withholding Tax due amount in Contract Currency * MM Index Rate Deposit Withholding Tax due amount in Contract Currency *

* Set up at same time as Withholding Tax Rate: RATEX4. Only ever use this rate to calculate this amount. Only set up for Withholding Tax liable contracts. Calculated on the calculated interest amount.

IR Swaps Total interest paid in previous periods BD Issue Interest Paid in previous period OTC Options Intrinsic Value in Settlement Currency LA Tranche Available Amount

AMOUNT8

FX Market Charges Amount CL Commitment Undrawn amount (As-of the last non-input DIARY prior to

the drawdown finish date). Only set up when the expiry date coincides with the drawdown finish date. i.e. when both are fixed dates and equal, or when both are call/notice

MM Base Rate Deposit Withholding Tax due amount in Withholding Tax currency* MM Deposit Withholding Tax due amount in Withholding Tax currency* MM Index Rate Deposit Withholding Tax due amount in Contract Currency *

* Set at same time as contract/withholding tax currency exchange rate: RATEX3. Only ever use this rate to calculate this amount. Only set up for Withholding Tax liable contracts.

IR Swaps Total interest paid this period to date BD Bond Issue Outstanding nominal amount BD Purchase Nominal amount BD Sale Nominal amount FU Deals Consideration OP Traded Options Consideration OTC Options Total Settlement Value


3–54 3937 0226-942

AMOUNT9

CL Base Rate DD Total interest paid before this period* CL Commitment Total fee paid before this period** CL Drawdown Total interest paid before this period* MM Base Rate Loan Total interest paid before this period* MM Base Rate Deposit Total interest paid before this period* MM Loan Total interest paid before this period* MM Deposit Total interest paid before this period* MM Index Rate Loan Total interest paid before this period* MM Index Rate Deposit Total interest paid before this period*

* Total interest paid before this period is the total of all calculated interest amounts from the contract start date up to the start of the current period. For Call/Notice contracts the interest amount on the maturity DIARY is not included in this amount. For Withholding Tax liable contracts this amount is gross of Tax.

** Total fee paid before this period is the total of all calculated fee amounts from the contract start date up to the start of the current period. For call/notice contracts the fee amount on the maturity DIARY is not included in this amount.

IR Swaps Interest Adjustment FU deal Notional Value OP deal Notional Contract Value FEE Contract Fee Previous LA Drawdowns Previous Principal LA Fees Fee Amount on a Flat Fee LA Guarantees Previous Guarantee Principal


3937 0226-942 3–55

AMOUNT10

CL Base Rate DD Total Interest Amount* CL Commitment Total Fee amount** CL Drawdown Total Interest Amount* MM Base Rate Loan Total Interest Amount* MM Base Rate Deposit Total Interest Amount* MM Loan Total Interest Amount* MM Deposit Total Interest Amount* MM Index Rate Loan Total Interest Amount* MM Index Rate Deposit Total Interest Amount*

* Total interest amount is the total of all calculated interest amounts between contract start date and maturity date. For Call/Notice contracts the interest amount on the maturity DIARY is not included in this amount. For Withholding Tax liable contracts this amount is gross of tax.

** Total fee amount is the total of all calculated fee amounts between fee start date and expiry date. For Call/Notice contracts the fee amount on the maturity DIARY is not included in this amount.

IR Swaps Change to total interest OP deal Upfront Premium BD Issue Total Interest FEE Contract Principal Change LA Tranche Limit LA Fees Total Fee Amount Paid/Received

AMOUNT11

BD Purchase Unamortised Premium on Traded Contract

AMOUNT12

BD Purchase Unamortised Discount on Traded Contract

AMOUNT13

BD Sale Sale Interest in Consideration on First Coupon BD Purchase Interest in Consideration

AMOUNT14

BD Purchase Clean Price LA Fee Total VAT for a Flat Fee

AMOUNT15


AMOUNT16

BD Sale Unamortised Traded Sale Discount LA Drawdowns Breakage Cost


3–56 3937 0226-942

AMOUNT17

LA Drawdowns Lost Margin Cost

AMOUNT18

LA Drawdowns Administration Charge

AS-OF-DATE

All contracts As-of date of set up

AUTO-STLMT

Not used

BASE-RT-NO


BGHT-SLD

FX Market B if deal currency = bought currency else S FX Swap B if deal currency = near bought currency else S FX Inter-A/C Centre B if deal currency = bought currency else S FX Int Loan/Deposit B if deal currency = produced currency else S FRA contracts B or S GC-BOUGHT = B GC-SOLD = S OP deal B or S GC-BOUGHT = B GC-SOLD = S FU deal B or S GC-BOUGHT = B GC-SOLD = S OTC Options Agreement Type (Bought or Sold)

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used


3937 0226-942 3–57

CCY-1

FX Market Bought Currency FX Swap Bought Currency (i.e. input Sold Currency at near end, BUT input Bought Currency at far end). FX Inter-A/C Centre Bought currency FX Int Loan/Deposit Produced currency FX Market take-up Bought currency CL Base Rate DD Drawdown currency CL Commitment Commitment currency CL Drawdown Drawdown currency CL Discounted DD Drawdown currency MM Contracts Principal currency FRA Contracts Principal currency IR Swaps Principal currency BD Bond Issue Issue currency BD Purchase Issue currency BD Sale Issue currency RP Repurchase Repurchase currency DP Acceptance Face currency DP Issue Face currency DP Purchase Face currency DP Sale Face currency FEE Contract Face currency FU Deals Margin currency OP Traded Options Margin currency OTC Options Underlying Currency LA Drawdowns Drawdown currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency

CCY-2

FX Market Sold currency FX Swap Sold currency

(i.e. input sold currency at near end, BUT input bought currency at far end).

FX Inter-A/C Centre Sold currency FX Int Loan/Deposit Used currency FX Market take-up Sold currency CL Base Rate DD Commitment currency CL Drawdown Commitment currency CL Discounted DD Commitment currency FU deal Product currency OP deal Product currency OTC Options Underlying Value Currency BD Issue Coupon currency LA Drawdowns Tranche Currency LA Acceptance Tranche Currency LA Guarantee Tranche Currency


3–58 3937 0226-942

CCY-3

FX Market Commission and charges currency BD Issue Repurchase currency OTC Options Premium Settlement Currency

CCY-4

FX Swap Commission Currency

CLIENT-NO

All contracts Client Number

CNFM-FLG

MM & CL contracts Set to GC-TO-BE-SETN/GC-SENT (See Note 3) For MM and CL add contracts where:

The maturity date is within a user specified number of days (BP-MAT-CNFM-LIMIT) of the input date, or the maturity date is within the advance confirmation production data (stored on the appropriate country record), then: only the input confirmation is produced with details of maturity payments included. This is so that superfluous confirmations are not produced. In this it is GC-NOT-APPLICABLE

Note: This does not apply to CL Commitments since

CL Commitment input confirmation do not display any maturity DIARY payment details.

FRA Contracts GC-NOT-APPLICABLE IR Swaps GC-TO-BE-SENT/GC-SENT BD Issue GC-NOT-APPLICABLE BD Purchase GC-NOT-APPLICABLE BD Sale GC-NOT-APPLICABLE DP Contracts GC-NOT-APPLICABLE RP Deals GC-NOT-APPLICABLE FEE Contract GC-NOT-APPLICABLE FU Deals GC-NOT-APPLICABLE OP Deals GC-NOT-APPLICABLE OTC Options On exercise of a bought option, a Notice Of Assignment

confirmation must be sent. Initially setting of CNFM-FLG will be GC-TO-BE-SENT.

LA Contracts GC-NOT-APPLICABLE

CNT-PERIOD

FRA Contracts Number of days between settlement date and Maturity Date OTC Options Period during which contract can be exercised (Deal Date


CONTRACTNO



3937 0226-942 3–59

CRT-CODE

MM base rate deposit “Y” or “N” as applicable MM deposit “Y” or “N” as applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE OTC Options BP-CRT-NOT-LIABLE FEE maintenance BP-CRT-NOT-LIABLE

D-DAYTYPE

MM, CL and LA contracts Zero for fixed maturity contracts “9” for Call/Notice contracts

D-REFNO

All contracts “9999” IR Swaps GC-5555 Loan side maturity GC-6666 Deposit side maturity

D-STATUS

All contracts DIARY event status GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D) GC-DRY-SOLD (S

D-TYPE

All contracts GC-MA

DAYSNOTICE

CL Base Rate DD Days Notice if contract is call/notice CL Commitment Days Notice if contract is call/notice CL Drawdown Days Notice if contract is call/notice MM Base Rate Loan Days Notice if contract is call/notice MM Base Rate Deposit Days Notice if contract is call/notice MM Loan Days Notice if contract is call/notice MM Deposit Days Notice if contract is call/notice OTC Options Number of Lag Days

DEALER

FU deals Dealer Identifier

EMUCONV

Not used

EMUINTSTL

Not used


3–60 3937 0226-942

EVENTDATE

All FX contracts DIARY value date All CL/MM/LA contracts Maturity/expiry date if DIARY date is fixed if contracts is call/notice this field is set to zero. FRA Contracts Maturity date IR Swaps Maturity date BD issue Expiry date BD Purchase Expiry date BD Sale Expiry date DP contracts End date RP deal End date OP Traded Options Expiry date OTC Options Expiry date FEE maintenance End date

GEN-IND1

FRA contracts Direction of actual settlement indicator GC-P - Payment to Counterparty GC-R - Payment to bank GC-Z - Zero payment MM Base Rate Deposit Call/notice indicator for Withholding Tax liability MM Deposit Call/notice indicator for Withholding Tax liability OP Traded Options Contract expired indicator OTC Options Exercise Outcome FEE Contract Accrual method FU deal GC-DELIVERED

GEN-IND2

OTC Options Intrinsic Status FEE Contract Pay/receive indicator

HOLIDAY

MM, CL, FRA, IR Swap & FEE contracts BP-HOL-ALLOW or BP-HOL-NOTALLOW

HOLOVR-CHK


LOAN-COUNT

Not used

MAX-RATE

CL Base Rate DD Maximum Rate

MIN-RATE

CL Base Rate DD Minimum Rate

ORIGIN

Not used


3937 0226-942 3–61

OTH-CN-NO

CL Base Rate DD Commitment Number CL Drawdown Commitment Number CL Discounted DD Commitment Number FRA contracts Related Transaction Number LA Drawdowns Tranche Number LA Acceptance Tranche Number LA Guarantee Tranche Number LA Fee Tranche Number

PAY-AGENT

FX Market Pay Agent (Bought Currency) FX Swap Far end Pay Agent (for Bought Currency) MM & CL contracts Their Pay Agent FRA Counterparty Their Pay Agent IR Swaps Their Pay Agent BD Purchase Their Pay Agent BD Sale Their Pay Agent DP contracts Their Pay Agent OTC Options Their Pay Agent FEE Contract Their Pay Agent LA Drawdowns Their Pay Agent LA Acceptance Their Pay Agent LA Fee Their Pay Agent

PAY-NOSTRO

FX Market Pay Nostro (Sold Currency) FX Swap Far End Pay Nostro (for Sold Currency) CL Base Rate DD Our Pay Nostro CL Drawdown Our Pay Nostro CL Discounted DD Our Pay Nostro MM Contracts Our Pay Nostro FRA counterparty Our Pay Nostro IR Swaps Our Pay Nostro BD Issue Our Pay Nostro BD Purchase Our Pay Nostro RP Repurchase Our Pay Nostro DP contracts Our Pay Nostro OTC Options Our Pay Nostro FEE Contract Our Pay Nostro LA Drawdowns Our Pay Nostro LA Acceptance Our Pay Nostro LA Fee Our Pay Nostro


3–62 3937 0226-942

PYMNT-FLG

FX Market Set to indicate that payment advice has been issued FX Swap Set to indicate that payment advice has been issued FX Inter-A/C Centre Set to GC-NOT-APPLICABLE FX Int Loan/Deposit Set to GC-NOT-APPLICABLE MM & CL contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FRA Contracts Set to GC-NOT-APPLICABLE IR Swaps Set to GC-TO-BE-SENT/GC-SENT (See Note 3) BD Bond Issue Set to GC-NOT-APPLICABLE BD Purchase Set to GC-TO-BE-SENT/GC-SENT (See Note 3) BD Sale Set to GC-NOT-APPLICABLE RP Repurchase Set to GC-NOT-APPLICABLE DP Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FEE Contract Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FU Deals Set to GC-NOT-APPLICABLE OP Traded Options Set to GC-NOT-APPLICABLE OTC Options Set to GC-TO-BE-SENT/GC-SENT (See Note 3)

RATE-WIDTH

FX Contracts BP-WD-CD-BAND-1 or BP-WD-CD-BAND-2 CL Drawdown Rate Width Code CL Base Rate DD Rate Width Code CL Discounted DD Rate Width Code OTC Options BP-WD-CD-BAND-2

RATE-1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C Centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Discounted Loan Discount Rate MM Loan Interest Rate MM Deposit Interest Rate FRA Contracts Contract Rate RP Repurchase Initial Price DP Issue Discount Rate DP Purchase Discount Rate DP Sale Discount Rate FEE Contract Fee Rate FU Deals Future Price OP Traded Options Option Price OTC Options Option Price


3937 0226-942 3–63

RATE-2

FX Market Near Rate FX Swap Far end Exchange Rate FX Inter-A/C Centre Near Rate FX Int Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate RP Repurchase Initial Yield DP Issue Yield to Maturity Rate DP Purchase Yield to Maturity Rate DP Sale Yield to Maturity Rate FEE Contract Percentage Multiplier OP Traded Options Exercise Price LA Fee Exchange Rate

RATE-3

FX Int. Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate FRA Contracts Actual Settlement Rate RP Deals Repurchase Rate DP Issue Price DP Purchase Price DP Sale Price OTC Options Exercise Price LA Drawdowns Exchange Rate LA Bill of Acceptance Exchange Rate LA Guarantee Exchange Rate

RATE-4

CL Contracts Profit Share Rate FU Deals Futures Yield OTC Options Underlying Price at Exercise


3–64 3937 0226-942

RATEX1

FX Market Exchange Rate FX Swap Near End Exchange Rate FX Inter-A/C Centre Exchange Rate FX Int Loan/Deposit Exchange Rate CL Commitment Fee Rate CL Drawdown Interest Rate CL Discounted DD Discount Rate MM Discounted Loan Discount Rate MM Loan Interest Rate MM Deposit Interest Rate FRA Contracts Contract Rate RP Repurchase Initial Price DP Issue Discount Rate DP Sale Discount Rate FEE Contract Fee Rate FU Deals Future Price Number OP Deals Option Price Number OTC Options Option Price

RATEX2

FX Market Near Rate FX Swap Far end Exchange Rate FX Inter-A/C Centre Near Rate FX Int Loan/Deposit Produced Rate CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate CL Discounted DD Add-on Rate MM Contracts Add-on Rate RP Repurchase Initial Yield DP Issue Yield to Maturity Rate DP Sale Yield to Maturity Rate FEE Contract Percentage Multiplier OP Traded Options Exercise Price Number LA Fee Exchange Rate


3937 0226-942 3–65

RATEX3

FX Int Loan/Deposit Used Interest Rate CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate CL Discounted DD Drawdown Exchange Rate MM Base Rate Deposit ) Mid-market spot (exchange) rate from contract MM Deposit ) currency to Withholding Tax currency (for ) Withholding Tax). Set up on contract start (when ) start confirmation is sent). Once set up it is not ) changed unless a RL with principal change occurs ) which is treated as a new start. Only set up for ) Withholding Tax liable contracts FRA Contracts Actual Settlement Rate RP deals Repurchase Price DP Issue Price DP Sale Price OTC Options Exercise Price LA Drawdowns Exchange Rate LA Bill of Acceptance Exchange Rate LA Guarantees Exchange Rate

RATEX4

FX Int Loan/Deposit Spot Rate at Contract input CL Contracts Profit Share Rate MM Base Rate Deposit ) Withholding Tax rate: Set up when confirmation/ MM Deposit ) payment first issued. Only set up for Withholding ) Tax liable contracts. FU Deals Futures Yield Number OTC Options Underlying Price at Exercise

RATEX1MD

FX Market Exchange Rate Mult/Div indicator FX Swap Near End Exchange Rate mult/div indicator FX Inter-A/C Centre Exchange Rate Mult/Div indicator FX Int Loan/Deposit Exchange Rate Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE OP Deals Option Price Exponent FU Deals Price Exponent

RATEX2MD

FX Market Near Rate Mult/Div indicator FX Swap Far end Exchange Rate Mult/Div indicator FX Inter-A/C Centre Near Rate Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE OP Deals Exercise Price Exponent


3–66 3937 0226-942

RATEX3MD

CL Base Rate DD ) CL Drawdown ) Drawdown Exchange Rate Mult/Div indicator CL Discounted DD ) MM Base Rate Deposit ) Mid-market spot (Exchange) Rate MM Deposit ) Mult/Div indicator. Set up when RATEX3 set up Valid Values: BP-MULTIPLY or BP-DIVIDE OTC Options Exercise Price Exponent LA Drawdowns Exchange Rate Multiplier/Divider Indicator LA Fees Exchange Rate Multiplier/Divider Indicator

RATEX4MD

FX Int Loan/Deposit Spot Rate of contract input Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE

RCV-AGENT

FX Market Receive agent (sold currency) FX Swap Far receive agent (for sold currency) CL Base Rate DD Their receive agent CL Drawdown Their receive agent CL Discounted DD Their receive agent MM Contracts Their receive agent FRA Counterparty Their receive agent IR Swaps Their receive agent BD Issue Their receive agent BD Purchase Their receive agent DP Contracts Their receive agent OTC Options Their receive agent FEE Contract Their receive agent

RCV-NOSTRO

FX Market Receive nostro (bought currency) FX Swap Far receive nostro (far bought currency) MM & CL Contracts Our Receive nostro BD Purchase Our Receive nostro BD Sale Our Receive nostro DP Contracts Our Receive nostro FRA Counterparty Our Receive nostro IR Swaps Our Receive nostro OTC Options Our Receive nostro FEE Contract Our Receive nostro

REL-DAY

All Contracts DIARY value date (see “EVENTDATE”) For MM & CL Call/Notice contracts this field is set to zero OTC Options Expiry Date


3937 0226-942 3–67

REPAY-CAP

MM & CL Contracts BP-NORMAL-PAY-TYPE BD Issue Repay/capitalise indicator FEE Contract Repay/capitalise indicator LA Drawdowns Repay/capitalise indicator

VAR-TYPE1

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” IR Swaps "+" or"-" GC-ADD-TO-BASE = “+” GC-TAKE-FROM-BASE = “-”

VARIATION

CL Base Rate DD Rate Variation IR Swaps Rate Variation

DIARY - Take-up Diary Type Diary

3–68 3937 0226-942

Take-up Diary Type Created manually for FX Market contracts only.

ACTL-DATE

FX Market Actual date created

ACTL-TIME

FX Market Actual time created

AMOUNT1

FX Market Bought Amount (Using take-up exchange rate)

AMOUNT2

FX Market Sold Amount (using take-up exchange rate)

AMOUNT3

FX Market Bought Amount (Using Parent Contract exchange rate)

AMOUNT4

FX Market Sold Amount (Using Parent Contract exchange rate)

AMOUNT5

FX Market Commission amount

AMOUNT6

FX Market Charges amount

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

Diary DIARY - Take-up Diary Type

3937 0226-942 3–69

AS-OF-DATE

FX Market As-of date of set up

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

FX Market Same as bought sold indicator for all other events of the Parent Contract: GC-BOUGHT GC-SOLD

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

FX Market Bought Currency

CCY-2

FX Market Sold Currency

CCY-3

FX Market Commission/Charges currency

CCY-4

Not used

CLIENT-NO

FX Market Client Number

CNFM-FLG

FX Market Confirmation issued flag for this event i.e. confirmation has been sent

CNT-PERIOD

Not used


3–70 3937 0226-942

CONTRACTNO

FX Market Parent Contract Number

CRT-CODE

Not used

D-DAYTYPE

Not used

D-REFNO

FX Market Take-up reference number

D-STATUS

FX Market DIARY event status GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-TU

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

FX Market Date of take-up

GEN-IND1

Not used

GEN-IND2

Not used

HOLIDAY

Not used

Diary DIARY - Take-up Diary Type

3937 0226-942 3–71

LOAN-COUNT

Not used

MAX-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

Not used

PAY-AGENT

FX market Pay Agent for the take-up (Bought Currency)

PAY-NOSTRO

FX Market Receive Nostro for the take-up (Bought Currency)

PYMT-FLG

FX Market Flag indicating if a payment instruction has been issued for the take-up

RATE-WIDTH

FX Contracts BP-WD-CD-BAND-1 or BP-WD-CD-BAND-2

RATE-1

FX Market Take-up exchange rate

RATE-2

FX Market Parent contract exchange rate

RATE-3

Not used

RATE-4 Not used

RATEX1

FX Market Take-up exchange rate

RATEX2

FX Market Parent contract exchange rate

RATEX3

Not used


3–72 3937 0226-942

RATEX4

Not used

RATEX1MD

FX Market Take-up exchange rate Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE

RATEX2MD

FX Market Parent contract exchange rate Mult/Div indicator Valid Values: BP-MULTIPLY or BP-DIVIDE

RATEX3MD

Not used

RATEX4MD

Not used

RCV-AGENT

FX Market take-up Their receive agent

RCV-NOSTRO

FX market take-up Our receive nostro

REL-DAY

FX market take-up Date of take-up

REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

Diary DIARY - Coupon Diary Type

3937 0226-942 3–73

Coupon Diary Type Created at input for BD issue.

ACTL-DATE


ACTL-TIME


AMOUNT1

BD Issue Outstanding Principal BD Purchase Outstanding Principal BD Sale Outstanding Principal

AMOUNT2

BD Issue Purchase Price BD Purchase Purchase Price BD Sale Purchase Price

AMOUNT3

BD Issue Interest Due BD Purchase Interest BD Sale Interest

AMOUNT4

BD Sale Principal

AMOUNT5

BD Issue Principal Repayment

AMOUNT6

BD Issue Principal Repayment BD Purchase Principal Repayment BD Sale Principal Repayment

AMOUNT7

BD Issue Premium BD Purchase Premium

AMOUNT8

BD Issue Outstanding Amount BD Purchase Nominal Amount BD Sale Nominal Amount

DIARY - Coupon Diary Type Diary

3–74 3937 0226-942

AMOUNT9

Not used

AMOUNT10

BD Issue Discount BD Purchase Discount

AMOUNT13

BD Purchase Interest in Consideration BD Sale Sale Interest in Consideration on First Coupon

AS-OF-DATE

All Contracts As-of date of set up

AUTO-STLMT

Not used

BASIS

BD Issue Interest Basis

BASE-RT-NO

Not used

BGHT-SLD

Not used

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

All Contracts Face Currency/Issue Currency

CCY-2

BD Issue Coupon Currency BD Purchase Coupon Currency BD Sale Coupon Currency

CCY-3

BD Issue Repayment Currency BD Purchase Repayment Currency


3937 0226-942 3–75

BD Sale Repayment Currency RP Deals Brokerage Currency

CCY-4

Not used

CLIENT-NO


CNFM-FLG

BD Issue Set to GC-NOT-APPLICABLE BD Purchase Set to GC-NOT-APPLICABLE BD Sale Set to GC-NOT-APPLICABLE

CNT-PERIOD

Not used

CONTRACTNO

All contracts Contract Number

CRT-CODE

Not used

D-DAYTYPE

Not used

D-REFNO

BD Issue “0000” BD Sale “0000” All contracts “7777”

D-STATUS

All Contracts DIARY Event Status Valid Values: GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D) GC-DRY-SOLD (S)

D-TYPE

All Contracts GC-CP

DAYSNOTICE

Not used

DEALER

Not used


3–76 3937 0226-942

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All Contracts Coupon Date

GEN-IND1

Not used

GEN-IND2

Not used

HOLIDAY

Not used

LOAN-COUNT

Not used

MAX-RATE

BD Issue Maximum rate BD Purchase Maximum rate BD Sale Maximum rate

MIN-RATE

BD Issue Minimum rate BD Purchase Minimum rate BD Sale Minimum rate

ORIGIN

Not used

OTH-CN-NO

Not used

PAY-AGENT

BD Purchase Their pay agent RP Deals Their pay agent

PAY-NOSTRO

BD Issue Our pay nostro

PYMT-FLG

All Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3)


3937 0226-942 3–77

RATE-ID

BD Issue Coupon index BD Purchase Coupon index BD Sale Coupon index

RATE-WIDTH

Not used

RATE-1

All Contracts Face rate BD Issue Fixed rate BD Purchase Fixed rate BD Sale Fixed rate RP Deals Initial price

RATE-2

BD Issue Margin BD Purchase Margin BD Sale Margin RP Deals Initial yield

RATE-3

BD Issue Index rate BD Purchase Index rate BD Sale Index rate RP Deals Repurchase rate

RATE-4

Not used

RATEX1

All Contracts Face rate BD Issue Fixed rate BD Purchase Fixed rate BD Sale Fixed rate RP Deals Initial price

RATEX2

RP Deals Initial yield

RATEX3

BD Issue Index rate BD Purchase Index rate BD Sale Index rate

RATEX4

Not used


3–78 3937 0226-942

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

Not used

RATEX4MD

Not used

RCV-AGENT

BD Issue Their Receive Agent

RCV-NOSTRO

BD Purchase Our Receive Nostro RP Deals Out Receive Nostro

REL-DAY

All Contracts Coupon Value Date

REPAY-CAP

BD Issue Repayment/capitalise indicator BD Purchase Repayment/capitalise indicator BD Sale Repayment/capitalise indicator RP Deals Repayment/capitalise indicator

RP-STATUS

BD Issue Fixing status BD Purchase Fixing status BD Sale Fixing status

VAR-TYPE

BD Issue Variation type +/- BD Purchase Variation type +/- BD Sale Variation type +/- RP Deals Variation type +/-

VARIATION

BD Issue Margin Amount BD Purchase Margin Amount BD Sale Margin Amount RP Deals Margin Amount

Diary DIARY - Interest Settlement Diary Type

3937 0226-942 3–79

Interest Settlement Diary Type This diary type is only valid for:

- CL Base Rate Drawdowns

- CL Drawdowns

- MM Base Rate Loan

- MM Base Rate Deposit

- MM Loan

- MM Deposit

- FRA Contracts (Settlement Event)

- IR Swaps

- LA Drawdowns

ACTL-DATE


ACTL-TIME


AMOUNT1

MM, CL & FRA Contracts Principal Amount IR Swaps Notional Principal Amount LA Drawdowns Principal Outstanding

AMOUNT2

CL Base Rate DD Commitment Equivalent in Commitment Currency CL Drawdown Commitment Equivalent in Commitment Currency CL Discounted DD Commitment Equivalent in Commitment Currency MM Base Rate Deposit Principal Equivalent in Withholding Tax Currency* MM Deposit Principal Equivalent in Withholding Tax Currency*

* Set up at same time as Contract/Withholding Tax Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax Liable Contracts.

IR Swaps Actual Principal Amount (if principal exchanged) FRA Contracts Potential Settlement Amount (Mark to Market)

DIARY - Interest Settlement Diary Type Diary

3–80 3937 0226-942

AMOUNT3

MM/CL Contracts Calculated Interest Amount * IR Swaps Interest Payment Amount *

* For Withholding Tax liable contracts this amount is gross of Withholding Tax.Amount3 is the Interest amount from last settlement to the EMU conversion date, when an IS event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

FRA Contracts Actual Settlement Amount LA Drawdowns Interest Amount

AMOUNT4

MM/CL Contracts Interest Adjustment IR Swaps Net Interest Payment

AMOUNT5

MM/CL Contracts Add-on Adjustment

AMOUNT6

CL Base Rate DD Profit Share Amount * CL Drawdown Profit Share Amount * CL Commitment Profit Share Amount *

** This is the amount from last settlement to the EMU conversion date, when an IS event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

AMOUNT7

CL Base Rate DD Profit Share Adjustment CL Drawdown Profit Share Adjustment MM Base Rate Deposit Withholding Tax Due Amount in Contract Currency ** MM Deposit Withholding Tax Due Amount in Contract Currency **

** Set Up at same time as Withholding Tax Rate: RATEX4. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts. Calculated on the sum of the calculated interest amount plus interest adjustment.

AMOUNT8

MM Base Rate Deposit Withholding Tax Due Amount in Withholding Tax Currency*** MM Deposit Withholding Tax Due Amount in Withholding Tax Currency*** *** Set Up at Same time as Contract/Withholding Tax Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for withholding tax liable contracts.


3937 0226-942 3–81

AMOUNT9

MM/CL Contracts Penalty Amount IR Swaps Interest Adjustment LA Drawdowns Previous Principal

AMOUNT10

IR Swaps Unamortised premium

AS-OF-DATE

All Contracts As-of date of Set Up

AUTO-CNFM

MM Contracts Schedule Requires Auto Confirmation

AUTO-STLMT

MM & CL Contracts GC-AUTO-STLMT or SPACES. If set to GC-AUTO-STLMT this DIARY is an automatic interest settling DIARY. Set when diary first created and cannot be changed. The indicator states that this diary can be used as a starting point for calculating the dates of subsequent automatic interest settling diaries.

BASE-RT-NO


BGHT-SLD

FRA Contracts B or S GC-BOUGHT = B GC-SOLD= S

BR-CHG

All Contracts GC-NOT-BR-CHG (except IR Swaps)

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

MM, CL & FRA Contracts Principal Currency IR Swaps Loan Side Currency LA Drawdowns Drawdown Currency


3–82 3937 0226-942

CCY-2

CL Base Rate DD Commitment Currency CL Drawdown Commitment Currency IR Swaps Deposit Side Currency LA Drawdowns Tranche Currency

CCY-3

Not used

CCY-4

Not used

CLIENT-NO


CNFM-FLG

MM, CL & IR Swap Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FRA Contracts Set to GC-NOT-APPLICABLE LA Contracts Set to GC-NOT-APPLICABLE

CNT-PERIOD

FRA Contracts Number of Days between Settlement Date and Maturity Date

CONTRACTNO


CRT-CODE

MM Base Rate Deposit “Y” or “N” as applicable MM Deposit or as applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE

D-REFNO

FRA Contracts GC-6666 IR Swaps GC-5555 or GC-6666 GC-5555 if Loan Side Settlement GC-6666 if Deposit Side Settlement MM, CL & LA Contracts “0000”

D-DAYTYPE

All Contracts Zero


3937 0226-942 3–83

D-STATUS

All Contracts DIARY Event Status Valid Values: GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-IS

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

CL Commitment EMU Conversion Indicator CL Base Rate Drawdown EMU Conversion Indicator CL Commitment EMU Conversion Indicator MM Contracts EMU Conversion Indicator IR Swaps EMU Conversion Indicator

EMUINTSTL

CL Commitment EMU Interest Settlement Conversion Indicator CL Base Rate Drawdown EMU Interest Settlement Conversion Indicator CL Commitment EMU Interest Settlement Conversion Indicator MM Contracts EMU Interest Settlement Conversion Indicator IR Swaps EMU Interest Settlement Conversion Indicator

EVENTDATE

All Contracts DIARY Value Date

GEN-IND1

MM Base Rate Deposit Call/Notice Indicator For Withholding Tax Liability MM Deposit Call/Notice Indicator For Withholding Tax Liability FRA Contracts Direction of Settlement Indicator GC-P - Payment To Counterparty GC-R - Payment To Bank IR Swaps Principal exchange indicator

GEN-IND2

FRA Contracts Contract Fixing Status GC-UNFIXABLE (U) – UNFIXABLE GC-FIXABLE (X) – FIXABLE GC-FIXD (F) – FIXED GC-AUTHORISED (A) - AUTHORISED


3–84 3937 0226-942

HOLIDAY

All Contracts BP-HOL-ALLOW or BP-HOL-NOTALLOW

LOAN-COUNT

Not used

MAX-RATE

CL Base Rate DD Maximum Rate MM Base Rate Loan Maximum Rate MM Base Rate Deposit Maximum Rate IR Swaps Maximum Rate

MIN-RATE

CL Base Rate DD Minimum Rate MM Base Rate Loan Minimum Rate MM Base Rate Deposit Minimum Rate IR Swaps Minimum Rate

ORIGIN

All Contracts Indicates whether record generated by CNTRCTBOD BP-DIARY-ORIG-BOD (B)

OTH-CN-NO

CL Base Rate DD Commitment Number CL Drawdown Commitment Number FRA Contracts Related Transaction Number LA Contracts Tranche Number

PAY-AGENT

MM, CL & LA Contracts Their Pay Agent FRA Interdepartmental Not Applicable IR Swaps Their Pay Agent

PAY-NOSTRO

MM, CL & LA Contracts Our Pay Nostro FRA Interdepartmental Not Applicable IR Swaps Our Pay Nostro

PYMT-FLG


RATE-WIDTH

CL Drawdown Rate Width Code CL Base Rate DD Rate Width Code


3937 0226-942 3–85

RATE-1

CL Drawdown Interest Rate MM Loan Interest Rate MM Deposit Interest Rate FRA Contracts Contract Rate IR Swaps Interest Rate LA Drawdowns Lending Rate

RATE-2

MM & CL Contracts Add-on Rate FRA Contracts Estimated Settlement Rate (Mark to Market) IR Swaps Margin

RATE-3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate FRA Contracts Actual Settlement Rate IR Swaps Index Rate LA Drawdowns Exchange Rate

RATE-4

CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate LA Drawdowns Internal Funding Rate

RATE-6

LA Drawdowns Margin Rate

RATE-7

LA Drawdowns MLA Rate

RATE-9


RATE-10

LA Drawdowns Repayment Rate

RATEX1

CL Base Rate DD Base Rate* CL Drawdown Interest Rate MM Base Rate Loan Base Rate* MM Base Rate Deposit Base Rate* MM Loan Interest Rate MM Deposit Interest Rate

* Set Up at DIARY creation from base rate record dated on or prior to the DIARY value date.

FRA Contracts Contract Rate IR Swaps Interest Rate LA Drawdowns Lending Rate


3–86 3937 0226-942

RATEX2

MM & CL Contracts Add-on Rate FRA Contracts Estimated Settlement Rate (Mark to Market) IR Swaps Margin

RATEX3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate MM Base Rate Deposit } Mid-Market Spot (Exchange) rate from MM Deposit } contract currency to Withholding Tax Currency (for } Withholding Tax). } Set up on contract start (when start confirmation is sent). } Once set up it is not changed, unless a RL with } principal change occurs - which is treated as a new } start. Only set up for Withholding Tax liable contracts. FRA Contracts Actual Settlement Rate IR Swaps Index Rate LA Drawdowns Exchange Rate

RATEX4

CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate MM Base Rate Deposit } Withholding Tax Rate: Set up when confirmation/ MM Deposit } payment first issued. Only set up for Withholding Tax } liable contracts. LA Drawdowns Internal Funding Rate

RATEX6


RATEX7


RATEX9


RATEX10


RATEX1MD

Not used

RATEX2MD

Not used


3937 0226-942 3–87

RATEX3MD

CL Base Rate DD } Drawdown Exchange Rate Mult/Div Indicator CL Drawdown } MM Base Rate Deposit } Mid - Market Spot (Exchange) Rate MM Deposit } Mult/Div Indicator. Set Up When RATEX3 is set up. Valid Values: BP-MULTIPLY or BP-DIVIDE LA Drawdowns Exchange Rate Multiplier/Divider Indicator

RATEX4MD

Not used

RCV-AGENT

MM, CL & LA Contracts Their Receive Agent FRA Interdepartmental Not Applicable IR Swaps Their Receive Agent

RCV-NOSTRO

MM, CL & LA Contracts Our Receive Nostro FRA Interdepartmental Not Applicable IR Swaps Our Receive Nostro

REL-DAY

All Contracts Value Date in Relative Day Format

REPAY-CAP

All Contracts BP-NORMAL-PAY-TYPE

VAR-TYPE

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” IR Swaps “+” or “-” GC-ADD-TO-BASE = “+” GC-TAKE-FROM-BASE = “-”

VARIATION

CL Base Rate DD Rate Variation MM Base Rate Loan Rate Variation MM Base Rate Deposit Rate Variation IR Swaps Rate Variation

DIARY- Fee Settlement Diary Type Diary

3–88 3937 0226-942

Fee Settlement Diary Type This DIARY is used by CL Commitment, Fees Contracts, and LA Fees.

ACTL-DATE


ACTL-TIME


AMOUNT1

CL Commitment Commitment Amount FEE Contract Fee Amount LA Fees Fee to be Paid/Received

AMOUNT2

FEE Contract Principal Amount

AMOUNT3

CL Commitment Calculated Fee Amount LA Fees Fee Amount for a Prepaid Paid Fee

AMOUNT4

CL Commitment Fee Adjustment FEE Contract Fee Payable LA Fees Fee Amount for a Prepaid Receive Fee

AMOUNT5

FEE Contract Fee Receivable LA Fees Fee Amount for an Accrued Paid Fee

AMOUNT6

CL Commitment Profit Share Amount LA Fees Fee Amount for an Accrued Receive Fee

AMOUNT7

CL Commitment Profit Share Adjustment

AMOUNT8

CL Commitment Undrawn Amount

AMOUNT9

CL Commitment Penalty Amount FEE Contract Old Principal

Diary DIARY- Fee Settlement Diary Type

3937 0226-942 3–89

AMOUNT10

FEE Contract Principal Change

AS-OF-DATE

CL Commitment As-of date of set up FEE Contract As-of date of set up

AUTO-CNFM

CL Commitment Schedule Requires Auto Confirmation

AUTO-STLMT

CL Commitment GC-AUTO-STLMT or SPACES. IF set to GC-AUTO-STLMT this DIARY is an automatic fee settling diary. Set when DIARY first created and cannot be changed. The indicator states that this DIARY can be used as a starting point for calculating the dates of subsequent automatic fee settling DIARIES.

BASE-RT-NO

Not used

BGHT-SOLD

Not used

BR-CHG

FEE Contract GC-NOT-BR-CHG

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

CL Commitment Commitment Currency FEE Contract Face Currency LA Fees Fee Currency

CCY-2

Not used

CCY-3

Not used


3–90 3937 0226-942

CCY-4

Not used

CLIENT-NO

CL Commitment Client Number FEE Contract Client Number LA Fees Client Number

CNFM-FLAG

CL Commitment Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FEE Contract Set to GC-TO-BE-SENT/GC-SENT (See Note 3) LA Fee GC-NOT-APPLICABLE

CNT-PERIOD

Not used

CONTRACTNO

CL Commitment Contract Number FEE Contract Contract Number LA Fee Contract Number

CRT-CODE

Not used

D-REFNO


D-DAYTYPE

All Contracts Zero

D-STATUS

CL Commitment DIARY Event status GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-FS

DAYSNOTICE

Not used

DEALER

Not used


3937 0226-942 3–91

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

CL Commitment DIARY Value Date FEE Contract Fee Payment Date LA Fee Value Date

GEN-IND1

FEE Contract Accrual Method

GEN-IND2

FEE Contract Pay/Receive indicator

HOLIDAY

CL Commitment BP-HOL-ALLOW or BP-HOL-NOTALLOW FEE Contract BP-HOL-ALLOW or BP-HOL-NOTALLOW

HOLOVER-CHK


LOAN-COUNT

Not used

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN


OTH-CN-NO

LA Fee Tranche Number

PAY-AGENT

CL Commitment Their Pay Agent FEE Contract Their Pay Agent LA Fee Their Pay Agent


3–92 3937 0226-942

PAY-NOSTRO

FEE Contract Their Pay Nostro LA Fee Our Pay Nostro

PYMT-FLG

CL Commitment Set to GC-TO-BE-SENT or GC-SENT (see Note 3) FEE Contract Set to GC-TO-BE-SENT or GC-SENT (see Note 3)

RATE-WIDTH

Not used

RATE-1

CL Commitment Fee Rate FEE Contract Interest Rate LA Fee Fee Rate

RATE-2

FEE Contract Percentage Multiplier Rate LA Fee Exchange Rate

RATE-3

Not used

RATE-4

CL Commitment Profit Share Rate

RATEX1

CL Commitment Fee Rate FEE Contract Interest Rate LA Fee Fee Rate

RATEX2

FEE Contract Percentage Multiplier Rate LA Fees Exchange Rate

RATEX4

CL Commitment Profit Share Rate

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

LA Fees Exchange Rate Multiplier/Divider Indicator


3937 0226-942 3–93

RATEX4MD

Not used

RCV-AGENT

FEE Contract Receive Agent LA Fee Their Receive Agent

RCV-NOSTRO

CL Commitment Our Receive Nostro FEE Contract Our Receive Nostro LA Fee Our Receive Nostro

REL-DAY

CL Commitment Value Date in Relative Day Format FEE Contract Value Date in Relative Day Format LA Contract Value Date in Relative Day Format

REPAY-CAP

CL Commitment BP-NORMAL-PAY-TYPE FEE Contract BP-NORMAL-PAY-TYPE

VAR-TYPE

Not used

VARIATION

Not used

DIARY- Rate/Principal Change Diary Type Diary

3–94 3937 0226-942

Rate/Principal Change Diary Type This Diary Type is valid for:

- CL Base Rate Drawdowns - CL Commitment - CL Drawdowns - MM Base Rate Loan - MM Base Rate Deposit - MM Loan - MM Deposit - IR Swaps - BD Issue - BD Purchase - BD Sale - RP Repurchase - FEE Contract - LA Bill of Acceptance - LA Drawdowns - LA Tranche - LA Fees - LA Guarantees

ACTL-DATE


ACTL-TIME


AMOUNT1

CL Base Rate DD New Principal Amount CL Commitment New Commitment Amount CL Drawdown New Principal Amount MM Contracts New Principal Amount IR Swaps New Principal Amount BD Issue Outstanding Principal BD Purchase Outstanding Principal BD Sale Outstanding Principal RP Deals Outstanding Amount FEE Contract Fee Amount FRA Contracts Notional Principal*

* Only produced when EMUCONV is Y (indicating the EMU conversation indicator is set on)

LA Bill of Acceptance Acceptance Principal LA Drawdowns Drawdown Principal LA Tranche Undrawn Amount LA Guarantees Guarantee Principal

Diary DIARY- Rate/Principal Change Diary Type

3937 0226-942 3–95

AMOUNT2

CL Base Rate DD New Commitment Equivalent in Commitment Currency CL Drawdown New Commitment Equivalent in Commitment Currency MM Base Rate Deposit New Principal Equivalent in Withholding Tax Currency* MM Deposit New Principal Equivalent in Withholding Tax Currency*

* Set at same time as Contract/Withholding Tax Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts.

IR Swaps Actual Principal Amount (if exchange of principal) Bond Issue Issue Price Bond Purchase Consideration Bond Sale Consideration FEE Contract Principal Amount FRA Contracts Potential Settlement Amount*


LA Drawdowns Repayment Amount LA Tranche Outstanding Amount LA Guarantees Guarantee Repayment Amount

AMOUNT3

IR Swaps Interest** Bond Issue Interest Bond Purchase Interest Bond Sale Interest

** This is the Interest amount from last settlement to conversion date, when an RP event exists on or was created on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is N (indicating a non-interest settlement event exists on the EMU conversion date)

CL Commitment Fee amount from last fee settlement to conversion date * CL Base Rate Drawdown Interest amount from last settlement to conversion date * CL Drawdown Interest amount from last settlement to conversion date * MM Contracts Interest amount from last settlement to conversion date *

* Only produced when an RP event exists on or was created on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is N (indicating a non-interest settlement event exists on the EMU conversion date)

LA Tranche Definite Undrawn Amount LA Fee Fee Amount for a Prepaid Paid Fee since last settlement

AMOUNT4

Bond Sale Principal IR Swaps Net Interest Payment FEE Contract Fee Payable LA Bill of Acceptance Commission Amount between last event and this RP LA Tranche Definite Outstanding Amount LA Fee Fee Amount for a Prepaid Received Fee Since Last

Settlement


3–96 3937 0226-942

AMOUNT5

CL Commitment Undrawn Change Amount IR Swaps Notional Principal Repayment FEE Contract Fee Receivable FRA Contracts Brokerage Amount*


LA Bill of Acceptance Discounted Amount between last event and this RP LA Drawdown Disbursement Amount LA Tranche Unavailable Amount LA Guarantees Guarantee Extension Amount LA Fee Fee Amount for an Accrued Paid Fee Since Last

Settlement

AMOUNT6

MM Contracts Old Principal Amount IR Swaps Actual Principal Repayment (if exchange of principal) Bond Issue Principal Repayment Bond Purchase Principal Repayment Bond Sale Principal Repayment CL Commitment ) Profit share amount from last settlement to conversion CL Base Rate Drawdown ) date * CL Drawdown )

* Only when an RP event exists on or was created on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is N (indicating a non-interest settlement event exists on the EMU conversion date)

LA Bill of Acceptance Discounted Amount for period between Start and this RP LA Tranche Undrawn Amount Change LA Fee Fee Amount for an Accrued Received Fee Since Last

Settlement

AMOUNT7

IR Swaps Unamortised premium/discount for outstanding principal RP Deals Repayment Amount Bond Issue Premium Bond Purchase Premium LA Bill of Acceptance Rediscounted Amount for period between Start and this RP LA Tranche Available Amount


3937 0226-942 3–97

AMOUNT8

CL Base Rate DD Commitment equivalent change in commitment currency CL Commitment New Undrawn Amount CL Drawdown Commitment equivalent change in commitment currency

Note “Commitment equivalent change in commitment currency” is the “Commitment currency principal change” amount field entered on the schedule screen.

Bond Issue Outstanding Amount Bond Purchase Nominal Amount Bond Sale Nominal Amount LA Bill of Acceptance Commission Amount for Period between start and this RP

AMOUNT9

IR Swaps Interest Adjustment FEE Contract Old Principal LA Drawdowns Previous Principle LA Guarantee Previous Guarantee Principle

AMOUNT10

CL Base Rate DD Principal Amount Change CL Commitment Commitment Amount Change CL Drawdown Principal Amount Change MM Contracts Principal Amount Change

Note: For MM Contracts This amount is the “Principal Change” amount field entered on the schedule screen. For CL Drawdown and CL Base Rate DD this amount is the “Drawdown CCY Principal Change” Amount field entered on the schedule screen. For CL Commitment this amount is the “Commitment Amount Change” amount field entered on the schedule screen.

IR Swaps Unamortised premium/discount for outstanding principal BD Issue Discount BD Purchase Discount LA Tranche Limit

AMOUNT11

LA Tranche Limit Change

AMOUNT14

LA Tranche Undrawn Change (Positive)

AMOUNT15

BD Sale Unamortised Traded Sale Premium LA Tranche Undrawn Change (Negative)

AMOUNT16



3–98 3937 0226-942

AMOUNT17


AMOUNT18


AS-OF-DATE

All Contracts As-of Date of set up

AUTO-CNFM

CL Commitment Schedule Requires Auto Confirmation MM Contracts Schedule Requires Auto Confirmation

AUTO-STLMT

Not used

BASE-RT-NO


BASIS

IR Swaps Interest Basis BD Issue Interest Basis

BGHT-SLD

Not used

BR-CHG

CL Base Rate DD GC-BR-CHG or GC-NOT-BR-CHG MM Base Rate Loan GC-BR-CHG or GC-NOT-BR-CHG MM Base Rate Deposit GC-BR-CHG or GC-NOT-BR-CHG FEE Contract GC-NOT-BR-CHG

CALC-PRD1

Not used

CALC-PRD2

Not used


3937 0226-942 3–99

CCY-1

CL Base Rate DD Principal Currency CL Commitment Commitment Currency CL Drawdown Principal Currency MM Contracts Principal Currency IR Swaps Principal Currency RP Deals Principal Currency FEE Contract Face Currency LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency

CCY-2

CL Base Rate DD Commitment Currency CL Drawdown Commitment Currency RP Deals Principal Currency Bond Issue Coupon Currency Bond Purchase Coupon Currency Bond Sale Coupon Currency LA Bill of Acceptance Tranche Currency LA Drawdowns Tranche Currency LA Guarantees Tranche Currency

CCY-3

Bond Issue Repayment Currency Bond Purchase Repayment Currency Bond Sale Repayment Currency RP Deals Brokerage Currency

CCY-4

Not used

CLIENT-NO


CNFM-FLG

Bond Issue Set to GC-NOT-APPLICABLE Bond Purchase Set to GC-NOT-APPLICABLE Bond Sale Set to GC-NOT-APPLICABLE All Other Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3)

CNT-PERIOD

Not used

CONTRACTNO



3–100 3937 0226-942

CRT-CODE

MM Base Rate Deposit “Y” or “N” As Applicable MM Deposit “Y” or “N” As Applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE FEE Contract Set to BP-CRT-NOT-LIABLE

D-REFNO

All Contracts “0000” IR Swaps GC-5555 - Loan Side RP event GC-6666 - Deposit Side RP event

D-DAYTYPE

All Contracts Zero

D-STATUS

All Contracts DIARY Event Status Valid Values: GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-RP

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

CL Commitment EMU Conversion Indicator CL Base Rate Drawdown EMU Conversion Indicator CL Drawdown EMU Conversion Indicator MM Contracts EMU Conversion Indicator FRA Contracts EMU Conversion Indicator IR Swaps EMU Conversion Indicator TF Contracts EMU Conversion Indicator

EMUINTSTL

CL Commitment EMU Interest Settlement Conversion Indicator CL Base Rate Drawdown EMU Interest Settlement Conversion Indicator CL Commitment EMU Interest Settlement Conversion Indicator MM Contracts EMU Interest Settlement Conversion Indicator FRA Contracts EMU Interest Settlement Conversion Indicator IR Swaps EMU Interest Settlement Conversion Indicator TF Contracts EMU Interest Settlement Conversion Indicator


3937 0226-942 3–101

EVENTDATE

FEE Contract Fee Payment Date All Other Contracts DIARY Value Date

GEN-IND1

IR Swaps Exchange of principal indicator FEE Contract Accrual Method

GEN-IND2

MM Base Rate Deposit Call/Notice Indicator for Withholding Tax Liability MM Deposit Call/Notice Indicator for Withholding Tax Liability FEE Contract Pay/Receive indicator

HOLIDAY


HOLOVR-CHK

IR Swaps Holiday Override check FEE Contract Holiday Override check

LOAN-COUNT

CL Commitment The number of drawdowns that cause a change in the “Undrawn Change Amount” for this diary.

MAX-RATE

CL Base Rate DD Maximum Rate MM Base Rate Loan Maximum Rate MM Base Rate Deposit Maximum Rate IR Swaps Maximum Rate Bond Issue Maximum Rate Bond Purchase Maximum Rate Bond Sale Maximum Rate

MIN-RATE

CL Base Rate DD Minimum Rate MM Base Rate Loan Minimum Rate MM Base Rate Deposit Minimum Rate IR Swaps Minimum Rate Bond Issue Minimum Rate Bond Purchase Minimum Rate Bond Sale Minimum Rate

ORIGIN

All Contracts Indicates whether record generated by CNTRCTBOD Valid Values: BP-DIARY-ORIG-BOD (B)


3–102 3937 0226-942

OTH-CN-NO

CL Base Rate DD Commitment Number CL Drawdown Commitment Number

PAY-AGENT

All Other Contracts Their Pay Agent

PAY-NOSTRO

All MM Contracts Our Pay Nostro CL Base Rate DD Our Pay Nostro CL Drawdown Our Pay Nostro IR Swaps Our Pay Nostro BD Issue Our Pay Nostro FEE Contract Their Pay Nostro LA Drawdowns Our Pay Nostro LA Acceptance Our Pay Nostro LA Fee Our Pay Nostro

PYMT-FLG

CL Base Rate DD Set to GC-TO-BE-SENT/GC-SENT (See Note 3) CL Commitment Set to GC-NOT-APPLICABLE CL Drawdown Set to GC-TO-BE-SENT/GC-SENT (See Note 3) ALL MM Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3) RP Deals Set to GC-TO-BE-SENT/GC-SENT (See Note 3) FEE Contract Set to GC-TO-BE-SENT/GC-SENT (See Note 3)

RATE-ID

IR Swaps Rate Index Bond Issue Coupon Index Bond Purchase Coupon Index Bond Sale Coupon Index

RATE-WIDTH



3937 0226-942 3–103

RATE-1

CL Commitment Fee Rate CL Drawdown Interest Rate MM Loan Interest Rate MM Deposit Interest Rate IR Swaps Interest Rate Bond Issue Fixed Rate Bond Purchase Fixed Rate Bond Sale Fixed Rate RP Deals Initial Price FEE Contract Interest Rate LA Drawdowns Lending Rate LA Fee Fee Rate

RATE-2

CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate MM Contracts Add-on Rate IR Swaps Margin Bond Issue Margin Bond Purchase Margin Bond Sale Margin RP Deals Initial Yield FEE Contract Percentage Multiplier rate LA Fee Exchange Rate

RATE-3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate IR Swaps Index Rate Bond Issue Index Rate Bond Purchase Index Rate Bond Sale Index Rate RP Deals Repurchase Rate LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATE-4

CL Commitment Profit Share Rate CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate LA Drawdowns Internal Funding Rate

RATE-6



3–104 3937 0226-942

RATE-7


RATE-8


RATE-9


RATE-10


RATEX1

CL Base Rate DD Base Rate * CL Commitment Fee Rate CL Drawdown Interest Rate MM Base Rate Loan Base Rate * MM Base Rate Deposit Base Rate * MM Loan Interest Rate MM Deposit Interest Rate IR Swaps Interest Rate

* Set up at DIARY creation from base rate record dated at or prior to the DIARY value date.

Bond Issue Fixed Rate Bond Purchase Fixed Rate Bond Sale Fixed Rate RP deals Initial Price FEE Contract Interest Rate LA Drawdowns Lending Rate LA Fee Fee Rate

RATEX2

CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate MM Contracts Add-on Rate IR Swaps Margin RP Deals Initial Yield FEE Contract Percentage Multiplier Rate LA Fees Exchange Rate


3937 0226-942 3–105

RATEX3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate MM Base Rate Deposit } Mid-Market Spot (Exchange) Rate from MM Deposit } contract currency to Withholding Tax currency (for ) Withholding Tax). } Set up on contract start (when start } confirmation is sent). } Once set up it is not changed, unless a RL with } principal change occurs - which is treated as a new start } only set up for Withholding Tax liable contracts. IR Swaps Index Rate Bond Issue Index Rate Bond Purchase Index Rate Bond Sale Index Rate RP Deals Repurchase Rate LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATEX4

CL Commitment Profit Share Rate CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate MM Base Rate Deposit } Withholding Tax Rate: Set up when MM Deposit } confirmation/payment first issued. Only set up for } Withholding Tax liable contracts. LA Drawdowns Internal Funding Rate

RATEX6


RATEX7


RATEX8


RATEX9


RATEX10


RATEX1MD

Not used


3–106 3937 0226-942

RATEX2MD

Not used

RATEX3MD

CL Base Rate DD } Drawdown Exchange Rate Mult/Div Indicator CL Drawdown } MM Base Rate Deposit } Mid-Market Spot (Exchange) MM Deposit } Rate Mult/Div Indicator. } Set up when RATEX3 is set up. BP-MULTIPLY BP-DIVIDE LA Drawdowns Exchange Rate Multiplier/Divider Indicator LA Fees Exchange Rate Multiplier/Divider Indicator

RATEX4MD

Not used

RCV-AGENT

CL Base Rate DD Their Receive Agent CL Drawdown Their Receive Agent MM Contracts Their Receive Agent IR Swaps Their Receive Agent BD Issue Their Receive Agent FEE Contract Their Receive Agent LA Drawdowns Their Receive Agent LA Acceptance Their Receive Agent LA Fee Their Receive Agent

RCV-NOSTRO

BD Purchase Our Receive Nostro RP deals Our Receive Nostro FEE Contract Our Receive Nostro All Other Contracts Our Receive Nostro

REL-DAY


REPAY-CAP

Bond Issue Repayment/Capitalise indicator Bond Purchase Repayment/Capitalise indicator Bond Sale Repayment/Capitalise indicator RP Deals Repayment/Capitalise indicator All Other Contracts BP-NORMAL-PAY-TYPE

RP-STATUS

IR Swaps Fixing Status Bond Issue Fixing Status Bond Purchase Fixing Status Bond Sale Fixing Status


3937 0226-942 3–107

VAR-TYPE

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” GC-ADD-TO-BASE = “+” GC-TAKE-from-BASE = “-” IR Swaps All floating rate contracts GC-ADD-TO-BASE = "+" GC-TAKE-from-BASE = "-" Bond Issue Variation Type +/- Bond Purchase Variation Type +/- Bond Sale Variation Type +/- RP Deals GC-ADD-TO-BASE = “+” GC-TAKE-from-BASE = “-”

VARIATION

CL Base Rate DD Rate Variation MM Base Rate Loan Rate Variation MM Base Rate Deposit Rate Variation IR Swaps Rate Variation Bond Issue Margin Amount Bond Purchase Margin Amount Bond Sale Margin Amount RP Deals Rate Variation

DIARY- Rollover Diary Type Diary

3–108 3937 0226-942

Rollover Diary Type This Diary Type is valid for:-

- CL Base Rate Drawdowns - CL Commitment - CL Drawdowns - MM Base Rate Loan - MM Base Rate Deposit - MM Loan - MM Deposit - IR Swaps - BD Issue - BD Purchase - BD Sale - RP Repurchase - FEE Contract - LA Drawdowns - LA Fees

ACTL-DATE


ACTL-TIME


AMOUNT1

CL Base Rate DD New Principal Amount CL Commitment New Commitment Amount CL Drawdown New Principal Amount MM Contracts New Principal Amount IR Swaps Notional Principal Amount BD Issue Outstanding Principal BD Purchase Outstanding Principal BD Sale Outstanding Principal RP Deals Outstanding Amount FEE Contract Fee Amount LA Drawdowns Principal Outstanding LA Fees Fee to be Paid/Received

Diary DIARY- Rollover Diary Type

3937 0226-942 3–109

AMOUNT2

CL Base Rate DD New Commitment Equivalent in Commitment Currency CL Drawdown New Commitment Equivalent in Commitment Currency MM Base Rate Deposit New Principal in Withholding Tax Currency* MM Deposit New Principal in Withholding Tax Currency*

* Set At Same Time As Contract/Withholding Tax Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts.

IR Swaps Actual Principal Amount BD Issue Issue Price BD Purchase Consideration BD Sale Consideration FEE Contract Principal Amount LA Drawdowns Repayment

AMOUNT3

CL Base Rate DD Calculated Interest Amount * CL Commitment Calculated Fee Amount * CL Drawdown Calculated Interest Amount *

* This is the amount from last settlement to the EMU conversion date, when an RL event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

MM Contracts Calculated Interest Amount ** ** For Withholding Tax liable contracts this amount is gross of

Withholding Tax. Amount3 is the Interest amount from last settlement to the EMU

conversion date, when an RL event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

IR Swaps Interest Amount *** *** This is the Interest amount from last settlement to the

EMU conversion date, when an RL event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

BD Issue Interest BD Purchase Interest BD Sale Interest LA Drawdowns Interest Amount LA Fees Fee Amount for a Prepaid Paid Fee


3–110 3937 0226-942

AMOUNT4

CL Base Rate DD Interest Adjustment CL Commitment Fee Adjustment CL Drawdown Interest Adjustment MM Contracts Interest Adjustment BD Sale Principal IR Swaps Net Interest Payment FEE Contract Fee Payable LA Fees Fee Amount for a Prepaid Received Fee

AMOUNT5

CL Base Rate DD Add-on Adjustment CL Commitment Undrawn Change Amount CL Drawdown Add-on Adjustment MM Contracts Add-on Adjustment IR Swaps Notional repayment amount (close out amount) FEE Contract Fee Receivable LA Drawdowns Disbursement LA Fees Fee Amount for an Accrued Paid Fee

AMOUNT6

CL Base Rate DD Profit Share Amount ** CL Commitment Profit Share Amount ** CL Drawdown Profit Share Amount **

** This is the amount from last settlement to the EMU conversion date, when an RL event exists on the EMU conversion date and EMUCONV is Y (indicating the EMU conversation indicator is set on) and EMUINTSTL is Y (indicating an interest settlement event exists on the EMU conversion date)

MM Contracts Old Principal Amount IR Swaps Actual repayment amount (if principal exchanged) BD Issue Principal Repayment BD Purchase Principal Repayment BD Sale Principal Repayment RP Deals Coupon Amount LA Fees Fee Amount for an Accrued Received Fee


3937 0226-942 3–111

AMOUNT7

CL Base Rate DD Profit Share Adjustment CL Commitment Profit Share Adjustment CL Drawdown Profit Share Adjustment MM Base Rate Deposit Withholding Tax Due Amount in Contract Currency* MM Deposit Withholding Tax Due Amount in Contract Currency*

* Set up at same time as Withholding Tax rate: RATEX4. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts. Calculated on the sum of the calculated interest amount plus interest adjustment.

IR Swaps Unamortised premium/discount for repayment amount BD Issue Premium BD Purchase Premium RP Deals Repayment Amount

AMOUNT8

CL Base Rate DD Commitment equivalent change in commitment currency CL Commitment New Undrawn Amount CL Drawdown Commitment equivalent change in commitment currency

Note: “Commitment Equivalent Change In Commitment Currency” is the “commitment currency. principal change” amount entered on the schedule screen.

MM Base Rate Deposit Withholding Tax due amount in Withholding Tax Currency*

MM Deposit Withholding Tax due amount in Withholding Tax Currency* * Set up at same time as Contract/Withholding Tax

Currency Exchange Rate: RATEX3. Only this rate is ever used to calculate this amount. Only set up for Withholding Tax liable contracts

BD Issue Outstanding Amount BD Purchase Nominal Amount BD Sale Nominal Amount

AMOUNT9

MM & CL Contracts Penalty Amount IR Swaps Interest adjustment FEE Contract Old Principal LA Drawdown Previous Principal


3–112 3937 0226-942

AMOUNT10

CL Base Rate DD Principal Amount Change CL Commitment Commitment Amount Change CL Drawdown Principal Amount Change MM Contracts Principal Amount Change

Note: for MM Contracts this amount is the Principal Change” amount entered on the schedule screen. For CL Drawdown and CL Base Rate DD This amount is the “Drawdown Currency Principal Change” amount entered on the schedule screen. For CL Commitment this amount is the “Commitment Amount Change” amount entered on the schedule screen.

IR Swaps Unamortised premium/discount for outstanding principal BD Issue Discount BD Purchase Discount FEE Contract Principal Change

AMOUNT13

BD Purchase Interest in Consideration BD Sale Sale Interest in Consideration on First Coupon

AMOUNT15


AMOUNT16


AMOUNT17


AMOUNT18


AS-OF-DATE


AUTO-CNFM

CL Commitment Schedule Requires Auto Confirmation MM Contracts Schedule Requires Auto Confirmation


3937 0226-942 3–113

AUTO-STLMT

CL Commitment GC-AUTO-STLMT or SPACES. IF Set to GC-AUTO-STLMT this DIARY is an automatic fee settling DIARY. CL Base Rate DD } GC-AUTO-STLMT or SPACES. CL Drawdown } if Set to GC-AUTO-STLMT this DIARY is MM Contracts } an automatic interest settling DIARY. Note - For MM & CL Contracts: Set when diary first created and cannot be changed. The indicator states that this DIARY can be used as a starting point in calculating the dates of subsequent automatic interest/fee settling DIARIES.

BASE-RT-NO


BGHT-SLD

Not used

BR-CHG

CL Base Rate DD GC-BR-CHG or GC-NOT-BR-CHG MM Base Rate Loan GC-BR-CHG or GC-NOT BR-CHG MM Base Rate Deposit GC-BR-CHG or GC-NOT-BR CHG FEE Contract GC-NOT-BR-CHG

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

CL Base Rate DD Principal Currency CL Commitment Commitment Currency CL Drawdown Principal Currency MM Contracts Principal Currency IR Swaps Principal Currency RP Deals Repurchase Currency FEE Contract Face Currency LA Drawdowns Drawdown Currency LA Fees Fee Currency


3–114 3937 0226-942

CCY-2

CL Base Rate DD Commitment Currency CL Drawdown Commitment Currency BD Issue Coupon Currency BD Purchase Coupon Currency BD Sale Coupon Currency LA Drawdowns Tranche Currency

CCY-3

BD Issue Repayment Currency BD Purchase Repayment Currency BD Sale Repayment Currency RP Deals Brokerage Currency

CCY-4

Not used

CLIENT-NO


CNFM-FLG

BD Issue Set to GC-NOT-APPLICABLE BD Purchase Set to GC-NOT-APPLICABLE BD Sale Set to GC-NOT-APPLICABLE LA Fee Set to GC-NOT-APPLICABLE All Other Contracts Set to GC-TO-BE-SENT/GC-SENT (See Note 3)

CNT-PERIOD

Not used

CONTRACTNO


CRT-CODE

MM Base Rate Deposit “Y” or “N” As Applicable MM Deposit “Y” or “N” As Applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE FEE Contract Set to BP-CRT-NOT-LIABLE

D-REFNO

MM & CL Contracts “0000” IR Swaps GC-5555 or GC-6666 - GC-5555 if Loan Side - GC-6666 if Deposit Side BD Issue “0000” BD Sale “0000” LA Drawdowns “9998” if a rollover, else “0000” LA Fee “0000”


3937 0226-942 3–115

D-DAYTYPE

All Contracts Zero

D-STATUS

All Contracts DIARY Event Status Valid Values GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-RL

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

CL Commitment EMU Conversion Indicator CL Base Rate Drawdown EMU Conversion Indicator CL Commitment EMU Conversion Indicator MM Contracts EMU Conversion Indicator IR Swaps EMU Conversion Indicator

EMUINTSTL

CL Commitment EMU Interest Settlement Conversion Indicator CL Base Rate Drawdown EMU Interest Settlement Conversion Indicator CL Commitment EMU Interest Settlement Conversion Indicator MM Contracts EMU Interest Settlement Conversion Indicator IR Swaps EMU Interest Settlement Conversion Indicator

EVENTDATE

FEE Contract Fee Pay Date All Contracts DIARY Value Date

GEN-IND1

MM Base Rate Deposit Call/Notice Indicator for Withholding Tax Liability MM Deposit Call/Notice Indicator for Withholding Tax Liability IR Swaps Exchange of Principal Indicator FEE Contract Accrual Method

GEN-IND2

FEE Contract Pay/Receive indicator

HOLIDAY



3–116 3937 0226-942

HOLOVR-CHK


LOAN-COUNT

CL Commitment The number of drawdowns that cause a change in the “Undrawn Change Amount” for this DIARY.

MAX-RATE

CL Base Rate DD Maximum Rate MM Base Rate Loan Maximum Rate MM Base Rate Deposit Maximum Rate IR Swaps Maximum Rate BD Issue Maximum Rate BD Purchase Maximum Rate BD Sale Maximum Rate

MIN-RATE

CL Base Rate DD Minimum Rate MM Base Rate Loan Minimum Rate MM Base Rate Deposit Minimum Rate IR Swaps Minimum Rate BD Issue Minimum Rate BD Purchase Minimum Rate BD Sale Minimum Rate

ORIGIN


OTH-CN-NO

CL Base Rate DD Commitment Number CL Discounted DD Commitment Number LA Fee Tranche Number LA Drawdowns Tranche Number

PAY-AGENT

MM & CL Contracts Their Pay Agent IR Swaps Their Pay Agent BD Purchase Their Pay Agent RP deals Their Pay Agent FEE Contract Their Pay Agent LA Drawdowns Their Pay Agent LA Fee Their Pay Agent


3937 0226-942 3–117

PAY-NOSTRO

MM Contracts Our Pay Nostro CL Base Rate DD Our Pay Nostro CL Drawdown Our Pay Nostro IR Swaps Our Pay Nostro BD Issue Our Pay Nostro FEE Contract Our Pay Nostro LA Drawdowns Our Pay Nostro LA Fee Our Pay Nostro

PYMT-FLG


RATE-ID

IR Swaps Rate Identifier BD Issue Coupon Index BD Purchase Coupon Index BD Sale Coupon Index

RATE-WIDTH


RATE-1

CL Commitment Fee Rate CL Drawdown Interest Rate MM Loan Interest Rate MM Deposit Interest Rate IR Swaps Interest Rate BD Issue Fixed Rate BD Purchase Fixed Rate BD Sale Fixed Rate RP Deals Initial Price FEE Contract Interest Rate LA Drawdowns Lending Rate LA Fee Fee Rate

RATE-2

CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate MM Contracts Add-on Rate IR Swaps Margin BD Issue Margin BD Purchase Margin BD Sale Margin RP Deals Initial Yield FEE Contract Percentage Multiplier Rate LA Fee Exchange Rate


3–118 3937 0226-942

RATE-3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate IR Swaps Index Rate BD Issue Index Rate BD Purchase Index Rate BD Sale Index Rate RP Deals Repurchase Rate LA Drawdowns Exchange Rate

RATE-4

CL Commitment Profit Share Rate CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate LA Drawdowns Internal Funding Rate

RATE-6


RATE-7


RATE-9


RATE-10


RATEX1

CL Base Rate DD Base Rate * CL Commitment Fee Rate CL Drawdown Interest Rate MM Base Rate Loan Base Rate * MM Base Rate Deposit Base Rate * MM Loan Interest Rate MM Deposit Interest Rate IR Swaps Interest Rate

* Set up at DIARY creation from base rate record dated at or prior to the DIARY value date

BD Issue Fixed Rate BD Purchase Fixed Rate BD Sale Fixed Rate RP Deals Initial Price FEE Contract Interest Rate LA Drawdowns Lending Rate LA Fees Fee Rate


3937 0226-942 3–119

RATEX2

CL Base Rate DD Add-on Rate CL Drawdown Add-on Rate MM Contracts Add-on Rate IR Swaps Margin RP Deals Initial Yield FEE Contract Percentage Multiplier Rate LA Drawdowns Rolled Interest LA Fees Exchange Rate

RATEX3

CL Base Rate DD Drawdown Exchange Rate CL Drawdown Drawdown Exchange Rate MM Base Rate Deposit } Mid-Market Spot (Exchange) Rate from contract MM deposit } currency to Withholding Tax Currency (for Withholding Tax). Set up on contract } start (when start confirmation is sent) once set up it is } not changed, unless a RL with principal change } occurs - which is treated as a new start. } Only set up for Withholding Tax liable contracts. IR Swaps Index Rate BD Issue Index Rate BD Purchase Index Rate BD Sale Index Rate RP Deals Repurchase Rate LA Drawdowns Exchange Rate

RATEX4

CL Commitment Profit Share Rate CL Base Rate DD Profit Share Rate CL Drawdown Profit Share Rate MM Base Rate Deposit } Withholding Tax Rate: Set up when Confirmation/Payment MM Deposit } First Issued. Only set up for } Withholding Tax liable contracts. LA Drawdowns Internal Funding Rate

RATEX6


RATEX7


RATEX9


RATEX10



3–120 3937 0226-942

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

LA Drawdowns Exchange Rate Multiplier/Divider Indicator LA Fees Exchange Rate Multiplier/Divider Indicator

RATEX3MD

CL Base Rate DD } Drawdown Exchange Rate Mult/Div Indicator CL Drawdown } MM Base Rate Deposit } Mid-Market Spot (Exchange) Rate MM Deposit } Mult/Div Indicator. } Set up when RATEX3 is set up. BP-MULTIPLY BP-DIVIDE

RATEX4MD

Not used

RCV-AGENT

CL Base Rate DD Their Receive Agent CL Drawdown Their Receive Agent MM Contracts Their Receive Agent IR Swaps Their Receive Agent BD Issue Their Receive Agent FEE Contract Their Receive Agent LA Drawdowns Their Receive Agent LA Fee Their Receive Agent

RCV-NOSTRO

MM & CL Contracts Our Receive Nostro IR Swaps Our Receive Nostro BD Purchase Our Receive Nostro RP Deals Our Receive Nostro FEE Contract Our Receive Nostro LA Contracts Our Receive Nostro

REL-DAY



3937 0226-942 3–121

REPAY-CAP

MM, RP, FEE, LA & CL Contracts Set to BP-NORMAL-PAY-TYPE as default. May be overridden by a schedule entry to BP-ROLLED-PAY-TYPE. IR Swaps Repayment/Capitalise indicator BD Issue Repayment/Capitalise indicator BD Purchase Repayment/Capitalise indicator BD Sale Repayment/Capitalise indicator

RP-STATUS

IR Swaps Fixing Status BD Issue Fixing Status BD Purchase Fixing Status BD Sale Fixing Status

VAR-TYPE

CL Base Rate DD “+” or “-” MM Base Rate Loan “+” or “-” MM Base Rate Deposit “+” or “-” IR Swaps “+” or “-” GC-ADD-TO-BASE = “+” GC-TAKE-from-BASE = “-” BD Issue “+” or “-” BD Purchase “+” or “-” BD Sale “+” or “-” RP Deals “+” or “-”

VARIATION

CL Base Rate DD Rate Variation MM Base Rate Loan Rate Variation MM Base Rate Deposit Rate Variation IR Swaps Rate Variation BD Issue Margin Amount BD Purchase Margin Amount BD Sale Margin Amount RP Deals Rate Variation

DIARY- Base Rate Change Diary Type Diary

3–122 3937 0226-942

Base Rate Change Diary Type This Diary Type is valid for:

- CL Base Rate Drawdowns - MM Base Rate Loan - MM Base Rate Deposit

ACTL-DATE


ACTL-TIME


AMOUNT1

All Contracts Principal Amount

AMOUNT2

CL Base Rate Loan Commitment equivalent in commitment currency

AMOUNT3

Not used

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

Diary DIARY- Base Rate Change Diary Type

3937 0226-942 3–123

AS-OF-DATE


AUTO-CNFM

Not used

AUTO-STLMT

Not used

BASE-RT-NO

All Contracts Base Rate Number

BGHT-SLD

Not used

BR-CHG

All Contracts GC-BR-CHG

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

All Contracts Principal Currency

CCY-2

CL Base Rate DD Commitment Currency

CCY-3

Not used

CCY-4

Not used

CLIENT-NO


CNFM-FLG


CNT-PERIOD

Not used


3–124 3937 0226-942

CONTRACTNO


CRT-CODE

MM Base Rate Deposit “Y” or “N” As Applicable “Y” = BP-CRT-LIABLE “N” = BP-CRT-NOT-LIABLE

D-REFNO


D-DAYTYPE

All Contracts Zero

D-STATUS

All Contracts DIARY Event Status GC-DRY-UNACTIONED (U) GC-DRY-ACTIONED (A) GC-DRY-DELETED (D)

D-TYPE

All Contracts GC-BR

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All Contracts DIARY Value Date

GEN-IND1

Not used

GEN-IND2

Not used

HOLIDAY



3937 0226-942 3–125

LOAN-COUNT

Not used

MAX-RATE

All Contracts Maximum Rate

MIN-RATE

All Contracts Minimum Rate

ORIGIN


OTH-CN-NO

CL Base Rate DD Commitment Number

PAY-AGENT

All Contracts Their Pay Agent

PAY-NOSTRO

All Contracts Our Pay Nostro

PYMT-FLG

MM & CL Contracts Set to GC-NOT-APPLICABLE

RATE-WIDTH

CL Base Rate DD Rate Width Code

RATE-1

Not used

RATE-2

All Contracts Add-on Rate

RATE-3

CL Base Rate DD Drawdown Exchange Rate

RATE-4

CL Base Rate DD Profit Share Rate

RATEX1

CL Base Rate DD Base Rate MM Base Rate Loan Base Rate MM Base Rate Deposit Base Rate


3–126 3937 0226-942

RATEX2

All Contracts Add-on Rate

RATEX3

CL Base Rate DD Drawdown Exchange Rate MM Base Rate Deposit Mid-Market Spot (Exchange) Rate from contract

currency to residence currency (for Withholding Tax). Set Up At DIARY'S Value Date (i.e. when it is actioned). Only set up for Withholding Tax liable contracts.

RATEX4

CL Base Rate Loan Profit Share Rate MM Base Rate Deposit Withholding Tax Rate: Set up when confirmation/payment first issued. Only set up for Withholding Tax liable contracts.

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

CL Base Rate DD Drawdown Exchange Rate Mult/Div Indicator MM Base Rate Deposit Mid-Market Spot (Exchange) Rate Mult/Div Indicator. Set up when RATEX3 is set up. BP-MULTIPLY BP-DIVIDE

RATEX4MD

Not used

RCV-AGENT

All Contracts Their Receive Agent

RCV-NOSTRO

All Contracts Our Receive Nostro

REL-DAY


REPAY-CAP

Not used


3937 0226-942 3–127

VAR-TYPE

All Contracts “+” or “-” GC-ADD-TO-BASE = “+” GC-TAKE-from-BASE = “-”

VARIATION

All Contracts Rate Variation

DIARY- Fixing Diary Type Diary

3–128 3937 0226-942

Fixing Diary Type This Diary Type is only valid for Forward Rate Agreements

ACTL-DATE

FRA Contracts Actual Date Created

ACTL-TIME

FRA Contracts Actual Time Created

AMOUNT1

FRA Contracts Principal Amount

AMOUNT2

FRA Contracts Potential Settlement Amount

AMOUNT3

FRA Contracts Actual Settlement Amount

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

AS-OF-DATE

FRA Contracts As-of Date of set up

Diary DIARY- Fixing Diary Type

3937 0226-942 3–129

AUTO-CNFM

Not used

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

FRA Contracts B or S GC-BOUGHT = B GC-SOLD= S

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

All Contracts Principal Currency

CCY-2

Not used

CCY-3

Not used

CCY-4

Not used

CLIENT-NO


CNFM-FLG

All Contracts Set to GC-TO-BE-SENT or GC-SENT

CNT-PERIOD

All Contracts Number of days between settlement date and maturity date


3–130 3937 0226-942

CONTRACTNO


CRT-CODE

Not used

D-REFNO


D-DAYTYPE

All Contracts Zero

D-STATUS


D-TYPE

All Contracts GC-FI

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All Contracts Fixing Date

GEN-IND1

FRA Contracts Direction of Settlement Indicator GC-P = Payment to Counterparty GC-R = Payment to Bank

GEN-IND2

FRA Contracts Contract Fixing Status (FI, IS and MA only) GC-UNFIXABLE (U) - Unfixable GC-FIXABLE (X) - Fixable

Diary DIARY- Fixing Diary Type

3937 0226-942 3–131

GC-FIXD (F) - Fixed GC-AUTHORISED (A) - Authorised

HOLIDAY


LOAN-COUNT

Not used

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

All Contracts Related Transaction Number

PAY-AGENT

FRA Counterparty Their Pay Agent

PAY-NOSTRO

FRA Counterparty Our Pay Nostro

PYMT-FLG

All Contracts Set to GC-NOT-APPLICABLE

RATE-WIDTH

Not used

RATE-1

FRA Contracts Contract Rate

RATE-2

FRA Contracts Potential Settlement Rate

RATE-3

FRA Contracts Fixed/Actual Settlement Rate

RATE-4

Not used


3–132 3937 0226-942

RATEX1

FRA Contracts Contract Rate

RATEX2

FRA Contracts Estimated Settlement Rate

RATEX3

All Contracts Fixed/Actual Settlement Rate

RATEX4

Not used

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

Not used

RATEX4MD

Not used

RCV-AGENT

FRA Counterparty Their Receive Agent

RCV-NOSTRO

FRA Counterparty Our Receive Nostro

REL-DAY


REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

Diary DIARY- Compensating Payments Diary Type

3937 0226-942 3–133

Compensating Payments Diary Type Created automatically for Interest Rate Swaps

ACTL-DATE


ACTL-TIME


AMOUNT1

IR Swaps Compensating Paid Amount

AMOUNT2

IR Swaps Compensating Received Amount

AMOUNT3

Not used

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

AS-OF-DATE


DIARY- Compensating Payments Diary Type Diary

3–134 3937 0226-942

AUTO-CNFM

Not used

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

Not used

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

IR Swaps Compensating Currency (Paid)

CCY-2

IR Swaps Compensating Currency (Received)

CCY-3

Not used

CCY-4

Not used

CLIENT-NO


CNFM-FLG

All Contracts GC-TO-BE-SENT / GC-SENT

CNT-PERIOD

Not used

CONTRACTNO



3937 0226-942 3–135

CRT-CODE

Not used

D-REFNO

All Contracts Loan: Between GC-D-REFNO-COMP-L and GC-D-REFNO-MAX-L Deposit: Between GC-D-REFNO-COMP-D and GC-D-REFNO-MAX-D

D-DAYTYPE

Not used

D-STATUS


D-TYPE

All Contracts GC-CG

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All Contracts Diary Value Date

GEN-IND1

IR Swaps Pay/Receive Indicator (P/R/B)

GEN-IND2

Not used

HOLIDAY

IR Swaps BP-HOL-ALLOW or BP-HOL-NOTALLOW

DIARY- Compensating Payments Diary Type Diary

3–136 3937 0226-942

LOAN-COUNT

Not used

MAX-RATE

All floating rate contracts Maximum Rate

MIN-RATE

All floating rate contracts Minimum Rate

ORIGIN

IR Swaps Indicates whether record generated by CNTRCTBOD BP-DIARY-ORIG-BOD (B)

OTH-CN-NO

Not used

PAY-AGENT

IR Swaps Their Pay Agent

PAY-NOSTRO

IR Swaps Our Pay Nostro

PYMT-FLG1A

IR Swaps Set to GC-TO-BE-SENT/GC-SENT (See Note 3)

RATE-ID

IR Swaps Rate Identifier

RATE-WIDTH

Not used

RATE-1

IR Swaps Interest Rate

RATE-2

IR Swaps Margin

RATE-3

IR Swaps Index Rate

RATE-4

Not used

RATEX1

IR Swaps Interest Rate


3937 0226-942 3–137

RATEX2

IR Swaps Margin

RATEX3

IR Swaps Index Rate

RATEX4

Not used

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

Not used

RATEX4MD

Not used

RCV-AGENT

IR Swaps Their Receive Agent

RCV-NOSTRO

IR Swaps Our Receive Nostro

REL-DAY

All Contracts Value Date in Relative Date Format

REPAY-CAP

IR Swaps Repayment / Capitalise Indicator

RP-STATUS

All Floating Rate Contracts Fixing Status

VAR-TYPE

All Floating Rate Contracts GC-ADD-TO-BASE = "+" GC-TAKE-from-BASE = "-"

VARIATION

All Floating Rate Contracts Rate Variation

DIARY- Futures/Options Close-Out Diary Type Diary

3–138 3937 0226-942

Futures/Options Close-Out Diary Type Futures and Options only

ACTL-DATE

FU Deals Actual Date Created OP Deals Actual Date Created

ACTL-TIME

FU Deals Actual Time Created OP Deals Actual Time Created

AMOUNT1

FU Deals Margin Price for Closed Quantity OP Deals Margin Price for Closed Quantity

AMOUNT2

FU Deals Quantity of Matching Contract OP Deals Quantity of Matching Contract

AMOUNT3

FU Deals Closed Quantity of Matching Contract OP Deals Closed Quantity of Matching Contract

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

FU Deals Calculated Profit or Loss OP Deals Calculated Profit or Loss

AMOUNT8

FU Deals Notional Consideration OP Deals Notional Consideration

AMOUNT9

FU Deals Notional Contract Value of Matching Contract OP Deals Notional Contract Value of Matching Contract

Diary DIARY- Futures/Options Close-Out Diary Type

3937 0226-942 3–139

AMOUNT10

FU Deals Diary Reference Number of Original Contract OP Deals Diary Reference Number of Original Contract

AS-OF-DATE

FU Deals As-of-Date of input OP Deals As-of-Date of input

AUTO-CNFM

Not used

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

FU Deals Indication of whether Original Contract is Bought or Sold OP Deals Indication of whether Original Contract is Bought or Sold

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

FU Deals Currency of Price OP Deals Currency of Price

CCY-2

FU Deals Currency of Contract OP Deals Currency of Contract

CCY-3

Not used

CCY-4

Not used


3–140 3937 0226-942

CLIENT-NO

FU Deals Client of Original Contract OP Deals Client of Original Contract

CNFM-FLG

FU Deals GC-TO-BE-SENT/GC-SENT OP Deals GC-TO-BE-SENT/GC-SENT

CNT-PERIOD

Not used

CONTRACTNO

FU Deals Contract Number of Matching Contract OP Deals Contract Number of Matching Contract

CRT-CODE

Not used

D-DAYTYPE

Not used

D-REFNO

FU Deals Diary Reference Number from CNNON.NXT-REF-NO OP Deals Diary Reference Number from CNNON.NXT-REF-NO

D-STATUS

FU Deals } DIARY Event Status OP Deals } GC-DRY-UNACTIONED (U) } GC-DRY-ACTIONED (A)

D-TYPE

FU Deals GC-CL OP Deals GC-CL

DAYSNOTICE

Not used

DEALER

FU Deals Close-out Dealer OP Deals Close-out Dealer

EMUCONV

Not used

EMUINTSTL

Not used


3937 0226-942 3–141

EVENTDATE

FU Deals Close-out Value Date OP Deals Close-out Value Date

GEN-IND1

Not used

GEN-IND2

Not used

HOLIDAY

Not used

LOAN-COUNT

Not used

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

FU Deals Contract Number of Original Contract OP Deals Contract Number of Original Contract

PAY-AGENT

Not used

PAY-NOSTRO

Not used

PYMT-FLG

Not used

RATE-WIDTH

Not used


3–142 3937 0226-942

RATE-1

Note: This field is in external format (alphanumeric). RATEX1 contains the same fields in internal (numeric) format. RATEX1MD contains the exponent for RATEX1.

FU Deals Dealt Price of Matching Contract OP Deals Dealt Price of Matching Contract

RATE-2

Not used

RATE-3


FU Deals Dealt Price of Original Contract OP Deals Dealt Price of Original Contract

RATE-4


FU Deals Dealt Yield of Original Contract

RATEX1

See RATE-1

RATEX2

Not used

RATEX3

See RATE-3

RATEX4

See RATE-4

RATEX1MD

See RATE-1

RATEX2MD

Not used

RATEX3MD

See RATE-3

RATEX4MD

See RATE-4


3937 0226-942 3–143

RCV-AGENT

Not used

RCV-NOSTRO

Not used

REL-DAY

FU Deals As-of-Date of input (Relative Date Format) OP Deals As-of-Date of input (Relative Date Format)

REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

DIARY- Options Exercise Diary Type Diary

3–144 3937 0226-942

Options Exercise Diary Type Traded and OTC Options only

ACTL-DATE

OP Deals Actual Date Created OTC Options Actual Date Created

ACTL-TIME

OP Deals Actual Time Created OTC Options Actual Time Created

AMOUNT1

OP Deals Initial Margin OTC Options Underlying Size

AMOUNT2

OP Deals Exercised Quantity OTC Options Underlying Value

AMOUNT3

Not used

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

OTC Options Intrinsic Value at Exercise

AMOUNT7

OP Deals Calculated Profit or Loss OTC Options Intrinsic Value in Settlement Currency

AMOUNT8

OP Deals Notional Consideration OTC Options Total Settlement Value

AMOUNT9

OP Deals Notional Contract Value

AMOUNT10

Not used

Diary DIARY- Options Exercise Diary Type

3937 0226-942 3–145

AS-OF-DATE

OP Deals As-of-Date of input OTC Options As-of-Date of input

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

OTC Options Agreement Type (Bought or Sold)

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

OTC Options Underlying Currency

CCY-2

OTC Options Underlying Value Currency

CCY-3

OTC Options Premium Settlement Currency

CLIENT-NO

OP Deals Client of Contract OTC Options Client of Contract

CNFM-FLG

OP Deals GC-TO-BE-SENT/GC-SENT OTC Options GC-TO-BE-SENT/GC-SENT

CNT-PERIOD

OTC Options Period during which contract can be exercised (Deal Date to Expiry Date for European-style options. Start Date to Expiry Date for American-style options.)


3–146 3937 0226-942

CONTRACTNO

OP Deals Contract Number OTC Options Contract Number

CRT-CODE

OTC Options BP-CRT-NOT-LIABLE

D-REFNO

OP Deals Diary Reference Number from CNNON.NXT-REF-NO OTC Options Diary Reference Number from CNNON.NXT-REF-NO

D-DAYTYPE

Not used

D-STATUS

OP Deals } DIARY Event Status OTC Options } Valid Values: } GC-DRY-UNACTIONED (U) } GC-DRY-ACTIONED (A) } GC-DRY-DELETED (D)

D-TYPE

OP Deals GC-EC OTC Options GC-EC

DAYSNOTICE

Not used

DEALER

OP Deals Contract Dealer

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

OP Deals Exercise Date For an American Style Option this is today's date For a European Style Option this is CNNON.DATE-3 OTC Options Exercise Date

GEN-IND1

OTC Options Exercise Outcome


3937 0226-942 3–147

GEN-IND2

OTC Options Intrinsic Status

HOLIDAY

Not used

LOAN-COUNT

Not used

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

Not used

PAY-AGENT

OTC Options Their Pay Agent

PAY-NOSTRO

OTC Options Our Pay Nostro

PYMT-FLG

OTC Options } Payment Indicator } Valid Values: } GC-NOT-APPLICABLE } GC-TO-BE-SENT } GC-SENT

RATE-WIDTH

OTC Options BP-WD-CD-BAND2

RATE-1


OP Deals Deal Price OTC Options Option Price


3–148 3937 0226-942

RATE-2


OP Deals Exercise Price

RATE-3


OP Deals Closing Price on Exercise Date OTC Options Exercise Price

RATE-4

OTC Options Underlying Price at Exercise

RATEX1

See RATE-1

RATEX2

See RATE-2

RATEX3

See RATE-3

RATEX4

Not used

RATEX1MD

See RATE-1

RATEX2MD

See RATE-2

RATEX3MD

See RATE-3

RATEX4MD

See RATE-4

RCV-AGENT

OTC Options Their Receive Agent

RCV-NOSTRO

OTC Options Our Receive Nostro


3937 0226-942 3–149

REL-DAY

OP Deals Exercise Date (Relative Date Format) OTC Options Exercise Date (Relative Date Format)

REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

DIARY- Premium Settlement Diary Type Diary

3–150 3937 0226-942

Premium Settlement Diary Type OTC Options only

ACTL-DATE

OTC Options Actual Date Created

ACTL-TIME

OTC Options Actual Time Created

AMOUNT1

OTC Options Underlying Size

AMOUNT2

Not used

AMOUNT3

OTC Options Premium Amount

AMOUNT4

OTC Options Premium Settlement Amount

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

AS-OF-DATE

OTC Options As-of-Date of input

AUTO-CNFM

Not used

Diary DIARY- Premium Settlement Diary Type

3937 0226-942 3–151

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

OTC Options Agreement Type (Bought or Sold)

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

OTC Options Currency depends on the Quotation Style. Percentage requires the Underlying Currency whilst FX Rate, Points, or Cents, requires the Underlying Value (Counter) Currency

CCY-2

OTC Options Premium Currency

CCY-3

OTC Options Premium Settlement Currency

CCY-4

Not used

CLIENT-NO

OTC Options Client of Contract

CNFM-FLG

OTC Options GC-NOT-APPLICABLE

CNT-PERIOD

OTC Options Period during which contract can be exercised (Deal Date to Expiry Date for European-style options. Start Date to Expiry Date for American-style options.)

CONTRACTNO

OTC Options Contract Number


3–152 3937 0226-942

CRT-CODE

OTC Options BP-CRT-NOT-LIABLE

D-REFNO

OTC Options “4444”

D-DAYTYPE

Not used

D-STATUS

OTC Options } DIARY Event Status } Valid Values: } GC-DRY-UNACTIONED (U) } GC-DRY-ACTIONED (A) } GC-DRY-DELETED (D)

D-TYPE

OTC Options GC-PR

DAYSNOTICE

Not used

DEALER

Not used

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

OTC Options Premium Value Date

GEN-IND1

OTC Options Quotation Style

GEN-IND2

OTC Options Trade Type

HOLIDAY

Not used

LOAN-COUNT

Not used

Diary DIARY- Premium Settlement Diary Type

3937 0226-942 3–153

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

Not used

PAY-AGENT

OTC Options Their Pay Agent

PAY-NOSTRO

OTC Options Our Pay Nostro

PYMT-FLG

OTC Options GC-TO-BE-SENT

RATE-WIDTH

OTC Options BP-WD-CD-BAND2

RATE-1


OTC Options Option Price

RATE-2


OTC Options Premium Exchange Rate

RATE-3


Not used

RATE-4

OTC Options Premium Calculation Rate


3–154 3937 0226-942

RATEX1

See RATE-1

RATEX2

See RATE-2

RATEX3

See RATE-3

RATEX4

Not used

RATEX1MD

See RATE-1

RATEX2MD

See RATE-2

RATEX3MD

See RATE-3

RATEX4MD

See RATE-4

RCV-AGENT

OTC Options Their Receive Agent

RCV-NOSTRO

OTC Options Our Receive Nostro

REL-DAY

OTC Options Premium Value Date

REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

Diary DIARY- Commission Diary Type

3937 0226-942 3–155

Commission Diary Type Trade Finance Deals only

ACTL-DATE

All TF Deals Actual Date Created

ACTL-TIME

All TF Deals Actual Time Created

AMOUNT1

All TF Deals For "Repayment", Original AMOUNT1 minus Principal Change For "Extension", Original AMOUNT1 plus Principal Change

AMOUNT2

All TF Deals Principal Change

AMOUNT3

Not used

AMOUNT4

Not used

AMOUNT5

Not used

AMOUNT6

Not used

AMOUNT7

Not used

AMOUNT8

Not used

AMOUNT9

Not used

AMOUNT10

Not used

AS-OF-DATE

All TF Deals As-of-Date of input

DIARY- Commission Diary Type Diary

3–156 3937 0226-942

AUTO-CNFM

Not used

AUTO-STLMT

Not used

BASE-RT-NO

Not used

BGHT-SLD

Not used

BR-CHG

Not used

CALC-PRD1

Not used

CALC-PRD2

Not used

CCY-1

All TF Deals Deal Currency

CCY-2

Not used

CCY-3

Not used

CCY-4

Not used

CLIENT-NO

All TF Deals Client of Contract

CNFM-FLG

Not used

CNT-PERIOD

Not used

CONTRACTNO

All TF Deals Contract Number


3937 0226-942 3–157

CRT-CODE

Not used

D-REFNO

Not used

D-DAYTYPE

Not used

D-STATUS

All TF Deals } DIARY Event Status } Valid Values: } GC-DRY-UNACTIONED (U) } GC-DRY-ACTIONED (A)

D-TYPE

All TF Deals GC-CM

DAYSNOTICE

Not used

DEALER

All TF Deals Contract Dealer

EMUCONV

Not used

EMUINTSTL

Not used

EVENTDATE

All TF Deals Input Date

GEN-IND1

All TF Deals Indication of whether Charges are Taken

GEN-IND2

All TF Deals Indication of Repayment (R) or Extension (E)

HOLIDAY

All TF Deals BP-HOL-ALLOW or BP-HOL-NOTALLOW

LOAN-COUNT

Not used

DIARY- Commission Diary Type Diary

3–158 3937 0226-942

MAX-RATE

Not used

MIN-RATE

Not used

ORIGIN

Not used

OTH-CN-NO

Not used

PAY-AGENT

Not used

PAY-NOSTRO

Not used

PYMT-FLG

Not used

RATE-WIDTH

Not used

RATE-1

Not used

RATE-2

Not used

RATE-3

Not used

RATE-4

Not used

RATEX1

Not used

RATEX2

Not used

RATEX3

Not used


3937 0226-942 3–159

RATEX4

Not used

RATEX1MD

Not used

RATEX2MD

Not used

RATEX3MD

Not used

RATEX4MD

Not used

RCV-AGENT

Not used

RCV-NOSTRO

Not used

REL-DAY

All TF Deals Value Date (Relative Date Format)

REPAY-CAP

Not used

VAR-TYPE

Not used

VARIATION

Not used

DIARY- LA Participant Input Diary Type Diary

3–160 3937 0226-942

LA Participant Input Diary Type This is only valid for Loans Administration

AMOUNT1

LA Bill of Acceptance Acceptance Principal of Participant LA Drawdowns Funding Principal of Participant LA Tranche Undrawn Amount of Participant LA Fees Fee Amount Paid/Received of Participant LA Guarantees Guarantee Principal of Participant

AMOUNT2

LA Tranche Outstanding Amount of Participant

AMOUNT3

LA Tranche Definite Undrawn Amount of Participant LA Fees Fee Amount for a Prepaid Paid Fee of Participant

AMOUNT4

LA Tranche Definite Outstanding Amount of Participant LA Fees Fee Amount for a Prepaid Received Fee of Participant

AMOUNT5

LA Fees Fee Amount for an Accrued Paid Fee of Participant

AMOUNT6

LA Bill of Acceptance Total Discounted Amount for Participant LA Fees Fee Amount for an Accrued Received Fee of Participant

AMOUNT7

LA Bill of Acceptance Rediscounted Amount

AMOUNT8

LA Bill of Acceptance Total Acceptance Commission Amount for Participant LA Fees Skim Amount of Participant

AMOUNT9

LA Fees Fee Amount for a Flat Fee of Participant

AMOUNT10

LA Drawdowns Risk Principal of Participant LA Tranche Limit of Participant LA Fees Residual

Diary DIARY- LA Participant Input Diary Type

3937 0226-942 3–161

CCY-1

LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency

CCY-2

LA Bill of Acceptance Tranche Currency LA Drawdowns Tranche Currency LA Guarantees Tranche Currency

RATE-1

LA Drawdowns Lending Rate

RATE-2

LA Fee Exchange Rate

RATE-3

LA Bill of Acceptance Exchange Rate LA Guarantees Exchange Rate

RATE-4

LA Drawdowns Internal Funding Rate

RATE-5

Not Used

RATE-6

LA Bill of Acceptance Discount Rate LA Drawdowns Skim Rate

RATE-7


RATE-8


RATE-9


RATEX1


DIARY- LA Participant Input Diary Type Diary

3–162 3937 0226-942

RATEX2


RATEX3

LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate LA Guarantees Exchange Rate

RATEX4


RATEX5

LA Fees Skim Rate

RATEX6

LA Bill of Acceptance Discount Rate LA Drawdowns Skim Rate

RATEX7


RATEX8


RATEX9


RATEX3MD


Diary DIARY- LA Participant Start Event Diary Type

3937 0226-942 3–163

LA Participant Start Event Diary Type This is only valid for Loans Administration

AMOUNT1

LA Bill of Acceptance Acceptance Principal LA Drawdowns Funding Principal of the Participant LA Tranche Undrawn Amount of Participant LA Fees Fee to be Paid/Received of the Participant LA Guarantees Guarantee Principal of Participant

AMOUNT2

LA Tranche Total Outstanding Amount of Participant

AMOUNT3

LA Tranche Definite Undrawn Amount of Participant LA Fees Fee Amount for a Prepaid Paid Fee of Participant

AMOUNT4

LA Tranche Definite Outstanding Amount of Participant LA Fees Fee Amount for a Prepaid Received Fee of Participant

AMOUNT5

LA Tranche Change in Unavailable Amount of the Participant LA Fees Fee Amount for an Accrued Paid Fee of Participant

AMOUNT6

LA Bill of Acceptance Total Discounted Amount for the Participant LA Tranche Undrawn Amount Change of Participant LA Fees Fee Amount for an Accrued Received Fee of Participant

AMOUNT7

LA Bill of Acceptance Rediscounted Amount LA Tranche Available Amount of Participant

AMOUNT8

LA Bill of Acceptance Total Commission Amount for Participant LA Fees Skim Amount of Participant

AMOUNT9

LA Fees Fee Amount for a Flat Fee of Participant

AMOUNT10

LA Drawdowns Funding Principal Outstanding of Participant LA Tranche Limit of Participant

DIARY- LA Participant Start Event Diary Type Diary

3–164 3937 0226-942

AMOUNT11

Not Used

AMOUNT12

Not Used

AMOUNT13

Not Used

AMOUNT14

LA Tranche Undrawn Funding Change of the Participant (Positive)

AMOUNT15

LA Tranche Undrawn Funding Change of the Participant (Negative)

AMOUNT16

LA Tranche Undrawn Risk Change of the Participant (Positive)

AMOUNT17

LA Tranche Undrawn Risk Change of the Participant (Negative)

CCY-1

LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency

CCY-2


RATE-1


RATE-2


RATE-3

LA Bill of Acceptance Exchange Rate LA Guarantees Exchange Rate LA Drawdowns Exchange Rate

RATE-4


Diary DIARY- LA Participant Start Event Diary Type

3937 0226-942 3–165

RATE-5

LA Fee Skim Rate of Participant

RATE-6

LA Bill of Acceptance Discount Rate LA Drawdowns Skim Rate of Participant

RATE-7


RATE-8


RATE-9


RATEX1


RATEX2

LA Fees Exchange Rate

RATEX3


RATEX4


RATEX5

LA Fees Skim Rate of Participant

RATEX6

LA Bill of Acceptance Discount Rate La Drawdowns Skim Rate of Participant

RATEX7


RATEX8


DIARY- LA Participant Start Event Diary Type Diary

3–166 3937 0226-942

RATEX9

LA Drawdowns Make-up rate

RATEX3MD


Diary DIARY- LA Participant Maturity Event Diary Type

3937 0226-942 3–167

LA Participant Maturity Event Diary Type This is only valid for Loans Administration

AMOUNT1

LA Tranche Undrawn Amount of Participant LA Fees Fee to be Paid/Received of the Participant

AMOUNT2

LA Drawdowns Funding Repayment Amount of Participant LA Guarantees Repayment Amount of Participant

AMOUNT3

LA Drawdowns Total Interest of Participant LA Tranche Definite Undrawn Amount of Participant

AMOUNT4

LA Bill of Acceptance Commission Amount for Participant since last event

AMOUNT5

LA Bill of Acceptance Discounted Amount for Participant since last event LA Tranche Unavailable Amount of Participant LA Fees Fee Amount for an Accrued Paid Fee of Participant

AMOUNT6

LA Drawdowns Skim Amount of Participant LA Fees Fee Amount for an Accrued Received Fee of Participant

AMOUNT7

LA Bill of Acceptance Rediscounted Amount LA Drawdowns Risk Repayment Amount of Participant LA Tranche Available Amount of Participant

AMOUNT8

LA Fees Skim Amount of Participant

AMOUNT9

LA Bill of Acceptance Previous Principal of Participant LA Drawdowns Previous Funding Principal of Participant LA Fees Fee Amount on a Flat Fee of Participant

AMOUNT10

LA Drawdowns Risk Principal Outstanding of Participant LA Tranche Limit of Participant LA Fees Total Fee of Participant

DIARY- LA Participant Maturity Event Diary Type Diary

3–168 3937 0226-942

AMOUNT11

LA Drawdowns Previous Risk Principal of the Participant

AMOUNT12

LA Drawdowns Interest Funding Amount for Participant

AMOUNT13

Not Used

AMOUNT14

LA Drawdowns Interest Margin Amount for Participant

AMOUNT15

Not Used

AMOUNT16

LA Drawdowns Breakage Cost of Participant

AMOUNT17

LA Drawdowns Lost Margin Cost of Participant

AMOUNT18


CCY-1

LA Bill of Acceptance Acceptance Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantees Guarantee Currency LA Drawdowns Drawdown Currency

CCY-2

LA Bill of Acceptance Tranche Currency LA Guarantee Tranche Currency LA Drawdowns Tranche Currency

RATE-2


RATE-3

LA Bill of Acceptance Exchange Rate LA Guarantees Exchange Rate LA Drawdowns Exchange Rate

RATE-4

Not Used

Diary DIARY- LA Participant Maturity Event Diary Type

3937 0226-942 3–169

RATE-5


RATEX2


RATEX3

LA Bill of Acceptance Exchange Rate LA Guarantee Exchange Rate LA Drawdowns Exchange Rate

RATEX4

Not Used

RATEX5


RATEX3MD


DIARY- LA Participant Rate/Principal Event Diary Type Diary

3–170 3937 0226-942

LA Participant Rate/Principal Event Diary Type This diary type represents one of the following Loans Administration events:

- A rate/principal change - Limit change - Change in utilisation

AMOUNT1

LA Bill of Acceptance Acceptance Principal of Participant LA Drawdowns Funding Principal Outstanding of Participant LA Tranche Total Undrawn Amount of Participant LA Guarantees Guarantee Principal of the Participant

AMOUNT2

LA Drawdowns Funding Repayment Amount of Participant LA Tranche Total Outstanding of Participant LA Guarantees Guarantee Repayment Amount of Participant

AMOUNT3

LA Drawdowns Interest Amount of Participant LA Tranche Definite Undrawn Amount of Participant LA Fees Fee Accrued for a Prepaid Paid Fee of Participant Since

Last Settlement

AMOUNT4

LA Bill of Acceptance Commission Amount for Participant Since Last Event LA Tranche Definite Outstanding Amount of Participant LA Fees Fee Accrued for a Prepaid Received Fee of Participant

Since Last Settlement

AMOUNT5

LA Bill of Acceptance Discounted Amount for the Participant Since Last Event LA Tranche Change in Unavailable Amount of Participant LA Fees Fee Accrued for an Accrued Paid Fee of Participant Since Last Settlement LA Guarantees Guarantee Extension Amount of Participant LA Drawdowns Funding Disbursement Amount of Participant

AMOUNT6

LA Bill of Acceptance Discounted Amount of Participant Since Start LA Tranche Undrawn Amount Change of Participant LA Fees Fee Accured for an Accrued Received Fee of Participant

Since Last Settlement

AMOUNT7

LA Bill of Acceptance Rediscounted Amount of Participant LA Drawdowns Risk Repayment Amount of Participant LA Tranche Available Amount of Participant

Diary DIARY- LA Participant Rate/Principal Event Diary Type

3937 0226-942 3–171

AMOUNT8

LA Bill of Acceptance Commission Amount of Participant Since Start LA Drawdowns Risk Disbursement Amount of Participant LA Fees Skim Amount of Participant

AMOUNT9

LA Drawdowns Previous Funding Principal of Participant LA Guarantees Previous Guarantee Principle of Participant

AMOUNT10

LA Drawdowns Risk Principal Outstanding of Participant LA Tranche Limit of Participant

AMOUNT11

LA Drawdowns Previous Risk Principle of Participant LA Tranche Limit Change of Participant

AMOUNT12


AMOUNT13

Not Used

AMOUNT14

LA Drawdowns Interest Margin Amount for Participant LA Tranche Undrawn Funding Change of Participant (positive)

AMOUNT15

LA Tranche Undrawn Funding Change of Participant (negative)

AMOUNT16

LA Facility or Commit Undrawn Risk Change of Participant (positive) LA Drawdowns Breakage Cost of Participant

AMOUNT17

LA Facility or Commit Undrawn Risk Change of Participant (negative) LA Drawdowns Lost Margin Cost of Participant

AMOUNT18

LA Drawdowns Administration Charge of Participant

AMOUNT19


DIARY- LA Participant Rate/Principal Event Diary Type Diary

3–172 3937 0226-942

CCY-1

LA Bill of Acceptance Acceptance Currency LA Drawdowns Drawdown Currency LA Tranche Tranche Currency LA Fees Fee Currency LA Guarantee Guarantee Currency

CCY-2


RATE-1


RATE-2


RATE-3

LA Bill of Acceptance Exchange Rate LA Drawdowns Exchange Rate

RATE-4


RATE-5


RATE-6


RATE-7


RATE-8


RATE-9


RATEX1


Diary DIARY- LA Participant Rate/Principal Event Diary Type

3937 0226-942 3–173

RATEX2


RATEX3


RATEX4


RATEX5


RATEX6


RATEX7

LA Bill of Acceptance Re-discount Rate

RATEX8


RATEX3MD


DIARY- LA Participant Interest Settlement Diary Type Diary

3–174 3937 0226-942

LA Participant Interest Settlement Diary Type This is only valid for Loans Administration

AMOUNT1

LA Drawdowns Funding Principal Outstanding of Participant

AMOUNT2

Not Used

AMOUNT3

LA Drawdowns Interest Amount of Participant

AMOUNT4

Not Used

AMOUNT5

Not Used

AMOUNT6

Not Used

AMOUNT7

Not Used

AMOUNT8

Not Used

AMOUNT9

LA Drawdowns Previous Funding Principal of Participant

AMOUNT10

LA Drawdowns Risk Principal Outstanding of Participant

AMOUNT11

LA Drawdowns Previous Risk Principal of Participant

AMOUNT12


AMOUNT13

Not Used

Diary DIARY- LA Participant Interest Settlement Diary Type

3937 0226-942 3–175

AMOUNT14

LA Drawdowns Interest Margin Amount for Participant

CCY-1

LA Drawdowns Drawdown Currency

CCY-2

LA Drawdowns Tranche Currency

RATE-1


RATE-2

Not Used

RATE-3

LA Drawdowns Exchange Rate

RATE-4


RATE-5

Not Used

RATE-6

LA Drawdowns Skim Rate

RATE-7


RATE-8

Not Used

RATE-9


RATEX1


RATEX2

Not Used

DIARY- LA Participant Interest Settlement Diary Type Diary

3–176 3937 0226-942

RATEX3


RATEX4


RATEX5

Not Used

RATEX6

LA Drawdowns Skim Rate

RATEX7


RATEX9


RATEX3MD

LA Drawdowns Exchange Rate Multiplier/Divider Indicator

Diary DIARY- LA Participant Fee Settlement Diary Type

3937 0226-942 3–177

LA Participant Fee Settlement Diary Type

AMOUNT1

LA Fees Fee to be Paid/Received of Participant

AMOUNT2

Not Used

AMOUNT3

LA Fees Fee Amount for a Prepaid Paid Fee of Participant

AMOUNT4

LA Fees Fee Amount for a Prepaid Received Fee of Participant

AMOUNT5

LA Fees Fee Amount for an Accrued Paid Fee of Participant

AMOUNT6

LA Fees Fee Amount for an Accrued Received Fee of Participant

AMOUNT7

Not Used

AMOUNT8

LA Fees Skim Amount of Participant

CCY-1

LA Fees Fee Currency

RATE-2


RATE-3

Not Used

RATE-4

Not Used

RATE-5

LA Fees Skim Rate for Participant

RATEX2


DIARY- LA Participant Fee Settlement Diary Type Diary

3–178 3937 0226-942

RATEX3

Not Used

RATEX4

Not Used

RATEX5

LA Fees Skim Rate for Participant

RATEX3MD

LA Fees Exchange Rate Multiplier/Divider Indicator

Diary DIARY- LA Participant Rollover Event Diary Type

3937 0226-942 3–179

LA Participant Rollover Event Diary Type This is only valid for Loans Administration.

AMOUNT1

LA Fees Fee to be Paid/received of Participant

AMOUNT2

LA Drawdowns Funding Repayment of the Participant

AMOUNT3

LA Drawdowns Interest Amount of Participant LA Fees Fee Amount for a Prepaid Paid Fee of Participant

AMOUNT4

LA Fees Fee Amount for a Prepaid Received Fee of Participant

AMOUNT5

LA Drawdowns Funding Disbursement of Participant LA Fees Fee Amount for an Accrued Paid Fee of Participant

AMOUNT6

LA Fees Fee Amount for an Accrued Received Fee of Participant

AMOUNT7

LA Drawdowns Risk Repayment of Participant

AMOUNT8

LA Drawdowns Risk Disbursement of Participant LA Fees Skim Amount of Participant

AMOUNT9

LA Drawdowns Previous Funding Principal of Participant

AMOUNT10


AMOUNT11


AMOUNT12

LA Drawdowns Interest Funding Amount of Participant

AMOUNT13

Not Used

DIARY- LA Participant Rollover Event Diary Type Diary

3–180 3937 0226-942

AMOUNT14

LA Drawdowns Interest Margin Amount of Participant

AMOUNT15

Not Used

AMOUNT16

LA Drawdowns Breakage Cost of Participant

AMOUNT17

LA Drawdowns Lost Margin Cost of Participant

AMOUNT18


CCY-1

LA Drawdowns Drawdown Currency LA Fees Fee Currency

CCY-2

LA Drawdowns Tranche Currency

RATE-1


RATE-2


RATE-3


RATE-4


RATE-5

LA Fee Skim Rate of Participant

RATE-6

LA Drawdowns Skim Rate of Participant

RATE-7


RATE-8

Not Used

Diary DIARY- LA Participant Rollover Event Diary Type

3937 0226-942 3–181

RATE-9


RATEX1


RATEX2


RATEX3


RATEX4


RATEX5


RATEX6

LA Drawdowns Skim Rate of Participant

RATEX7


RATEX8

Not Used

RATEX9


RATEX3MD


DIARY- LA Participant Rollover Event Diary Type Diary

3–182 3937 0226-942

3937 0226-942 4–1

Section 4 Retail Data Dictionary

AMC2O

Secondary Arrears Record

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A First Line of Address

ADDR2 35 A Second Line of Address

ADDR3 35 A Third Line of Address

ADDR4 35 A Fourth Line of Address

ADDR-PHONE 15 A Telephone Number

CASE-NO 4 N Arrears Case Number

FWOF-AMT 17 S 3 Written Off Amount

FWOF-LA 17 S 3 Last Years Written Off Amount

PROA-AMT 17 S 3 Provision

PROA-LA 17 S 3 Last Years Provision

PRODT-CAT 2 A Product Category

RDT-NUMPAY 4 N


XCASE-NO 4 N Arrears Case Number (Descending Order)

Profiles

PROFILE: AMC2OAC

COMPONENT; AMC2O

OR; XACCOUNT

OR; XCASE-NO

AMCSO Data Dictionary

4–2 3937 0226-942

AMCSO

Arrears Case

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 Arrears Amount

AUTO-MAN 1 A Automatic/Manual Event Indicator


BRANCHO 8 A Original Accounting Centre


CCY 4 A Currency

CONE-DN 5 N Date of Manual Update (if Event Type is the End of Interest Rate Reduction)

CONR-DN 5 N Date of Manual Update (if Event Type is the End of Interest Rate Reduction)

END-DN 5 N End Date (Set When Case is Closed)

ERR-MSG1 5 N Error 41070 – Next Event Unknown End of Arrears Timeline (When Next Case has Unknown Event)

EV-EVENT 4 A Event Code

EV-EXC 4 A Exception Event

EV-EXC-DN 5 N Exception Event Date

EV-LAST 4 A Last Event

EV-LAST-DN 5 N Last Event Date

EV-STATUS 4 A Timeline Status

EV-ST-DN 5 N Timeline Status Date

FDMD-DN 5 N Date of Final Demand

FWOF-DN 5 N Date of Full Write Off

IND-AUTH-R 1 A Authorisation Indicator (Set to Y if authorisation needed. Manual/Exception events do not need authorisation.)

IND-FDMD 1 A Current Arrears Status – Final Demand

IND-FWOF 1 A Current Arrears Status – Final Write Off

IND-GL-REV 1 A Current Arrears Status – Non Performing (except when Performing is added on the same day as Non-Performing)

IND-NPRF 1 A Current Arrears Status – Non Performing

IND-PHLA 1 A Current Arrears Status – Payment Holiday

IND-PROA 1 A Current Arrears Status – Provision

Data Dictionary AMCSO

3937 0226-942 4–3

Element Size Type Dec. Definition IND-PWOF 1 A Current Arrears Status – Partial Write Off

IND-RDTA 1 A Current Arrears Status – Reducing Debt Agreement (for future use)

IND-REP-DN 5 N Date on which Timeline Authorisation Set

IND-RTE 1 A Current Arrears Status – Interest Reduction

IND-TCBA 1 A Current Arrears Status – Transfer to Debt Collection Agency (for future use)

IND-THRS 1 A Current Arrears Status – Threshold

OBSRV-FLAG 1 A Observation Indicator

OBSRV-FREQ 8 A Observation Frequency

OBSRV-RDN 5 N Observation Date

PH-DAYS 5 N Number of Days of Payment Holiday


RTE-ST-DN 5 N For Future Use


START-DN 5 N Arrears Start Date

THRS-DAYS 5 N Number of Threshold Days

TT-CODE 4 A Timeline Template



Profiles

PROFILE: AMCSOAC PROFILE: AMCSOACOP

COMPONENT; AMCSO COMPONENT; AMCSO

OR; XACCOUNT OR; XACCOUNT

OR; XCASE-NO OR; CASE-NO

DW; END-DN = GLB.ZEROS

PROFILE: AMCSOBSA

COMPONENT; AMCSO

OR; BRANCH

OR; XACCOUNT

DW; END-DN = GLB.ZEROS

AMEHO Data Dictionary

4–4 3937 0226-942

AMEHO

Arrears Case History

Type = Memo

Element Size Type Dec. Definition ACCT-NO 12 A Account Number



CCY 4 A Currency

EV-CODE 4 A Event Code




XSEQNBR 3 N Sequence Number (Descending Order)

Profiles

PROFILE: AMEHOACDD

COMPONENT; AMEHO

OR; TT-CODE

OR; ACCT-NO

OR; CASE-NO

OR; XSEQNBR

Data Dictionary AMEVO

3937 0226-942 4–5

AMEVO

Arrears Event

Type = Memo

Element Size Type Dec. Definition EV-CODE 4 A Event Code

DESC1 30 A Description

USER-DEF 1 A User Defined Event

Profiles

PROFILE: AMEVOC

COMPONENT; AMEVO

OR; EV-CODE

AMNTO Data Dictionary

4–6 3937 0226-942

AMNTO

Arrears Notes

Type = Memo

Element Size Type Dec. Definition CASE-NO 4 N Arrears Case Number


NO-LINES 2 N Number of Lines of Notes




XNOTE 55 A Note

Profiles

PROFILE: AMNTOACS

COMPONENT; AMNTO

OR; XACCOUNT

OR; CASE-NO

OR; SEQNBR

OR; NO-LINES

Data Dictionary AMNYO

3937 0226-942 4–7

AMNYO

Arrears - New and Increasing Debt Events

Type = Memo


BOOK-BAL 17 S 3 Book Balance




EV-DN 5 N Event Date

EV-STATUS 4 A Event Status

OD-LIMIT 17 S 3 Overdraft Limit

Profiles

PROFILE: AMNYOAD PROFILE: AMNYOBDA

COMPONENT; AMNYO COMPONENT; AMNYO

OR; EV-DN OR; BRANCH

OR; ACCT-NO OR; EV-DN

OR; ACCT-NO

AMPHO Data Dictionary

4–8 3937 0226-942

AMPHO

Arrears Payment Holidays

Type = Memo

Element Size Type Dec. Definition AR-NXT-DN 5 N Next Arrears Payment Date (Relative Date Form)

DUE-NXT-DN 5 N Next Principal Payment Date (Relative Date Form)

END-DATE 6 N Payment Holiday End Date

END-DN 5 N Payment Holiday End Date (Relative Date Form)

FEE1 4 N Fees

IND-CONF 1 A Consent/Confirmation Received from Guarantor

IND-FEE 1 A Suppress Fees Indicator

IND-LETTER 1 A Suppress Letters Indicator

IND-PHLA 1 A Payment Advices Indicator


INP-DAYNUM 5 N Input Date (Relative Date Form)

IS-NXT-DN 5 N Interest Due Date (Relative Date Form)

LID-ADDAC 4 N Letter to Other Account Holders

LID-COLOWN 4 N Letter to Collateral Owner(s)

LID-HOLDER 4 N Letter to Account Holder

LOANEND-DN 5 N Loan End Date (Relative Date Form)

MISSED-PAY 3 N Number of Missed Principal Payments


START-DATE 6 N Payment Holiday Start

START-DN 5 N Payment Holiday Start (Relative Date Form)

XSTART-DN 5 N Payment Holiday Start (Relative Date Form/Descending Order)

XTYPE 1 A Deferred Payment Type

Profiles

PROFILE: AMPHOACD

COMPONENT; AMPHO

OR; RACC-NO

OR; XSTART-DN

Data Dictionary AMSHO

3937 0226-942 4–9

AMSHO

Arrears Temporary Details

Type = Memo

Element Size Type Dec. Definition AI-DACR 10 S 3 Reserved for Future Use (Interest Accrued Daily for Interest

Arrears)

AI-DWASH 9 S 8 Reserved for Future Use (Daily Interest Wash on Interest Arrears)

AI-LV-DN 5 N Reserved for Future Use (Last Value Date for Interest Penalty)

AI-PTD 17 S 3 Reserved for Future Use (Interest Penalty to Date)

AI-WASH 9 S 8 Reserved for Future Use (Interest Penalty Wash Amount to Date)

AP-DACR 10 S 3 Reserved for Future Use (Principal Penalty Daily Accrual)

AP-DWASH 9 S 8 Reserved for Future Use (Principal Penalty Daily Accrual Wash Amount)

AP-LV-DN 5 N Reserved for Future Use (Last Value Date for Principal Penalty)

AP-PTD 17 S 3 Reserved for Future Use (Principal Penalty to Date)

AP-WASH 9 S 8 Reserved for Future Use (Principal Penalty Wash Amount to Date)

BAL-AI 17 S 3 Interest Arrears Balance

BAL-AI-ISU 17 S 3 Interest Arrears Balance- Settled Unpaid

BAL-AP 17 S 3 Principal Arrears Balance

BAL-AP-ISU 17 S 3 Principal Arrears Balance – Settled Unpaid

BAL-AS-ISU 17 S 3 Penalty Interest Balance – Final Day

BAL-PCPL 17 S 3 Loan Principal Balance


END-DN 5 N Reserved for Future Use (End Date for Interest Rate Concession)


FEES-BAL 17 S 3 Fees Balance

I-DACR 10 S 3 Reserved for Future Use (Interest Daily Accrual)

I-DWSH 9 S 8 Reserved for Future Use (Interest Daily Accrual Wash Amount)

I-LV-DN 5 N Reserved for Future Use (Last Value Date for Interest)

AMSHO Data Dictionary

4–10 3937 0226-942

Element Size Type Dec. Definition I-PTD 17 S 3 Reserved for Future Use (Interest to Date)

I-WASH 9 S 8 Reserved for Future Use (Interest Wash Amount to Date)


REC-TYPE 1 A Record Type (1=Historic, 2=Dynamic, 3=Future Estimate)

START-DN 5 N Event Start Date



XSTART-DN 5 N Event Start Date (Descending Order)

Profiles

PROFILE: AMSHOACEV

COMPONENT; AMSHO

OR; PRODT-CAT

OR; XACCOUNT

OR; XCASE-NO

OR; EV-CODE

OR; XSTART-DN

Data Dictionary AMTDO

3937 0226-942 4–11

AMTDO

Arrears on Current Day

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 S 3 Overdraft Balance


CCY 4 A Currency

INP-DN 5 N Input Date (Relative Date Form)



START-DN 5 N Unauthorised Overdraft Start Date (Relative Date Form)



Profiles

PROFILE: AMTDOD

COMPONENT; AMTDO

OR; INP-DN

OR; PRODT-CAT

OR; XACCOUNT

OR; INPUT-TIME

AMTHO Data Dictionary

4–12 3937 0226-942

AMTHO

Arrears Timeline Template

Type = Memo

Element Size Type Dec. Definition EFF-RDN 5 N Effective Date

LIVE-DRAFT 1 A Status


XEFF-RDN 5 N Effective Date (Descending Order)

Profiles

PROFILE: AMTHOTD PROFILE: AMTHOTE

COMPONENT; AMTHO COMPONENT; AMTHO

OR; TT-CODE OR; TT-CODE

OR; EFF-RDN OR; XEFF-RDN

Data Dictionary AMTLO

3937 0226-942 4–13

AMTLO

Arrears Template

Type = Memo



TT-CODE 4 A Template Code


Profiles

PROFILE: AMTLOC

COMPONENT; AMTLO

OR; TT-CODE

AMTTO Data Dictionary

4–14 3937 0226-942

AMTTO

Arrears Timeline Template Event

Type = Memo

Element Size Type Dec. Definition ACCARRSTA 6 A Account Arrears Status

AMOUNT1 17 S 3 Minimum Personal Delay (Amount)

AMOUNT2 17 S 3 Minimum Other Delay (Amount)

CLI-CRDSTA 6 A Client Credit Status

DELAY1 4 N Minimum Personal Delay (Days)

DELAY2 4 N Minimum Other Delay (Days)




EV-CODE2 4 A Next Event Code

FEE1 4 N Fee Code

LID-ADDAC 4 N Letter to Other Account Holders

LID-COLOWN 4 N Letter to Collateral Owner(s)

LID-HOLDER 4 N Letter to Account Holder

NOTES 1 A Notes Required

NXT-DAYS 5 N Days to Next Event

OBSERV-FLG 1 A Observation Indicator

OBSRV-FREQ 8 A Observation Frequency

REPREV 1 A Report for Review

REPRT 1 A Report for Authorisation

TT-CODE 4 A Template Code

XEFF-RDN 5 N Effective Date (Relative Date Form – Descending Order)

Profiles

PROFILE: AMTTOTEE PROFILE: AMTTOTEED

COMPONENT; AMTTO COMPONENT; AMTTO

OR; TT-CODE OR; TT-CODE

OR; EFF-RDN OR; EV-CODE

OR; EV-CODE OR; XEFF-RDN

Data Dictionary APBDO

3937 0226-942 4–15

APBDO

Direct Debit Batch Entry

Type = Memo


BATCHREF 10 N Unique Batch Reference

DD-REF 20 A DD Reference

DDQAMT 17 S 3 DD Request Amount

DDQDUEDTE 6 N DD Request Due Date

DDQDUERDN 5 N DD Request Due Date (Relative Date Form)

DR-ACCT 12 A Debit Account


Profiles

PROFILE: APBDORN

COMPONENT; APBDO

OR; BATCH-NO

OR; BATCHREF

APBHO Data Dictionary

4–16 3937 0226-942

APBHO

Direct Debit Batch Header

Type = Memo


BENREF-NO 8 N Beneficiary Reference Number

BTCITMENT 3 N Number of Items Entered

BTCVALENT 17 N 3 Value of Items Entered

CCY 4 A Currency of Batch

CR-ACCT 12 A Credit Account Number

DDQBTCAMT 17 S 3 Total Value of Batch

DDQBTCNBR 3 N Total Number of Direct Debits in Batch


STAT-CODE 1 A Batch Status


Profiles

PROFILE: APBHON

COMPONENT; APBHO

OR; BATCH-NO

Data Dictionary APDDO

3937 0226-942 4–17

APDDO

Direct Debit Mandate Details

Type = Memo

Element Size Type Dec. Definition BENREF-NO 8 N Beneficiary Reference

CR-ACCT 12 A Credit Account Number

DDMADVIND 1 A Payment Advice Indicator

DDMCNCDTE 6 N Cancellation Date

DDMCNCIND 1 A Cancellation Indicator

DDMCNCRDN 5 N Cancellation Date (Relative Date Form)

DDMENDDTE 6 N DD End Date

DDMENDRDN 5 N DD End Date (Relative Date Form)

DDMMAXAMT 17 N 3 Maximum Amount

DDMMAXNBR 4 N Maximum Number of Payments

DDMPAYIND 1 A Must Pay Indicator

DDMPYMMDE 4 N Payments Made

DDMSTRDTE 6 N DD Start Date

DDMSTRRDN 5 N DD Start Date (Relative Date Form)

DD-REF 20 A DD Reference

DR-ACCT 12 A Debit Account Number

FREQ-CODE 6 N Frequency Code

LSTPYMRDN 5 N Last Payment Date (Relative Date Form)


NARRATIVE 36 A Narrative Text

NOSTRONAME 8 A Nostro Account Name

NXTDUERDN 5 N Next Due Date (Relative Date Form)

PARTPAY 1 A Partial Payment Allowed

PYMSEQNBR 2 N Payment Sequence Number

RCV-ACC 12 A Receiving Account

RCV-BNK 16 A Receiving Bank

RCV-BRNCH 8 A Receiving Accounting Centre



APDDO Data Dictionary

4–18 3937 0226-942

Profiles

PROFILE: APDDOABR

COMPONENT; APDDO

OR; DR-ACCT

OR; BENREF-NO

OR; CR-ACCT

OR; DD-REF

Data Dictionary APDIO

3937 0226-942 4–19

APDIO

DD Loan Repayment Instructions

Type = Memo

Element Size Type Dec. Definition DD-REF 20 A DD Reference

DDICNCDTE 6 N Cancellation Date

DDICNCIND 1 A Cancellation Indicator

DDICNCRDN 5 N Cancellation Date (Relative Date Form)

DR-ACCT 12 A Debit Account Number

LACC-NO 12 A Loan Account Number

LSTPYMDTE 6 N Last Payment Date

LSTPYMRDN 5 N Last Payment Date (Relative Date Form)

NXTDUE-DN 5 N Next Due Date (Relative Date Form)

NXTDUE-DT 6 N Next Due Date

NXTPYMDTE 6 N Next Payment Date

NXTPYMRDN 5 N Next Payment Date (Relative Date Form)

PAY-AMT 17 N 3 Payment Amount Due

PAY-CLOSE 1 A Closure Payment Indicator

PAY-INT 1 A Interest Payment Indicator

PAY-PCPL 1 A Principal Payment Indicator

PMTDUE-DN 5 N Next Payment Due Date (Relative Date Form)

PMTDUE-DT 6 N Next Payment Due Date

SEQ-NO2 2 N Sequence Number



Profiles

PROFILE: APDIOCDR

COMPONENT; APDIO

OR; LACC-NO

OR; DR-ACCT

OR; DD-REF

BRACO Data Dictionary

4–20 3937 0226-942

BRACO

Accounting Centre Accounts

Type = Memo


CCY 4 A Currency of Account

FNCCDE 6 A Function Code


Profiles

PROFILE: BRACOBA PROFILE: BRACOBFC

COMPONENT; BRACO COMPONENT; BRACO

OR; BRANCH OR; BRANCH

OR; RACC-NO OR; FNCCDE

OR; CCY

Data Dictionary CASTO

3937 0226-942 4–21

CASTO

Consolidate Fixed Term Deposit Statements

Type = Memo


STMT-FRQ 6 N Statement Frequency

STMT-NXTDN 5 N Date of Next Statement (Relative Date Form)

Profiles

PROFILE: CASTOCLT

COMPONENT; CASTO

OR; CLIENT-NO

CIBLO Data Dictionary

4–22 3937 0226-942

CIBLO

Client Blacklist

Type = Memo

Element Size Type Dec. Definition BLACK-DTR 5 N Date of Blacklisting (Relative Date Form)

BLACK-RSN 3 A Blacklist Reason


DEL-IND 1 A Indicator for Removing Client from Blacklist

OFFICER 15 A Officer Responsible for Blacklisting


Profiles

PROFILE: CIBLOCLNT

COMPONENT; CIBLO

OR; CLIENT-NO

Data Dictionary CIDOO

3937 0226-942 4–23

CIDOO

Directors/Owners/Powers Of Attorney

Type = Memo

Element Size Type Dec. Definition ADDRESS1 30 A Address Line 1

ADDRESS2 30 A Address Line 2

ADDRESS3 30 A Address Line 3


CONTACT 15 A Fax Number of Director*

CONTACTNBR 15 A Telephone Number of Director*

DEL-IND 1 A Indicator for Removing Director*

REL-NAME 35 A Name of Director*

REL-TYPE 1 A Relationship Type (Director, Owner or Power of Attorney)


TELEX 13 A Telex Number of Director*

* For Director read “Director, Owner or Person with Power of Attorney”

Profiles

PROFILE: CIDOOREL

COMPONENT; CIDOO

OR; CLIENT-NO

OR; REL-TYPE

OR; REL-NAME

CKCB Data Dictionary

4–24 3937 0226-942

CKCB

Cheque Book Products

Type = Memo

Element Size Type Dec. Definition BOOK-SIZE 6 N Number of Cheques in Book

CHEQ-CODE 6 A Cheque Vault Code

CHEQ-REORD 6 N Point in Cheque Book for Reordering

CHEQ-TYPE 1 A Cheque Type


STATIS 1 A Status (e.g. Ordered)


Profiles

PROFILE: CKCBCTCC

COMPONENT; CKCB

OR; CHEQ-TYPE

OR; CHEQ-CODE

Data Dictionary CKCCO

3937 0226-942 4–25

CKCCO

Cashiers Cheques Sold

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 N 3 Value of Cheque


CCY 4 A Currency

CHEQ-NO 8 N Cheque Number

DATE-PAID 5 N Date Received Back (Relative Date Form)

DATE-SOLD 5 N Date Sold to Client (Relative Date Form)


TELLER 10 A Teller

Profiles

PROFILE: CKCCOCNO

COMPONENT; CKCCO

OR; BRANCH

OR; RACC-NO

OR; CHEQ-NO

CKCQ Data Dictionary

4–26 3937 0226-942

CKCQ

Cheque Books

Type = Memo


CHEQ-BVAL 17 N 3 Held Value Per Cheque


CHEQ-FIRST 8 N Number of First Cheque in Book

CHEQ-LAST 8 N Number of Last Cheque in Book


CHEQS-PROC 6 N Number of Cheques Processed or Stopped

DATE-CRE 5 N Date Created on Urbis

DATE-UPD 5 N Date Updated on Urbis


RE-ORDFLG 1 A Book Re-order Flag


XCHEQ-FIRST 8 N Number of First Cheque in Book

Profiles

PROFILE: CKCQCTRS PROFILE: CKCQRNCN

COMPONENT; CKCQ COMPONENT; CKCQ

OR; RACC-NO OR; RACC-NO

OR; STATIS OR; CHEQ-FIRST

OR: XCHEQ-FIRST

PROFILE: CKCQSTRN

COMPONENT; CKCQ

OR; STATIS

OR; BRANCH

OR; RACC-NO

Data Dictionary CKISS

3937 0226-942 4–27

CKISS

Travellers Cheques Issued

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Client Address - Line 1

ADDR2 35 A Client Address - Line 2




CCY 4 A Currency

CHEQ-CODE 6 A Cheque Code

CHEQ-REF 12 A Cheque Reference


CHQISS-NBR 8 N Unique Identifier for Issued Cheque (used within system)


CLNTITLE 4 A Client Title

CNAME 35 A Client Last Name

DATE-CRE 5 N Date Created (Relative Date Form)

DENOM 12 N 3 Face Value

FORENAME1 15 A Client Forename

ISSUE 1 A Issue Status (e.g. Current)

QUANTITY 17 N 3 (Not used at present)

TELLER 10 A Teller

TIME-CRE 8 N Time Created

CKISS Data Dictionary

4–28 3937 0226-942

Profiles

PROFILE: CKISSICCC PROFILE: CKISSNDT

COMPONENT; CKISS COMPONENT; CKISS

OR; CHEQ-CODE OR; CNAME

OR; CCY OR; FORENAME1

OR; DENOM OR; CHEQ-CODE

OR; ISSUE OR; DATE-CRE

OR; CHEQ-REF OR; TIME-CRE

PROFILE: CKISSISNO

COMPONENT; CKISS

OR; CHQISS-NBR

OR; DENOM

Data Dictionary CKSP

3937 0226-942 4–29

CKSP

Stopped Cheques

Type = Memo

Element Size Type Dec. Definition CHEQ-AMT 17 N 3 Value of Cheque

CHEQ-NO 8 N Cheque Number

DATE-CRE 5 N Date Created (Relative Date Form)

DATE-EXP 5 N Expiry Date (Relative Date Form)

PAYEENAME 30 A Payee Name


REASON 2 A Reason Code for Stop


TIME-CRE 8 N Time Created

Profiles

PROFILE: CKSPACCN

COMPONENT; CKSP

OR; RACC-NO

OR; CHEQ-NO

OR; PAYEENAME

OR; DATE-CRE

OR; TIME-CRE

CMCNO Data Dictionary

4–30 3937 0226-942

CMCNO

Card Number Details

Type = Memo

Element Size Type Dec. Definition AMTCRDIND 1 A ATM Card Indicator

CHQCRDIND 1 A Cheque Guarantee Card Indicator


CRDBIN-NO 6 N Card BIN Number

CRDUNQ-NO 10 N Number Unique to Card

DBTCRDIND 1 A EFTPOS Card Indicator

LSTISS-NO 2 N Last Issue Number

SMTCRDIND 1 A Smart Card Indicator


STAT-CODE 1 A Status (e.g. Ordered)

Profiles

PROFILE: CMCNOCLT PROFILE: CMCNONBR

COMPONENT; CMCNO COMPONENT; CMCNO

OR; CLIENT-NO OR; CRDBIN-NO

OR; CRDBIN-NO OR; CRDUNQ-NO

OR; CRDUNQ-NO

Data Dictionary CMEVO

3937 0226-942 4–31

CMEVO

Card Events

Type = Memo

Element Size Type Dec. Definition CRDBIN-NO 6 N Card BIN Number

CRDEVT-ID 1 A Card Event Identifier

CRDISS-NO 2 N Card Issue Number



STAT-CODE 1 A Status (e.g. Ordered)

Profiles

PROFILE: CMEVOACC PROFILE: CMEVOCRD

COMPONENT; CMEVO COMPONENT; CMEVO

OR; CRDEVT-ID OR; CRDEVT-ID

OR; RACC-NO OR; CRDBIN-NO

OR; CRDUNQ-NO

OR; CRDISS-NO

CMISO Data Dictionary

4–32 3937 0226-942

CMISO

Issued Card Details

Type = Memo

Element Size Type Dec. Definition CHQLMT 17 N 3 Cheque Guarantee Limit


CRDISS-NO 2 N Card Issue Number

CRDTRNLMT 2 N Daily ATM Transaction Limit

CRDTTL 30 N Card Embossing Title


EFTPOSLMT 17 N 3 EFTPOS Transaction Limit

EXPDTM 4 A Card Expiry Date (MMYY format)

ISSDTE 6 N Card Issue Date

ISSRDN 5 N Card Issue Date (Relative Date Form)

SMTDLYLMT 17 N 3 Smart Card Daily Limit

SMTTRNLMT 17 N 3 Smart Card Transaction Limit

SMTWKLLMT 17 N 3 Smart Card Weekly Limit


STACHGDTE 6 N Date of Status Change

STACHGRDN 5 N Date of Status Change (Relative Date Form)

STAREPBY 36 A Person that Reported Status Change

STAREPDTE 6 N Date that Status was Reported

STAREPRDN 5 N Date that Status was Reported (Relative Date Form)

STAREPTME 4 N Time that Status was Reported

STAT-CODE 1 A Card Status (e.g. Ordered)

VALDTM 4 A Date from which Card is Valid (MMYY format)

WDRLMT 17 N 3 Daily ATM Cash Withdrawal Limit

XCRDISS-NO 2 N Card Issue Number (Descending Order)

Data Dictionary CMISO

3937 0226-942 4–33

Profiles

PROFILE: CMISOEXP PROFILE: CMISONBR

COMPONENT; CMISO COMPONENT; CMISO

OR; EXPDTM OR; CRDBIN-NO

OR; CRDBIN-NO OR; CRDUNQ-NO

OR; CRDUNQ-NO OR; XCRDISS-NO

OR; XCRDISS-NO

CMRAX Data Dictionary

4–34 3937 0226-942

CMRAX

Card to Retail Account Cross-Reference

Type = Memo

Element Size Type Dec. Definition CRDBIN-NO 6 N Card BIN Number


PRMACCIND 1 A Primary Account Indicator


Profiles

PROFILE: CMRAXCRD

COMPONENT; CMRAX

OR; CRDBIN-NO

OR; CRDUNQ-NO

OR; RACC-NO

Data Dictionary CMSPO

3937 0226-942 4–35

CMSPO

Card Management Parameters

Type = Memo

Element Size Type Dec. Definition CHQLMT 17 N 3 Cheque Guarantee Limit

CMSPO-KEY 1 N Key for System use


CRDTRNLMT 2 N Daily ATM Transaction Limit

EFTPOSLMT 17 N 3 EFTPOS Transaction Limit

LSTUNQ-NO 10 N Last Card Number Issued

RE-ISSPER 2 N Reissue Period (Number of Days Prior to Expiry)

SMTDLYLMT 17 N 3 Smart Card Daily Limit

SMTTRNLMT 17 N 3 Smart Card Transaction Limit

SMTWKLLMT 17 N 3 Smart Card Weekly Limit


WDRLMT 17 N 3 Daily ATM Cash Withdrawal Limit

Profiles

PROFILE: CMSPOKEY

COMPONENT; CMSPO

OR; CMSPO-KEY

COLAA Data Dictionary

4–36 3937 0226-942

COLAA

Collateral Account Association

Type = Memo

Element Size Type Dec. Definition COLLAT-ID 7 N Collateral Id

ALLOC-AMT 17 S 3 Portion Allocated

ALLOC-PERC 14 S 10 Percentage Allocated



Profiles

PROFILE: COLA-1 PROFILE: COLA-2

COMPONENT; COLAO COMPONENT; COLAO

OR; COLLAT-ID OR; RACC-NO

OR; RACC-NO OR; COLLAT-ID

Data Dictionary COLCO

3937 0226-942 4–37

COLCO

Collateral Registration Corporate Valuation Details

Type = Memo

Element Size Type Dec. Definition AUDIT-DT 6 N Accounts Last Audited as at Date

AUDIT-RDN 5 N Accounts Last Audited as at Date (Relative Date Form)

AUDIT-R-DT 6 N Date on which Audited Accounts Received

AUDIT-R-RD 5 N Date on which Audited Accounts Received (Relative Date Form)

CHARGE-DT 6 N Legal Charge Date

CHARGE-RDN 5 N Legal Charge Date (Relative Date Form)

COLLAT-ID 7 N Collateral Id

CO-LVAL-DT 6 N Last Valuation Date

CO-LVA-RDN 5 N Last Valuation Date (Relative Date Form)

CO-REG-DT 6 N Date Charge Registered

CO-REG-RDN 5 N Date Charge Registered (Relative Date Form)

FIN-YE 4 N Financial Year End


Profiles

PROFILE: COLCO-1

COMPONENT; COLCO

OR; COLLAT-ID

COLEO Data Dictionary

4–38 3937 0226-942

COLEO

Collateral Registration Existing Mortgage Details

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Address (Line 1)

ADDR2 35 A Address (Line 2)




CO-REF 20 A Mortgage Reference

OUT-AMT 17 S 3 Outstanding Amount

POSTCODE 10 A Post Code


XNAME 35 A Existing Mortgage Owner

Profiles

PROFILE: COLEOCLID

COMPONENT; COLEO

OR; COLLAT-ID

Data Dictionary COLGO

3937 0226-942 4–39

COLGO

Collateral Guarantee – Supporting Collateral Details

Type = Memo


S-COLL-REF 7 N Supporting Collateral Id


Profiles

PROFILE: COLGO-1

COMPONENT; COLGO

OR; COLLAT-ID

OR; S-COLL-REF

COLHO Data Dictionary

4–40 3937 0226-942

COLHO

Collateral History

Type = Memo

Element Size Type Dec. Definition BANK-AMT 23 A Bank Value


LAST-DATE 6 N Change Date

LAST-RDN 5 N Change Date (Relative Date Form)

LAST-TIME 8 N Change Time

MARK-AMT 23 A Market Value

NET-L-AMT 23 A Net Lending Value


USERCODE 10 A Usercode (that performed change)

XLAST-RDN 5 N Change Date (Relative Date Form – Descending Order)

XLAST-TIME 8 N Change Time (Descending Order)

Profiles

PROFILE: COLHO-1

COMPONENT; COLHO

OR; COLLAT-ID

OR; XLAST-RDN

OR; XLAST-TIME

Data Dictionary COLIO

3937 0226-942 4–41

COLIO

Collateral Registration Insurance Details

Type = Memo


CRG-DT 6 N Charge Date

CRG-RDN 5 N Charge Date (Relative Date Form)

CRG-TYPE 6 A Charge Type

INS-BEN 36 A Name of Beneficiaries

INS-FUND 25 A Fund (if insurance is unit linked)

INS-NAME 36 A Name of Insured

INS-UNIT-L 1 A Unit Linked Indicator

INS-UNITS 6 N Number of Units (if insurance is unit linked)

INS-VAL-DT 6 N Valuation Date

INS-VAL-RD 5 N Valuation Date (Relative Date Form)


INSUR-DT 6 N Policy Date

INSUR-NO 25 A Policy Number

INSUR-RDN 5 N Policy Date (Relative Date Form)

INSUR-TYP 6 A Insurance Type

MAT-DT 6 N Maturity Date

MAT-DT-RDN 5 N Maturity Date (Relative Date Form)


Profiles

PROFILE: COLIO-1

COMPONENT; COLIO

OR; COLLAT-ID

COLMO Data Dictionary

4–42 3937 0226-942

COLMO

Collateral Status History

Type = Memo

Element Size Type Dec. Definition BANK-AMT 17 S 3 Bank Value

BRNCH-CDE 8 A Accounting Centre

CHG-DT 6 N Change Date

CHG-RDN 5 N Change Date (Relative Date Form)



COLL-TYPE 6 A Collateral Type

COL-STATUS 1 A Collateral Status

LAST-DATE 6 N Last Change Date

LAST-RDN 5 N Last Change Date (Relative Date Form)

MARK-AMT 17 S 3 Market Value

NET-L-AMT 17 S 3 Net Lending Value

NOM-V-DT 6 N Nominal Value Date

NOM-V-RDN 5 N Nominal Value Date (Relative Date Form)

NOMIN-CCY 4 A Currency of Nominal

NOMIN-VAMT 17 S 3 Nominal Value

REASON1 50 A Reason for Change

REG-DT 6 N Registration Date

REG-OFFCR 10 A Registering Officer

REG-RDN 5 N Registration Date (Relative Date Form)

RVW-FREQ 8 A Review Frequency

SECUR-CD 3 N Security Code


VA-REF-NO 7 N Vault Reference

VAL-DT 6 N Valuation Date

VAL-NAME 36 A Valuer Name

VAL-NARR1 50 A Valuation Comments (Line 1)



Data Dictionary COLMO

3937 0226-942 4–43

Element Size Type Dec. Definition VAL-RDN 5 N Valuation Date (Relative Date Form)

Profiles

PROFILE: COLMOCLID PROFILE: COLMO-2

COMPONENT; COLMO COMPONENT; COLMO

OR; COLLAT-ID OR; BRNCH-CDE

OR; COLL-TYPE

OR; COL-STATUS

OR; COLLAT-ID

PROFILE: COLMO-3 PROFILE: COLMO-4

COMPONENT; COLMO COMPONENT; COLMO

OR; COLL-TYPE OR; BRNCH-CDE

OR; COL-STATUS OR; COLL-TYPE

OR; COLLAT-ID OR; COLLAT-ID

COLNO Data Dictionary

4–44 3937 0226-942

COLNO

Collateral Notes

Type = Memo


NOTES-1 77 A Notes (Line 1)













Profiles

PROFILE: COLNOCLID

COMPONENT; COLNO

OR; COLLAT-ID

Data Dictionary COLOG

3937 0226-942 4–45

COLOG

Collateral Guarantors Registration

Type = Memo



Profiles

PROFILE: COLOG-1

COMPONENT; COLOG

OR; COLLAT-ID

OR; CLIENT-NO

COLOO Data Dictionary

4–46 3937 0226-942

COLOO

Collateral Owners

Type = Memo



PRIME-O 1 A Prime Owner Indicator


Profiles

PROFILE: COLOO-1 PROFILE: COLOO-2

COMPONENT; COLOO COMPONENT; COLOO

OR; COLLAT-ID OR; COLLAT-ID

OR; CLIENT-NO OR; PRIME-O

OR; PRIME-O

PROFILE: COLOO-3

COMPONENT; COLOO

OR; CLIENT-NO

OR; COLLAT-ID

Data Dictionary COLPO

3937 0226-942 4–47

COLPO

Collateral Registration Deposit Details

Type = Memo

Element Size Type Dec. Definition ACCNT-TYP 36 A Account Type (External)

ASAT-DAT 6 N Value Date (External Account)

ASAT-RDN 5 N Value Date (External Account) (Relative Date Form)

BANK-BR-ID 35 A Branch Id (External)

BANK-NAME 35 A Bank Name (External)

CCY 4 A Currency of Value Balance


EXT-ACC-NO 24 A Account Number (External)

INT-IND 1 A Internal Account Indicator

RACC-NO 12 A Account Number (Internal)


VALUE-BAL 17 S 3 Value Balance

Profiles

PROFILE: COLPO-1

COMPONENT; COLPO

OR; COLLAT-ID

COLRP Data Dictionary

4–48 3937 0226-942

COLRP

Collateral Registration Property Details

Type = Memo

Element Size Type Dec. Definition ADDR1 35 A Address (Line 1)






CRG-NO 15 A Charge Number


CRG-TYPE 6 A Charge Type

EXIST-MORT 1 A Existing Mortgage Indicator

FR-L-HOLD 1 A Property Type (Freehold/Leasehold)

POST-CODE 10 A Post Code

PUR-AMT 17 S 3 Purchase Price

PUR-CCYY 4 A Purchase Year (CCYY format)

REM-TERM-M 2 A Remaining Term of Lease (REM-TERM-Y plus REM-TERM-M) – Month Portion

REM-TERM-Y 3 A Remaining Term of Lease (REM-TERM-Y plus REM-TERM-M) – Year Portion


TERM-M 2 A Term of Lease (TERM-Y plus TERM-M) – Month Portion

TERM-Y 3 A Term of Lease (TERM-Y plus TERM-M) – Year Portion

Profiles

PROFILE: COLRP-1

COMPONENT; COLRP

OR; COLLAT-ID

Data Dictionary COLSO

3937 0226-942 4–49

COLSO

Collateral Registration Stocks and Shares Portfolio Details

Type = Memo




EX-PORT-ID 25 A External Portfolio Id

INST-NAME 36 A Institution Name

INT-IND 1 A Internal Portfolio Indicator

PORT-ID 12 A Portfolio Account Number (Internal)


Profiles

PROFILE: COLSO-1

COMPONENT; COLSO

OR; COLLAT-ID

COLUO Data Dictionary

4–50 3937 0226-942

COLUO

Collateral Registration Guarantee Details

Type = Memo


GUA-DT 6 N Guarantee Date

GUA-LM-AMT 17 S 3 Guarantee Limit

GUA-RDN 6 N Guarantee Date

GUA-TYPE 2 A Guarantee Type


SUPP-COLL 1 A Supporting Collateral Indicator

Profiles

PROFILE: COLUO-1

COMPONENT; COLUO

OR; COLLAT-ID

Data Dictionary COLZO

3937 0226-942 4–51

COLZO

Collateral Registration Other Security Details

Type = Memo


OS-DESC1 50 A Description (Line 1)











Profiles

PROFILE: COLZO-1

COMPONENT; COLZO

OR; COLLAT-ID

EVSHO Data Dictionary

4–52 3937 0226-942

EVSHO

Narrative Event Schedule

Type = Memo



COMMENT1 35 A Description of Event - Line 1

COMMENT2 35 A Description of Event - Line 2

DOCO-CDE 6 A Document Code

EVSH-AMT 17 N 3 Collateral Valuation

EVSH-DATE 6 N Event Date

EVSH-DTR 5 N Event Date (Relative Date Form)

EVSH-TYP 6 A Event Type

LETTER-ID 4 N Letter Identifier

MAINTX 3 A Dummy Maintenance Field

OFFR-CDE 10 A Responsible Officer


XEVSH-DTR 5 N Event Date (Relative Date Form – Descending Order)

Profiles

PROFILE: EVSHOADT PROFILE: EVSHOATD

COMPONENT; EVSHO COMPONENT; EVSHO

OR; ACCT-NO OR; ACCT-NO

OR; EVSH-DTR OR; EVSH-TYP

OR; EVSH-TYP OR; XEVSH-DTR

PROFILE: EVSHOBDTA PROFILE: EVSHOBODT

COMPONENT; EVSHO COMPONENT; EVSHO

OR; BRANCH OR; BRANCH

OR; EVSH-DTR OR; OFFR-CDE

OR; EVSH-TYP OR; EVSH-DTR

OR; ACCT-NO OR; EVSH-TYP

OR; ACCT-NO

Data Dictionary EVSHO

3937 0226-942 4–53

PROFILE: EVSHODBTA

COMPONENT; EVSHO

OR; EVSH-DTR

OR; BRANCH

OR; EVSH-TYP

OR; ACCT-NO

HINDM Data Dictionary

4–54 3937 0226-942

HINDM

Retail Account Block Markers

Type = Table


HOLD-CR 1 A Indicator of whether Marker Applies to Deposits

HOLD-DD 1 A Indicator of whether Marker Applies to Direct Debits

HOLD-DR 1 A Indicator of whether Marker Applies to Withdrawals

HOLD-KEY 1 A Account Block Code

HOLD-SO 1 A Indicator of whether Marker Applies to Standing Orders

SEC-LEVEL 3 N Override Level

SHORT-DESC 15 A Short Description


Data Dictionary LRCDO

3937 0226-942 4–55

LRCDO

Loan Rate Change Details

Type = Memo

Element Size Type Dec. Definition END-DN-N 5 N Loan End Date - New

END-DN-O 5 N Loan End Date – Old

EVSH-TYP 6 A Event Type (for example, early repayment)

FINPAY-NEW 17 N 3 New Value of Final Payment

FINPAY-OLD 17 N 3 Old Value of Final Payment

FRTEPER-N 3 A Fixed Rate Period - New

FRTEPER-O 3 A Fixed Rate Period – Old

INT-ADJ 17 S 3 Interest Adjustment

INTDUEDN-N 5 N Principal Interest Due Date – New

INTDUEDN-O 5 N Principal Interest Due Date – Old

INT-PRD-N 17 S 3 Principal Interest for Period – New

INT-PRD-O 17 S 3 Principal Interest for Period – Old

I-RATE-NEW 12 N 8 New Value of Flat Interest Rate

I-RATE-OLD 12 N 8 Old Value of Flat Interest Rate

NUMPTRM-N 4 N Number of Payments – New

NUMPTRM-O 4 N Number of Payments – Old

PCPDUEDN-N 5 N Principal Payment Due Date - New

PCPDUEDN-O 5 N Principal Payment Due Date – Old

PCPL-PRD-N 17 S 3 Principal Payment for Period – New

PCPL-PRD-O 17 S 3 Principal Payment for Period – Old


REGPAY-NEW 17 N 3 New Value of Regular Payment

REGPAY-OLD 17 N 3 Old Value of Regular Payment

RTECHG-DN 5 N Date of Rate Change (Relative Date Form)

RTECHG-DTE 6 N Date of Rate Change

TOTINT-NEW 17 N 3 New Value of Total Loan Interest

TOTINT-OLD 17 N 3 Old Value of Total Loan Interest

TOT-PRD-N 17 S 3 Total Payment this Period – New

TOT-PRD-O 17 S 3 Total Payment this Period – Old

LRCDO Data Dictionary

4–56 3937 0226-942

Profiles

PROFILE: LRCDOAD

COMPONENT; LRCDO

OR; RACC-NO

OR; RTECHG-DN

OR; EVSH-TYP

Data Dictionary LTINO

3937 0226-942 4–57

LTINO

Letter Initiation

Type = Memo

Element Size Type Dec. Definition CARD-NO 16 A Card Number

CHRG-ACC 12 A Account for Charge


DEL-IND 1 A Indicator for Removing Run Request

INIT-DAYNO 5 N Initiation Date of LTEXTRACT (Relative Date Form)

INIT-TIME 8 N Initiation Time of LTEXTRACT

INIT-WHEN 1 A Indication of when to Initiate LTEXTRACT (Immediately or Overnight)



XINIT-DAYNO 5 N Initiation Date of LTEXTRACT (Relative Date Form/Descending Order)

XINIT-TIME 8 N Initiation Time of LTEXTRACT (Descending Order

XSTATUS 1 A Status of Run Request

Profiles

PROFILE: LTINODT PROFILE: LTINOIDT

COMPONENT; LTINO COMPONENT; LTINO

OR; INIT-DAYNO OR; LETTER-ID

OR; INIT-TIME OR; XINIT-DAYNO

OR; XINIT-TIME

PROFILE: LTINOCLID

COMPONENT; LTINO

OR; CLIENT-NO

OR; LETTER-ID

OR; RACC-NO

LTMAO Data Dictionary

4–58 3937 0226-942

LTMAO

Letter Masters

Type = Memo

Element Size Type Dec. Definition CHARGE-IND 1 A Indication of Charge

DATA-KEY 1 A Indication of Data Key for Letter (Account Number, Client Number or Both)

DESC30 30 A Description of Data Item


TRNCDE 4 N Transaction Charge Code

Profiles

PROFILE: LTMAOLID

COMPONENT; LTMAO

OR; LETTER-ID

Data Dictionary PTCHO

3937 0226-942 4–59

PTCHO

Retail Charges

Type = Memo


CHRG-CDE 4 A Charge Code

HIGH-AMT-1 17 N 3 Charge Amount - High Level 1




HIGH-LVL-1 17 N 3 Transaction Amount - High Level 1




HIGH-MAX 17 N 3 Maximum Charge Amount - High Level

HIGH-MIN 17 N 3 Minimum Charge Amount - High Level

HIGH-RTE-1 12 N 8 Charge Rate - High Level 1




LOW-AMT-1 17 N 3 Charge Amount - Low Level 1




LOW-LVL-1 17 N 3 Transaction Amount - Low Level 1




LOW-MAX 17 N 3 Maximum Charge Amount - Low Level

LOW-MIN 17 N 3 Minimum Charge Amount - Low Level

LOW-RTE-1 12 N 8 Charge Rate - Low Level 1



PTCHO Data Dictionary

4–60 3937 0226-942

Element Size Type Dec. Definition LOW-RTE-4 12 N 8 Charge Rate - Low Level 4

NORM-AMT-1 17 N 3 Charge Amount - Normal Level 1




NORM-LVL-1 17 N 3 Transaction Amount - Normal Level 1




NORM-MAX 17 N 3 Maximum Charge Amount - Normal Level

NORM-MIN 17 N 3 Minimum Charge Amount - Normal Level

NORM-RTE-1 12 N 8 Charge Rate - Normal Level 1





Profiles

PROFILE: PTCHOCC

COMPONENT; PTCHO

OR; CHRG-CDE

OR; CCY

Data Dictionary PTCLO

3937 0226-942 4–61

PTCLO

Client Types for Product

Type = Memo

Element Size Type Dec. Definition CLNT-TYPE 3 A Client Type


Profiles

PROFILE: PTCLOPC

COMPONENT; PTCLO

OR; PRODT-CDE

OR; CLNT-TYPE

PTICO Data Dictionary

4–62 3937 0226-942

PTICO

Product Interest Types

Type = Memo

Element Size Type Dec. Definition BAL-BASIS 1 A Variance Type


INT-TABNO 3 N Interest Table Number

INT-TYPE 2 A Interest Type

MAX-NVAR 12 N 8 Maximum Account Level Variance (Negative)

MAX-PVAR 12 N 8 Maximum Account Level Variance (Positive)


Profiles

PROFILE: PTICOPI

COMPONENT; PTICO

OR; PRODT-CDE

OR; INT-TYPE

Data Dictionary PTINO

3937 0226-942 4–63

PTINO

Product Interest Conditions

Type = Memo


CCY 4 A Currency

END-DATE 6 N End Date for Interest Conditions

END-DN 5 N End Date for Interest Conditions (Relative Date Form)




INT-LEVEL1 17 N 3 Account Balance for Interest Level 1





LEVEL-USE 1 A Level Usage (All-up, Sliced or Flat)

MAX-RATE 12 N 8 Maximum Interest Rate

MIN-RATE 12 N 8 Minimum Interest Rate

RATE-TYPE 1 A Variance Type

RATE1 12 N 8 Interest Rate used below Level 1

RATE2 12 N 8 Interest Rate used between Levels 1 and 2



RATE5 12 N 8 Interest Rate used above Level 4


START-DATE 6 N Start Date for Interest Conditions

START-DN 5 N Start Date for Interest Conditions (Relative Date Form)

XBASIS 3 N Interest Calculation Basis

XSTART-DN 5 N Start Date for Interest Conditions (Relative Date Form/Descending Order)

PTINO Data Dictionary

4–64 3937 0226-942

Profiles

PROFILE: PTINOTCD

COMPONENT; PTINO

OR; INT-TABNO

OR; CCY

OR; XSTART-DN

Data Dictionary PTLCO

3937 0226-942 4–65

PTLCO

Loan Collateral Types for Product

Type = Memo

Element Size Type Dec. Definition COLL-TYPE 6 A Collateral Type


Profiles

PROFILE: PTLCOPRD

COMPONENT; PTLCO

OR; PRODT-CDE

OR; COLL-TYPE

PTLFO Data Dictionary

4–66 3937 0226-942

PTLFO

Product Adjustable Interest Conditions

Type = Memo


CCY 4 A Currency



FRTE-TERM 3 A Fixed Rate Period





MAX-NVAR 12 S 8 Allowed Account Level Variance (Negative)

MAX-PVAR 12 S 8 Allowed Account Level Variance (Positive)

PTVAR 12 S 8 Variance






Profiles

PROFILE: PTLFOTCP

COMPONENT; PTLFO

OR; INT-TABNO

OR; CCY

OR; FRTE-TERM

OR; XSTART-DN

Data Dictionary PTLPO

3937 0226-942 4–67

PTLPO

Loan Purpose Codes for Product

Type = Memo

Element Size Type Dec. Definition PRODT-CDE 8 A Product Code

PURP-CODE 3 A Loan Purpose Code

Profiles

PROFILE: PTLPOPRD

COMPONENT; PTLPO

OR; PRODT-CDE

OR; PURP-CODE

PTMAO Data Dictionary

4–68 3937 0226-942

PTMAO

Retail Product Template Master

Type = Memo

Element Size Type Dec. Definition ALLOW-ATM 1 A Indication of whether an ATM Card can be Issued

ALLOW-AUT 1 A Indication of whether Automatic Payments are Allowed for a Loan

ALLOW-BCT 1 A Indication of whether a Bearer Certificate Issue is Allowed

ALLOW-CDE 1 A Indication of whether Anonymous Clients can use the Product

ALLOW-CHQ 1 A Indication of whether a Cheque Book can be Issued

ALLOW-CRD 1 A Indication of whether an Account Card can be Issued

ALLOW-DD 1 A Indication of whether Direct Debits are allowed

ALLOW-DIF 1 A Indication of whether Account Specific Interest is Allowed for Loan

ALLOW-ECHQ 1 A Indication of whether Eurocheques can be Issued

ALLOW-FA 1 A Indication of whether Fast Loan Activation is Allowed

ALLOW-MNR 1 A Indication of whether Minor Clients can use the Product

ALLOW-OD 1 A Indication of whether an Overdraft Limit is Allowed

ALLOW-PBK 1 A Indication of whether a Passbook can be Issued

ALLOW-SO 1 A Indication of whether Standing Orders are Allowed

ARRS-FREQ 8 A Arrears Settlement Frequency

BUDGT-MAX 3 N Budget Payment Multiple - Maximum

BUDGT-MIN 3 N Budget Payment Multiple - Minimum

CALC-BASIS 2 A Loan Calculation Basis

CAP-INT 1 A Indication of whether Interest is to be Capitalised

CCY 4 A Currency

CHRG-FRQ 8 A Charge Settlement Frequency

CHRG-FRQ-F 1 A Indication of whether Charge Settlement Frequency is Fixed

CHRG-FRQ-M 1 A Indication of whether Charge Settlement Frequency is Mandatory

CHRG-IND 1 A Indication of whether Charges can be Settled against Another Account

CHRG-LVL 4 A Charges Level (High, Normal or Low)

CHRG-LVL-F 1 A Indication of whether Charges Level is Fixed

Data Dictionary PTMAO

3937 0226-942 4–69

Element Size Type Dec. Definition CHRG-LVL-M 1 A Indication of whether Charges Level is Mandatory

CHRG-METH 1 A Charging Method (Item, Turnover or Both)

CHRG-MTH-F 1 A Indication of whether Charging Method is Fixed

CHRG-MTH-M 1 A Indication of whether Charging Method is Mandatory

CINT-FRQA 8 A Credit Interest Settlement Frequency

CINT-FRQ-F 1 A Indication of whether Credit Interest Settlement Frequency is Fixed

CINT-FRQ-M 1 A Indication of whether Credit Interest Settlement Frequency is Mandatory

CLOS-IND 1 A Indication of whether a Posting can be Made to Another Account on Closure

COLL-C-F 1 A Indication of whether Collateral Coverage is Fixed

COLL-C-M 1 A Indication of whether Collateral Coverage is Mandatory

COLL-COVER 3 N Collateral Coverage (percent)

COLL-REQ 1 A Indication of whether Collateral is Required for Loan

COLL-REQ-F 1 A Indication of whether Collateral Requirement is Fixed

COLL-REQ-M 1 A Indication of whether Collateral Requirement is Mandatory

CRBALONLY 1 A Indication of whether Balance must be Kept in Credit

DINT-FRQA 8 A Debit Interest Settlement Frequency

DINT-FRQ-F 1 A Indication of whether Debit Interest Settlement Frequency is Fixed

DINT-FRQ-M 1 A Indication of whether Debit Interest Settlement Frequency is Mandatory

DOMCLIONLY 1 A Indication of whether Usage is Restricted to Domestic or Foreign Clients

DRAW-VAL 3 N Drawdown Validity Period (Days)

DRAW-VAL-F 1 A Indication of whether Drawdown Validity Period is Fixed

DRAW-VAL-M 1 A Indication of whether Drawdown Validity Period is Mandatory

END-DATE 6 N End Date for Product

END-DN 5 N End Date for Product (Relative Date Form)

FND-CONV 1 A Indication of whether Funds are Convertible into Another Currency

FND-CONV-F 1 A Indication of whether the Availability of the Fund Conversion Facility is Fixed for Accounts Based on this Template

FND-CONV-M 1 A Indication of whether the Availability of the Fund Conversion Facility is Mandatory for Accounts Based on this Template

FTD-TERM 3 N Fixed Term Deposit Duration

FTD-TERM-F 1 A Indication of whether the Fixed Term Deposit Duration is


4–70 3937 0226-942

Element Size Type Dec. Definition Fixed

FTD-TERM-M 1 A Indication of whether the Fixed Term Deposit Duration is Mandatory

FTD-TERVAC 1 A Action Indicator for Fixed Term Deposit Duration Violation

FTD-TYPE 1 A Time Units for Fixed Term Deposit (Days or Months)

FUND-PERC 12 N 8 Funded Percentage for Loan

GL-ACC-DEB 12 A Default GL Asset Account

GL-ACCOUNT 12 A Default General Ledger Product Account

GRACE-IND 1 A Grace Indicator

GRACE-PRD 2 N Grace Period

HOLD-STMTS 3 N Maximum Number of Statements Available for Inquiry

INSR-REQ 1 A Insurance Required Indicator

INSR-REQ-F 1 A Indication of whether the Insurance Required Setting is Fixed

INSR-REQ-M 1 A Indication of whether the Insurance Required Setting is Mandatory

INT-ADV 1 A Indication of whether Advice is Produced when Interest Rate Changes

INT-ADV-F 1 A Indication of whether the Availability of the Rate Change Advice Facility is Fixed for Accounts Based on this Template

INT-ADV-M 1 A Indication of whether the Availability of the Rate Change Advice Facility is Mandatory for Accounts Based on this Template

INT-CMETH 1 A Interest Calculation Method at Closure

INT-FIXED 1 A Interest Conditions Fixed at Account Opening/Offer

INT-FREQ 8 A Interest Payment Frequency for Loan

INT-FREQ-F 1 A Indication of whether the Interest Payment Frequency is Fixed

INT-FREQ-M 1 A Indication of whether the Interest Payment Frequency is Mandatory

INT-NETD 1 A Indication of whether Interest is Netted to a Group Account

INT-NETD-F 1 A Indication of whether the Availability of the Group Netting Facility is Fixed for Accounts Based on this Template

INT-NETD-M 1 A Indication of whether the Availability of the Group Netting Facility is Mandatory for Accounts Based on this Template

INT-OVRD 1 A Indication of whether Account Specific Interest Conditions are Allowed

INT-OVRD-F 1 A Indication of whether the Availability of the Specific Interest Facility is Fixed for Accounts Based on this Template


3937 0226-942 4–71

Element Size Type Dec. Definition INT-OVRD-M 1 A Indication of whether the Availability of the Specific Interest

Facility is Mandatory for Accounts Based on this Template

INT-STMT 1 A Indication of whether Statements can be Requested

INT-STMT-F 1 A Indication of whether the Availability of the Statement Request Facility is Fixed for Accounts Based on this Template

INT-STMT-M 1 A Indication of whether the Availability of the Statement Request Facility is Mandatory for Accounts Based on this Template

INT-WMIN 17 N 3 Interest Tax Withhold Threshold

INT-WMIN-F 1 A Indication of whether the Tax Withhold Threshold is Fixed

INT-WMIN-M 1 A Indication of whether the Tax Withhold Threshold is Mandatory

INT-WRTE 12 N 8 Interest Tax Withhold Rate

INT-WRTE-F 1 A Indication of whether the Tax Withhold Rate is Fixed

INT-WRTE-M 1 A Indication of whether the Tax Withhold Rate is Mandatory

INT-WTAX 1 A Indication of whether Interest is Subject to Withholding Tax

INT-WTAX-F 1 A Indication of whether the Availability of the Withholding Tax Facility is Fixed for Accounts Based on this Template

INT-WTAX-M 1 A Indication of whether the Availability of the Withholding Tax Facility is Mandatory for Accounts Based on this Template

INTCR-IND 1 A Indication of whether Credit Interest can be Posted to Another Account

INTDR-IND 1 A Indication of whether Debit Interest can be Posted to Another Account

IRREG-PAY 1 A Indication of whether Irregular Payments are Allowed for Loan

JTACC-IND 1 A Indication of whether Joint Account Holders are Allowed

LID-ACCOPN 4 N Account Opening Letter Identifier

LID-AGREE 4 N Loan Agreement Letter Identifier

LID-CL 4 N Early Closure Letter Identifier

LID-CLNOT 4 N Early Closure Notification Letter Identifier

LID-MATACT 4 N Maturity Action Letter Identifier

LID-MATWRN 4 N Maturity Warning Letter Identifier

LID-OFFER 4 N Loan Offer Letter Identifier

LID-OFFEX 4 N Loan Offer Expiry Letter Identifier

LID-PADV 4 N Payment Advices Letter Identifier

LID-PHOL 4 N Payment Holiday Agreement Letter Identifier

LID-REPRES 4 N Early Repayment Rescheduling Letter Identifier


4–72 3937 0226-942

Element Size Type Dec. Definition LID-RESAGR 4 N Rescheduling Agreement Letter Identifier

LID-RTECHG 4 N Rate Change Letter Identifier

LOAN-TRM 3 N Fixed/Maximum Loan Term (Months)

MAT-ACTN 1 A For Fixed Term Deposits (FTD), the Action to be Performed when Balance Remains on Maturity

MAT-ACTN-F 1 A Indication of whether the FTD Maturity Action is Fixed for Accounts Based on this Template

MAT-ACTN-M 1 A Indication of whether the FTD Maturity Action is Mandatory for Accounts Based on this Template

MAX-ADDBAL 17 N 3 Maximum Additional Deposit

MAX-ADV 17 N 3 Maximum Advance on Loan

MAX-ADV-F 1 A Indication of whether Maximum Advance is Fixed

MAX-ADV-M 1 A Indication of whether Maximum Advance is Mandatory

MAX-BAL 17 N 3 Maximum Balance

MAX-OVERD 17 N 3 Maximum Overdraft

MAX-TERM 3 N Maximum Number of Payment Cycles

MAX-WDRW 17 N 3 Maximum Withdrawal Amount

MIN-ADDBAL 17 N 3 Minimum Additional Deposit

MIN-ADV 17 N 3 Minimum Advance on Loan

MIN-ADV-F 1 A Indication of whether Minimum Advance is Fixed

MIN-ADV-M 1 A Indication of whether Minimum Advance is Mandatory

MIN-BAL 17 N 3 Minimum Balance

MIN-BALVAC 1 A Action Indicator for Minimum Balance Violation

MIN-OPNBAL 17 N 3 Minimum Opening Balance

MIN-TERM 3 N Minimum Number of Payment Cycles

MIN-TERVAC 1 A Action Indicator for Minimum Term Violation

MIN-WDRW 17 N 3 Minimum Withdrawal Amount

MKT-PLAN 36 A Description of Market Plan

ODPENAL-XS 1 A Indication of whether Penalty is Charged on Overdraft Excess

OFF-VAL 3 N Offer Valid (Days)

OFF-VAL-F 1 A Indication of whether Offer Validity Period is Fixed

OFF-VAL-M 1 A Indication of whether Offer Validity Period is Mandatory

PCHG-FRQ 8 A Periodic Charge Frequency

PCHG-FRQ-F 1 A Indication of whether Periodic Charge Frequency is Fixed

PCHG-FRQ-M 1 A Indication of whether Periodic Charge Frequency is M d


3937 0226-942 4–73

Element Size Type Dec. Definition Mandatory

PCPL-FREQ 8 A Loan Principal Payment Frequency

PCP-FREQ-F 1 A Indication of whether Loan Principal Payment Frequency is Fixed

PCP-FREQ-M 1 A Indication of whether Loan Principal Payment Frequency is Mandatory

PRIZE-CALC 1 A Prize Calculation Method

PRIZE-MAX 17 N 3 Maximum Prize Amount



PRODT-NAME 36 A Product Name

PTMAO-STAT 5 A Product Status

REVOLVE 1 A Indication of whether Loan is Revolving

RVS-FREQ 8 A Loan Revision Frequency

RVS-FRQ-F 1 A Indication of whether Revision Frequency is Fixed

RVS-FRQ-M 1 A Indication of whether Revision Frequency is Mandatory

RVW-FREQ 8 A Loan Review Frequency

RVW-FRQ-F 1 A Indication of whether Review Frequency is Fixed

RVW-FRQ-M 1 A Indication of whether Review Frequency is Mandatory


SRCE-IND 1 A For Savings Accounts, an Indication of whether a Source Account can be Specified for Funds Transfer

START-DATE 6 N Start Date for Product

START-DN 5 N Start Date for Product (Relative Date Form)

STMT-FRQA 8 A Regular Statement Frequency

STMT-FRQ-F 1 A Indication of whether Statement Frequency is Fixed

STMT-FRQ-M 1 A Indication of whether Statement Frequency is Mandatory

STMT-MAT 1 A Indication of whether Statement is produced on Maturity of Fixed Term Deposit

STMT-MAT-F 1 A Indication of whether Production (or non-production) of a Statement is Fixed on Maturity of a Fixed Term Deposit

STMT-MAT-M 1 A Indication of whether Production (or non-production) of a Statement is Mandatory on Maturity of Fixed Term Deposit

SWP-TOIND 1 A Indication of whether Funds can be Swept to Another Account

TARGT-CLI 1 A Type of Target Client for a Loan

TT-CODE 4 A Arrears Timeline Template


4–74 3937 0226-942

Element Size Type Dec. Definition TT-CODE-F 1 A Indication of whether Arrears Timeline Template is Fixed

TT-CODE-M 1 A Indication of whether Arrears Timeline Template is Mandatory

USE-OFFSET 1 A Indication of whether Credit Interest can be Used to Offset Charges or Debit Interest

WDRW-EACT 1 A Action Indicator for Early Withdrawal

WDRW-NTCE 3 N Withdrawal Notice Required

WDRW-PPER 3 N Number of Withdrawals Permitted per Period

WDRW-STMT 1 A Indication of whether Withdrawal Notice Periods are Printed on Statements

WDRW-VAL 3 N Period for which Withdrawal Notice is Valid

XSTART-DN 5 N Start Date for Product (Relative Date Form/Descending Order)

Profiles

PROFILE: PTMAOCNPD PROFILE: PTMAONPD

COMPONENT; PTMAO COMPONENT; PTMAO

OR; CCY OR; PRODT-CAT

OR; PRODT-CAT OR; PRODT-CDE

OR; PRODT-CDE OR; XSTART-DN

OR; XSTART-DN

PROFILE: PTMAOPD

COMPONENT; PTMAO

OR; PRODT-CDE

OR; START-DN DSC

Data Dictionary PTPZO

3937 0226-942 4–75

PTPZO

Product Prizes

Type = Memo

Element Size Type Dec. Definition AV-BALANCE 12 N Average Balance on Account


PRZ-AMT 17 N 3 Prize Amount

PRZ-RATE 12 N 8 Prize Rate

Profiles

PROFILE: PTPZOPA PROFILE: PTPZOPB

COMPONENT; PTPZO COMPONENT; PTPZO

OR; PRODT-CDE OR; PRODT-CDE

OR; AV-BALANCE OR; AV-BALANCE DSC;

PTTAO Data Dictionary

4–76 3937 0226-942

PTTAO

Term/Amount Interest Conditions for Fixed Term Deposits

Type = Memo


CCY 4 A Currency



FROM-VAL 12 N Value of Fixed Term Deposit

FTD-TERM 3 N Term of Fixed Term Deposit




RATE1 12 N 8 Interest Rate

START-DATE 6 N Effective Date for Interest Conditions

START-DN 5 N Effective Date for Interest Conditions (Relative Date Form)


XFROM-VAL 12 N Value of Fixed Term Deposit (Descending Order)

XSTART-DN 5 N Effective Date for Interest Conditions (Relative Date Form/Descending Order)

Profiles

PROFILE: PTTAOTCDT PROFILE: PTTAOTCTD

COMPONENT; PTTAO COMPONENT; PTTAO

OR; INT-TABNO OR; INT-TABNO

OR; CCY OR; CCY

OR; FTD-TYPE OR; FTD-TYPE

OR; XSTART-DN OR; FTD-TERM

OR; FTD-TERM OR; XFROM-VAL

OR; XFROM-VAL OR; XSTART-DN

Data Dictionary PTTDO

3937 0226-942 4–77

PTTDO

Term/Amount Interest Condition Descriptions

Type = Memo


DESCR30 30 A Table Description


START-DN 5 N Effective Date for Interest Conditions (Relative Date Form)

XSTART-DN 5 N Effective Date for Interest Conditions (Relative Date Form)

Profiles

PROFILE: PTTDOTCD

COMPONENT; PTTDO

OR; INT-TABNO

OR; CCY

OR; START-DN

PTTOT Data Dictionary

4–78 3937 0226-942

PTTOT

Product Daily Transaction Totals

Type = Memo

Element Size Type Dec. Definition AMT-ASSET 17 A 3 Asset Amount

BOOK-REL 5 N Booking Date (Relative Date Format)


DEMAND-CAT 1 A Demand Category

INTER-POST 1 N Inter Accounting Centre Posting Indicator


TRAN-TOTAL 17 N 3 Transaction Total

TRNCDE 4 N Transaction Code

VA-REL 5 N Value Date (Relative Date Format)

Profiles

PROFILE: PTTOTUPD PROFILE: PTTOTVPTB

COMPONENT; PTTOT COMPONENT; PTTOT

OR; BOOK-REL OR; VA-REL

OR; PRODT-CDE OR; PRODT-CDE

OR; TRNCDE OR; TRNCDE

OR; INTER-POST OR; BRANCH

OR; BRANCH

OR; VA-REL

Data Dictionary PTTRO

3937 0226-942 4–79

PTTRO

Product Transaction Codes and Charges

Type = Memo

Element Size Type Dec. Definition CHRG-CDE 4 A Charge Code

CHRG-TYPE 1 A Indication of whether Charge is to be Deferred or Applied Directly

GL-ACC-DEB 12 A General Ledger Asset Account

GL-ACCOUNT 12 A General Ledger Product Account

GLAC-STUB 12 A General Ledger Transaction Account


SEC-LEVEL 3 N Charge Override Level

STMNT-REQ 1 A Indication of whether to Produce Statement when Charge is Applied


Profiles

PROFILE: PTTROPT

COMPONENT; PTTRO

OR; PRODT-CDE

OR; TRNCDE

RACCO Data Dictionary

4–80 3937 0226-942

RACCO

Retail Account Master

Type = Memo

Element Size Type Dec. Definition ALLOW-ATM 1 A Indication of whether an ATM Card can be Issued

ALLOW-CHQ 1 A Indication of whether a Cheque Book can be Issued

ALLOW-CRD 1 A Indication of whether an Account Card can be Issued

BC-CLINO 8 N Client Number to which a Bearer Certificate has been Issued


CHEQ-FIRST 8 N First Unpresented Cheque Number

CHEQ-ISSUE 8 N Number of Cheques Issued

CHEQ-LAST 8 N Number of Last Cheque Ordered

CHEQ-OVAL 17 N 3 Outstanding Blocked Amount for Cheques

CHEQ-STOP 8 N Number of Cheques Stopped in This Period

CHEQ-TRIG 8 N Cheque Number that will Cause Cheque Book to be Ordered


CHQRES-BAL 17 N 3 Cheque Reserve Balance

COLL-COVER 3 N Collateral Coverage (percent)

COLL-REQ 1 A Indication of whether Collateral is Required for Loan

DD-COUNT 4 N Number of Direct Debits Processed in This Period

DD-LMTCNT 4 N Maximum Number of Direct Debits per Period

DR-PEND 1 A Indication of whether there is a future-dated debit pending

FIRST-DEP 1 A Indication of whether the first deposit has been made

FND-CONV 1 A Indication of whether Funds are Convertible to Another Currency

FTD-AMOUNT 17 N 3 Amount of Fixed Term Deposit

FTD-RNEWDN 5 N Renewal Date for Fixed Term Deposit (Relative Date Form)

FTD-RNEWDT 6 N Renewal Date for Fixed Term Deposit

FTD-TERM 3 N Fixed Term Deposit Duration


INT-ADRS 9 N Addresses to which Interest Advices are to be Sent

INT-ADV 1 A Indication of whether Advice is Produced when Interest Rate Changes

Data Dictionary RACCO

3937 0226-942 4–81

Element Size Type Dec. Definition INT-BV-IND 1 A Indication of whether the Minimum Balance Violation

Indicator is Set

INT-CRSPDN 5 N Date on which Special Interest Rates were Triggered (Relative Date Form)

INT-CRSPDT 6 N Date on which Special Interest Rates were Triggered

INT-CRTYPE 2 A Current Interest Type for Credit

INT-CRVAC 1 A Current Violation Action for Credit Interest

INT-ED-IND 1 A Indication of whether Excess Debits have been Made

INT-EW-IND 1 A Indication of whether Early Withdrawal has been Made

INT-FR-IND 1 A Indication of whether Special Rates are Active for Fixed Term Deposit

INT-FT-IND 1 A Indication of whether Standard Rates are Active for Fixed Term Deposit

INT-OD-IND 1 A Indication of whether Overdraft Facility is Active

INT-PO-IND 1 A Indication of whether Penalty Overdraft Marker is Set

INT-SC-IND 1 A Indication of whether Standard Credit Marker is Set

INT-STMT 1 A Indication of whether Interest Statements Required

INT-TV-IND 1 A Indication of whether Term Violation Marker is Set

INT-UO-IND 1 A Indication of whether Unutilised Overdraft Marker is Set

INT-WMIN 17 N 3 Interest Tax Withhold Threshold

INT-WRTE 12 N 8 Interest Tax Withhold Rate

INT-WTAX 1 A Indication of whether Interest is Subject to Withholding Tax

LSTACRDN 5 N Last Valued Date for the Interest Accrual Period-To-Date (Relative Date Form)

LSTACRDT 6 N Last Valued Date for the Interest Accrual Period-To-Date

LSTUODDN 5 N Last Valued Date for the Unutilised Overdraft Facility Fee (Relative Date Form)

LSTUODDT 6 N Last Valued Date for the Unutilised Overdraft Facility Fee

MAT-ACTN 1 A For a Fixed Term Deposit, the Action to be Performed when Balance Remains on Maturity

MAT-DN 5 N Maturity Date of Fixed Term Deposit (Relative Date Form)

MAT-DTC 6 N Maturity Date of Fixed Term Deposit

OTHRES-BAL 17 N 3 Amount on Hold Balance

PASSB-ID 6 A Passbook Identifier

PB-BAL-REL 5 N Date of Last Passbook Update (Relative Date Form)

PB-BAL-TME 6 N Time of Last Passbook Update

PB-BALANCE 17 N 3 Balance when Passbook was Last Updated

RACCO Data Dictionary

4–82 3937 0226-942

Element Size Type Dec. Definition PEN-IND 1 A Indication of whether Penalty Interest is Set


SAVSRCE-AC 12 A Savings Deposit Source Account Number

SO-COUNT 4 N Number of Standing Orders Processed in This Period

SO-LMTCNT 4 N Maximum Number of Standing Orders per Period

STA-CHGIND 1 A Indication of whether Account Status has Changed

STMT-MAT 1 A Indication of whether Statement is produced on Maturity of Fixed Term Deposit

TRN-COUNT 4 N Number of Transactions Processed in This Period

TURN-PTD-C 17 N 3 Credit Turnover in This Period

TURN-PTD-D 17 N 3 Debit Turnover in This Period

UOD-DLYACR 17 N 3 Daily Accrual Amount for Unutilised Overdraft Facility Fee

UOD-DLYWSH 9 N 8 Daily Accrual Wash Amount for Unutilised Overdraft Facility Fee

UODFEE-BAL 17 N 3 Unutilised Overdraft Facility Fees for This Period

UODFEE-WSH 9 N 8 Wash Amount for Unutilised Overdraft Facility Fees in This Period

WDRW-COUNT 4 N Number of Withdrawals in This Period

WDRW-IND 1 A Indication of whether Withdrawal Notices Exist

WTCH-IND 1 A Indication of whether Watch Marker has been Set

WTCH-RVWDN 5 N Watch Marker Review Date for Account (Relative Date Form)

WTCH-RVWDT 6 N Watch Marker Review Date for Account

Profiles

PROFILE: RACCOA

COMPONENT; RACCO

OR; RACC-NO

Data Dictionary RACLX

3937 0226-942 4–83

RACLX

Account to Client Cross-Reference

Type = Memo

Element Size Type Dec. Definition ACCTDEF 8 A Account Definition

CCY 4 A Currency


PRMRY-IND 1 A Indication of whether the Client is the Primary Account Holder


RACLX-STAT 1 A Indication of whether the Relationship has been Deleted

SETTMATRIX 20 A Settlement Matrix

Profiles

PROFILE: RACLXAC PROFILE: RACLXCA

COMPONENT; RACLX COMPONENT; RACLX

OR; RACC-NO OR; CLIENT-NO

OR; CCY OR; RACC-NO

OR; CLIENT-NO OR; CCY

PROFILE: RACLXCADC PROFILE: RACLXCLCY

COMPONENT; RACLX COMPONENT; RACLX

OR; CLIENT-NO OR; CLIENT-NO

OR; ACCTDEF OR; CCY

OR; CCY OR; RACC-NO

OR; RACC-NO

RACNO Data Dictionary

4–84 3937 0226-942

RACNO

Last Retail Account Number Used

Type = Memo


LAST-NO 11 N Last Account Number Used

Profiles

PROFILE: RACNOKEY

COMPONENT; RACNO

OR; BRANCH

Data Dictionary RADIO

3937 0226-942 4–85

RADIO

Dated Interest for Retail Accounts

Type = Memo

Element Size Type Dec. Definition ACRINT-BAL 17 N 3 Accrued Credit Interest This Period

ACRPEN-BAL 17 N 3 Accrued Penalty Interest This Period

ADRINT-BAL 17 N 3 Accrued Debit Interest This Period

INPUT-DN 5 N Input Date (Relative Date Form)

INPUT-DT 6 N Input Date

INPUT-TM 8 N Input Time

INT-CRTYPE 2 A Current Interest Type for Credit

INT-CRVAC 1 A Current Violation Action for Credit Interest

INT-OD-IND 1 A Indication of whether Overdraft Facility is Active

INT-PO-IND 1 A Indication of whether Penalty Overdraft Marker is Set

INT-SET-CR 17 N 3 Credit Interest Settled

INT-SET-DR 17 N 3 Debit Interest Settled

INT-TAX-CR 17 N 3 Interest Tax Settled

IS-ACC-CR 12 N Account for Credit Interest Settlement

IS-ACC-DR 12 N Account for Debit Interest Settlement

LEDGER-DN 5 N Book Date (Relative Date Form)

LEDGER-DT 6 N Book Date

NET-IND 1 A Indication of whether Interest is Netted to an Account


UODFEE-PTD 17 N 3 Unutilised Overdraft Utility Fees for This Period

VALUE-BAL 17 N 3 Value Balance

VALUE-DT 6 N Value Date

WDRW-COUNT 4 N Number of Withdrawals This Period

XINPUT-DT 6 N Input Date

XINPUT-TM 8 N Input Time

RADIO Data Dictionary

4–86 3937 0226-942

Profiles

PROFILE: RADIOACC

COMPONENT; RADIO

OR; RACC-NO

OR; XINPUT-DN

OR; XINPUT-TM

Data Dictionary RAINO

3937 0226-942 4–87

RAINO

Retail Account Interest Conditions

Type = Memo

Element Size Type Dec. Definition END-DATE 6 N End Date for Interest Conditions


FIX-RATE 12 N 8 Fixed Rate

FRTE-TERM 3 N Term of Fixed Rate




INT-TYPE 2 A Interest Type

MAX-RATE 12 N 8 Maximum Interest Rate

MIN-RATE 12 N 8 Minimum Interest Rate



RATE1 12 N 8 Interest Rate used below Level 1




RATE5 12 N 8 Interest Rate used above Level 4





RAINO Data Dictionary

4–88 3937 0226-942

Profiles

PROFILE: RAINOATD PROFILE: RAINODAT

COMPONENT; RAINO COMPONENT; RAINO

OR; RACC-NO OR; START-DN

OR; INT-TYPE OR; RACC-NO

OR; XSTART-DN; OR; INT-TYPE

Data Dictionary RANET

3937 0226-942 4–89

RANET

Retail Account - Group Netted Interest

Type = Memo


END-DATE 6 N End Date for Relationship

END-DN 5 N End Date for Relationship (Relative Date Form)

GRP-RACNO 12 A Account to which Interest is Netted

SRC-RACNO 12 A Account from which Interest is Netted

START-DATE 6 N Start Date for Relationship

START-DN 5 N Start Date for Relationship (Relative Date Form)

XSTATUS 1 A Indication of whether Relationship is Active

Profiles

PROFILE: RANETGS PROFILE: RANETSG

COMPONENT; RANET COMPONENT; RANET

OR; GRP-RACNO OR; SRC-RACNO

OR; CCY OR; CCY

OR; SRC-RACNO OR; GRP-RACNO

RASTH Data Dictionary

4–90 3937 0226-942

RASTH

Retail Account - Statement History

Type = Memo

Element Size Type Dec. Definition RACC-NO 12 A Account Number

STMT-CLBAL 17 N 3 Final Balance on Statement

STMT-DN 5 N Statement Date (Relative Date Form)

STMT-NO 4 N Statement Number

STMT-OPBAL 17 N 3 Initial Balance on Statement

STMT-TIME 6 N Statement Time

XSTMT-DN 5 N Statement Date (Relative Date Form/Descending Order)

XSTMT-NO 4 N Statement Number (Descending Order)

Profiles

PROFILE: RASTHAD PROFILE: RASTHAN

COMPONENT; RASTH COMPONENT; RASTH


OR; XSTMT-DN OR; XSTMT-NO

Data Dictionary RASTO

3937 0226-942 4–91

RASTO

Retail Account - Statement Requests

Type = Memo

Element Size Type Dec. Definition ALL-RACCS 1 A Print Statements for All Accounts Held by Primary Client


CHRG-AMT 17 N 3 Charge Amount for Request

CHRG-OVRD 1 A Indication of whether to Override Statement Request Charges

CHRG-TRN 4 N Transaction Code of Charge

PRINT-NOW 1 A Produce Statement Locally

PRINT-ON 1 A Produce Statement Overnight


REP-NXTSTM 1 A Indication of whether this Statement Replaces the Next Scheduled Statement

REPRINT-DN 5 N Date of Statement to be Reprinted (Relative Date Form)

REPRINT-NO 4 N Statement Number to be Reprinted

STMT-ADRS 9 N Addresses to which Statements are to be Sent

STMT-INQ 1 A Indication of whether this Statement Request is for Inquiry Purposes Only (No History Held)

Profiles

PROFILE: RASTOAS

COMPONENT; RASTO

OR; RACC-NO

OR; REPRINT-NO

RBTDO Data Dictionary

4–92 3937 0226-942

RBTDO

Retail Batch Transaction Details

Type = Memo

Element Size Type Dec. Definition ACC-BR 8 A Accounting Centre of Account

ACC-NO 12 A Account Number

AMOUNT1 17 N 3 Transaction Amount

BATCH-BR 8 A Accounting Centre at which Batch was Entered

BATCH-CCY 4 A Currency of Batch

BATCHNUM 7 N Batch Number

IP-DT 6 N Input Date

IP-DT-REL 5 N Input Date (Relative Date Form)

NARR60 60 A Transaction Narrative

POSTED 1 A Indication of whether Posting has Occurred

REFNUM 10 N Transaction Reference Number in Batch


VA-DT 6 N Value Date

VA-DT-REL 5 N Value Date (Relative Date Form)

Profiles

PROFILE: RBTDOBNR

COMPONENT; RBTDO

OR; BATCHNUM

OR; REFNUM

Data Dictionary RBTHD

3937 0226-942 4–93

RBTHD

Retail Batch Header Details

Type = Standard

Element Size Type Dec. Definition ACCBRCH 8 A Accounting Centre of Account

BATCH-ACC 12 A Account Number for Batch

BATCH-BR 8 A Accounting Centre at which Batch was Entered

BATCH-CCY 4 A Currency of Batch

BATCH-STAT 1 A Batch Status


DR-CR 1 A Indication of whether Batch Consists of Debits or Credits

IP-DT 6 N Input Date

IP-REL 5 N Input Date (Relative Date Form)

POST-DT 6 N Posting Date

POST-REL 5 N Posting Date (Relative Date Form)

POSTED 1 A Indication of whether Posting has Occurred

STATIONID 17 A Station Identifier of Entry Station

VA-DT 6 N Value Date

VA-REL 5 N Value Date (Relative Date Form)

Profiles

PROFILE: RBTHDUNPT

COMPONENT; RBTHD

OR; POSTED

OR; BATCH-STAT

OR; BATCHNUM

RDCHO Data Dictionary

4–94 3937 0226-942

RDCHO

Retail Account Deferred Charges

Type = Memo

Element Size Type Dec. Definition AMOUNT1 17 N 3 Transaction Amount

LEDGER-DN 5 N Book Date (Relative Date Form)

LEDGER-DTC 6 N Book Date

NARR 50 A Transaction Narrative


SEQ-NO 2 N Number Allocated by the System for Processing Purposes


USERCODE 10 A User who Entered Charge

XSEQ-NO 2 N Number Allocated by the System for Processing Purposes (Descending order)

XSOURCE 10 A The Mnemonic of the Screen or Report through which the Charge was Entered

Profiles

PROFILE: RDCHOADS

COMPONENT; RDCHO

OR; RACC-NO

OR; LEDGER-DN

OR; XSEQ-NO

Data Dictionary RLAAO

3937 0226-942 4–95

RLAAO

Retail Loan Application Activities

Type = Memo

Element Size Type Dec. Definition ACT-CODE 6 A Activity Type

ACT-GRP 1 A Activity Group

ACT-SEQ-NO 4 N Activity Sequence Number

FINISH-DTN 5 N Activity Finish Date (Relative Date Form)


SOFTLOCK 2 N Number Allocated by the System for Processing Purposes

START-DTN 5 N Activity Start Date (Relative Date Form)

USERCODE 10 A Officer Responsible for Activity

Profiles

PROFILE: RLAAOSEQ

COMPONENT; RLAAO

OR; RACC-NO

OR; ACT-SEQ-NO

RLFHO Data Dictionary

4–96 3937 0226-942

RLFHO

Retail Loan Financial History

Type = Memo

Element Size Type Dec. Definition ARR-ISTDN 5 N Interest Arrears Start Date (Relative Date Form)

ARR-ISTDTE 6 N Interest Arrears Start Date

ARR-NIS-DN 5 N Next Date for Arrears Interest Settlement (Relative Date Form)

ARR-NISDTE 6 N Next Date for Arrears Interest Settlement

ARR-ST-DN 5 N Arrears Start Date (Relative Date Form)

ARR-STDATE 6 N Arrears Start Date

EVSH-TYPE 6 A Event Type

FEES-BAL 17 N 3 Fees Balance

FEES-DEF 17 N 3 Deferred Fees

HIST-DATE 6 N History Date

HIST-DTR 5 N History Date (Relative Date Form)

INT-A-ACR 17 N 3 Interest Arrears Interest Accrued

INT-A-BAL 17 N 3 Interest Arrears Balance

INT-A-ISU 17 N 3 Unpaid Interest Settlement for Interest Arrears

INT-A-WSH 9 N 8 Interest Arrears Wash for This Period

INT-PAY 17 N 3 Interest Payment Due

INT-PD-LTD 17 N 3 Total Interest Paid on the Loan to Date

IS-CAP-IND 1 A Indication of whether Loan Interest Settlement is Capitalised

LATESTPAY 17 N 3 Amount of Latest Payment

LATESTPYDT 6 N Date of Latest Payment

LOAN-INTAC 17 N 3 Loan Principal Interest Accrued

LOAN-IWSH 9 N 8 Loan Principal Interest Wash for This Period

PAY-CR-BAL 17 N 3 Repayment Credit Balance

PCP-PD-LTD 17 N 3 Total Principal Paid on the Loan to Date

PCPL-A-ACR 17 N 3 Principal Arrears Interest Accrued

PCPL-A-BAL 17 N 3 Principal Arrears Balance

PCPL-A-ISU 17 N 3 Principal Arrears Unpaid Interest

PCPL-A-WSH 9 N 8 Principal Arrears Wash for This Period

Data Dictionary RLFHO

3937 0226-942 4–97

Element Size Type Dec. Definition PCPL-OUT 17 N 3 Loan Principal Balance

PCPL-PAY 17 N 3 Principal Payment Due

PER-END-DN 5 N Payment Advices Period End Date (Relative Date Form)

PER-ST-DN 5 N Payment Advices Period Start Date (Relative Date Form)

PRVLATEDT 6 N Date of Payment before Latest Payment

PRVLATEPAY 17 N 3 Amount of Payment before Latest Payment


RESCHEDNO 2 N Reschedule Number (within Day) Allocated by the System for Processing Purposes

XHIST-DTR 5 N History Date (Relative Date Form/Descending Order)

XRESCHEDNO 2 N Reschedule Number (within Day) Allocated by the System for Processing Purposes (Descending Order)

Profiles

PROFILE: RLFHOACDT

COMPONENT; RLFHO

OR; RACC-NO

OR; XHIST-DTR

OR; XRESCHEDNO

RLICO Data Dictionary

4–98 3937 0226-942

RLICO

Retail Loan Insurance Company

Type = Memo

Element Size Type Dec. Definition AGRMT-RDN 5 N Agreement Date (Relative Date Form)

AGRMT-DTE 6 N Agreement Date

FEE-RATE 12 N 8 Charge Percentage


XAGRMT-RDN 5 N Agreement Date (Relative Date Form/Descending Order)

Profiles

PROFILE: RLICODAT

COMPONENT; RLICO

OR; XAGRMT-RDN

Data Dictionary RLMAO

3937 0226-942 4–99

RLMAO

Retail Loan Master Details

Type = Memo

Element Size Type Dec. Definition AI-BAL 17 N 3 Interest Arrears Balance

AI-GRC-TOT 17 N 3 Total Amount of Interest Arrears due in Grace Period

AI-GRC-UNP 17 N 3 Amount of Interest Arrears Unpaid in Grace Period

AI-ISU-BAL 17 N 3 Balance of Interest Arrears Interest Settlement that is Unpaid

AI-LISU 17 N 3 Last Arrears Interest Settlement

AI-ST-DATE 6 N Interest Arrears Start Date

AI-ST-DN 5 N Interest Arrears Start Date (Relative Date Form)

AIINT-DACR 10 N 3 Interest Accrued Daily for Interest Arrears

AIINT-DWSH 9 N 8 Daily Interest Wash on Interest Arrears

AIINT-LVDN 5 N Latest Value Date for Interest Arrears Interest (Relative Date Form)

AIINT-LVDT 6 N Latest Value Date for Interest Arrears Interest

AIINT-PTD 17 N 3 Interest Arrears Interest for the Period to Date

AIINT-WASH 9 N 8 Wash Amount of Interest Arrears Interest for the Period to Date

AMT-PERC 1 A Indication of whether the Bad Debt Provision is Recorded as an Amount or a Percentage of the Principal

AP-BAL 17 N 3 Principal Arrears Balance

AP-GRC-TOT 17 N 3 Total Amount of Principal Arrears due in Grace Period

AP-GRC-UNP 17 N 3 Amount of Principal Arrears Unpaid in Grace Period

AP-ISU-BAL 17 N 3 Balance of Principal Arrears Interest Settlement that is Unpaid

APINT-DACR 10 N 3 Interest Accrued Daily for Principal Arrears

APINT-DWSH 9 N 8 Daily Interest Wash Amount on Principal Arrears

APINT-LVDN 5 N Latest Value Date for Principal Arrears Interest (Relative Date Form)

APINT-LVDT 6 N Latest Value Date for Principal Arrears Interest

APINT-PTD 17 N 3 Principal Arrears Interest for the Period to Date

APINT-WASH 9 N 8 Wash Amount of Principal Arrears Interest for the Period to Date

AP-LISU 17 N 3 Last Principal Arrears Interest Settlement

RLMAO Data Dictionary

4–100 3937 0226-942

Element Size Type Dec. Definition APPCALCIND 1 A Indication that Application Details have been Changed and

Recalculation of Interest and Payments is Needed

APPLIC-DN 5 N Application Date (Relative Date Form)

APPLIC-DT 6 N Application Date

APPROV-OFF 10 A Approval Officer

ARR-IS-DN 5 N Next Date for Arrears Interest Settlement (Relative Date Form)

ARR-IS-DT 6 N Next Date for Arrears Interest Settlement

ARR-ST-DN 5 N Arrears Start Date (Relative Date Form)

ARR-STDATE 6 N Arrears Start Date

ARRS-OFF 10 A Arrears Officer

ARRSETFREQ 6 N Arrears Settlement Frequency

AS-ISU-BAL 17 N 3 Penalty Interest on Final Day

BAD-DEBT 17 N 3 Bad Debt Provision

BUD-PRIUNP 17 N 3 For Budget Loan, Unpaid Principal Due

BUDGET-IND 1 A Indication of whether this is a Budget Loan

CAP-ST-DN 5 N Capitalisation Start Date (Relative Date Form)

CAP-STDATE 6 N Capitalisation Start Date

COLL-COVER 3 N Collateral Coverage (Percent)

COLL-REQ 1 A Indication of whether the Loan Requires Collateral

DDOWN-DATE 6 N Loan Drawdown Date

DDOWN-DN 5 N Loan Drawdown Date (Relative Date Form)

DRW-VAL-RDN 5 N Drawdown Valid (Days)

DUE-NXT-DN 5 N Date that Next Payment is Due for Either Principal or Interest (Relative Date Form)

DUE-NXT-DT 6 N Date that Next Payment is Due for Either Principal or Interest

END-DAT 6 N Loan End Date

END-DN 5 N Loan End Date (Relative Date Form)

ER-PAY-BAL 17 N 3 Early Repayment Balance

ER-PAY-RCH 1 A Early Repayment Indicator

ERLYCLS-DN 5 N Loan Early Closure Date (Relative Date Form)

ERLYCLSDTE 6 N Loan Early Closure Date

FEES-BAL 17 N 3 Fees Balance

FEES-DEF 17 N 3 Deferred Fees Balance

FEES-PLTD 17 N 3 Fees Paid on Loan to Date


3937 0226-942 4–101

Element Size Type Dec. Definition FIN-PRD 17 N 3 Final Payment

FXD-RTE-DN 5 N Date of Interest Rate to be Used for Fixed Rate Loan (Relative Date Form)

FXD-RTE-DT 6 N Date of Interest Rate to be Used for Fixed Rate Loan

GRC-EXP-DN 5 N Grace Period Expiry Date for Latest Payment Due (Relative Date Form)

GRC-EXP-DT 6 N Grace Period Expiry Date for Latest Payment Due

GRC-PAYTOT 17 N 3 Total Paid in Latest Grace Period

INT-ADJ 17 N 3 Interest Adjustment

INT-DACR 10 N 3 Interest Accrued Daily for Principal

INT-DWSH 9 N 8 Daily Interest Wash Amount on Principal

INT-LV-DN 5 N Latest Value Date for Principal Interest (Relative Date Form)

INT-LV-DT 6 N Latest Value Date for Principal Interest

INT-P-ADJ 17 N 3 Interest Adjustment from Previous Periods

INT-PD-LTD 17 N 3 Principal Interest Paid on the Loan to Date

INT-PRD 17 N 3 Principal Interest Scheduled for this Period

INT-PRDWSH 9 N 8 Wash Amount on Principal Interest Scheduled for this Period

INT-PTD 17 N 3 Principal Interest for the Period to Date

INT-PTDWSH 9 N 8 Wash Amount on Principal Interest for the Period to Date

INT-RECALC 1 A Indication of whether Interest has been Recalculated for the Loan and Payments will Need Recalculation

INT-TOTAL 17 N 3 Total Interest Due throughout the Loan

INT-TOTSCH 17 N 3 Total Interest Scheduled for the Loan to Date

INTDDNBR 2 N Direct Debit Number for Interest Payment

INTPAYACC 12 A Interest Service Account

INTPAYFREQ 6 N Interest Payment Frequency

INTPAYMTD 2 A Interest Payment Method

INTSETNXDT 6 N Next Settlement Date for Principal Interest

IS-NXT-DN 5 N Next Settlement Date for Principal Interest (Relative Date Form)

LACC-NO 12 A Account Number

LATESTPAY 17 N 3 Amount of Latest Payment

LATESTPYDT 6 N Date of Latest Payment

LITIG-DT 6 N Date that Litigation Indicator was Set

LITIG-DTR 5 N Date that Litigation Indicator was Set (Relative Date Form)

LOAN-AMT 17 N 3 Initial Loan Principal

RLMAO Data Dictionary

4–102 3937 0226-942

Element Size Type Dec. Definition LOAN-OFF 10 A Loan Officer

LOAN-TRM 3 N Loan Term in Months (Discounted Loans Only)

LPAY-CNT 2 N Late Payment Counter

LPAY-CNT-L 2 N Setting of Late Payment Counter after the Previous Payment Due Date

MPAY-CNT 2 N Missed Payment Counter

MPAY-CNT-L 2 N Setting of Missing Payment Counter after the Previous Payment Due Date

N-P-DATE 6 N Date of Latest Change in Non-Performance Status

N-P-DN 5 N Date of Latest Change in Non-Performance Status (Relative Date Form)

NEXT-PA-DN 5 N Next Payment Date (Relative Date Form)

NON-PERF 1 A Indication of whether Loan is Non Performing

NUMPAYTRM 4 N Number of Payments during Term of Loan

NXTPAYNUM 4 N Number of Next Payment Due

OFF-VAL-DN 5 N Offer Valid (Days)

OFFER-DATE 6 N Date of Loan Offer

OFFER-DN 5 N Date of Loan Offer (Relative Date Form)

OUT-BRN 8 A Accounting Centre of Loan Outlet

OVR-MAXADV 1 A Indication of whether this Loan Overrides the Standard Maximum Advance for the Loan Product

OVR-MINADV 1 A Indication of whether this Loan Overrides the Standard Minimum Advance for the Loan Product

PA-IND 1 A Payment Advice Required Indicator

PAY-CR-BAL 17 N 3 Repayment Credit Balance

PAY1INT-DN 5 N Date of First Interest Payment (Relative Date Form)

PAY1INT-DT 6 N Date of First Interest Payment

PAY1PRI-DN 5 N Date of First Principal Payment (Relative Date Form)

PAY1PRI-DT 6 N Date of First Principal Payment

PCP-PD-LTD 17 N 3 Total Principal Paid on the Loan to Date

PCPL-OUT 17 N 3 Loan Principal Balance

PCPL-PRD 17 N 3 Principal Scheduled This Period

PCPL-RECAL 1 A Indication of whether the Principal Repayments have been Recalculated and Payments will Need Recalculation

PCPL-TSCH 17 N 3 Total Principal Scheduled for the Loan to Date

PH-EFF-DN 5 N Payment Holiday Effective Date (Relative Date Form)

PMADV-DN 5 N Payment Advice Production Date (Relative Date Form)


3937 0226-942 4–103

Element Size Type Dec. Definition PPAY-CNT 2 N Partial Payment Counter

PPAY-CNT-L 2 N Setting of Partial Payment Counter after the Previous Payment Due Date

PRIDDNBR 2 N Direct Debit Number for Principal Payment

PRINT-AGR 1 A Indicator of whether to Print Loan Agreement

PRINT-OFFR 1 A Indicator of whether to Print Offer Letter

PRIPAYACC 12 A Principal Service Account

PRIPAYFREQ 6 N Principal Payment Frequency

PRIPAYMTD 2 A Principal Payment Method

PRVLATEDT 6 N Date of Payment before Latest Payment

PRVLATEPAY 17 N 3 Amount of Payment before Latest Payment

PURP-CODE 3 A Loan Purpose Code

REG-PAY 17 N 3 Regular Payment Amount

REVIEWFREQ 6 N Review Frequency

REVISEFREQ 6 N Revision Frequency

RSCH-L-DN 5 N Latest Reschedule Date (Relative Date Form)

RSCH-LDATE 6 N Latest Reschedule Date

RTECH-L-DN 5 N Date of Latest Rate Change (Relative Date Form)

RTECH-LDAT 6 N Date of Latest Rate Change

STAT-DATE 6 N Date of Latest Application Status Change

STAT-DN 5 N Date that Latest Application Status Change was Due to take Effect (Relative Date Form)

STAT-INPDN 5 N Date of Entry of Latest Status Change (Relative Date Form)

STAT-INPTM 8 N Time of Entry of Latest Status Change

TOT-LSTPRD 17 N 3 Total Payment Received in Last Period

TOT-PRD 17 N 3 Total Payment Scheduled for This Period

TOT-RCDPTD 17 N 3 Total Payment Received for This Period

Profiles

PROFILE: RLMAOA

COMPONENT; RLMAO

OR; LACC-NO

RLOUO Data Dictionary

4–104 3937 0226-942

RLOUO

Retail Loan Outlets

Type = Memo






AGT-NAME 35 A Outlet Name


COMM-DUE 17 N 3 Commission Amount Due

COMM-FREQ 8 A Commission Payment Frequency

COMM-PAID 17 N 3 Commission Paid to Date

END-DT 8 N Date from which Loan Outlet is Not Authorised to Conduct Business

LST-PAY-DT 6 N Latest Payment Date for Commission


START-DT 8 N Date from which Loan Outlet is Authorised to Conduct Business

Profiles

PROFILE: RLOUOBR

COMPONENT; RLOUO

OR; BRANCH

Data Dictionary RLSAO

3937 0226-942 4–105

RLSAO

Retail Loan Standard Activities

Type = Memo

Element Size Type Dec. Definition ACT-CODE 6 A Activity Type

ACT-GRP 1 A Activity Group

ACT-SEQ-NO 4 N Activity Sequence Number



Profiles

PROFILE: RLSAOGRP PROFILE: RLSAOSEQ

COMPONENT; RLSAO COMPONENT; RLSAO

OR; ACT-GRP OR; ACT-SEQ-NO

OR; ACT-SEQ-NO

RLSCO Data Dictionary

4–106 3937 0226-942

RLSCO

Retail Loan Schedule

Type = Memo

Element Size Type Dec. Definition DUE-NXT-DN 5 N Next Principal Payment Date (Relative Date Form)

FRTE-TRM 3 A Fixed Interest Rate Period

INTPAYFREQ 6 N Interest Frequency

IS-NXT-DN 5 N Next Interest Payment Date (Relative Date Form)

LAST-DN 5 N End Date (Relative Date Form)

LAST-DT 6 N End Date

NUMPAYTRM 4 N Number of Payments during Term of Loan

PRIPAYFREQ 6 N Principal Frequency


REGPAY 17 N 3 Regular Payment Amount


Profiles

PROFILE: RLSCOAC

COMPONENT; RLSCO

OR; RACC-NO

Data Dictionary RNTCO

3937 0226-942 4–107

RNTCO

Retail Account Withdrawal Notices

Type = Memo

Element Size Type Dec. Definition GIVEN-DN 5 N Date that Notice was Given (Relative Date Form)

GIVEN-DTC 6 N Date that Notice was Given

NTC-AMOUNT 17 N 3 Value of Withdrawal Notice

NTC-CLOSE 1 A Indication of whether the Account is to be Closed



TAKEN-DTC 6 N Date that Withdrawal was Made

TELLER 10 N Teller Identifier

WTH-AMOUNT 17 N 3 Amount Withdrawn

WTH-ENDDN 5 N Date that Notice Expires (Relative Date Form)

WTH-ENDDTC 6 N Date that Notice Expires

WTH-ST-DN 5 N Date that Notice Becomes Active (Relative Date Form)

WTH-ST-DTC 6 N Date that Notice Becomes Active

XSTATUS 1 A Indication of the Status of a Withdrawal Notice (Given, Taken, Expired or Cancelled)

Profiles

PROFILE: RNTCOACC PROFILE: RNTCOAGW

COMPONENT; RNTCO COMPONENT; RNTCO


OR; WTH-ST-DN OR; GIVEN-DN

OR; WTH-ST-DN

RTMPO Data Dictionary

4–108 3937 0226-942

RTMPO

Retail Transaction Posting Temporary Dataset

Type = Memo

Element Size Type Dec. Definition AMOUNT 17 N 3 Transaction Value


FROM-ACCNO 12 A Source Account Number

FROM-BRNCH 12 A Source Account Centre

TEMP-TYPE 3 N Transaction Type

TO-ACCNO 12 A Destination Account Number

VALUE-DN 5 N Value Date (Relative Date Form)

Profiles

PROFILE: RTMPOFTT

COMPONENT; RTMPO

OR; TO-ACCNO

OR; TEMP-TYPE

OR; FROM-ACCNO

Data Dictionary RTPRO

3937 0226-942 4–109

RTPRO

Company Account Payroll Totals

Type = Memo

Element Size Type Dec. Definition AMT 17 N 3 Cumulative Total of Payroll Transactions for Account on

Given Date



TRNREF 20 A Transaction Reference

UPD-DATE 5 N System Processing Date

UPD-FLAG 1 A Indication that a Cumulative Total Exists for the Account

XUPD-DATE 5 N System Processing Date (Descending Order)

Profiles

PROFILE: RTPROAD PROFILE: RTPRODA

COMPONENT; RTPRO COMPONENT; RTPRO

OR; RACC-NO OR; UPD-DATE

OR; XUPD-DATE OR; RACC-NO

RTRNO Data Dictionary

4–110 3937 0226-942

RTRNO

Retail Transaction Details

Type = Memo

Element Size Type Dec. Definition AC-BRCH 8 A Accounting Centre of Account

AMT 17 N 3 Amount of Posting

ASSET-AMT 17 S 3 Asset Amount


BENREF-NO 8 N Beneficiary Reference Number

BK-DT-REL 5 N Book Date (Relative Date Form)

CCYCDE 4 A Currency of Posting

CLR-DATA 20 A Clearing System Data

CONTRA-IND 1 A Indication of whether this is a Contra Transaction

CONTRA-SEQ 2 N Contra Sequence Number

CR-DR 1 A Indication of whether this is a Credit or a Debit

FORCE-POST 1 A Indication of whether this Transaction has been Force Posted

IP-DT-REL 5 N Input Date (Relative Date Form)

LIAB-AMT 17 S 3 Liability Amount

NARR60 60 A Transaction Narrative


OR-TEL 10 A For a Transaction that has been Force Posted, the Teller Identification of the Overriding Teller

PB-PRT 1 A Indication of whether this Transaction has been Printed in a Passbook

PEN-IND 1 A Indication of whether a Penalty has been Incurred


RESCHD-IND 1 A Indication that Loan has been Rescheduled

SGNVER 1 A Indication of whether a Signature Verification Took Place

STA-NO 6 N Statement Number on which Transaction Occurred

STATCD 3 N Statistical Code

TELLER 10 A Teller Identification

TELSEQ 8 N Teller Sequence Number

TL-BRCH 8 A Accounting Centre of Teller

Data Dictionary RTRNO

3937 0226-942 4–111

Element Size Type Dec. Definition TRNAMT 17 N 3 Amount of Transaction that caused Posting

TRNCCY 4 A Currency of Transaction that caused Posting


TRNTME 6 N Time of Transaction

VA-DT-REL 5 N Value Date (Relative Date Form)

XCONTRA-SEQ 2 N Contra Sequence Number

XRATE 12 N 8 Exchange Rate

Profiles

PROFILE: RTRNOABT PROFILE: RTRNOAVS

COMPONENT; RTRNO COMPONENT; RTRNO

OR; AC-BRCH OR; AC-BRCH


OR; BK-DT-REL OR; VA-DT-REL

OR; TRNTME OR; TELLER

OR; TELSEQ OR; TELSEQ

OR; TRNCDE OR; TRNCDE

PROFILE: RTRNOIBA PROFILE: RTRNOITS

COMPONENT; RTRNO COMPONENT; RTRNO

OR; IP-DT-REL OR; IP-DT-REL

OR; AC-BRCH OR; TELLER

OR; RACC-NO OR; TELSEQ

OR; TRNCDE

OR; XCONTRA-SEQ

PROFILE: RTRNOVAS

COMPONENT; RTRNO

OR; VA-DT-REL

OR; AC-BRCH

OR; RACC-NO

OR; TELLER

OR; TELSEQ

OR; TRNCDE

SORLM Data Dictionary

4–112 3937 0226-942

SORLM

Retail Standing Orders

Type = Memo


AMOUNT2 17 S 3 Payment Amount 2









BENREF-NO 8 A Beneficiary Reference Number


CLIENT-ADV 1 A Client Advice Suppress Indicator


CR-BRANCH 8 A Credit Account Accounting Centre



CR-REF-NO 12 A Credit Reference Number

CREDIT-FTD 1 A Indication of whether Funds are to be Transferred to a Fixed Term Deposit Account

DATE-IN 5 N Date Order Input

DR-BRANCH 8 A Debit Account Accounting Centre



LAST-ACTND 5 N Last Actioned Date


LST-PY-DTE 6 N Last Payment Date


NEXT-PAY 5 N Next Payment Date

Data Dictionary SORLM

3937 0226-942 4–113

Element Size Type Dec. Definition NOSTRO 3 N Nostro Number

PAY-FREQ 6 N Payment Frequency

PAYNO-TOT 4 N Total Number of Payments Made

PAYNO-YTD 4 N Total Number of Payments Year to Date

PDATE-1 6 N Payment Date 1

PNARR-CODE 3 A Posting Narrative Code

PNARR-FREE 36 A Free Format Narrative

PRNT-LETTER 1 A Print Letter


RCV-ACC 12 A Receiving Account

RCV-BANK 16 A Receiving Bank Identifier

RCV-BRNCH 8 A Receiving Accounting Centre

REF-SEQ-NO 4 N Unique Sequence Number for Standing Order for Debit Account Number and Currency

RETRY-NUMB 2 N Number of Retries

SO-CNCDTE 6 N Standing Order Cancellation Date

SO-CNCRDN 5 N Standing Order Cancellation Date (Relative Date Form)

SO-MAXNBR 4 N Maximum Number of Payments for Standing Order

SO-PAYIND 1 A Indication of whether Standing Order Must be Paid

SO-REF-NO 4 A Standing Order Reference Number

SO-RETAIL 1 A Indication of whether Standing Order is Against a Retail Account



START-END 1 A Start/End of Day processing






TRANS-CODE 4 A Transfer Code

TRN-CCY 4 A Transfer Currency

XCCY-B-DPT 8 A Cross Currency Bought Accounting Centre

XCCY-S-DPT 8 A Cross Currency Sold Accounting Centre

XCCY-TYPE 3 A Cross Currency Type

SORLM Data Dictionary

4–114 3937 0226-942

Profiles

PROFILE: SORLMACSQ PROFILE: SORLMDATE

COMPONENT; SORLM COMPONENT; SORLM

OR; DR-IDENT OR; NEXT-PAY

OR; DR-CCY OR; CLIENT-NO

OR; REF-SEQ-NO OR; REF-SEQ-NO

PROFILE: SORLMIDROFILE: SORLMDATE

COMPONENT; SORLM COMPONENT; SORLM

OR; DR-BRANCH OR; STNORD-NO

OR; DR-IDENT

OR; DR-CCY

OR; SO-REF-NO

Data Dictionary SOTDO

3937 0226-942 4–115

SOTDO

Term Deposit Accounts for Standing Orders

Type = Memo

Element Size Type Dec. Definition FTD-TERM 3 N Term of Fixed Term Deposit


MAT-ACTN 1 A Action to be Performed when Balance Remains on Maturity

MAT-DSTAC 12 A Destination Account on Maturity

PRODT-CDE 8 A Code of Product on which the Account is Based

RACC-TITLE 36 A Account Title



Profiles

PROFILE: SOTDOSONO

COMPONENT; SOTDO

OR; STNORD-NO

TCBLO Data Dictionary

4–116 3937 0226-942

TCBLO

Travellers Cheque Blacklist

Type = Memo


CHEQ-REF 12 A Travellers Cheque Number

COMMENT1 35 A Comments - Line 1

COMMENT2 35 A Comments - Line 2

DENOM 12 N 3 Face Value

ISS-DT 5 N Cheque Issue Date (Relative Date Form)


Profiles

PROFILE: TCBLOCQDN

COMPONENT; TCBLO

OR; CHEQ-REF

OR; CCY

OR; DENOM

Data Dictionary TRANO

3937 0226-942 4–117

TRANO

Retail Transaction Definitions

Type = Memo

Element Size Type Dec. Definition EXCH-GRP 4 A Exchange Rate Group

GLAC-STUB 12 A Default General Ledger Account for Transaction

ISPEC-NM 5 A Screen on which Transaction is Valid

NOSTRO-IND 1 A Indication of whether the Transaction Requires a Nostro



XCCY-IND 1 A Indication of whether This is a Cross Currency Transaction

XTEXT 36 A Description of Transaction

Profiles

PROFILE: TRANOCDE

COMPONENT; TRANO

OR; TRNCDE

VICDO Data Dictionary

4–118 3937 0226-942

VICDO

Vault Item Definitions

Type = Memo


STAT-CODE 1 A Indication of whether this Item has been Deleted

VLTAGGIND 1 A Indicates whether this Code Represents an Aggregated Number of Items

VLTCDE 6 A Vault Item Code

VLTCHQTYP 1 A Cheque Type

VLTDSC 30 A Description of Vault Item

VLTVALIND 1 A Indication of whether This Vault Item has a Face Value

Profiles

PROFILE: VICDOCDE

COMPONENT; VICDO

OR; VLTCDE

Data Dictionary VIINO

3937 0226-942 4–119

VIINO

Vault Inventory Details

Type = Memo

Element Size Type Dec. Definition LSTUPDDTE 6 N Date of Last Movement

LSTUPDRDN 5 N Date of Last Movement (Relative Date Form)

OWNBRN 8 A Accounting Centre Responsible for Movement

OWNCLT-NO 8 N Client Number Responsible for Movement

OWNTLR 10 A Teller Responsible for Movement


VLTBRN 8 A Accounting Centre of Vault

VLTCCY 4 A Currency of Vault Item


VLTDNMISS 1 A Issue Code (Current, Being Withdrawn, or Out of Circulation)

VLTDNMVAL 12 N 3 Face Value

VLTINVREF 12 N Vault Inventory Reference

VLTITMREF 20 A Vault Item Reference

VLTMOVDSC 20 A Description of Vault Movement

VLTQTY 17 N 3 Number of Items Deposited in or Removed from the Vault

Profiles

PROFILE: VIINOBC PROFILE: VIINOINQ

COMPONENT; VIINO COMPONENT; VIINO

OR; VLTBRN OR; VLTBRN

OR; VLTCDE OR; OWNBRN

OR; VLTCCY OR; OWNTLR

OR; VLTDNMVAL OR; OWNCLT-NO

OR; VLTINVREF OR; VLTCDE

OR; VLTCCY

OR; VLTDNMVAL

OR; VLTDNMISS

OR; VLTITMREF

VIINO Data Dictionary

4–120 3937 0226-942

PROFILE: VIINOREF

COMPONENT; VIINO

OR; VLTBRN

OR; VLTINVREF

Data Dictionary VIVIO

3937 0226-942 4–121

VIVIO

Vault Valued Item Details

Type = Memo




VLTDNMDSC 20 A Description of Denomination

VLTDNMISS 1 A Issue Code (Current, Being Withdrawn, or Out of Circulation)

VLTDNMVAL 12 N 3 Face Value

Profiles

PROFILE: VIVIOISS

COMPONENT; VIVIO

OR; VLTCDE

OR; CCY

OR; VLTDNMVAL

OR; VLTDNMISS

XBTOT Data Dictionary

4–122 3937 0226-942

XBTOT

Cross Branch Transactions Totals

Type = Memo

Element Size Type Dec. Definition AMT-MIN 17 S 3 Negative Amount

AMT-PLUS 17 S 3 Positive Amount

BOOK-REL 5 N Booking Date (Relative Date Format)


DEST-BR 8 A Destination Branch

ORIG-BR 8 A Originating Branch

VA-REL 5 N Value Date (Relative Date Format)

Profiles

PROFILE; XBTOT24HS

COMPONENT; XBTOT

ORDINATE; BOOK-REL

OR; DEST-BR

OR; ORIG-BR

OR; CCY

OR; VA-RELT

3937 0226-942 A–1

Appendix A Archived Output Structures

The following tables list the output structures that are archived by the ACPURG - Accounting Records Purge and the CNTRCTPURG - Contracts Purge reports. The tables also give details of the characteristics and position of each data item in each file.

Files Produced by ACPURG Table A–1. Structure Name : CABL File Name : cabl.txt

Data Item Edit Length Position

ACC-PERIOD ED; A LE; 1 1 1 - 1

AVAIL-BAL ED; S LE; 17 DE; 3 19 2 - 20

AVGBAL-NET ED; S LE; 17 DE; 3 19 21 - 39

BACK-DAY ED; N LE; 5 5 40 - 44

BOOK-BAL ED; S LE; 17 DE; 3 19 45 - 63

CR-ACCR ED; S LE; 17 DE; 8 19 64 - 82

CR-AVB-TD ED; S LE; 17 DE; 3 19 83 - 101

CR-TOVR-PD ED; S LE; 17 DE; 3 19 102 - 120

CR-TOVR-TD ED; S LE; 17 DE; 3 19 121 - 139

DAYS-CR ED; N LE; 3 3 140 - 142

DAYS-DR ED; N LE; 3 3 143 - 145

DR-ACCR ED; S LE; 17 DE; 8 19 146 - 164

DR-AVB-TD ED; S LE; 17 DE; 3 19 165 - 183

DR-TOVR-PD ED; S LE; 17 DE; 3 19 184 - 202

DR-TOVR-TD ED; S LE; 17 DE; 3 19 203 - 221

HASH-BALCR ED; S LE; 17 DE; 3 19 222 - 240

HASH-BALDR ED; S LE; 17 DE; 3 19 241 - 259

HASH-ND-CR ED; S LE; 17 18 260 - 277

HASH-ND-DR ED; S LE; 17 18 278 - 295

ACCOUNT ED; A LE; 12 12 296 - 307

CCY ED; A LE; 4 4 308 - 311

POST-NO ED; N LE; 7 7 312 - 318

PROFPRD ED; A LE; 4 4 319 - 322

Archived Output Structures

A–2 3937 0226-942


REL-DAY ED; N LE; 5 5 323 - 327

SOFTLOCK ED; N LE; 2 2 328 - 329

VAL-DATE ED; N LE; 6 6 330 - 335

VALUE-BAL ED; S LE; 17 DE; 3 19 336 - 354

CR-COFACCR ED; S LE; 17 DE, 3 19 355 - 373

DR-COFACCR ED; S LE; 17 DE, 3 19 374 – 392

CR-TOTACCR ED; S LE; 17 DE; 3 19 393 – 411

DR-TOTACCR ED; S LE; 17 DE; 3 19 412 - 430

Table A–2. Structure Name : CACCO File Name : cacco.txt


ACC-TYPE ED; A LE; 1 1 1 - 1

ACCNAME ED; A LE; 36 36 2 - 37

ACRCHG-BAL ED; S LE; 17 DE; 3 19 38 - 56

ACRINT-BAL ED; S LE; 17 DE; 3 19 57 - 75

ACRINT-WSH ED; S LE; 9 DE; 8 11 76 - 86

ACRPEN-BAL ED; S LE; 17 DE; 3 19 87 - 105

ADRINT-BAL ED; S LE; 17 DE; 3 19 106 - 124

ADRINT-WSH ED; S LE; 9 DE; 8 11 125 - 135

BOOK-BAL ED; S LE; 17 DE; 3 19 136 - 154

BRANCH ED; A LE; 8 8 155 - 162

CCY ED; A LE; 4 4 163 - 166

CHRG-FRQ ED; N LE; 6 6 167 - 172

CHRG-LSTDN ED; N LE; 5 5 173 - 177

CHRG-LSTDT ED; N LE; 6 6 178 - 183

CHRG-LVL ED; A LE; 4 4 184 - 187

CHRG-M-NEW ED; A LE; 1 1 188 - 188

CHRG-METH ED; A LE; 1 1 189 - 189

CHRG-NXTDN ED; N LE; 5 5 190 - 194

CHRG-NXTDT ED; N LE; 6 6 195 - 200

CHRG-TOAC ED; A LE; 12 12 201 - 212

CINT-FRQ ED; N LE; 6 6 213 - 218

CINT-LSTDN ED; N LE; 5 5 219 - 223


3937 0226-942 A–3


CINT-LSTDT ED; N LE; 6 6 224 - 229

CINT-NXTDN ED; N LE; 5 5 230 - 234

CINT-NXTDT ED; N LE; 6 6 235 - 240

CINT-TOAC ED; A LE; 12 12 241 - 252

DINT-FRQ ED; N LE; 6 6 253 - 258

DINT-LSTDN ED; N LE; 5 5 259 - 263

DINT-LSTDT ED; N LE; 6 6 264 - 269

DINT-NXTDN ED; N LE; 5 5 270 - 274

DINT-NXTDT ED; N LE; 6 6 275 - 280

DINT-TOAC ED; A LE; 12 12 281 - 292

DIRECT-IND ED; A LE; 1 1 293 - 293

END-DATE ED; N LE; 6 6 294 - 299

END-DN ED; N LE; 5 5 300 - 304

ERROR-DATE ED; N LE; 6 6 305 - 310

ERROR-IND ED; A LE; 1 1 311 - 311

HOLD-AMT ED; S LE; 17 DE; 3 19 312 - 330

INT-ACCLVL ED; A LE; 1 1 331 - 331

INT-DLYACR ED; S LE; 10 DE; 3 12 332 - 343

INT-DLYIND ED; A LE; 1 1 344 - 344

INT-DLYWSH ED; S LE; 9 DE; 8 11 345 - 355

INT-NETAC ED; A LE; 12 12 356 - 367

INT-OVRD ED; A LE; 1 1 368 - 368

LOAN-IND ED; A LE; 1 1 369 - 369

LSTACRDN ED; N LE; 5 5 370 - 374

LSTACRDT ED; N LE; 6 6 375 - 380

MAT-DSTAC ED; A LE; 12 12 381 - 392

OD-APPDN ED; N LE; 5 5 393 - 397

OD-APPDT ED; N LE; 6 6 398 - 403

OD-APPLIM ED; S LE; 17 DE; 3 19 404 - 422

OD-APRBY ED; A LE; 10 10 423 - 432

OD-APRDN ED; N LE; 5 5 433 - 437

OD-APRDT ED; N LE; 6 6 438 - 443

OD-LIMIT ED; S LE; 17 DE; 3 19 444 - 462

OD-RVWDN ED; N LE; 5 5 463 - 467


A–4 3937 0226-942


OD-RVWDT ED; N LE; 6 6 468 - 473

ONIGHT-IND ED; A LE; 1 1 474 - 474

PCHG-FRQ ED; N LE; 6 6 475 - 480

PCHG-IND ED; A LE; 1 1 481 - 481

PCHG-LSTDN ED; N LE; 5 5 482 - 486

PCHG-LSTDT ED; N LE; 6 6 487 - 492

PCHG-NXTDN ED; N LE; 5 5 493 - 497

PCHG-NXTDT ED; N LE; 6 6 498 - 503

POST-NO ED; N LE; 7 7 504 - 510

PRODT-CDE ED; A LE; 8 8 511 - 518

RACC-HOLD1 ED; A LE; 1 1 519 - 519

RACC-HOLD2 ED; A LE; 1 1 520 - 520

RACC-HOLD3 ED; A LE; 1 1 521 - 521

RACC-MOVED ED; A LE; 1 1 522 - 522

RACC-NO ED; A LE; 12 12 523 - 534

RACCO-STAT ED; A LE; 1 1 535 - 535

RCHG-A-IND ED; A LE; 1 1 536 - 536

RLMAO-STAT ED; A LE; 1 1 537 - 537


START-DATE ED; N LE; 6 6 540 - 545

START-DN ED; N LE; 5 5 546 - 550

STATUS-CDE ED; N LE; 1 1 551 - 551

STMT-ADRS ED; N LE; 9 9 552 - 560

STMT-FRQ ED; N LE; 6 6 561 - 566

STMT-NXTDN ED; N LE; 5 5 567 - 571

STMT-NXTDT ED; N LE; 6 6 572 - 577

UODSTARTDN ED; N LE; 5 5 578 - 582

VALUE-BAL ED; S LE; 17 DE; 3 19 583 – 601

CCYCNVFLG ED; A LE; 1 1 602 – 602

CR-ADVICES ED; A LE; 1 1 603 – 603

DR-ADVICES ED; A LE; 1 1 604 – 604

LOCATION ED; A LE; 4 4 605 – 608

LST-MAINT ED; A LE; 4 4 609 – 613

ORIG-CCY ED; A LE; 4 4 614 – 617


3937 0226-942 A–5


PF-REF ED; A LE; 4 4 618 – 629

STMTCCY ED; A LE; 4 4 630 – 633

Table A–3. Structure Name : CAEOD File Name : caeod.txt



BAGL-IND ED; A LE; 1 1 2 - 2

BR-IND ED; A LE; 1 1 3 - 3

CR-ACCR ED; S LE; 17 DE; 8 19 4 - 22

CR-ACCRTDY ED; S LE; 17 DE; 3 19 23 - 41

CR-ACCRUED ED; S LE; 17 DE; 3 19 42 - 60

CR-ADJ ED; S LE; 17 DE; 3 19 61 - 79

CR-BA-GL ED; A LE; 12 12 80 - 91

CR-BV-ADJ ED; S LE; 17 DE; 3 19 92 - 110

CR-BVACCR ED; S LE; 17 DE; 3 19 111 - 129

CR-INT-OS ED; S LE; 17 DE; 3 19 130 - 148

CR-IS-ADJ ED; S LE; 17 DE; 3 19 149 - 167

CR-WASH ED; S LE; 9 DE; 8 11 168 - 178

CRT-AMT ED; S LE; 17 DE; 3 19 179 - 197

CRT-RATE ED; N LE; 12 DE; 8 13 198 - 210

DR-ACCR ED; S LE; 17 DE; 8 19 211 - 229

DR-ACCRTDY ED; S LE; 17 DE; 3 19 230 - 248

DR-ACCRUED ED; S LE; 17 DE; 3 19 249 - 267

DR-ADJ ED; S LE; 17 DE; 3 19 268 - 286

DR-BA-GL ED; A LE; 12 12 287 - 298

DR-BV-ADJ ED; S LE; 17 DE; 3 19 299 - 317

DR-BVACCR ED; S LE; 17 DE; 3 19 318 - 336

DR-INT-OS ED; S LE; 17 DE; 3 19 337 - 355

DR-IS-ADJ ED; S LE; 17 DE; 3 19 356 - 374

DR-WASH ED; S LE; 9 DE; 8 11 375 - 385

DRSCRS-IND ED; A LE; 1 1 386 - 386

INT-COND ED; N LE; 1 1 387 - 387

INT-IND ED; A LE; 1 1 388 - 388


A–6 3937 0226-942


ACCOUNT ED; A LE; 12 12 389 - 400

CCY ED; A LE; 4 4 401 - 404

REL-DAY ED; N LE; 5 5 405 - 409


STTLD-CRTD ED; S LE; 17 DE; 3 19 412 - 430

STTLD-DRTD ED; S LE; 17 DE; 3 19 431 - 449

VAL-DATE ED; N LE; 6 6 450 - 455

CR-COFACCR ED; S LE; 17 DE; 8 19 456 - 474

DR-COFACCR ED; S LE; 17 DE; 8 19 475 - 493

DR-LOFTDY ED; S LE; 17 DE; 3 19 494 - 512

CR-LOFTDY ED; S LE; 17 DE; 3 19 513 - 531

CR-COFPTD ED; S LE; 17 DE; 3 19 532 - 550

DR-COFPTD ED; S LE; 17 DE; 3 19 551 - 569

CR-COFBUTD ED; S LE; 17 DE; 3 19 570 - 588

DR-COFBUTD ED; S LE; 17 DE; 3 19 589 - 607

CR-COFBUPT ED; S LE; 17 DE; 3 19 608 - 626

DR-COFBUPT ED; S LE; 17 DE; 3 19 627 - 637

CR-COFWASH ED; S LE; 9 DE; 8 11 638 - 648

DR-COFWASH ED; S LE; 9 DE; 8 11 649 – 659

CR-ACCRPPT ED; S LE; 17 DE; 3 19 660 - 678


3937 0226-942 A–7

Table A–4. Structure Name : CAEXO File Name : caexp.txt


ACC-HIER ED; A LE; 1 1 1 - 1

ACCOUNT ED; A LE; 12 12 2 – 13

ACCOUNT-ID ED; A LE; 3 3 14 – 16

AMOUNT1 ED; S LE; 17 DE; 3 19 17 – 35

AMOUNT2 ED; S LE; 17 DE; 3 19 36 – 54

CANAL-IND ED; A LE; 1 1 55 – 55

CCY ED; A LE; 4 4 56 – 59

CMINT-IND ED; A LE; 1 1 60 – 60

CMS-SPEC ED; A LE; 4 4 61 – 64

CUST-REP ED; A LE; 4 4 65 – 68

DATE-ACREL ED; N LE; 5 5 69 – 73

DATE-RES ED; N LE; 5 5 74 – 78

DATE-UPD ED; N LE; 5 5 79 – 83

DONE-SWEEP ED; A LE; 1 1 84 – 84

GROUP-ACC ED; A LE; 12 12 85 – 96

GRP-CODE ED; A LE; 12 12 97 – 108

HDADV-IND ED; A LE; 1 1 109 – 109

INV-BASEID ED; N LE; 3 3 110 – 112

INV-VARATE ED; S LE; 14 DE; 3 16 113 – 128

INV-VATYPE ED; A LE; 1 1 129 – 129

INVEST-IND ED; A LE; 1 1 130 – 130

LOAN-IND ED; A LE; 1 1 131 – 131

NBCDAY-IND ED; A LE; 1 1 132 – 132

NBCEOD-IND ED; A LE; 1 1 133 – 133

SAVE-ACC ED; A LE; 12 12 134 – 145

SAVE-XFR ED; A LE; 1 1 146 – 146

SOFTLOCK ED; N LE; 2 2 147 – 148

SWADV-IND ED; A LE; 1 1 149 – 149

SWEEP-IND ED; A LE; 1 1 150 – 150

SWEEP-MULT ED; S LE; 17; DE 3 19 151 – 169

TAX-ID ED; A LE; 20 20 170 – 189

TEXT ED; A LE; 36 36 190 - 225


A–8 3937 0226-942

Table A–5. Structure Name : CASTM File Name : castm.txt


AC-STL-MTH ED; N LE; 1 1 1 - 1

ACCESS-IND ED; A LE; 1 1 2 - 2

ACCRUAL ED; A LE; 1 1 3 - 3

BACK-AMEND ED; A LE; 1 1 4 - 4

BACK-DAY ED; N LE; 5 5 5 - 9

BLOCK-CODE ED; A LE; 1 1 10 - 10

CCY-COPY ED; A LE; 4 4 11 - 14

CH-G-S ED; A LE; 1 1 15 - 15

CHARGETYP ED; A LE; 6 6 16 - 21

COLLECTED ED; A LE; 1 1 22 - 22

CR-STL-MTH ED; N LE; 1 1 23 - 23

DAT-CR-AM ED; N LE; 6 6 24 - 29

DAT-DR-AM ED; N LE; 6 6 30 - 35

DATE-EFF ED; N LE; 6 6 36 - 41

DR-STL-MTH ED; N LE; 1 1 42 - 42

EXCESSDATE ED; N LE; 6 6 43 - 48

EXCESSDAYS ED; N LE; 2 2 49 - 50

EXDB-IND ED; A LE; 1 1 51 - 51

FLUCTLIMIT ED; S LE; 17 DE; 3 19 52 - 70

GLACC-CR ED; A LE; 12 12 71 - 82

GLACC-DR ED; A LE; 12 12 83 - 94

GROUP-DATE ED; N LE; 6 6 95 - 100

IMBALAMT ED; S LE; 17 DE; 3 19 101 - 119

INT-CODE ED; N LE; 1 1 120 - 120

INT-ST-IND ED; A LE; 1 1 121- 121

INT-SUPP ED; A LE; 1 1 122 - 122

ACCOUNT ED; A LE; 12 12 123 - 134

CCY ED; A LE; 4 4 135 - 138

LSTSTMTBAL ED; S LE; 17 DE; 3 19 139- 157

LSTSTMTDT ED; N LE; 6 6 158 - 163

MAX-BAL ED; S LE; 17 DE; 3 19 164 - 182

MIN-BAL ED; S LE; 17 DE; 3 19 183 - 201


3937 0226-942 A–9


MSG-CODE ED; A LE; 2 2 202 - 203

NET-DATE ED; N LE; 6 6 204 - 209

NET-IND ED; A LE; 1 1 210 - 210

NEXT-STMT ED; N LE; 9 9 211 - 219

PRE-CR-BK ED; A LE; 12 12 220 - 231

PRE-DR-BK ED; A LE; 12 12 232 - 243

ST-CRSTLPD ED; N LE; 5 5 244 - 248

ST-DRSTLPD ED; N LE; 5 5 249 - 253

STMT-TYPE ED; A LE; 1 1 254 - 254

TO-FROM ED; A LE; 2 2 255 - 256

VCHER-SENT ED; A LE; 1 1 257 – 257

FUNDING-AC ED; A LE; 1 1 258 - 258

Table A–6. Structure Name : CKSP File Name : cksp.txt


CHEQ-AMT ED; N LE; 17 DE; 3 18 1 - 18

CHEQ-NO ED; N LE; 8 8 19 - 26

DATE-CRE ED; N LE; 5 5 27 - 31

DATE-EXP ED; N LE; 5 5 32 - 36

PAYEENAME ED; A LE; 30 30 37 - 66

RACC-NO ED; A LE; 12 12 67 - 78

REASON ED; A LE; 2 2 79 - 80

STATIS ED; A LE; 1 1 81 - 81

TIME-CRE ED; N LE; 8 8 82 - 89

Table A–7. Structure Name : POST File Name : event.txt


AC-OWN-REF ED; A LE; 16 16 1 - 16

AC-SRV-REF ED; A LE; 16 16 17 - 32

AMOUNT ED; S LE; 17 DE; 3 19 33 - 51

AUD-SEQNO ED; N LE; 7 7 52 - 58

BAL-UPDATD ED; A LE; 1 1 59 - 59


A–10 3937 0226-942


BATCH-NO ED; N LE; 7 7 60 - 66

BRANCH ED; A LE; 8 8 67 - 74

CA-GL-IND ED; A LE; 1 1 75 - 75

CH-TRANS ED; A LE; 4 4 76 - 79

CHEQUE ED; A LE; 16 16 80 - 95

CLIENT-NO ED; N LE; 8 8 96 - 103

DAYS-CLEAR ED; N LE; 3 3 104 - 106

GL-ACCOUNT ED; A LE; 12 12 107 - 118

HOLD-NO ED; N LE; 6 6 119 - 124

INPUT-REL ED; N LE; 5 5 125 - 129

INPUTDATE ED; N LE; 6 6 130 - 135

INSTRNAME ED; A LE; 12 12 136 - 147

ACCOUNT ED; A LE; 12 12 148 - 159

CCY ED; A LE; 4 4 160 - 163

MINMAX-FLG ED; A LE; 1 1 164 - 164

NARR-CODE ED; A LE; 3 3 165 - 167

NO-ITEMS ED; N LE; 3 3 168 - 170

OD-IND ED; A LE; 1 1 171 - 171

OLD-DATE ED; N LE; 6 6 172 - 177

ORIG-CN-NO ED; N LE; 12 12 178 - 189

ORIG-ISPEC ED; A LE; 5 5 190 - 194

OVER-FLUCT ED; A LE; 1 1 195 - 195

PORTFOLIO ED; A LE; 8 8 196 - 203

POST-DATE ED; N LE; 6 6 204 - 209

POST-NARR ED; A LE; 34 34 210 – 244

POST-NO ED; N LE; 7 7 245 - 251

PROD-TYPE ED; A LE; 6 6 252 - 257

REL-DAY ED; N LE; 5 5 258 - 262

REVERSE-NO ED; N LE; 7 7 263 - 269


STATEMEN ED; N LE; 9 9 272 – 280

SUP-IND ED; A LE; 1 1 281 – 281

TRAN-GRP ED; N LE; 2 2 282 - 283

TRAN-SEQ ED; N LE; 2 2 284 - 285


3937 0226-942 A–11


TRANS-ID ED; A LE; 4 4 286 - 289

TRANTYPE ED; A LE; 2 2 290 - 291

VAL-DATE ED; N LE; 6 6 292 - 297

LINE-NUM ED; A LE; 14 14 298 – 311

ORIG-CCY ED; A LE; 4 4 312 – 315

CA-CONTRA ED; A LE; 12 12 316 – 327

EXTRACTED ED; A LE; 1 1 328 – 328

IMM-CHARGE ED; A LE; 4 4 329 – 332

PROJ-FLAG ED; A LE; 1 1 333 – 333

REVERSED ED; A LE; 1 1 334 - 334

Table A–8. Structure Name : GLBL File Name : glbl.txt



ACC-TYPE ED; A LE; 1 1 2 - 2

AVGBAL-NET ED; S LE; 17 DE; 3 19 3 - 21

BAL ED; S LE; 17 DE; 3 19 22 - 40

CR-AVB-TD ED; S LE; 17 DE; 3 19 41 - 59

CR-TOVR-TD ED; S LE; 17 DE; 3 19 60 - 78

CR-VAL-TTD ED; S LE; 17 DE; 3 19 79 - 97

CRTOVR-PTD ED; S LE; 17 DE; 3 19 98 - 116

DAYS-CR ED; N LE; 3 3 117 - 119

DAYS-DR ED; N LE; 3 3 120 - 122

DR-AVB-TD ED; S LE; 17 DE; 3 19 123 - 141

DR-TOVR-TD ED; S LE; 17 DE; 3 19 142 - 160

DR-VAL-TTD ED; S LE; 17 DE; 3 19 161 - 179

DRTOVR-PTD ED; S LE; 17 DE; 3 19 180 - 198

BRANCH ED; A LE; 8 8 199 - 206

ACCOUNT ED; A LE; 12 12 207 - 218

CCY ED; A LE; 4 4 219 - 222

OPEN-DATE ED; N LE; 6 6 223 - 228

POST-NO ED; N LE; 7 7 229 - 235

PROFPRD ED; A LE; 4 4 236 - 239


A–12 3937 0226-942


REL-DAY ED; N LE; 5 5 240 - 244

REVAL ED; A LE; 1 1 245 - 245


STATEMEN ED; N LE; 9 9 248 - 256


VAL-DATE ED; N LE; 6 6 258 - 263

VALUE-BAL ED; S LE; 17 DE; 3 19 264 - 282

Table A–9. Structure Name : GLSTO File Name : glstm.txt


ACC-TYP ED; A LE; 1 1 1 - 1

ACCNAME ED; A LE; 36 36 2 - 37

ACCOUNT ED; A LE; 12 12 38 - 49

ASST-LBLTY ED; A LE; 1 1 50 - 50

BRANCH ED; A LE; 8 8 51 - 58

CATEGORY ED; A LE; 1 1 59 - 59

CCY ED; A LE; 4 4 60 - 63

CLOSE-DATE ED; N LE; 6 6 64 - 69

EXDB-IND ED; A LE; 1 1 70 - 70

FRQCY-INT ED; N LE; 6 6 71 - 76

FSTPSTG-DT ED; N LE; 6 6 77 - 82

FX-REVAL ED; A LE; 1 1 83 - 83

IMBALAMT ED; S LE; 17 DE; 3 19 84 - 102

LSTSTMTBAL ED; S LE; 17 DE; 3 19 103 - 121

MASTER-NO ED; N LE; 6 6 122 - 127

NEXT-STMT ED; N LE; 9 9 128 - 136

OPEN-DATE ED; N LE; 6 6 137 - 142

PROFCENTRE ED; N LE; 2 2 143 - 144


ST-BAL-DT ED; N LE; 6 6 147 - 152


SUB-SECTOR ED; A LE; 4 4 154 – 157

CCYCNVFLG ED; A LE; 1 1 158 –158


3937 0226-942 A–13


CNV-DATE ED; N LE; 6 6 159 – 165

CNV-RDN ED; N LE; 5 5 166 – 170

LOCATION ED; A LE; 1 4 171 - 174

Table A–10. Structure Name : HOLDO File Name : holdm.txt


AMOUNT ED; S LE; 17 DE; 3 19 1 - 19

BRANCH ED; A LE; 8 8 20 - 27

CHEQUE ED; A LE; 16 16 28 - 43

CNCL-AUTH ED; A LE; 4 4 44 - 47

CNCL-DATE ED; N LE; 6 6 48 - 53

CONTRACT ED; N LE; 12 12 54 - 65

END-DATE ED; N LE; 6 6 66 - 71

H-STATUS ED; A LE; 1 1 72 - 72

HOLD-NO ED; N LE; 6 6 73 - 78

IP-AUTH ED; A LE; 4 4 79 - 82

ACCOUNT ED; A LE; 12 12 83 - 94

CCY ED; A LE; 4 4 95 - 98

NARR-CODE ED; A LE; 3 3 99 - 101

NARRATIVE ED; A LE; 36 36 102 - 137

PAID-DATE ED; N LE; 6 6 138 - 143


Table A–11. Structure Name : INTSO File Name : intsm.txt


ACCOUNT ED; A LE; 12 12 1 - 12

BASE-ID ED; N LE; 3 3 13 - 15

BASIS ED; N LE; 3 3 16 - 18

CCY ED; A LE; 4 4 19 - 22

CHARGE-CDE ED; N LE; 1 1 23 - 23

DR-CR ED; A LE; 1 1 24 - 24

INT-APPLIC ED; A LE; 1 1 25 - 25


A–14 3937 0226-942


INT-LEVEL1 ED; S LE; 17 DE; 3 19 26 - 44




LEVEL-USE ED; A LE; 1 1 102 - 102

MAX-RATE ED; S LE; 12 DE; 8 14 103 - 116

MIN-INT ED; S LE; 17 DE; 3 19 117 - 135

MIN-RATE ED; S LE; 12 DE; 8 14 136 - 149

RATE-TYPE ED; A LE; 1 1 150 - 150

RATE1 ED; S LE; 12 DE; 8 14 151 - 164

RATE2 ED; S LE; 12 DE; 8 14 165 - 178

RATE3 ED; S LE; 12 DE; 8 14 179 - 192

RATE4 ED; S LE; 12 DE; 8 14 193 - 206

RATE5 ED; S LE; 12 DE; 8 14 207 - 220

REL-DAY ED; N LE; 5 5 221 - 225

VAL-DATE ED; N LE; 6 6 226 - 231

COF-BASE ED; N LE; 3 3 232 - 234

COF-MARGIN ED; N LE; 12 14 235 – 248

CMINT-IND ED; A LE; 1 1 249 - 249

Table A–12. Structure Name : PNARO File Name : pnarm.txt


LINE-NUM ED; A LE; 14 14 1 - 14

ACCOUNT ED; A LE; 12 12 15 – 26

CCY ED; A LE; 4 4 26 – 29

PROMPT-NO ED; N LE; 2 2 30 – 31

POST-NARR ED; A LE; 35 35 32 – 66


3937 0226-942 A–15

Table A–13. Structure Name : RACCO File Name : racco.txt


ALLOW-ATM ED; A LE; 1 1 1 - 1

ALLOW-CHQ ED; A LE; 1 1 2 - 2

ALLOW-CRD ED; A LE; 1 1 3 - 3

BC-CLINO ED; N LE; 8 8 4 - 11

CARE-IND ED; A LE; 1 1 12 - 12

CARE-RVWDN ED; N LE; 5 5 13 - 17

CARE-RVWDT ED; N LE; 6 6 18 - 23

CHEQ-CODE ED; A LE; 6 6 24 - 29

CHEQ-ISSUE ED; N LE; 8 8 30 - 37

CHEQ-LAST ED; N LE; 8 8 38 - 45

CHEQ-OVAL ED; S LE; 17 DE; 3 19 46 - 64

CHEQ-STOP ED; N LE; 8 8 65 - 72

CHEQ-TRIG ED; N LE; 8 8 73 - 80

CHEQ-TYPE ED; A LE; 1 1 81 - 81

CHQRES-BAL ED; S LE; 17 DE; 3 19 82 - 100

DD-COUNT ED; N LE; 4 4 101 - 104

DD-LMTCNT ED; N LE; 4 4 105 - 108

DR-PEND ED; A LE; 1 1 109 - 109

FIRST-DEP ED; A LE; 1 1 110 - 110

FND-CONV ED; A LE; 1 1 111 - 111

FTD-AMOUNT ED; S LE; 17 DE; 3 19 112 - 130

FTD-RNEWDN ED; N LE; 5 5 131 - 135

FTD-RNEWDT ED; N LE; 6 6 136 - 141

FTD-TERM ED; N LE; 3 3 142 - 144

INT-ADRS ED; N LE; 9 9 145 - 153

INT-ADV ED; A LE; 1 1 154 - 154

INT-BV-IND ED; A LE; 1 1 155 - 155

INT-CRSPDN ED; N LE; 5 5 156 - 160

INT-CRSPDT ED; N LE; 6 6 161 - 166

INT-CRTYPE ED; A LE; 2 2 167 - 168

INT-CRVAC ED; A LE; 1 1 169 - 169

INT-ED-IND ED; A LE; 1 1 170 - 170


A–16 3937 0226-942


INT-FS-IND ED; A LE; 1 1 171 - 171

INT-FT-IND ED; A LE; 1 1 172 - 172

INT-OD-IND ED; A LE; 1 1 173 - 173

INT-PO-IND ED; A LE; 1 1 174 - 174

INT-SC-IND ED; A LE; 1 1 175 - 175

INT-STMT ED; A LE; 1 1 176 - 176

INT-TV-IND ED; A LE; 1 1 177 - 177

INT-UO-IND ED; A LE; 1 1 178 - 178

INT-WMIN ED; S LE; 17 DE; 3 19 179 - 197

INT-WRTE ED; S LE; 12 DE; 8 14 198 - 211

INT-WTAX ED; A LE; 1 1 212 - 212

LSTACRDN ED; N LE; 5 5 213 - 217

LSTACRDT ED; N LE; 6 6 218 - 223

LSTUODDN ED; N LE; 5 5 224 - 228

LSTUODDT ED; N LE; 6 6 229 - 234

MAT-ACTN ED; A LE; 1 1 235 - 235

MAT-DN ED; N LE; 5 5 236 - 240

MAT-DTC ED; N LE; 6 6 241 - 246

OTHRES-BAL ED; S LE; 17 DE; 3 19 247 - 265

PASSB-ID ED; A LE; 6 6 266 - 271

PB-BAL-REL ED; N LE; 5 5 272 - 276

PB-BAL-TME ED; N LE; 6 6 277 - 282

PB-BALANCE ED; S LE; 17 DE; 3 19 283 - 301

PEN-IND ED; A LE; 1 1 302 - 302

RACC-NO ED; A LE; 12 12 303 - 314

SAVSRCE-AC ED; A LE; 12 12 315 - 326

SO-COUNT ED; N LE; 4 4 327 - 330

SO-LMTCNT ED; N LE; 4 4 331 - 334

STA-CHGIND ED; A LE; 1 1 335 - 335

TRN-COUNT ED; N LE; 4 4 336 - 339

TURN-PTD-C ED; S LE; 17 DE; 3 19 340 - 358

TURN-PTD-D ED; S LE; 17 DE; 3 19 359 - 377

UOD-DLYACR ED; S LE; 17 DE; 3 19 378 - 396

UOD-DLYWSH ED; S LE; 9 DE; 8 11 397 - 407


3937 0226-942 A–17


UODFEE-BAL ED; S LE; 17 DE; 3 19 408 - 426

UODFEE-WSH ED; S LE; 9 DE; 8 11 427 - 437

WDRW-COUNT ED; N LE; 4 4 438 - 441

WDRW-IND ED; A LE; 1 1 442 - 442

WTCH-IND ED; A LE; 1 1 443 - 443

WTCH-RVWDN ED; N LE; 5 5 444 - 448

WTCH-RVWDT ED; N LE; 6 6 449 - 454

Table A–14. Structure Name : RTSWO File Name : rtswm.txt


ACCOUNT ED; A LE; 12 12 1 - 12

AMOUNT1 ED; S LE; 17 DE; 3 19 13 – 31

AMOUNT2 ED; S LE; 17 DE; 3 19 32 – 50

CCY ED; A LE; 4 4 51 – 54

CONTRA-ACC ED; A LE; 12 12 55 – 66

MVMT-TYPE ED; A LE; 1 1 67 – 67

REL-DAY ED; N LE; 5 5 68 – 72

TERM ED; N LE; 5 5 73 - 77

Table A–15. Structure Name : STMNT File Name : stmnt.txt


CLSING-BAL ED; S LE; 17 DE; 3 19 1 - 19

END-POSTNO ED; N LE; 7 7 20 - 26

END-REL ED; N LE; 5 5 27 - 31

BRANCH ED; A LE; 8 8 32 - 39

ACCOUNT ED; A LE 12 12 40 - 51

CCY ED; A LE 4 4 52 - 55

ST-POSTNO ED; N LE; 7 7 56 - 62

START-REL ED; N LE; 5 5 63 - 67

STATEMEN ED; N LE; 9 9 68 - 76


A–18 3937 0226-942

Table A–16. Structure Name : STOPO File Name : stopm.txt


AMOUNT ED; S LE; 17 DE; 3 19 1 - 19

CHEQUE ED; A LE; 16 16 20 - 35


CNCL-AUTH ED; A LE; 4 4 44 - 47


INPUT-TIME ED; N LE; 8 8 54 - 61

IP-AUTH ED; A LE; 4 4 62 - 65

ACCOUNT ED; A LE; 12 12 66 - 77

CCY ED; A LE; 4 4 78 - 81

NARR-CODE ED; A LE; 3 3 82 - 84

NARRATIVE ED; A LE; 36 36 85 - 120

NBR-DAYS ED; N LE; 2 2 121 - 122

PRESENTED ED; A LE; 1 1 123 - 123

REL-DAY ED; N LE; 5 5 124 - 128

STOP-DATE ED; N LE; 6 6 129 - 134

STOP-RDN ED; N LE; 5 5 135 – 139

CHQ-ISS-DT ED; N LE; 5 5 140 – 144

IMM-CHARGE ED; A LE; 4 4 145 - 148


3937 0226-942 A–19

Files Produced by CNTRCTPURG The following tables list the output structures that are archived by the CNTRCTPURG - Contracts Purge report. The tables also give details of the characteristics and position of each data item in each file.

Table A–17. Structure Name : CIAUD File Name : ciaud.txt


ACTL-DATE ED; N LE; 6 6 1 - 6

ACTL-DAY ED; N LE; 5 5 7 - 11

AUDIT-DATE ED; N LE; 6 6 12 - 17

AUDIT-DAY ED; N LE; 5 5 18 - 22

AUDIT-TIME ED; N LE; 8 8 23 - 30

CONTRACTNO ED; N LE; 12 12 31 - 42

DD-CNT-NBR ED; N LE; 12 12 43 - 54

EVENTDATE ED; N LE; 6 6 55 - 60

REL-DAY ED; N LE; 5 5 61 - 65

Table A–18. Structure Name : CLDCY File Name : cldcy.txt



D-CCY-1 ED; A LE; 4 4 13 - 16

D-CCY-2 ED; A LE; 4 4 17 - 20

D-CCY-3 ED; A LE; 4 4 21 - 24

D-CCY-4 ED; A LE; 4 4 25 - 28

D-CCY-5 ED; A LE; 4 4 29 - 32

D-CCY-6 ED; A LE; 4 4 33 - 36

D-CCY-7 ED; A LE; 4 4 37 - 40

D-CCY-8 ED; A LE; 4 4 41 - 44

D-CCY-9 ED; A LE; 4 4 45 - 48


A–20 3937 0226-942

Table A–19. Structure Name : CNARO File Name : cnarm.txt


CNT-NARR ED; A LE; 30 30 1 - 30


REL-DAY ED; N LE; 5 5 43 - 47


VAL-DATE ED; N LE; 6 6 50 - 55

Table A–20. Structure Name : CNAUD File Name : cnaud.txt


ACT-TYP ED; A LE; 1 1 1 - 1

ACTIONED ED; A LE; 1 1 2 - 2


ACTL-DAY ED; N LE; 5 5 9 - 13

AMOUNT1 ED; S LE; 17 DE; 3 19 14 - 32

AUDIT-DATE ED; N LE; 6 6 33 - 38

AUDIT-TIME ED; N LE; 8 8 39 - 46

BRANCH ED; A LE; 8 8 47 - 54

C-TYPE ED; A LE; 4 4 55 - 58

CCY ED; A LE; 4 4 59 - 62


CNT-SCHD ED; A LE; 1 1 71 - 71


CRT-CODE ED; A LE; 1 1 84 - 84

CRT-ERROR ED; N LE; 1 1 85 - 85

D-REFNO ED; N LE; 4 4 86 - 89

DEALER ED; A LE; 4 4 90 - 93

DIARY-AMD ED; N LE; 4 4 94 - 97

DIARY-DEL ED; N LE; 4 4 98 - 101

DIARY-GEN ED; N LE; 4 4 102 - 105

DIARY-TYP ED; A LE; 2 2 106 - 107


EXP-CLIENT ED; A LE; 1 1 114 - 114

EXP-GRP1-C ED; A LE; 1 1 115 - 115


3937 0226-942 A–21


EXP-GRP1-R ED; A LE; 1 1 116 - 116

EXP-GRP2-C ED; A LE; 1 1 117 - 117

EXP-GRP2-R ED; A LE; 1 1 118 - 118

EXP-RISK ED; A LE; 1 1 119 - 119

LINK-CNNO ED; N LE; 12 12 120 - 131

REL-DAY ED; N LE; 5 5 132 - 136

REPLACES ED; N LE; 12 12 137 - 148

USERCODE ED; A LE; 10 10 149 - 158

Table A–21. Structure Name : CNCNV File Name : cncnv.txt


AMOUNT 1 ED; S LE; 17 DE; 3 19 1 - 19

AMOUNT 10 ED; S LE; 17 DE; 3 19 20 - 38

AMOUNT 11 ED; S LE; 17 DE; 3 19 39 - 57

AMOUNT 12 ED; S LE; 17 DE; 3 19 58 - 76

AMOUNT 13 ED; S LE; 17 DE; 3 19 77 - 95

AMOUNT 14 ED; S LE; 17 DE; 3 19 96 - 114

AMOUNT 15 ED; S LE; 17 DE; 3 19 115 - 133

AMOUNT 16 ED; S LE; 17 DE; 3 19 134 - 152

AMOUNT 17 ED; S LE; 17 DE; 3 19 153 - 171

AMOUNT 18 ED; S LE; 17 DE; 3 19 172 - 190

AMOUNT 2 ED; S LE; 17 DE; 3 19 191 - 209

AMOUNT 3 ED; S LE; 17 DE; 3 19 210 - 228

AMOUNT 4 ED; S LE; 17 DE; 3 19 229 - 247

AMOUNT 5 ED; S LE; 17 DE; 3 19 248 - 266

AMOUNT 6 ED; S LE; 17 DE; 3 19 267 - 285

AMOUNT 7 ED; S LE; 17 DE; 3 19 286 - 304

AMOUNT 8 ED; S LE; 17 DE; 3 19 305 - 323

AMOUNT 9 ED; S LE; 17 DE; 3 19 324 - 342

BASE-RT-NO ED; N LE; 3 3 343 - 345

BASIS ED; N LE; 3 3 346 - 248

CCY-1 ED; A LE; 4 4 349 - 352

CCY-2 ED; A LE; 4 4 353 - 356


A–22 3937 0226-942



D-TYPE ED; A LE; 2 2 369 - 370

DP-LN-IND ED; A LE; 1 1 371 - 371

EMUCONV ED; A LE; 1 1 372 - 372

EMUCONVDTE ED; N LE; 6 6 373 - 378

INT-INDEX ED; A LE; 10 10 379 - 388

MKT-RATE ED; A LE; 14 14 389 - 402

RATE-1 ED; A LE; 14 14 403 - 416

RATE-2 ED; A LE; 14 14 417 - 430

RATE-3 ED; A LE; 14 14 431 - 444

RATE-4 ED; A LE; 14 14 445 - 458

RATEID ED; A LE; 10 10 459 - 468

RATEX1 ED; S LE; 14 16 469 - 484

RATEX1MD ED; A LE; 1 1 485 - 485

RATEX2 ED; S LE; 14 16 486 - 501

RATEX2MD ED; A LE; 1 1 502 - 502

RATEX3 ED; S LE; 14 16 503 - 518

RATEX3MD ED; A LE; 1 1 519 - 519

RATEX4 ED; S LE; 14 16 520 - 535

RATEX4MD ED; A LE; 1 1 536 - 536

RECORD-IND ED; A LE; 1 1 537 - 537

REL-DAY ED; N LE; 5 5 538 - 542


3937 0226-942 A–23

Table A–22. Structure Name : CNCOM File Name : cncom.txt


ACCRUAL ED; A LE; 1 1 1 - 1

BKG-METH ED; A LE; 4 4 2 - 5

BKR-OR-VIA ED; A LE; 8 8 6 - 13

BRANCH ED; A LE; 8 8 14 - 21

BROKER ED; N LE; 3 3 22 - 24

C-TYPE ED; A LE; 4 4 25 - 28


CN-GRP ED; N LE; 3 3 37 - 39

CNFM-FLG ED; A LE; 1 1 40 - 40

CNFPY-NO ED; N LE; 5 5 41 - 45

CNFPY-PAIR ED; N LE; 4 4 46 - 49

CNT-STATUS ED; A LE; 1 1 50 - 50


DEAL-TYPE ED; A LE; 2 2 63 - 64

DEALER ED; A LE; 4 4 65 - 68

DEALID ED; A LE; 12 12 69 - 80

DEST-ACNTR ED; A LE; 4 4 81 - 84


HOL-MOD ED; A LE; 1 1 91 - 91

HOLIDAY ED; A LE; 1 1 92 - 92

HOLMOD-CHK ED; A LE; 4 4 93 - 96

HOLOVR-CHK ED; A LE; 4 4 97 - 100

INPUTDATE ED; N LE; 6 6 101 - 106

INTEXT-IND ED; A LE; 1 1 107 - 107

LINK-CNNO ED; N LE; 12 12 108 - 119

MASTER-NO ED; N LE; 6 6 120 - 125

MKT-RATE ED; A LE; 14 14 126 - 139

OTH-CN-NO ED; N LE; 12 12 140 - 151


PROD-TYPE ED; A LE; 6 6 160 - 165

REPL-BY ED; N LE; 12 12 166 - 177

REPLACES ED; N LE; 12 12 178 - 189


A–24 3937 0226-942



SOLD-IND ED; A LE; 1 1 192 - 192

SPCL-INS1 ED; N LE; 1 1 193 - 193

STAGE-REF ED; N LE; 1 1 194 - 194


SWIFT-PR ED; N LE; 2 2 201 - 202

Contract Conversion Number

ED; A LE; 20 20 203-222

Table A–23. Structure Name : CNEOD File Name : cneod.txt


ACC-STAT ED; A LE; 2 2 1 - 2

AMOUNT1 ED; S LE; 17 DE; 3 19 3 - 21

AMOUNT10 ED; S LE; 17 DE; 3 19 22 - 40

AMOUNT11 ED; S LE; 17 DE; 3 19 41 - 59

AMOUNT12 ED; S LE; 17 DE; 3 19 60 - 78

AMOUNT13 ED; S LE; 17 DE; 3 19 79 - 97

AMOUNT14 ED; S LE; 17 DE; 3 19 98 - 116

AMOUNT15 ED; S LE; 17 DE; 3 19 117 - 135

AMOUNT16 ED; S LE; 17 DE; 3 19 136 - 154

AMOUNT17 ED; S LE; 17 DE; 3 19 155 - 173

AMOUNT18 ED; S LE; 17 DE; 3 19 174 - 192

AMOUNT19 ED; S LE; 17 DE; 3 19 193 - 211

AMOUNT2 ED; S LE; 17 DE; 3 19 212 - 230

AMOUNT20 ED; S LE; 17 DE; 3 19 231 - 249

AMOUNT21 ED; S LE; 17 DE; 3 19 250 - 268

AMOUNT22 ED; S LE; 17 DE; 3 19 269 - 287

AMOUNT23 ED; S LE; 17 DE; 3 19 288 - 306

AMOUNT24 ED; S LE; 17 DE; 3 19 307 - 325

AMOUNT3 ED; S LE; 17 DE; 3 19 326 - 344

AMOUNT4 ED; S LE; 17 DE; 3 19 345 - 363

AMOUNT5 ED; S LE; 17 DE; 3 19 364 - 382

AMOUNT6 ED; S LE; 17 DE; 3 19 383 - 401

AMOUNT7 ED; S LE; 17 DE; 3 19 402 - 420


3937 0226-942 A–25


AMOUNT8 ED; S LE; 17 DE; 3 19 421 - 439

AMOUNT9 ED; S LE; 17 DE; 3 19 440 - 442

BASIS1 ED; N LE; 3 3 443 - 445

BASIS2 ED; N LE; 3 3 446 - 453

BRANCH ED; A LE; 8 8 454 - 457

C-TYPE ED; A LE; 4 4 458 - 461

CCY ED; A LE; 4 4 462 - 473


LAST-DATE ED; N LE; 6 6 486 - 491

LAST-REL ED; N LE; 5 5 492 - 496

MASTER-NO ED; N LE; 6 6 497 - 502

PER-DIEM1 ED; S LE; 17 DE; 6 19 503 - 521

PER-DIEM2 ED; S LE; 17 DE; 6 19 522 - 540

PER-DIEM3 ED; S LE; 17 DE; 6 19 541 - 559


RATEX1 ED; S LE; 14 DE; 10 16 568 - 583

RATEX1-EXP ED; S LE; 1 2 584 - 585

RATEX2 ED; S LE; 14 DE; 10 16 586 - 601

RATEX2-EXP ED; S LE; 1 2 602 - 603

RATEX3 ED; S LE; 14 DE; 10 16 604 - 619

RATEX3-EXP ED; S LE; 1 2 620 - 621

RATEX4 ED; S LE; 14 DE; 10 16 622 - 637

RATEX4-EXP ED; S LE; 1 2 638 - 639

RECORD-IND ED; A LE; 1 1 640 - 640



A–26 3937 0226-942

Table A–24. Structure Name : CNEXO File Name : cnexo.txt



AMOUNT1 ED; S LE; 17 DE; 3 19 13 - 32

AMOUNT2 ED; S LE; 17 DE; 3 19 33 - 51

AMOUNT3 ED; S LE; 17 DE; 3 19 52 - 70

AMOUNT4 ED; S LE; 17 DE; 3 19 71 - 89

AMOUNT5 ED; S LE; 17 DE; 3 19 90 - 108

AMOUNT6 ED; S LE; 17 DE; 3 19 109 - 127

RATEX1 ED; S LE; 17 DE; 3 19 128 - 146

RATEX2 ED; S LE; 17 DE; 3 19 147 - 165

RATEX3 ED; S LE; 17 DE; 3 19 166 - 184

RATEX4 ED; S LE; 17 DE; 3 19 185 - 203

NARR-1 ED; A LE; 65 65 204 - 268

NARR-2 ED; A LE; 65 65 269 - 333

NARR-3 ED; A LE; 65 65 334 - 398

NARR-4 ED; A LE; 65 65 399 - 463


3937 0226-942 A–27

Table A–25. Structure Name : CNFX File Name : cnfx.txt


ACCRU-MTHD ED; N LE; 1 1 1 - 1

BASIS1 ED; N LE; 3 3 2 - 4

BASIS2 ED; N LE; 3 3 5 - 7

BGHT-SOLD ED; A LE; 1 1 8 - 8

COMCL-DEAL ED; A LE; 1 1 9 - 9


DIV-SWAP ED; A LE; 1 1 22 - 22

EXCH-GRP ED; A LE; 4 4 23 - 26

FX-CAT ED; A LE; 1 1 27 - 27


PRDCD-BRCH ED; A LE; 8 8 40 - 47

PRDCD-DEPT ED; A LE; 8 8 48 - 55

PROD-TYPE ED; A LE; 6 6 56 - 61

RATE-WIDTH ED; A LE; 1 1 62 - 62


USED-BRCH ED; A LE; 8 8 69 - 76

USED-DEPT ED; A LE; 8 8 77 - 84


A–28 3937 0226-942

Table A–26. Structure Name : CNNON File Name : cnnon.txt


BASIS ED; N LE; 3 3 1 - 3

BASIS2 ED; N LE; 3 3 4 - 6

BILL-DESC ED; A LE; 12 12 7 - 18

C-TYPE ED; A LE; 4 4 19 - 22

CALC-MTHD ED; A LE; 2 2 23 - 24

CALC-MTHD2 ED; A LE; 2 2 25 - 26


CLIENT-NO2 ED; N LE; 8 8 35 - 42

CNT-PERIOD ED; N LE; 3 3 43 - 45


DATE-1 ED; N LE; 6 6 58 - 63

DATE-2 ED; N LE; 6 6 64 - 69

DATE-3 ED; N LE; 6 6 70 - 75

DATE-4 ED; N LE; 6 6 76 - 81

DATE-5 ED; N LE; 6 6 82 - 87

DATE-6 ED; N LE; 6 6 88 - 93

DATE-7 ED; N LE; 6 6 94 - 99

DATE-8 ED; N LE; 6 6 100 - 105

DATE-9 ED; N LE; 6 6 106 - 111

DAYSNOTICE ED; N LE; 3 3 112 - 114

DP-ISHOLCC ED; A LE; 4 4 115 - 118

DP-ISHOLMD ED; A LE; 1 1 119 - 119

DP-RPHOLCC ED; A LE; 4 4 120 - 123

DP-RPHOLMD ED; A LE; 1 1 124 - 124

DRW-NBR ED; N LE; 3 3 125 - 127

EXCH-GRP ED; A LE; 4 4 128 - 131

FAC-NO ED; N LE; 5 5 132 - 136

FAC-TYPE ED; A LE; 2 2 137 - 138

FCNTNO ED; N LE; 12 12 139 - 150

FEE-TYPE ED; A LE; 4 4 151 - 154

FIX-DAYS ED; N LE; 2 2 155 - 156

FIX-RATEID ED; A LE; 10 10 157 - 166


3937 0226-942 A–29


FREQ-CODE ED; N LE; 6 6 167 - 172

FREQ-CODE2 ED; N LE; 6 6 173 - 178

FREQ-CODE3 ED; N LE; 6 6 179 - 184

FREQ-CODE4 ED; N LE; 6 6 185 - 190

FSTPYMTIND ED; A LE; 1 1 191 - 191

GEN-CN-NO ED; N LE; 12 12 192 - 203

GEN-IND1 ED; A LE; 1 1 204 - 204

GEN-IND2 ED; A LE; 1 1 205 - 205

GEN-IND3 ED; A LE; 1 1 206 - 206

GEN-IND4 ED; A LE; 1 1 207 - 207

GEN-IND5 ED; A LE; 1 1 208 - 208

GEN-IND6 ED; A LE; 1 1 209 - 209


ISIN-NO ED; A LE; 12 12 222 - 233

ISS-ACCPTR ED; A LE; 1 1 234 - 234

LN-ISHOLCC ED; A LE; 4 4 235 - 238

LN-ISHOLMD ED; A LE; 1 1 239 - 239

LN-RPHOLCC ED; A LE; 4 4 240 - 243

LN-RPHOLMD ED; A LE; 1 1 244 - 244

MKT-RATE2 ED; A LE; 7 7 245 - 251

MKT-RATEID ED; A LE; 7 7 252 - 258

MULT-IND ED; A LE; 1 1 259 - 259

NXT-REF-NO ED; N LE; 4 4 260 - 263

OTH-MASTER ED; N LE; 6 6 264 - 269

OTH-TRADE ED; A LE; 1 1 270 - 270

PFS-ACC ED; A LE; 12 12 271 - 282

PFS-CODE ED; N LE; 1 1 283 - 283

PR-SEC-CDE ED; A LE; 1 1 284- 284

PROD-TYPE ED; A LE; 6 6 285 - 290

PROG ED; A LE; 12 12 291 - 302

PYMT-FREQ1 ED; A LE; 1 1 303 - 303

PYMT-FREQ2 ED; A LE; 1 1 304 - 304

RATE-1 ED; A LE; 14 14 305- 318

RATE-2 ED; A LE; 14 14 319 - 332


A–30 3937 0226-942


RATE-3 ED; A LE; 14 14 333- 346

RATE1 ED; S LE; 12 DE; 8 14 347 - 360

RATE1-EXP ED; N LE; 1 1 361- 361

RATE2 ED; S LE; 12 DE; 8 14 362 - 375

RATE2-EXP ED; N LE; 1 1 376 - 376

RATE3 ED; S LE; 12 DE; 8 14 377 - 390

RATE3-EXP ED; N LE; 1 1 391 - 391

ROLL-CODE ED; N LE; 6 6 392 - 397

SPLIT-CMBD ED; A LE; 1 1 398 - 398

STLMT-ACC ED; A LE; 12 12 399 - 410

STLMT-CODE ED; N LE; 1 1 411 - 411

SWAP-RULES ED; A LE; 12 12 412 - 423

SWAP-TYPE ED; A LE; 1 1 424 - 424

TRAD-AUTH ED; A LE; 12 12 425 - 436

TRADE-IND ED; A LE; 1 1 437 - 437

TRANS-METH ED; A LE; 6 6 438 - 443

USED-BRCH ED; A LE; 8 8 444 - 451

USED-DEPT ED; A LE; 8 8 452 - 459


3937 0226-942 A–31

Table A–27. Structure Name : CNREP File Name : cnrep.txt


BRANCH ED; A LE; 8 8 1 - 8

C-TYPE ED; A LE; 4 4 9 - 12

CCY ED; A LE; 4 4 13 - 16




DEAL-TYPE ED; A LE; 2 2 44 - 45

END-DAY ED; N LE; 5 5 46 - 50


MASTER-NO ED; N LE; 6 6 63 - 68

POOL-ID ED; A LE; 12 12 69 - 80



RATE-ID ED; A LE; 10 10 95 - 104


A–32 3937 0226-942

Table A–28. Structure Name : CNTST File Name : cntst.txt


C-TYPE ED; A LE; 4 4 1 - 4

CCY-1 ED; A LE; 4 4 5 - 8


DEAL-SEEN ED; A LE; 1 1 21 - 21

DEAL-STAT ED; A LE; 1 1 22 - 22

INP-DAYNUM ED; N LE; 5 5 23 - 27


REG-RDN ED; N LE; 5 5 34 - 38

Table A–29. Structure Name : DIARY File Name : diary.txt



ACTL-TIME ED; N LE; 8 8 7 - 14

AMOUNT1 ED; S LE; 17 DE; 3 19 15 - 33

AMOUNT10 ED; S LE; 17 DE; 3 19 34 - 52

AMOUNT2 ED; S LE; 17 DE; 3 19 53 - 71

AMOUNT3 ED; S LE; 17 DE; 3 19 72 - 90

AMOUNT4 ED; S LE; 17 DE; 3 19 91 - 109

AMOUNT5 ED; S LE; 17 DE; 3 19 110 - 128

AMOUNT6 ED; S LE; 17 DE; 3 19 129 - 147

AMOUNT7 ED; S LE; 17 DE; 3 19 148 - 166

AMOUNT8 ED; S LE; 17 DE; 3 19 167 - 185

AMOUNT9 ED; S LE; 17 DE; 3 19 186 - 204

AS-OF-DATE ED; N LE; 6 6 205 - 210

AUTO-STLMT ED; A LE; 1 1 211 - 211

BASE-RT-NO ED; N LE; 3 3 212 - 214

BASIS ED; N LE; 3 3 215 - 217

BGHT-SOLD ED; A LE; 1 1 218 - 218

BR-CHG ED; A LE; 1 1 219 - 219

CALC-PRD1 ED; N LE; 3 3 220 - 222

CALC-PRD2 ED; N LE; 3 3 223 - 225

CCY-1 ED; A LE; 4 4 226 - 229


3937 0226-942 A–33


CCY-2 ED; A LE; 4 4 230 - 233

CCY-3 ED; A LE; 4 4 234 - 237

CLIENT-NO ED; N LE; 8 8 238 - 245

CNFM-FLG ED; A LE; 1 1 246 - 246

CNT-PERIOD ED; N LE; 3 3 247 - 249


CRT-CODE ED; A LE; 1 1 262 - 262

D-DAYTYPE ED; N LE; 1 1 263 - 263

D-REFNO ED; N LE; 4 4 264 - 267

D-STATUS ED; A LE; 1 1 268 - 268

D-TYPE ED; A LE; 2 2 269 - 270

DAYSNOTICE ED; N LE; 3 3 271 - 273

DEALER ED; A LE; 4 4 274 - 277


GEN-IND1 ED; A LE; 1 1 284 - 284

GEN-IND2 ED; A LE; 1 1 285 - 285

HOLIDAY ED; A LE; 1 1 286 - 286


LOAN-COUNT ED; N LE; 3 3 291 - 293

MAX-RATE ED; S LE; 12 DE; 8 14 294 - 307

MIN-RATE ED; S LE; 12 DE; 8 14 308 - 321

ORIGIN ED; A LE; 1 1 322 - 322

OTH-CN-NO ED; N LE; 12 12 323 - 334

PAY-AGENT ED; A LE; 12 12 335 - 346

PAY-NOSTRO ED; N LE; 3 3 347 - 349

PAYRCVST1 ED; A LE; 1 1 350 - 350

PAYRCVST2 ED; A LE; 1 1 351 - 351

PYMT-FLG ED; A LE; 1 1 352 - 352

RATE-1 ED; A LE; 14 14 353 - 366

RATE-2 ED; A LE; 14 14 367 - 380

RATE-3 ED; A LE; 14 14 381 - 394

RATE-4 ED; A LE; 14 14 395 - 408

RATE-ID ED; A LE; 10 10 409 - 418

RATE-WIDTH ED; A LE; 1 1 419 - 419


A–34 3937 0226-942


RATEX1 ED; S LE; 14 DE; 10 16 420 - 435

RATEX1MD ED; A LE; 1 1 436 - 436

RATEX2 ED; S LE; 14 DE; 10 16 437 - 452

RATEX2MD ED; A LE; 1 1 453 - 453

RATEX3 ED; S LE; 14 DE; 10 16 454 - 469

RATEX3MD ED; A LE; 1 1 470 - 470

RATEX4 ED; S LE; 14 DE; 10 16 471 - 486

RATEX4MD ED; A LE; 1 1 487 - 487

RCV-AGENT ED; A LE; 12 12 488 - 499

RCV-NOSTRO ED; N LE; 3 3 500 - 502

REL-DAY ED; N LE; 5 5 503 - 507

REPAY-CAP ED; A LE; 1 1 508 - 508

RP-STATUS ED; A LE; 1 1 509 - 509

RTE-FIXDYS ED; N LE; 2 2 510 - 511

SSI-CODE ED; N LE; 4 4 512 - 515

VALFRMDATE ED; N LE; 6 6 516 - 521

VAR-TYPE ED; A LE; 1 1 522 - 522

VARIATION ED; S LE; 12 DE; 8 14 523 - 536


3937 0226-942 A–35

Table A–30. Structure Name : DLPSO File Name : dlpso.txt


CCY ED; A LE; 4 4 1 - 4

CHG-AMT ED; S LE; 17 DE; 3 19 5 - 23


END-RDN ED; N LE; 5 5 32 - 36

EXDIV-SALE ED; A LE; 1 1 37 - 37


P-L-AMT ED; S LE; 17 DE; 3 19 50 - 68


PUR-CNTNO ED; N LE; 12 12 75 - 86

SALE-CNTNO ED; N LE; 12 12 87 - 98

SALE-INT ED; S LE; 17 DE; 3 19 99 - 117

SALE-RDN ED; N LE; 5 5 118 - 122

UNAM-INT ED; S LE; 17 DE; 3 19 123 - 141

UNAM-PRM ED; S LE; 17 DE; 3 19 142 - 160

Table A–31. Structure Name : FTNON File Name : ftnon.txt


AMOUNT1 ED; S LE; 17 DE; 3 19 1 - 19

AMOUNT2 ED; S LE; 17 DE; 3 19 20 - 38

AMOUNT3 ED; S LE; 17 DE; 3 19 39 - 57

BGT-SLD ED; A LE; 1 1 58 - 58

BROKER ED; N LE; 3 3 59 - 61

CAN-CLOSE ED; A LE; 1 1 62 - 62


CLOSE-CODE ED; A LE; 1 1 71 - 71

CLOSE-NOW ED; A LE; 1 1 72 - 72



CP-IND ED; A LE; 1 1 86 - 86

D-CCYYMM ED; N LE; 6 6 87 - 92

DEALTIME ED; N LE; 4 4 93 - 96

DELIVR-DT ED; A LE; 5 5 97 - 101


A–36 3937 0226-942


DELIVR-REL ED; N LE; 5 5 102 - 106

DL-TYPE ED; A LE; 1 1 107 - 107

EXCH-CODE ED; A LE; 6 6 108 - 113

EXPONENT-1 ED; N LE; 1 1 114 - 114

EXPONENT-2 ED; N LE; 1 1 115 - 115

INS-MA-RDN ED; N LE; 5 5 116 - 120

INS-ST-RDN ED; N LE; 5 5 121 - 125


MARGIN-ACC ED; A LE; 12 12 138 - 149

MASTER-NO ED; N LE; 6 6 150 - 155

PRICE ED; A LE; 14 14 156 - 169

PRICE-I ED; S LE; 11 DE; 7 13 170 - 182

PROD-CODE ED; A LE; 6 6 183 - 188

QTYLEFT ED; N LE; 3 3 189 - 191

QUANTITY-I ED; N LE; 3 3 192 - 194

RATE-2 ED; A LE; 14 14 195 - 208

RATEX2 ED; S LE; 14 DE; 10 16 209 - 224

START-REL ED; N LE; 5 5 225 - 229

STRAT-NAME ED; A LE; 10 10 230 - 239

TRADE-IND ED; A LE; 1 1 240 - 240

UND-IND ED; A LE; 1 1 241 - 241

UNITS ED; A LE; 6 6 242 - 247

VALUATION ED; S LE; 17 DE; 3 19 248 - 266


3937 0226-942 A–37

Table A–32. Structure Name : LAFEO File Name : lafeo.txt


MIN-AMOUNT ED; S LE; 17 DE; 3 17 1-19

ACC-METH ED; A LE; 1 1 20-20

MAT-RDN ED; N LE; 5 5 21-25

ACCRUAL ED; A LE; 1 1 26-26

BASIS ED; N LE; 3 3 27-29

PAY-RCV ED; A LE; 1 1 30-30

BRANCH ED; A LE; 8 8 31-38

C-TYPE ED; A LE; 4 4 39-42

CCY ED; A LE; 4 4 43-46

PORTFOLIO ED; A LE; 12 12 47-58

CLIENT-NO ED; N LE; 8 8 59-66

CLIENT-NO2 ED; N LE; 8 8 67-74

CN-AMT-CDE ED; A LE; 2 2 75-76

PROD-TYPE ED; A LE; 6 6 77-82

CNT-STATUS ED; A LE; 1 1 83-83

TRANCHENO ED; N LE; 12 12 83-95

CONTRACTNO ED; N LE; 12 12 96-107

RECALC-IND ED; A LE; 1 1 108-108

ROUNDING ED; A LE; 1 1 109-109

DEALER ED; A LE; 4 4 110-113

SKIM-RATEX ED; S LE; 14 DE; 10 14 114-127

SKIM-RATE ED; A LE; 14 14 128-141

SETTL-FREQ ED; N LE; 6 6 142-147

STR-RDN ED; N LE; 5 5 148-152

UPD-RDN-TM ED; N LE; 13 13 153-165

UPD-ACTION ED; A LE; 3 3 166-168

USERCODE ED; A LE; 10 10 169-178

VAT-STATUS ED; A LE; 1 1 179-179

VERSION ED; A LE; 2 2 180-181

FLAT-CALC ED; A LE; 1 1 182-182

FEE-P-TYPE ED; A LE; 2 2 183-184

FEE-CODE ED; A LE; 1 1 185-185


A–38 3937 0226-942


FEE-TYPE ED; A LE; 4 4 186-189

INPUTDATE ED; N LE; 6 6 190-195

MASTER-NO ED; N LE; 6 6 196-201

LOCATION ED; A LE; 4 4 202-205

Table A–33. Structure Name : LAFRO File Name : lafro.txt


AMOUNT1 ED; S LE; 17 DE; 3 17 1-17

AMOUNT2 ED; S LE; 17 DE; 3 17 18-34

AMOUNT3 ED; S LE; 17 DE; 3 17 35-51

AMOUNT4 ED; S LE; 17 DE; 3 17 52-68


RATE-1 ED; A LE; 14 14 81-94

RATE-2 ED; A LE; 14 14 94-108

RATE-3 ED; A LE; 14 14 109-122

RATE-4 ED; A LE; 14 14 123-136

RATE-5 ED; A LE; 14 14 137-150

RATEX1 ED; S LE; 14 DE; 10 14 151-164

RATEX2 ED; S LE; 14 DE; 10 14 165-178

RATEX3 ED; S LE; 14 DE; 10 14 179-192

RATEX4 ED; S LE; 14 DE; 10 14 193-206

RATEX5 ED; S LE; 14 DE; 10 14 207-230

SOFTLOCK ED; N LE; 2 2 231-232

EFF-RDN ED; N LE; 5 5 233-237

EFF-DATE ED; N LE; 6 6 238-243


LEVEL-USE ED; A LE; 1 1 246-246

Table A–34. Structure Name : LAFED File Name : lafed.txt


EFF-DTE ED; N LE; 6 6 1-6

EFF-RDN ED; N LE; 5 5 7-11


3937 0226-942 A–39

PTC-SEQ ED; N LE; 6 6 12-17

AMOUNT1 ED; S LE; 17 DE; 3 17 18-34

SKIM-RATE ED; A LE; 14 14 35-48

SKIM-RATEX ED; S LE; 14 DE; 10 14 49-62



XFR-AMOUNT ED; 12 LE; 17 DE; 3 17 77-93

Table A–35. Structure Name : LAFEH File Name : lafeh.txt


EFF-DTE ED; N LE; 6 6 1-6

EFF-RDN ED; N LE; 5 5 7-11

AMOUNT ED; S LE; 17 DE; 3 17 12-28



XFR-COUNT ED; N LE; 6 6 43-48

COMM-IND ED; A LE; 1 1 49-49

PREV-COMM ED; A LE; 1 1 50-50


Table A–36. Structure Name : LACNO File Name : lacno.txt





NOTES-2 ED; A LE; 77 77 17-93

NOTES-14 ED; A LE; 77 77 94-170

NOTES-13 ED; A LE; 77 77 171-247

NOTES-12 ED; A LE; 77 77 248-324

NOTES-11 ED; A LE; 77 77 325-401

NOTES-10 ED; A LE; 77 77 402-478

NOTES-1 ED; A LE; 77 77 479-555

NOTES-9 ED; A LE; 77 77 556-632

NOTES-8 ED; A LE; 77 77 633-709


A–40 3937 0226-942


NOTES-7 ED; A LE; 77 77 710-786

NOTES-6 ED; A LE; 77 77 787-863

NOTES-5 ED; A LE; 77 77 864-940

NOTES-4 ED; A LE; 77 77 941-1017

NOTES-3 ED; A LE; 77 77 1018-1094

Table A–37. Structure Name : LABDO File Name : labdo.txt


POSTFROM ED; N LE; 5 5 1-5

DEBTFROM ED; N LE; 5 5 6-10

ACCRUE-TO ED; N LE; 5 5 11-15



DEBTSTATUS ED; A LE; 3 3 30-32

DEBTREASON ED; A LE; 6 6 33-38

UNP-INT ED; A LE; 1 1 39-39

UNPD-PCPL ED; A LE; 1 1 40-40

Table A–38. Structure Name : LABDP File Name : labdp.txt


POSTFROM ED; N LE; 5 5 1-5



PERFORM ED; A LE; 1 1 20-20

Table A–39. Structure Name : LASTO File Name : lasto.txt


PTC-SEQ ED; N LE; 6 6 1-6

RCV-AGENT1 ED; A LE; 12 12 17-18

RCV-BEN-A1 ED; A LE; 35 35 18-53

RCV-BEN-A2 ED; A LE; 35 35 54-88


3937 0226-942 A–41


RCV-BEN-A3 ED; A LE; 35 35 89-123

RCV-BEN-A4 ED; A LE; 35 35 124-158

RCV-BEN-A5 ED; A LE; 35 35 159-194

RCV-BEN-A6 ED; A LE; 35 35 195-229

RCV-BEN-AC ED; A LE; 24 24 230-253

RCV-BEN-BK ED; A LE; 25 25 254-278

RCV-BEN-NM ED; A LE; 35 35 279-313

RCV-INTERM ED; A LE; 12 12 314-325

RCV-NSTRO1 ED; N LE; 3 3 326-328

RCV-REF ED; A LE; 50 50 329-378

REL-DAY ED; N LE; 5 5 379-383



SUPP-MSG ED; A LE; 1 1 404-404


PAY-AGENT1 ED; A LE; 12 12 407-418

PAY-REF ED; A LE; 50 50 419-468

PAY-BEN-A5 ED; A LE; 35 35 469-503

PAY-BEN-A1 ED; A LE; 35 35 504-538

PAY-BEN-A2 ED; A LE; 35 35 539-563

PAY-BEN-A3 ED; A LE; 35 35 564-598

PAY-BEN-A4 ED; A LE; 35 35 599-623

PAY-BEN-A6 ED; A LE; 35 35 624-658

PAY-BEN-NM ED; A LE; 35 35 659-693

PAY-BEN-AC ED; A LE; 24 24 694-717

PAY-BEN-BK ED; A LE; 25 25 718-742

PAY-INTERN ED; A LE; 12 12 743-754

PAY-NSTRO1 ED; N LE; 3 3 755-757

Table A–40. Structure Name : LAGUO File Name : laguo.txt


MATURE-RDN ED; N LE; 5 5 1-5

MAT-TYPE ED; A LE; 1 1 6-6


A–42 3937 0226-942


MATURE-DTE ED; N LE; 6 6 7-12


AMT-ENTRY ED; A LE; 1 1 14-14

BASIS ED; N LE; 3 3 15-17


C-TYPE ED; A LE; 4 4 26-29

CCY ED; A LE; 4 4 30-33






RATE-CHG ED; A LE; 1 1 84-84

REF ED; A LE; 50 50 85-134

DEALER ED; A LE; 4 4 135-138

STATUSG-DT ED; N LE; 6 6 139-144

STATUS-G ED; A LE; 3 3 145-147

START-RDN ED; N LE; 5 5 148-152

DISC-OPT ED; A LE; 1 1 153-153

UPD-RDN-TM ED; N LE; 13 13 154-166


TR-UT-RATE ED; S LE; 14 DE; 10 14 170-183



FOR-CITY ED; A LE; 4 4 196-199

FOR-CLI-NO ED; N LE; 8 8 200-207

FOR-NAME ED; A LE; 15 15 208-222

GUA-NO ED; N LE; 12 12 223-234


ISSUE-DATE ED; N LE; 6 6 241-246




3937 0226-942 A–43

Table A–41. Structure Name : LADDO File Name : laddo.txt




NUM-OF-RPY ED; N LE; 3 3 3-5

NOTICEDAYS ED; A LE; 3 3 6-8



BOR-CLT-NO ED; N LE; 8 8 18-25


CCY ED; A LE; 4 4 38-41

C-TYPE ED; A LE; 4 4 42-45


COMBIN-RDN ED; N LE; 5 5 52-56

RATEX9 ED; S LE; 14 DE; 10 14 57-70

RATEX1 ED; S LE; 14 DE; 10 14 71-84

RATE-TABLE ED; A LE; 7 7 85-91



RATE-1 ED; A LE; 14 14 116-129

RATE-CHG ED; A LE; 1 1 130-130

ROUND-METH ED; A LE; 1 1 131-131

RL-STA-RDN ED; N LE; 5 5 132-136

REPAY-METH ED; A LE; 1 1 137-137

REPAY-RDN ED; N LE; 5 5 138-142

DEALER ED; A LE; 4 4 143-146

DD-END-DTE ED; N LE; 6 6 147-152

DD-END-RDN ED; N LE; 5 5 153-157

DD-STAT-CD ED; N LE; 3 3 158-160

STATUS-RDN ED; N LE; 5 5 161-165

DEF-ID-NO ED; A LE; 12 12 166-177

DIS-RDN ED; N LE; 5 5 178-182

UPD-RDN-TM ED; N LE; 13 13 183-195



A–44 3937 0226-942


TR-UT-RATE ED; S LE; 14 DE; 10 14 199-212



IFX-ST-RDN ED; N LE; 5 5 225-229


INT-ST-RDN ED; N LE; 5 5 236-240

LAST-ROLL ED; N LE; 5 5 241-245



Table A–42. Structure Name : LADDH File Name : laddh.txt





EXRTE-CALC ED; A LE; 1 1 20-20


RATE-1 ED; A LE; 14 14 22-35

RATEX1 ED; S LE; 14 DE; 10 14 36-49

RATE-TABLE ED; A LE; 7 7 50-56

REFERENCE ED; A LE; 35 35 57-91

REPAY-METH ED; A LE; 1 1 92-92

REPAY-RDN ED; N LE; 5 5 93-97


BOR-CLT-NO ED; N LE; 8 8 106-113

RL-STA-RDN ED; N LE; 5 5 114-118

ROUND-METH ED; A LE; 1 1 119-119

C-TYPE ED; A LE; 4 4 120-123

I-METH-RDN ED; N LE; 5 5 124-128

IFX-ST-RDN ED; N LE; 5 5 129-133

CCY ED; A LE; 4 4 134-137


SEQ-NO ED; N LE; 6 6 144-149


3937 0226-942 A–45


STATUS-RDN ED; N LE; 5 5 150-154

INT-METH ED; A LE; 1 1 155-155

INT-ST-RDN ED; N LE; 5 5 156-160

INTFUNDING ED; A LE; 1 1 161-161


COMBIN-RDN ED; N LE; 5 5 174-178


TAX-METH ED; N LE; 1 1 191-191

LAST-ROLL ED; N LE; 5 5 192-196


LINK-CNNO ED; N LE; 12 12 201-212

TR-UT-RATE ED; S LE; 14 ED; 10 14 213-226

UPD-ACT ED; A LE; 1 1 227-227



UPD-RDN-TM ED; N LE; 13 13 235-247



NUM-OF-RPY ED; N LE; 3 3 260-262

NOTICEDAYS ED; A LE; 3 3 263-265

DD-END-RDN ED; N LE; 5 5 266-270

DEALER ED; A LE; 4 4 271-274

DD-STAT-CD ED; N LE; 3 3 275-277

DEF-ID-NO ED; A LE; 12 12 278-289

DIS-RDN ED; N LE; 5 5 290-294

Table A–43. Structure Name : LATRD File Name : latrd.txt


PTC-SEQ ED; A LE; 6 6 1-6

PTC-TYPE ED; A LE; 2 2 7-8

AMOUNT2 ED; S LE; 17 DE; 3 17 9-25

RATEX1 ED; S LE; 14 DE; 10 14 26-39

REP-ADJUST ED; S LE; 17 DE; 3 17 40-56


A–46 3937 0226-942


REP-AMOUNT ED; S LE; 17 DE; 3 17 57-63






XFR-AMOUNT ED; S LE; 17 DE; 3 17 97-114

DIS-ADJUST ED; S LE; 17 DE; 3 17 115-131

DIS-AMOUNT ED; S LE; 17 DE; 3 17 132-148

DISC-OPT ED; A LE; 1 1 149-149

EFF-DATE ED; N LE; 6 6 150-155

EFF-RDN ED; N LE; 5 5 156-200

Table A–44. Structure Name : LAUSO File Name : lauso.txt


REQ-RDN ED; N LE; 5 5 1-5

REQ-TIME ED; N LE; 8 8 2-13

REQ-USER ED; A LE; 10 10 14-23

GENFEE-IND ED; A LE; 1 1 24-24

INIT-STN ED; A LE; 17 17 25-41



UPD-RDN ED; N LE; 8 8 58-65


UPD-STATUS ED; A LE; 1 1 69-69

UPD-TIME ED; N LE; 8 8 70-77

USER-CODE ED; A LE; 10 10 78-87

OPEN-TYPE ED; A LE; 1 1 88-88

Table A–45. Structure Name : LAMRO File Name : lamro.txt


ENDRDN2 ED; N LE; 5 5 1-5


3937 0226-942 A–47





ENDDTE-2 ED; N LE; 6 6 21-26

ENDDTE-1 ED; N LE; 6 6 27-32

ENDDTE-4 ED; N LE; 6 6 33-38

ENDDTE-3 ED; N LE; 6 6 39-44


RATE-TYPE ED; A LE; 1 1 51-51

RATE1 ED; + LE; 12 DE; 8 12 52-63

RATE10 ED; + LE; 12 DE; 8 12 64-75

RATE11 ED; + LE; 12 DE; 8 12 76-87

RATE2 ED; + LE; 12 DE; 8 12 88-99

RATE3 ED; + LE; 12 DE; 8 12 100-111

RATE4 ED; + LE; 12 DE; 8 12 112-123

RATE5 ED; + LE; 12 DE; 8 12 124-135

RATE8 ED; + LE; 12 DE; 8 12 136-147

RATE9 ED; + LE; 12 DE; 8 12 148-159

BASO-ID ED; N LE; 3 3 160-162

REL-DAY ED; N LE; 5 5 163-167




LEVEL-USE ED; A LE; 1 1 194-194

MAX-RATE ED; S LE; 12 DE; 8 12 195-106

VAL-DATE ED; N LE; 6 6 107-112

MIN-RATE DE; S LE; 12 DE; 8 12 113-124


PERIOD-4 ED; N LE; 3 3 127-129

PERIOD-1 ED; N LE; 3 3 130-132

PERIOD-3 ED; N LE; 3 3 133-135

PERIOD-2 ED; N LE; 3 3 136-138


A–48 3937 0226-942

Table A–46. Structure Name : UDRYO File Name : udryo.txt


ACTION-DAT ED; N LE; 6 6 1-6

ACTION-USR ED; A LE; 10 10 7-16

ACTIONED ED; A LE; 1 1 17-17


CITY ED; A LE; 4 4 26-29



HOL-CHKCOD ED; A LE; 4 4 50-53

HOL-MOD ED; A LE; 1 1 54-54

HOLIDAY ED; A LE; 1 1 55-55

HOLMOD-CHK ED; A LE; 4 4 56-59


NARR-1 ED; A LE; 50 50 64-113

NARR-2 ED; A LE; 50 50 114-163

NARR-3 ED; A LE; 50 50 164-213


SEQ-NO ED; N LE; 6 6 226-231

SHORTNAME ED; A LE; 15 15 232-246


TIME ED; N LE; 8 8 249-256

UDRY-TYP ED; A LE; 6 6 257-262


VALUE-DATE ED; N LE; 6 6 273-278

VALUE-RDN ED; N LE; 5 5 279-283

Table A–47. Structure Name : LACVO File Name : lacvo.txt



CONV-RDN ED; N LE; 5 5 13-17

ORIG-CCY ED; A LE; 4 4 18-21

OTH-CN-NO ED; N LE; 12 12 22-33


3937 0226-942 A–49

Table A–48. Structure Name : LAMAO File Name : lamao.txt


PROC-TIME ED; N LE; 4 4 1-4

COTRACTNO ED; N LE; 12 12 5-16

Table A–49. Structure Name : LATMP File Name : latmp.txt


RATEX1 ED; S LE; 14 DE; 10 14 1-14

REPAY-AMT ED; + LE; 17 DE; 3 17 15-31

INT-AMT ED; + LE; 17 DE; 3 17 32-48

SERIAL-NO ED; N LE; 5 5 49-53

COEFF-Z-K ED; S LE; 17 DE; 16 17 54-70

COEFF-C-K ED; S LE; 17 DE; 16 17 71-87

CM-RPY-AMT ED; + LE; 17 DE; 3 17 88-104

CM-PCP-AMT ED; + LE; 17 DE; 3 17 105-121

CM-INT-AMT ED; + LE; 17 DE; 3 17 122-138


VAL-RDN ED; N LE; 5 5 151-155

DAY-BY-BAS ED; S LE; 14 DE; 10 14 156-169

PCPL-AMT ED; + LE; 17 DE; 3 17 170-186

Table A–50. Structure Name : LATPO File Name : latpo.txt




NEW-CNNO ED; N LE; 12 12 25-36

Table A–51. Structure Name : LADRY File Name : ladry.txt


LOAN-COUNT ED; N LE; 3 3 1-3

MIN-RATE ED; S LE; 12 DE; 8 12 4-15


A–50 3937 0226-942


MAX-RATE ED; S LE; 12 DE; 8 12 16-27

NUM-OF-REP ED; N LE; 3 3 28-30

AMOUNT8 ED; S LE; 17 DE; 3 17 31-47

AMOUNT9 ED; S LE; 17 DE; 3 17 48-64

AMOUNT2 ED; S LE; 17 DE; 3 17 65-81

AMOUNT3 ED; S LE; 17 DE; 3 17 82-97

AMOUNT4 ED; S LE; 17 DE; 3 17 113-114

AMOUNT5 ED; S LE; 17 DE; 3 17 115-131

AMOUNT13 ED; S LE; 17 DE; 3 17 132-148

AMOUNT1 ED; S LE; 17 DE; 3 17 149-165

AMOUNT10 ED; S LE; 17 DE; 3 17 166-182

AMOUNT11 ED; S LE; 17 DE; 3 17 183-199

AMOUNT12 ED; S LE; 17 DE; 3 17 200-216

AMOUNT14 ED; S LE; 17 DE; 3 17 217-233

AMOUNT15 ED; S LE; 17 DE; 3 17 234-250

AMOUNT16 ED; S LE; 17 DE; 3 17 251-267

AMOUNT17 ED; S LE; 17 DE; 3 17 268-284

AMOUNT18 ED; S LE; 17 DE; 3 17 285-301

AMOUNT19 ED; S LE; 17 DE; 3 17 302-318

AMOUNT6 ED; S LE; 17 DE; 3 17 319-335

AMOUNT7 ED; S LE; 17 DE; 3 17 336-352

AS-OF-DATE ED; N LE; 6 6 353-358

AUTO-STLMT ED; A LE; 1 1 359-359


PAY-RCV ED; A LE; 1 1 363-363

PAY-REF ED; A LE; 50 50 364-413


BASIS ED; N LE; 3 3 417-419

PAY-INTERM ED; A LE; 12 12 420-431

PAY-BEN-A5 ED; A LE; 35 35 432-466

PAY-BEN-A4 ED; A LE; 35 35 467-501

PAY-BEN-A6 ED; A LE; 35 35 502-536

PAY-BEN-AC ED; A LE; 24 24 537-560

PAY-BEN-BK ED; A LE; 25 25 561-585


3937 0226-942 A–51


PAY-BEN-NM ED; A LE; 35 35 586-620

PAY-AGENT2 ED; A LE; 12 12 621-632

PAY-AGENT1 ED; A LE; 12 12 633-644

PAY-BEN-A1 ED; A LE; 35 35 645-679

PAY-BEN-A2 ED; A LE; 35 35 680-714

PAY-BEN-A3 ED; A LE; 35 35 715-749

PAYRCV-DT ED; N LE; 6 6 750-755

CCY-1 ED; A LE; 4 4 756-759

CCY-2 ED; A LE; 4 4 760-763

PAYRCV-RDN ED; N LE; 5 5 764-768

CF-TYPE ED; N LE; 2 2 769-770

CCY-3 ED; A LE; 4 4 771-774

PTC-SEQ ED; N LE; 6 6 775-780

CLNT-NO-11 ED; N LE; 8 8 781-788

CLNT-NO-12 ED; N LE; 8 8 789-796

CM-AMOUNT1 ED; S LE; 17 DE; 3 17 797-813







CMB-SPL-ID ED; N LE; 12 12 907-918

PTC-TYPE ED; A LE; 2 2 919-920

RCV-AGENT2 ED; A LE; 12 12 921-932

RATEX2 ED; S LE; 14 DE; 10 14 933-946

CONTNO-FND ED; N LE; 12 12 947-958



RATE-1 ED; A LE; 14 14 983-996

RATE-2 ED; A LE; 14 14 997-1010

RATE-3 ED; A LE; 14 14 1011-1024

RATE-4 ED; A LE; 14 14 1025-1038

RATE-5 ED; A LE; 14 14 1039-1052


A–52 3937 0226-942


RATE-6 ED; A LE; 14 14 1053-1066

RATE-7 ED; A LE; 14 14 1067-1080

RATE-8 ED; A LE; 14 14 1081-1094

RATE-9 ED; A LE; 14 14 1095-1108

RATE-ID ED; A LE; 10 10 1109-1118

RATE-WIDTH ED; A LE; 1 1 1119-1119

RATEX1 ED; S LE; 14 DE; 10 14 1120-1133

RATEX3 ED; S LE; 14 DE; 10 14 1134-1147

RATEX3MD ED; A LE; 1 1 1148-1148

RATEX4 ED; S LE; 14 DE; 10 14 1149-1162

RATEX5 ED; S LE; 14 DE; 10 14 1163-1176

RATEX6 ED; S LE; 14 DE; 10 14 1177-1190

RATEX7 ED; S LE; 14 DE; 10 14 1191-1204

RATEX8 ED; S LE; 14 DE; 10 14 1205-1218

RATEX9 ED; S LE; 14 DE; 10 14 1219-1232

RCV-AGENT1 ED; A LE; 12 12 1233-1244

RCV-BEN-A1 ED; A LE; 35 35 1245-1279

RCV-BEN-A2 ED; A LE; 35 35 1280-1314

RCV-REF ED; A LE; 50 50 1315-1364

REF-VR-TYP ED; A LE; 1 1 1365-1365

REFINANCEX ED; S LE; 14 DE; 10 14 1366-1379

REL-DAY ED; N LE; 5 5 1380-1384

RCV-INTERM ED; A LE; 12 12 1385-1396

REPAY-CAP ED; A LE; 1 1 1397-1397

RCV-NSTRO2 ED; N LE; 3 3 1398-1400

RCV-NSTRO1 ED; N LE; 3 3 1401-1404

RCV-BEN-A4 ED; A LE; 35 35 1405-1439

RCV-BEN-A3 ED; A LE; 35 35 1440-1474

RCV-BEN-A6 ED; A LE; 35 35 1475-1509

RCV-BEN-A5 ED; A LE; 35 35 1510-1544

RCV-BEN-AC ED; A LE; 24 24 1545-1568

RCV-BEN-BK ED; A LE; 25 25 1569-1593

RCV-BEN-NM ED; A LE; 35 35 1594-1628

RP-STATUS ED; A LE; 1 1 1629-1629


3937 0226-942 A–53


RPY-DM-AMT ED; S LE; 17 DE; 3 17 1630-1646

RPY-DM-EQV ED; S LE; 17 DE; 3 17 1647-1663

ROVER-DAYS ED; N LE; 2 2 1664-1665

D-TYPE ED; A LE; 3 3 1666-1668

D-STATUS ED; A LE; 1 1 1669-1669

D-DAYTYPE ED; N LE; 1 1 1670-1670

D-REFNO ED; N LE; 4 4 1671-1674

REPAY-DISB ED; A LE; 1 1 1675-1675

SAMOUNT3 ED; S LE; 17 DE; 3 17 1676-1692

SAMOUNT2 ED; S LE; 17 DE; 3 17 1693-1709

SAMOUNT5 ED; S LE; 17 DE; 3 17 1710-1726

SAMOUNT4 ED; S LE; 17 DE; 3 17 1727-1743

SAMOUNT7 ED; S LE; 17 DE; 3 17 1744-1760

SAMOUNT6 ED; S LE; 17 DE; 3 17 1761-1777

SAMOUNT1 ED; S LE; 17 DE; 3 17 1778-1794

RTE-FIXDYS ED; N LE; 2 2 1795-1796

RTEFIX-IND ED; A LE; 1 1 1797-1797

SPEC-INST ED; S LE; 2 2 1798-1799


DIS-DM-EQV ED; S LE; 17 DE; 3 17 1802-1818

DIS-DM-AMT ED; S LE; 17 DE; 3 17 1819-1835

SUPP-MSG ED; A LE; 1 1 1836-1836

SUB-CNNO ED; N LE; 12 12 1837-1848

THR-ACNT1 ED; A LE; 12 12 1849-1860

THR-ACNT2 ED; A LE; 12 12 1861-1872

UPD-RDN-TM ED; N LE; 13 13 1873-1885


VAR-TYPE ED; A LE; 1 1 1889-1889

VARIATION ED; S LE; 12 DE; 8 12 1890-1901

VERSION ED; A LE; 2 2 1902-1903

FREQUENCY1 ED; A LE; 8 8 1904-1911



GEN-IND2 ED; A LE; 1 1 1928-1928


A–54 3937 0226-942


GEN-IND-1 ED; A LE; 1 1 1929-1929

INC-STATS ED; A LE; 1 1 1930-1930

HOLIDAY ED; A LE; 1 1 1931-1931

HOLMOD-CHK ED; A LE; 4 4 1932-1935

HOLOVR-CHK ED; A LE; 4 4 1936-1939

HOL-MOD ED; A LE; 1 1 1940-1940

INT-APP-ID ED; A LE; 1 1 1941-1941

INVCE-INT ED; S LE; 17 DE; 3 17 1942-1958

INT-TO-SUS ED; A LE; 1 1 1959-1959

LATE-PAY ED; A LE; 1 1 1960-1960

MANUAL-FLG ED; A LE; 1 1 1961-1961

FEE-MIN ED; A LE; 1 1 1962-1962

MIN-FEE ED; S LE; 17 DE; 3 17 1963-1979

Table A–52. Structure Name : NSXFO File Name : nsxfo.txt


AMOUNT ED; S LE; 17 DE; 3 19 1 - 19

BRANCH ED; A LE; 8 8 20 - 27

CCY-1 ED; A LE; 4 4 28 - 31

CONTRACTO ED; N LE; 12 12 32 - 43



PAY-NOSTRO ED; N LE; 3 3 54 - 56

RCV-NOSTRO ED; N LE; 3 3 57 - 59

REV-CNTRCT ED; N LE; 12 12 60 - 71


SWIFT-PR ED; N LE; 2 2 74 - 75

Contract Conversion Number

ED; N LE; 12 20 76 - 95

3937 0226-942 B–1

Appendix B Retail Interface File Formats

Input to RTBATCHSRT Input File Format


F80-TRNTYP 1 A Transaction Type (see Offline Batch Transaction Priority Maintenance (RTPRM) screen)

F80-BRANCH 8 A Accounting Centre of the Retail Account to be Debited

F80-DR-ACT 12 A Retail Account to be Debited

F80-AMT 17 S 3 Transaction Amount

F80-TRNCCY 4 A Transaction Currency

F80-FRCIND 1 A Force Posting Indicator (Y/N)

F80-PAYIND 1 A Payment Indicator (Y/N)

F80-CR-DR 1 A Credit/Debit Indicator

F80-VALDTE 6 N Transaction Value Date

F80-TRNREF 20 A Transaction Reference

F80-TRNNAR 60 A Transaction Narrative

F80-TRNPRI 2 N Transaction Priority (see Offline Batch Transaction Priority Maintenance (RTPRM) screen)

F80-SEQNBR 2 N Transaction Sequence Number

F80-CR-ACT 12 A Retail Account to be Credited

F80-CR-TYP 1 A Credit Type (A=Account, B=Cash Beneficiary)

F80-ORGTYP 1 A Origin of Transaction (B=Batch, I=Instruction)

Files Processed by RTBATCHSRT

Report File Name File Type Description

External User-Defined Input Company Payroll

External User-Defined Input ATM Daily Transactions

External User-Defined Input EFTPOS Transactions

Input to RTBATCHSRT Retail Interface File Formats

B–2 3937 0226-942

Report File Name File Type Description

External User-Defined Input Guaranteed Domestic Cheque Clearing

External User-Defined Input Domestic Cheque Clearing

External User-Defined Input Bill Payments

External User-Defined Input Returned Cheques

External User-Defined Input Domestic Payment Orders to Accounts

External User-Defined Input Domestic Payment Orders to Cash

APDDEXTR DDBATCH Output/Input Manually entered Direct Debit Requests

APDDINST DDINSTEOD Output/Input Direct Debit Instructions produced when report is run in Phase B of Overnight

APDDINST DDINSTBOD Output/Input Direct Debit Instructions produced when report is run in Phase D of Overnight

APSOEXTR SOBATCHEOD Output/Input Standing Order Payments produced when report is run in Phase B of Overnight

APSOEXTR SOBATCHBOD Output/Input Standing Order Payments produced when report is run in Phase D of Overnight

RTEXTRACT INTRACHQ Output/Input Intra-bank Cheque Deposits

RTEXTRACT INTCSHCHQ Output/Input Cashier’s Cheque Deposits

RTEXTRACT EUROCHQCL Output/Input Eurocheque Withdrawals

Retail Interface File Formats Output from RTEXTRACT

3937 0226-942 B–3

Output from RTEXTRACT External Payments - EXTPAYMENT

Output File Format


F81-RCVBNK 16 A Receiving Bank

F81-RCVBRN 8 A Receiving Accounting Centre (Credit)

F81-RCVACC 12 A Receiving Account (Credit Account)

F81-BRANCH 8 A Accounting Centre (Debit)

F81-RACC 12 A Debit Account

F81-AMT 17 S 3 Payment Amount

F81-CURR 4 A Currency

F81-VALDTE 6 N Value Date

F81-REFNO 8 N Beneficiary Reference Number

F81-NAME 35 A Beneficiary Name

F81-BENACC 35 A Beneficiary Account Number

F81-ADDR1 35 A Beneficiary Address Line 1




F81-INTER 12 A Intermediary of Beneficiary

F81-SEND1 35 A Send 1






Output from RTEXTRACT Retail Interface File Formats

B–4 3937 0226-942

Output from RTEXTRACT Nostro Postings for Foreign Banks - NOSTROEXT

Output File Format


RTRNO.AC-BRCH 8 A Accounting Centre of Account

RTRNO.RACC-NO 12 A Account Number

RTRNO.BK-DT-REL 5 N Book Date (Relative Date Form)

RTRNO.TRNTME 6 N Transaction Time

RTRNO.TELSEQ 8 N Teller Sequence Number

RTRNO.TRNCDE 4 N Transaction Code

Retail Interface File Formats Input/Output Cheque Print Files

3937 0226-942 B–5

Input/Output Cheque Print Files Cheque Print Files – CHQIN/CHQOUT

File Format


F80-RACCNO 12 A Account Number

F80-CCY 4 A Account Currency

F80-BRANCH 8 A Accounting Centre

F80-NAME 35 A Reference Name

F80-CHQCDE 6 A Cheque Vault Code

F80-CHQTYP 1 A Cheque Type

F80-CHFRST 8 N Number of First Cheque in Book

F80-CHLAST 8 N Number of Last Cheque in Book

Output from CMATMBAL Retail Interface File Formats

B–6 3937 0226-942

Output from CMATMBAL Account Data for ATM/EFTPOS Management System - CMATMBAL Output File Format


E80-ACC-NO 12 A Account Number

E80-ACCSTA 1 N Account Status

E80-AVLBAL 17 S 3 Available Balance

Retail Interface File Formats Input to CMATMIN

3937 0226-942 B–7

Input to CMATMIN Card Status Changes - CMATMIN

Input File Format


E80-CRD-NO 16 A Card Number

E80-ISS-NO 2 N Card Issue Number

E80-NEWSTA 1 A New Card Status (1=Stolen, 2=Lost, 3=Blocked, 4=Expired, 5=Cancelled)

Output from CMATMOUT Retail Interface File Formats

B–8 3937 0226-942

Output from CMATMOUT Card Data Changes from ATM/EFTPOS System - CMATMOUT

Output File Format




E80-CRDSTA 1 N Card Status

E80-ISSDTE 6 N Issue Date

E80-VALDTM 4 A Date from which Card is Valid (MMYY format)

E80-EXPDTM 4 A Expiry Date (MMYY format)

E80-SMTDLY 17 S 3 Smart Card Daily Limit

E80-SMTTRN 17 S 3 Smart Card Transaction Limit

E80-SMTWKL 17 S 3 Smart Card Weekly Limit

E80-TRNLMT 17 S 3 Daily ATM Transaction Limit

E80-WDRLMT 17 S 3 Daily ATM Cash Withdrawal Limit

E80-ACCCNT 2 N

E80-PRMACC 1 N Primary Account Indicator

E80-ACC0 12 A Linked Account 0










Retail Interface File Formats Input to CMATMSTM

3937 0226-942 B–9

Input to CMATMSTM Statement Requests from ATM/EFTPOS System - CMATMSTM

Input File Format




E80-ACC-NO 12 A Account Number

Input/Output Files for Card Orders Retail Interface File Formats

B–10 3937 0226-942

Input/Output Files for Card Orders Card Order Files – CMORDIN/CMORDOUT

File Format



E80-ISS-NO 2 N Issue Number

E80-CRDTTL 30 A Card Embossing Title

E80-VALDTM 4 A Date from which Card is Valid (MMYY format)

E80-EXPDTM 4 A Card Expiry Date (MMYY format)

E80-ATMIND 1 A ATM Card Indicator (Y/N)

E80-CHQIND 1 A Cheque Guarantee Card Indicator (Y/N)

E80-DBTIND 1 A EFTPOS Card Indicator (Y/N)

E80-SMTIND 1 A Statement Card Indicator (Y/N)

E80-CHQLMT 17 S 3 Cheque Guarantee Limit

3937 0226-942 Index-1

Index

A

Account Analysis Transaction Tracking, 2-679 Account Charge Codes, 2-89 Account Charge Posting Accrual Extract, 2-103 Account Charge Static Details, 2-98 Account Charges Review Data, 2-99 Account Charges Screen Defaults, 2-101 Account Data for ATM/EFTPOS Management

System – CMATMBAL, B-6 Account to Client Cross-Reference, 4-83 Accounting Centre Accounts, 4-20 Accounting Centre Contract Statistics, 2-80 Accounting Centre Details, 2-73 Accounting Models Maintenance, 2-28 Accounts Interface Events, 2-25 ACCRU, 2-1

Daily Accrual Record, 2-3 Loan Administration (LA) Daily Accrual

Record, 2-17 Loan Administration (LA) Period End Accrual

Record, 2-21 Period-End Accrual Record, 2-13

Accruals Summary Datastore, 2-1 ACEXO, 2-23 ACITF, 2-25 ACMDO, 2-28 ACRLO, 2-30 Advices Archive, 2-522 Agent Details, 2-31 AGNTO, 2-31 Alert Kinds, 2-33 Alert Queue, 2-34 ALRKO, 2-33 ALRTO, 2-34 AMC2O, 4-1 AMCSO, 4-2 AMEHO, 4-4 AMEVO, 4-5 AMNTO, 4-6 AMNYO, 4-7 AMPHO, 4-8 AMSHO, 4-9 AMTDO, 4-11 AMTHO, 4-12 AMTLO, 4-13

AMTTO, 4-14 APBDO, 4-15 APBHO, 4-16 APDDO, 4-17 APDIO, 4-19 Arrears – New and Increasing Debt Events, 4-7 Arrears Case, 4-2 Arrears Case History, 4-4 Arrears Event, 4-5 Arrears Notes, 4-6 Arrears on Current Day, 4-11 Arrears Payment Holidays, 4-8 Arrears Template, 4-13 Arrears Temporary Details, 4-9 Arrears Timeline Template, 4-12 Arrears Timeline Template Event, 4-14 AUCHO, 2-35 AUDDO, 2-36 AUDHO, 2-37 Audit Details, 2-36 Audit History, 2-37 Audit Record Change History, 2-35 Audit Record Definition, 2-40 Audit Screen Usage, 2-41 AUEMO, 2-39 AURDO, 2-40 AUSQO, 2-41 AUTHO, 2-42 Authorised Operations, 2-484 Authorised Reports, 2-544

B

Back Valuation Overflow Data, 2-82 Back value and Pending Queue, 2-45 BACS Sort Codes, 2-44 BACSO, 2-44 BANQO, 2-45 Base Rate Change Diary, 3-122 Base Rate/Interest Conditions Audit, 2-67 Base Rates, 2-46 BASO, 2-46 Batch Extended Narratives, 2-66 BCASO, 2-47 BCHPO, 2-49 BDBRR, 2-52

Index

Index–2 3937 0226-942

BDDOC, 2-53 BENEF, 2-54 Beneficiary Details for Client Payments, 2-54 BHEAD, 2-56 BKACO, 2-58 BLKCO, 2-59 BLKHD, 2-62 BLKPO, 2-63 Blueprint Maintenance, 2-65 BPM, 2-65 BPNRO, 2-66 BRACO, 4-20 BRAUD, 2-67 BREUO, 2-70 BRKRM, 2-71 BRNCH, 2-73 Broadcast Maintenance, 2-47 Broker Accounts Maintenance, 2-58 Broker Details Maintenance, 2-71 BSDRY, 2-75 BSNRO, 2-78 BSTAT, 2-80 BTPO, 2-81 Bulk Client Dataset, 2-59 Bulk Header Defaults, 2-62 Bulk Header Posting, 2-63 BVOF, 2-82

C

CAACO, 2-83 CAADO, 2-84 CAADV, 2-86 CABL, 2-87 CACCD, 2-89 CACCO, 2-90 CACCR, 2-95 CACED, 2-96 CACHG, 2-98 CACRV, 2-99 CACSM, 2-101 CACTH, 2-102 CACXX, 2-103 CAEOD, 2-104 CAEXO, 2-106 CAIST, 2-108 CAPMR, 2-110 Card Data Changes from ATM/EFTPOS System -

CMATMOUT, B-8 Card Events, 4-31 Card Management Parameters, 4-35 Card Number Details, 4-30

Card Order Requests File – CMORDOUT, B-10 Card Status Changes - CMATMIN, B-7 Card to Retail Account Cross-Reference, 4-34 CASET, 2-111 Cashiers Cheques Sold, 4-25 CASmf Messages Data Structure, 2-112 CASMO, 2-112 CASTM, 2-113 CASTO, 4-21 CATDO, 2-115 CCDNO, 2-116 CCYGO, 2-117 CCYS, 2-118 Certificate Maintenance, 2-119 CERTO, 2-119 CFLOW, 2-120 Charge Details, 2-122 Charges Tables, 2-673 CHEQO, 2-121 Cheque Book Products, 4-24 Cheque Books, 4-26 Cheque Issue and Payment Details, 2-121 Cheque Print File – CHQIN, B-5 Cheque Print File – CHQOUT, B-5 CHRGO, 2-122 CIAUD, 2-123 CIBLO, 4-22 CICTO, 2-124 CIDOO, 4-23 CIEMO, 2-125 CIFCO, 2-126 CIFPO, 2-128 CISWO, 2-129 CKCB, 4-24 CKCCO, 4-25 CKCQ, 4-26 CKISS, 4-27 CKSP, 4-29 CLDCY, 2-130 Clean Payments Data Structure, 2-239 Client Account Advice, 2-86 Client Account Balances, 2-87 Client Account Definition Maintenance, 2-84 Client Account End of Day Accrual History,

2-104 Client Account Extra Details, 2-106 Client Account Interest Settlement Totals, 2-108 Client Account Master, 2-90 Client Account Paired Transaction Narratives,

2-515 Client Account Settlement Data, 2-111 Client Account Static Details, 2-113

Index

3937 0226-942 Index–3

Client Accounting/General Ledger Open Batch, 2-56

Client Accounts for Client Type, 2-83 Client Blacklist, 4-22 Client Details - Trust, 2-145 Client Employment Details, 2-125 Client Master, 2-131 Client Names and Addresses, 2-462 Client Netting Agreement, 2-474 Client Netting Agreement - Product, 2-476 Client Netting Details, 2-479 Client SWIFT Addresses, 2-129 Client Types, 2-124 Client Types for Product, 4-61 Client/Exchange Rate/User Authorisation, 2-42 CLINM, 2-131 CLOCK, 2-138 CLOSO, 2-139 CLPNT, 2-140 CLREG, 2-141 CLS Contract Details, 2-143 CLS Provider Details, 2-144 CLSCO, 2-143 CLSDO, 2-144 CLTRO, 2-145 CMCNO, 4-30 CMEVO, 4-31 CMISO, 4-32 CMRAX, 4-34 CMSPO, 4-35 CNARO, 2-147 CNAUD, 2-148 CNCHK, 2-154 CNCNV, 2-155 CNCOM, 2-157 CNEOD, 2-170 CNEXO, 2-196 CNFPY, 2-197 CNFRV, 2-201 CNFX, 2-204 CNGEN, 2-208 CNGUO, 2-210 CNNON, 2-211 CNPDO, 2-228 CNTGM, 2-231 CNTHO, 2-232 CNTRY, 2-233 COLAA, 4-36 COLCO, 4-37 COLDO, 2-234 COLEO, 4-38 COLGO, 4-39 COLHO, 4-40

COLIO, 4-41 Collateral Account Association, 4-36 Collateral for Contracts, 2-234 Collateral Guarantee – Supporting Collateral

Details, 4-39 Collateral Guarantors Registration, 4-45 Collateral History, 4-40 Collateral Notes, 4-44 Collateral Owners, 4-46 Collateral Registration Corporate Valuation

Details, 4-37 Collateral Registration Deposit Details, 4-47 Collateral Registration Existing Mortgage Details,

4-38 Collateral Registration Guarantee Details, 4-50 Collateral Registration Insurance Details, 4-41 Collateral Registration Other Security Details,

4-51 Collateral Registration Property Details, 4-48 Collateral Registration Stocks and Shares

Portfolio Details, 4-49 Collateral Status History, 4-42 COLMO, 4-42 COLNO, 4-44 COLOG, 4-45 COLOO, 4-46 COLPO, 4-47 COLRP, 4-48 COLSO, 4-49 COLUO, 4-50 COLZO, 4-51 Commercial Loan Drawdown Currencies, 2-130 Commercial Loan Participants, 2-140 Commercial Loan Register Details, 2-141 Commission, 3-155 Commission Table, 2-236 Commission Tables by Category, 2-250 COMMO, 2-236 Company Account Payroll Totals, 4-109 Company Client Financial Information, 2-126 Compensating Payments Diary, 3-133 Completed Card Orders File – CMORDIN, B-10 Confirmations and Payments, 2-197 Consolidate Fixed Term Deposit Statements,

4-21 Contract Accruals (End of Day) Details, 2-170 Contract and Schedule Audit, 2-148 Contract Common Core, 2-157 Contract Extra Rates/Amounts, 2-196 Contract Guarantor Storage, 2-210 Contract Indirect Audit Records, 2-123 Contract Narratives, 2-147 Contracts for Conversion, 2-252

Index

Index–4 3937 0226-942

Converted Contract Details, 2-155 CONVO, 2-237 COPYO, 2-238 Corporate Action

Entitlements, 2-563 Event Notifications, 2-560 Fees, 2-558 Portfolio Manager Instructions, 2-559 Product Definition, 2-562

Corporate Action Local Tax Codes, 2-567 Tax Codes, 2-569 Type Cross Reference, 2-670 Types, 2-556

Cost Per Transaction Table, 2-675 Country Check Codes, 2-154 Country Details, 2-233 Country Diary - Non-Working Days by Country,

2-253 Country Standard Holidays, 2-232 Country/Postal Areas Maintenance, 2-251 Coupon Diary, 3-73 CPAYO, 2-239 Cross Accounting Centre Control Accounts, 2-30 Cross Branch Postings, 4-122 CRTRT, 2-243 CRTXM, 2-244 CSACO, 2-245 CSADO, 2-246 CSCMO, 2-247 CSD Cash Memorandum Account, 2-247 CSDO, 2-248 CTCO, 2-250 CTPAO, 2-251 Currency Conversion History, 2-237 Currency Group Maintenance, 2-117 Currency Limits, 2-254 Currency Pair Matrix, 2-256 Currency Table, 2-118 Custodian/Depository, 2-248 CVAUD, 2-252 CYDRY, 2-253 CYLIO, 2-254 CYMX, 2-256

D

Dated Interest for Retail Accounts, 4-85 DATES, 2-257 DBDFO, 2-258 DD Loan Repayment Instructions, 4-19 DEALA, 2-260

Dealer and Officer Details, 2-270 DEALR, 2-270 DEALS, 2-271 Default Margin Accounts, 2-305 Deletion Confirmation Details, 2-201 Delivery Date Rules, 2-306 DEPAO, 2-273 Depository Account Definitions, 2-246 Depot Account Details, 2-273 Depot Defaults, 2-590 DIARY, 3-1 Diary Types, 3-1 Direct Debit Batch Entry, 4-15 Direct Debit Batch Header, 4-16 Direct Debit Mandate Details, 4-17 Directors/Owners/Powers Of Attorney, 4-23 Disposal of Purchases by Sale, 2-275 DLPSO, 2-275

E

ELOCK, 2-277 EMSGO, 2-278 End of Day Accrual Details, 2-96 Error Message Audit, 2-39 Error Messages, 2-278 EVSHO, 4-52 Exchange Rates, 2-279 EXCHR, 2-279 EXCLO, 2-280 EXDLO, 2-282 EXEVO, 2-283 EXEXP, 2-284 EXLDO, 2-285 EXLSO, 2-286 EXMDO, 2-287 EXMTM, 2-289 EXMVO, 2-290 EXNGO, 2-291 EXNRO, 2-293 Exposure and Accounting Parameters, 2-23 Exposure Events, 2-283 Exposure Models Maintenance, 2-287 Exposure Percentages, 2-294, 2-295 EXPRO, 2-294, 2-295 Extended Narratives, 2-293 External Cash Flow Projection, 2-120 External Cash Flow Table, 2-284 External Deal Identifier, 2-282 External Marked to Market Data Store, 2-289 External Market Value Store, 2-290 External Payments - EXTPAYMENT, B-3

Index

3937 0226-942 Index–5

External Post Transactions, 2-519 External Trade Finance Data Store, 2-296 External Upload File, 2-298 EXTF, 2-296 EXUPO, 2-298

F

Fee Settlement Diary, 3-88 Fee Types Maintenance, 2-299 FETPO, 2-299 Fixing Diary, 3-128 FLOCK, 2-300 Foreign Exchange Brokerage Rates, 2-317 Foreign Exchange Positions, 2-319 Foreign Exchange Profit, 2-318 Foreign Exchange Profit Transfer, 2-321 Foreign Exchange Specific Contract Details,

2-204 Forward Exchange Rates, 2-315 FTBRO, 2-301 FTCP, 2-302 FTDDO, 2-304 FTDMO, 2-305 FTDRO, 2-306 FTEXM, 2-308 FTMGO, 2-309 FTNON, 2-310 FTPRO, 2-313 Funding Account Datastore, 2-528 Futures Brokers Maintenance, 2-301 Futures Closing Prices Dataset, 2-302 Futures Contract Details, 2-310 Futures Exchange Maintenance, 2-308 Futures Product Types, 2-313 Futures/Options Close-Out, 3-138 Futures/Options Dates Maintenance, 2-304 FWEXR, 2-315 FXBRO, 2-317 FXPFT, 2-318 FXPOS, 2-319 FXPTO, 2-321

G

GCCYS, 2-322 General Ledger Account Balances, 2-327 General Ledger Account Definitions

Maintenance, 2-326 General Ledger Account Details, 2-334 General Ledger Batch Postings, 2-81

General Ledger Default Masters, 2-330 General Ledger Master, 2-331 General Ledger Statutory Information, 2-332 General Purpose Narratives, 2-336 General Table Data, 2-676 GFAVO, 2-323 GIFTO, 2-324 GLADO, 2-326 GLBL, 2-327 GLCTO, 2-329 GLDFO, 2-330 GLMAM, 2-331 GLSRO, 2-332 GLSTO, 2-334 GNARO, 2-336 Group Countries by User Definition, 2-231 Group Currency Table, 2-322 GUI Favourites, 2-323

H

HINDM, 2-337, 4-54 HLDD, 2-338 HLDH, 2-341 HLDP, 2-343 HLDT, 2-344 Hold Funds, 2-345 Hold Marker Descriptions, 2-337 Holding Transaction Details, 2-338 Holding Transaction Movements, 2-344 HOLDO, 2-345

I

Index Dataset, 2-347 Index Rate Audit Record, 2-549 Index Rate/Price Audit Record, 2-545 Indirect Cost Allocation Table, 2-485 INDXO, 2-347 Input Diary, 3-15 Input File Format, B-1 Input to CMATMIN, B-7 Input to CMATMSTM, B-9 Input to RTBATCHSRT, B-1 Input Values for EMUBRUP Report, 2-70 Input/Output Cheque Print Files, B-5 Input/Output Files for Card Orders, B-10 INTAV, 2-348 Inter Screen Data Linkage, 2-594 Interest Bearing Securities Bearer Information,

2-52

Index

Index–6 3937 0226-942

Interest Bearing Securities Documentation Usage, 2-53

Interest Bearing Securities Static Diary, 2-75 Interest Bearing Securities Static Narratives

Maintenance, 2-78 Interest Conditions for Client Accounting, 2-349 Interest Rate Change Advices, 2-348 Interest Settlement Diary, 3-79 INTSO, 2-349 Issued Card Details, 4-32

K

Keys, 2-464 KEYSO, 2-351

L

LA Authorisation Structure, 2-592 LA Contract Accrual Period History, 2-228 LAAPO, 2-352 LAATH, 2-353 LABCO, 2-355 LABDO, 2-356 LABDP, 2-357 LABRO, 2-358 LACAO, 2-359 LACNO, 2-360 LACSD, 2-361 LACSO, 2-362 LACSP, 2-364 LACVO, 2-366 LADDH, 2-367 LADDO, 2-369 LADPO, 2-371 LADRY, 2-373 LAFAO, 2-380 LAFBO, 2-381 LAFED, 2-382 LAFEH, 2-383 LAFEO, 2-384 LAFMO, 2-386 LAFPO, 2-388 LAFRO, 2-389 LAGUO, 2-390 LAHDO, 2-392 LAMAO, 2-394 LAMRO, 2-395 LANCO, 2-397 LANMO, 2-398 LANTO, 2-402

LAPAO, 2-403 LAPBO, 2-404 LAPBP, 2-406 LAPCO, 2-407 LAPHO, 2-408 LAPPD, 2-411 LAPPH, 2-412 LAPPO, 2-413 LAPRO, 2-414 LAPTO, 2-416 LARRO, 2-417 Last Retail Account Number Used, 4-84 LASTO, 2-418 LATCD, 2-420 LATCH, 2-421 LATCO, 2-422 LATDO, 2-425 Latest Balance Accrual Details, 2-95 LATFO, 2-427 LATLO, 2-428 LATMP, 2-429 LATPO, 2-430 LATRD, 2-431 LATRH, 2-432 LATRO, 2-433 LATSO, 2-435 LATTO, 2-436 LAUSO, 2-437 LAXFD, 2-438 LAXFH, 2-439 LAXRF, 2-440 LDEXC, 2-441 LDFTC, 2-442 LDOPC, 2-443 LDPRC, 2-444 LDRAT, 2-445 Letter Initiation, 4-57 Letter Masters, 4-58 License Keys, 2-351 Limit Line Definitions, 2-285 Limit Projection Lines, 2-451 Limit’s Event Structure, 2-452 Limits and Exposures, 2-280 Limits Share, 2-286 Loan Administration

Asset Price, 2-352 Authorisation, 2-353 Bad Debt Output Structure, 2-356 Bad Debt Postings, 2-357 Collateral Percentage Assignment, 2-359 Combine/Split Drawdown Details, 2-361 Combine/Split Header Details, 2-392 Combine/Split Participants, 2-364

Index

3937 0226-942 Index–7

Confirmed Fee Settlement Authority, 2-380 Contract Conversion Details, 2-366 Contract Notes, 2-360 Default Settlement Instructions, 2-362 Drawdown Details, 2-369 Drawdown History, 2-367 Event Structure, 2-373 Facility Borrower Cross Reference, 2-381 Facility Cross Reference Dataset, 2-440 Facility Header Details, 2-386 Facility Participant Details, 2-388 Facility Participants, 2-416 Fee Detail, 2-384 Fee Participant Detail, 2-382 Fee Participant Header, 2-383 Fee Rate Details, 2-389 Financial Codes, 2-355 Guarantee Data, 2-390 Margin Rates, 2-395 Maturing Contracts Trigger, 2-394 Notification Event Templates, 2-402 Notification Output, 2-398 Partial Fee Details, 2-427 Participant Details, 2-420 Participant Table Header, 2-421 Participant Transfer Header, 2-439 Participant/Contract Administration Details,

2-403 Participation Transfer Details, 2-438 Preliminary Drawdown, 2-371 Preliminary Drawdown Participants, 2-413 Product Header Details, 2-408 Product Participant Table Details, 2-411 Product Participant Table Header, 2-412 Product Reference Details, 2-414 Reference Rates, 2-417 Settlement Schedule Details, 2-418 Syndicated DD Portions, 2-431 Temporary Table To Generate Loan

Administration Schedule, 2-429 Temporary Table To Store Old and New

Contract Numbers, 2-430 Temporary Tranche Details, 2-436 Temporary/Primary Deal Information, 2-425 Trade Details, 2-433 Trade Passback, 2-404 Trade Passback Diary, 2-406 Tranch/Product Borrower Details, 2-358 Tranche Clauses, 2-428 Tranche Header, 2-422 Tranche Product Currencies, 2-407 Tranche Product Notification Event, 2-397 Update Status, 2-437

Loan AdministrationTrade Counterparty Settlement, 2-435

Loan AdministrationTransaction Participant Header, 2-432

Loan Collateral Types for Product, 4-65 Loan Purpose Codes for Product, 4-67 Loan Rate Change Details, 4-55 Location, 2-446 Lock CA/GL Account Process, 2-138 Lock Exposures Process, 2-277 Lock FX Positions, 2-300 LOCTO, 2-446 Log of Exceptions, 2-449 Log of LOGEX Error Numbers, 2-448 LOGEN, 2-448 LOGEX, 2-449 LPLNM, 2-451 LRCDO, 4-55 LTDRY, 2-452 LTINO, 4-57 LTMAO, 4-58

M

Margin Account Maintenance, 2-309 Market Interest Rates, 2-456 Maturity Diary, 3-49 MISTH, 2-453 MRATM, 2-456 MT100, 2-457 MT100 Data Storage Structure, 2-457 MT202, 2-460 MT202 Data Storage Structure, 2-460

N

NAMDO, 2-462 Narrative Event Schedule, 4-52 Narrative Table Types, 2-678 Netting Agreement

Currency Cut-Off Date Control, 2-473 Currency Cut-Off Dates, 2-475

Netting Type, 2-481 Netting Type to Accounting Centre Linkage,

2-477 Netting Type to Product Linkage, 2-478 Network Parameters, 2-482 NKEYO, 2-464 NOFXO, 2-465 Non Foreign Exchange Brokerage Rates, 2-465 Non Standard Settlement Instructions, 2-469

Index

Index–8 3937 0226-942

Non-Foreign Exchange Contract Type Specific Details, 2-211

Non-System Exposures, 2-291 Nostro Postings for Foreign Banks -

NOSTROEXT, B-4 Nostro Transfers, 2-471 Nostros, 2-467 NOTEO, 2-466 Notes, 2-466 NSROO, 2-467 NSTDO, 2-469 NSXFO, 2-471 NTACO, 2-473 NTAGO, 2-474 NTALO, 2-475 NTAPO, 2-476 NTBRO, 2-477 NTTPO, 2-478 NTTXO, 2-479 NTTYO, 2-481 NWPTR, 2-482

O

Off-Line Report Control, 2-488 Off-Line Report Options, 2-490 Off-Line Report Parameters, 2-491 OPACC, 2-484 OPCIC, 2-485 Operations Table, 2-487 OPERS, 2-487 Options Exercise, 3-144 Order Transport

Dealing Slip Request, 2-494 Execution Detail, 2-504 Execution Header, 2-506 Temporary Clients, 2-498 Temporary Executions, 2-502 Temporary Order, 2-500

Order Transport – Client Order Details, 2-492 Order Transport General Order Details, 2-495 ORPMR, 2-488 ORTOP, 2-490 ORTPO, 2-491 OTC Options Instrument, 2-497 OTC Options Valuation, 2-503 OTCO, 2-492 OTDSO, 2-494 OTGO, 2-495 OTINO, 2-497 OTTCO, 2-498 OTTGO, 2-500

OTTXO, 2-502 OTVLO, 2-503 OTXDO, 2-504 OTXHO, 2-506 Outline Deal Record for All Contracts, 2-260 Output from CMATMBAL, B-6 Output from CMATMOUT, B-8 Output from RTEXTRACT, B-3, B-4

P

Payment Instructions, 2-509 PCICO, 2-508 PCNAR, 2-509 Pending Exchange Rates, 2-441 Pending Futures Rate, 2-442 Pending Options Rate, 2-443 Pending Prices, 2-444 Pending Rates, 2-445 Period Accumulation Details, 2-102 Personal Client Financial Information, 2-128 PFDFO, 2-510 PFTO, 2-512 PFTRE, 2-513 PFVAL, 2-514 PNARO, 2-515 Portfolio CSD Sub Accounts, 2-245 Portfolio Definition Table, 2-510 Portfolio Tree Structure, 2-513 Portfolio Type Table, 2-512 Portfolio Valuation, 2-514 POST, 2-516 Postal Groups, 2-536 Postings, 2-516 Postings Awaiting Batch, 2-49 Postings to be Sent to DREAMS GL Extract,

2-324 POSTX, 2-519 PPDTO, 2-521 PRADO, 2-522 PRCEO, 2-524 PRCNT, 2-525 PRDFT, 2-526 Premium Settlement, 3-150 PRFAO, 2-528 Price Output Structure, 2-524 Printer Addresses, 2-530 PRLIM, 2-529 PRNTO, 2-530 Process Definitions, 2-115 Product Adjustable Interest Conditions, 4-66 Product Daily Transaction Totals, 4-78

Index

3937 0226-942 Index–9

Product Defaults, 2-526 Product Interest Conditions, 4-63 Product Interest Types, 4-62 Product Prizes, 4-75 Product Transaction Codes and Charges, 4-79 Product Types Maintenance, 2-535 Profit Centre Indirect Cost Output, 2-508 Profit Period Dates, 2-521 Program and Contract Record, 2-525 Program Limits Maintenance, 2-529 PRSDO, 2-531 PRSTO, 2-532 PRTPO, 2-535 PSTGM, 2-536 PTCHO, 4-59 PTCLO, 4-61 PTICO, 4-62 PTINO, 4-63 PTLCO, 4-65 PTLFO, 4-66 PTLPO, 4-67 PTMAO, 4-68 PTPZO, 4-75 PTTAO, 4-76 PTTDO, 4-77 PTTOT, 4-78 PTTRO, 4-79 PWRDS, 2-537

R

RACCO, 4-80 RACLX, 4-83 RACNO, 4-84 RADIO, 4-85 RAINO, 4-87 RANET, 4-89 RASTH, 4-90 RASTO, 4-91 Rate Definition Change Audit, 2-550 Rate/Principal Change Diary, 3-94 RATEO, 2-538 Rates Dataset, 2-538 Rates Definition Dataset, 2-551 RBTDO, 4-92 RBTHD, 4-93 RDCHO, 4-94 Report Distribution Maintenance, 2-238 Report Headers Maintenance, 2-543 Report Options, 2-547 Report Parameters, 2-546 Report Recipients Identifiers, 2-540

Report Run Time Options, 2-552 Report Text Maintenance, 2-554 Reports Maintenance, 2-541 REPRC, 2-540 REPSO, 2-541 Restart Data for Reports, 2-548 Retail Account - Group Netted Interest, 4-89 Retail Account - Statement History, 4-90 Retail Account - Statement Requests, 4-91 Retail Account Block Markers, 4-54 Retail Account Deferred Charges, 4-94 Retail Account Interest Conditions, 4-87 Retail Account Master, 4-80 Retail Account Withdrawal Notices, 4-107 Retail Batch Header Details, 4-93 Retail Batch Transaction Details, 4-92 Retail Charges, 4-59 Retail Loan Application Activities, 4-95 Retail Loan Financial History, 4-96 Retail Loan Insurance Company, 4-98 Retail Loan Master Details, 4-99 Retail Loan Outlets, 4-104 Retail Loan Schedule, 4-106 Retail Loan Standard Activities, 4-105 Retail Product Template Master, 4-68 Retail Standing Orders, 4-112 Retail Transaction Definitions, 4-117 Retail Transaction Details, 4-110 Retail Transaction Posting Temporary Dataset,

4-108 Retention Table Maintenance, 2-542 RETTO, 2-542 Return Sweep Details, 2-553 Revaluation Dataset, 2-555 RHEDO, 2-543 RLAAO, 4-95 RLFHO, 4-96 RLICO, 4-98 RLMAO, 4-99 RLOUO, 4-104 RLSAO, 4-105 RLSCO, 4-106 RNTCO, 4-107 Rollover Diary, 3-108 RPACC, 2-544 RPAUD, 2-545 RPMTO, 2-546 RPOPO, 2-547 RSTRT, 2-548 RTAUD, 2-549 RTDCA, 2-550 RTDFO, 2-551 RTMPO, 4-108

Index

Index–10 3937 0226-942

RTOP, 2-552 RTPRO, 4-109 RTRNO, 4-110 RTSWO, 2-553 RTXTO, 2-554 RVAL, 2-555

S

S.W.I.F.T. Detail Lines, 2-638 S.W.I.F.T. Details by Station ID, 2-644 S.W.I.F.T. Incoming Messages, 2-639 S.W.I.F.T. Output Messages, 2-641 S.W.I.F.T. Tag Codes Security Maintenance,

2-591 SACDO, 2-556 SACFO, 2-558 SACIO, 2-559 SACNO, 2-560 SACPO, 2-562 SACXO, 2-563 SALTO, 2-567 SAMDO, 2-568 SATXO, 2-569 Screen Text, 2-636 Screens Maintenance, 2-570 SCRNO, 2-570 SECAD, 2-571 Secondary Arrears Record, 4-1 Securities (DP and BD) Defaults, 2-258 Securities Close-Out, 2-139 Securities Position Control, 2-588 Securities Position History, 2-587 Securities Static Header Structure, 2-453 Security Audit, 2-571 Security Depot Holding Detail, 2-573 Security Depot Holding Positions, 2-575 Security Holdings, 2-341 Security Master File – Additional Data, 2-628 Security Master File – Capital Events, 2-620 Security Master File - Classification, 2-602 Security Master File - Conversion, 2-623 Security Master File – CREST Data, 2-631 Security Master File - Earnings, 2-611 Security Master File - Income, 2-604 Security Master File – Key Data, 2-598 Security Master File - Mergers, 2-617 Security Master File – Price History, 2-627 Security Master File - Pricing, 2-613, 2-616 Security Master File - Redemptions, 2-619 Security Master File – References and Dates,

2-600

Security Master File – Security Types, 2-630 Security Master File Listings, 2-625 Security master File Overrides, 2-626 Security Master File Soft Keys, 2-634 SEO, 2-572 SHLDD, 2-573 SHLDH, 2-575 SLEVO, 2-576 SLOCK, 2-577 Soft Lock Table, 2-577 SOHST, 2-578 SORLM, 4-112 SOSTO, 2-580 SOTDO, 4-115 SPMTR, 2-584 SPOSO, 2-587 SPSCO, 2-588 SPSTO, 2-590 STAGM, 2-591 Stamp Duty Charges, 2-636 Standard Settlement Details, 2-595 Standing Order Parameters, 2-110 Standing Order Transaction, 2-578 Standing Orders Static Details, 2-580 Start Diary, 3-32 Statement Archive, 2-532 Statement Details Archive, 2-531 Statement Information, 2-635 Statement Requests from ATM/EFTPOS System -

CMATMSTM, B-9 STATH, 2-592 Station Maintenance, 2-637 STCKO, 2-594 STDFM, 2-595 STKA, 2-598 STKB, 2-600 STKC, 2-602 STKD, 2-604 STKE, 2-611 STKF, 2-613 STKG, 2-616 STKH, 2-617 STKJ, 2-619 STKK, 2-620 STKL, 2-623 STKLO, 2-625 STKMO, 2-626 STKP, 2-627 STKR, 2-628 STKTO, 2-630 STKV, 2-631 STKXO, 2-634 STMNT, 2-635

Index

3937 0226-942 Index–11

STMPO, 2-636 STNS, 2-637 Stock Account Model, 2-568 Stock Exchange Contract, 2-651 Stock Exchange Contract Common Details,

2-646 Stock Exchange Contract Conditions, 2-116 Stock Exchange Contract Portfolio, 2-652 Stock Exchange Contract Portfolio Charges,

2-656 Stock Exchange Custody Model, 2-650 Stock Exchange Database, 2-659 Stock Exchange Input Messages, 2-662 Stock Exchange Message Format, 2-663 Stock Exchange Message Qualifiers, 2-664 Stock Exchange Other Exchange Charges, 2-576 Stock Exchange Output from Message Model,

2-665 Stock Exchange Products, 2-645 Stock Exchange PS and Principal Filter, 2-666 Stock Exchange Securities Static Data

Supplementary Charges, 2-637 Stock Exchange Settlement Type, 2-667 Stock Exchange Temporary Common Details,

2-648 Stock Exchange Transaction Diary, 2-668 Stock Exchange Transaction Model Detail, 2-660 Stock Exchange Transaction Model Header,

2-661 Stock Exchanges, 2-572 Stop Cheques on Client Account, 2-638 STOPO, 2-638 Stopped Cheques, 4-29 Store of Used Passwords, 2-537 STPLO, 2-639 STPPO, 2-640 Straight Through Processing Event Log, 2-639 Straight Through Processing Parameters, 2-640 STXTO, 2-636 SUPCO, 2-637 SWFDO, 2-638 SWFTI, 2-639 SWFTO, 2-641 SWPTO, 2-644 SXAPO, 2-645 SXCCO, 2-646 SXCCT, 2-648 SXCMO, 2-650 SXCNT, 2-651 SXCPO, 2-652 SXCPT, 2-656 SXDBO, 2-659 SXEDO, 2-660

SXEHO, 2-661 SXIMO, 2-662 SXMFO, 2-663 SXMQO, 2-664 SXOMO, 2-665 SXPRO, 2-666 SXSTO, 2-667 SXTDO, 2-668 SXXRO, 2-670 System Dates Table, 2-257 System Parameters, 2-584

T

Table for Miscellaneous Data, 2-671 TABLO, 2-671 Take-up Diary, 3-68 TBBSO, 2-672 TBLO, 2-673 TCBLO, 4-116 TCDCO, 2-675 TDATO, 2-676 TEMP, 2-677 Temporary Deal Record For Swaps Contracts,

2-271 Temporary Storage for Split Screens, 2-677 Term Deposit Accounts for Standing Orders,

4-115 Term/Amount Interest Condition Descriptions,

4-77 Term/Amount Interest Conditions for Fixed Term

Deposits, 4-76 Timeline Account Category Mapping, 2-329 TNARO, 2-678 TRANO, 4-117 Transaction Identifier Details, 2-680 Transaction Narratives Prompt, 2-681 Travellers Cheque Blacklist, 4-116 Travellers Cheques Issued, 4-27 TRCKO, 2-679 TRDTO, 2-680 Trial Balance/Balance Sheet Layout, 2-672 TRPMO, 2-681

U

UDRDO, 2-682 UDRSO, 2-683 UDRYO, 2-684 UEXFO, 2-686 UEXRO, 2-688

Index

Index–12 3937 0226-942

Unauthorised Exchange Rates, 2-688 Unauthorised Forward Exchange Rates, 2-686 Unique Number Allocation, 2-208 User Authorisation, 2-690 User Code Details, 2-689 User Diary, 2-684 User Diary Definition, 2-682 User Diary Sequence Numbers, 2-683 USERS, 2-689 UUSRO, 2-690

V

Valued Security Positions, 2-343 Vault Inventory Details, 4-119 Vault Item Definitions, 4-118 Vault Valued Item Details, 4-121 VICDO, 4-118 VIINO, 4-119 VIVIO, 4-121 Volatility Table Output Structure, 2-691 VOLTO, 2-691

W

Withholding Tax Running Totals, 2-243 Withholding Tax Table, 2-244

X

XBTOT, 4-122

Banking Back-Office Data Dictionary-main

Documents

Transcript of Banking Back-Office Data Dictionary-main