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Securities Settlement System Swift User guide

1. SWIFT TAG CONTENT OPTIONS DETAIL STATUS Optional Sequence C Corporate Action Details M 16R CADETL 1 CADETL O 98A 41c 8 n 1 XDTE 2 date of event O 98A 41c 8 n 1 RDTE 2 record date YYYYMMDD O 69A 4 c 8 n 8 n case of interest payment 1 INPE 2 start date of intrest period 3 4 end date of intrest period O 92A 4 c N 15d in case of interest payment 1 INTR 2 interest rate O 92A 4 c N 15d in case of bond factor 1 PRFC 2 previous bond factor if present O 92A 4 c N 15d in case of bond factor 1 NWFC 2 next bond factor if present M 16S CADETL 1 CADETL End of Sequence C Corporate Action Details Mandatory Sequence D Corporate Action Confirmation M 16R CACONF 1 CACONF M 13A 4 c 3 c 1 CAON 2 001 M 22F 4 c 8c 4 c 1 CAOP CASH 71 MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS Repetitive Optional Subsequence D2 Cash Movements M 16R CASHMOVE 1 CASHMOVE M 22H 4 c 4 c 1 CRDB 2 CRED 62 88 89 87 seller of the repo or DEBT 8A 8B 8C 87 buyer of the repo M 97A 4 c 35d 1 CASH 2 cash account number M 19B 4 c 3 a15d 1 PSTA 2 currency code 3 amount posted to the cash account M 19B 4 c 3 a15d 1 GRSS 2 currency code
2. sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110401 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation 70E SPRO SEQN 67939 sending number 16S TRADDET sequence C 16R FIAC 36B SETT FAMT 35000000 nominal amount 97A SAFE 100801000166 securities account 16S FIAC sequence D 16R REPO forward leg 98A TERM 20110412 settlement dat 19A TRTE EUR3600000 33 cash amount 16S REPO sequence E 16R SETDE 122F SETR NBBE 70XX NBB transaction type sequence El 16R SETPRTY repetitive 195R DEAG NBBE 9100 counterparty 16S SETPRTY 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY sequence E3 16R AMT 19A SETT EUR35000630 73 cash amount 16S AMT end of seq E 16S SETDET 2 8 2Example MT 543 Deliver Against Payment Analogous 23 2 9 Transaction code 72 MESSAGES SENT TO NBB TRANSACTION CODE 72 NOVEMBER 2012 One message is sufficient for communicating both cash leg and forward leg and for obtaining the matched status 2 9 1Example MT 542 Deliver Free sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110401 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation 7
3. subsequence El 16R SECMOVE 122H CRDB DEBT the participant is the delivery agent 35B ISIN BE0005556661 ISIN code MBS 3 KLASSE A 3 subsequence 16R FIA Ela 90A ISSU PRCT 99 500000000 issue price of the asset end of 16S FIA subseq Ela El end of subseg 98A PAYD 20110411 16S SECMOVE payment date subsequence E2 16R CASHMOVE 22H CRDB CR Gi O 98A PAYD 20110411 98A VALU 20110411 92A TAXR 15 000000000 92A RATE 3 519274522800 the participant gets the cash payment date value date withholding tax rate rate of the event E2 end of subseq 90A OFFR PRCT 103 950000000 16S CASHMOV DI redemption price of the asset end of seq E 16S CAOPTN sequence F 16R ADDINFO 95R PAYA NBBEBEBB 16S ADDINFO BIC of the paying agent MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 3 6 6 Example MT 564 redemption of the principal sequence A 16R GENL 120C CORP BE03191370720089 ISIN 4 positions 120C SEME SR00015110401 85 NBB reference 23G NEW 122F CAEV REDM 122F CAMV MAND 98C PREP 20110401174439 125D PROC PREU 16S GENL sequence B 16R USECU 35B ISIN BE0319137072 ISIN code TREASURY BILL in USD designati
4. counterparty place of settlement end of seq E reS 19 2 6 2Example MT 540 Receive Free code 32 MESSAGES SENT TO NBB TRANSACTION CODES 21 30 32 38 39 74 NOVEMBER 2012 sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110330 trade date 90A DEAL YIEL 3 9235 yield percentag 35B ISIN BE5555550698 ISIN TB ESTATES designation 70E SPRO SEON 69939 sending number 16S TRADDET sequence C 16R FIAC 36B SETT FAMT 35000000 nominal amount 97A SAFE 100801000166 securities account 16S FIAC sequence E 16R SETDE 122F SETR NBBE 32XX NBB transaction type sequence El 16R SETPRTY repetitive 195R DEAG NBBE 9999 counterparty 16S SETPRTY 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY end of seg E 16S SETDE 2 6 3Example MT 542 Deliver Free codes 21 30 38 74 Analogous 2 7 Transaction codes 51 57 58 59 MESSAGES SENT TO NBB TRANSACTION CODES 51 57 58 59 NOVEMBER 2012 Code 51 the message will mention in field 97A the own or trading account that delivers the stated securities and not the pledge acc
5. 47 3 5 2Examples MT 548 3 5 2 1 Message accepted and matched MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 sequence A 16R 120C 12362 19892 GENL SEME SK01002123456 B1 INST PREP 20110404132902 NBB reference date time at which message was prepared sequence Al LER 201 16S LINK ELA YOUR REFERENCE LINK Do Gi participant s reference lor 220s 16S LINK TI 2011040701579 LINK H NBB s operation reference sequence A2 16R 125D 16S STA TCH MACH matched end of seq A 16S 3 5 2 2 Message unmatched due to unilateral cancellation by counterparty two leg transaction forward leg sequence A 16R 20C 7236 TIBC GENL SEME SK01002000000 B1 AS Gi REP 20110404145147 NBB reference date time at which message was prepared sequence Al 16R 203 16S LINK A YOUR REFERENCE LINK a Pa participant s reference 16R 20C i L 6S LINK MITI NONR Bi r sequence A2 SIGR 25D TCH NMAT unmatched sequence A2a SLOR 124B 70D EOS AT CPCA REAS TERM unilateral cancellation of a two leg transaction end seq A2 16S end of seq A 1
6. M 16S LINK 1 LINK M 16R LINK 1 LINK M 20C 41c 16x 1 MITI 2 NBB s operation reference M 16S LINK 1 LINK End of Repetitive Mandatory Subsequence B1a1 Optional Subsequence B1a2 Transaction Details M 16R TRANSDET 1 TRANSDET M 36B 41c 4 c 15d PSTA FAMT 1 2 nominal amount O 19A A4lc N 3 a15d PSTA N when negative EUR ere HS HS 1 2 3 31 MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANSACTIONS NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS 4 cash amount regardless of any withholding tax payment or refunding O 19A 4lc N 3 a15d present in case of tax payment or refunding 1 5ACRU 2 N when negative 3 security s currency code 4 accrued interests M 22F Alc 4 c 1 TRAN SETT M 22H 4 c 4 c 1 REDE 2 either DELI for delivery of securities or RECE for receipt of securities M 22H 4 c 4 c 1 PAYM 2 either APMT if payment even when in a forward leg only or FREE without payment regardless of any withholding tax payment or refunding M 22F Alc 8c 4 c 1 SETR 2 NBBE NBB Data Source Scheme 3 4 ppcc pp NBB transaction type participant cc NBB transaction type counterparty or XX when no counterparty present M 98A 4 c 8 n 1 ESET 2 effective settlement date YYYYMMDD O 98A 4 c
7. CORP 2 ISIN code 12 positions 3 internal number 4 positions M 20C 4 c 16x 1 SEME 2 NBB reference M 23G 4 c 4 c 1 NEWM M 22F Alc Alc 1 CAEV 2 ACTV reactivation in trading or EXTM extension maturity or INTR interest payment or MCAL full call or PRED partial redemption without reduction of nominal value or REDM final maturity or REDO change of denomination M 22F Alc Alc 1 CAMV MAND O 98C 4 c 8 n6 n 1 PREP 2 date and time of treatment YYYYMMDDhhmmss M 25D Alc 4 c 1 PROC 2 INFO for info only or PREU preliminary announcement unconfirmed Optional Repetitive Subsequence A1 Linkages for securities which have a pending receipt before the Corporate Action Event M 16R LINK 1 LINK M 20C 4 c 16x 1 RELA 2 notification s reference codes 71 73 77 reference of the corresponding first leg or cash leg or NONREF when non existing M 16S LINK 1 LINK End of Optional Subsequence A1 M 16S GENL 1 GENL End of Mandatory Sequence A Mandatory Sequence B Underlying Securities M 16R USECU 1 USECU M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL PRIVATE STATUS optional Subsequence B1 Financial Instrument Attributes see remarks on
8. 36B MINO FAMT 0 01 minimum nominal quantity 36B MILT FAMT 0 01 minimum exercisable multiple quantity 16S FIA subsequence B2 16R ACCTINFO 97A SAFE 100801000166 securities account 93B ELIG FAMT 99000000 00 nominal amount 16S ACCTINFO subsequence B2 16R ACCTINFO 97A SAFE 100801001075 securities account 93B ELIG FAMT 100000000 00 nominal amount 16S ACCTINFO end of seq B 16S USECU sequence D 16R CADETL 98A XDTE 20110710 date of the event 98A RDTE 20110708 record date 69A INPE 20110410 20110710 start and end date of th coupon 99A DAAC 091 number of days accrued 92A INTR 4 450000000 interest rate 13A COUP 011 coupon number 16S CADETL 59 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 sequence E 16R CAOPTN 13A CAON 001 22F CAOP CASH 11A OPTN EUR 17B DFLT Y 92A TAXR 15 000000000 withholding tax rate subsequence El 16R SECMOVE 22H CRDB DEBT the participant delivers the coupon 35B ISIN BE0000407198 ISIN code subsequence 16R FIA Ela 90A ISSU PRCT 100 000000000 issue price of the asset end of 16S FIA subseq Ela 98A PAYD 20110711 payment date end of 16S SECMOVE subseq E1 subsequence E2 16R CASHMOVE 22H CRDB CRED the participant gets the cash 98A PAYD 20110711 payment date 98A VA
9. 3 gross amount cash amount before deductions M 19B 4 c 3 a15d 1 NETT 2 currency code 3 net amount cash amount after deductions M 19B 4lc 3 a15d 1 WITL 2 currency code 3 amount of tax deducted M 98A 4 c 8 n 1 POST 2 posting date YYYYMMDD O 98A 41c 8 n 1 VALU 2 value date YYYYMMDD M 98A 4 c 8 n 1 PAYD 2 payment date YYYYMMDD M 92A 4 c 15d 1 RATE 2 rate of the event M 92A 4 c 15d 1 TAXR 2 withholding tax rate if any O 90A 4 c 4 c 15d only in case of MCAL PRED REDM 1 OFFR PRCT 2 redemption price M 16S CASHMOVE 1 CASHMOVE End of Subsequence D2 M 16S CACONF 1 CACONF End of Mandatory Sequence D MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 Optional Sequence E Additional Information 16R ADDINFO 1 ADDINFO 70E 41c 10 35x ADTX DVPN ADTA m securities settlement reference 8 positions cash settlement reference 15 positions or NONREF when non existing in case of Transfer of income due to Repo crlf a RETR if sending number exists b trade date YYYYMMDD c d sending number up to 6 positions otherwise b NONREF due to Bond lending crlf a RETR b reference of the bond lending BL 1 2 3 4 5 95a Option P if the BIC code of the paying agent is known then Alc 4la2la2 c 3 c De 2 PAYA paying agent 3 4 BIC or BE
10. 8 n present if initial settlement date differs from effective settlement date 1 SETT 2 initial settlement date YYYYMMDD O 70E 4 c 10 35x 1 TRDE 2 if transaction type different from 71 73 77 87 a SEQN if sending number exists b trade date YYYYMMDD c d sending number up to 6 positions otherwise b NONREF otherwise a RELA b trade date of the original notification YYYYMMDD c d sending number of the original notification up to 6 positions crif 3 WTAX 4 N if withholding tax payment 5 EUR 6 withholding tax payment or tax refunding can be zero crif 7 INETT 8 N if negatif amount 9 EUR 10 net amount credited or debited crif 11 DVPN 12 securities settlement reference 8 positions 13 14 cash settlement reference 15 positions or NONREF when non existing MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANSACTIONS NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS Repetitive Optional Subsequence B1a2a Settlement Parties M 16R SETPRTY 1 SETPRTY M 95a Option P 1 Alc 4la2 a2 c 3 c 2 party status 4 positions 3 4 BIC or BEI code Option R 1 4 c 8c 34x 2 party status 4 positions 3 4 Data Source Scheme 5 6 Proprietary Code Option Q aD hae 4 c 4 35x 2 party status 4 positions 3 4
11. M 97A 4 c 35x 1 SAFE 2 account 12 positions M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions 69 MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS Optional Subsequence B1 Financial Instrument Attributes M 16R FIA 1 FIA O 11A 41c 3 a 1 DENO 2 currency of denomination O 98A 41c 8 n 1 COUP 2 coupon date YYYYMMDD O 98A 41c 8 n 1 MATU 2 maturity date of the security YYYYMMDD O 98A 41c 8 n 1 ISSU 2 issuance date of the security YYYYMMDD O 92A Alc N 15d in case of bond factor 1 PRFC 2 previous bond factor if present O 92A Alc N 15d in case of bond factor 1 INWFC 2 next bond factor if present O 92A 4lc N 15d in case of coupon payment 1 INTR 2 interest rate M 16S FIA 1 FIA End of Subsequence B1 M 93B 4lc 8c 4 c N 15d 1 CONB if coupon payment or full redemption 2 FAMT 3 N for negative balances only 4 face amount of the principle if partial redemption 2 AMOR 3 N for negative balances only 4 current amortized face amount M 16S USECU 1 USECU End of Sequence B MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012
12. NONR 16S LINK Gi Hy sequence A2 16R STAT 25D MTCH NMAT acknowledged but not matched sequence A2a 16R REAS 24B NMAT DMON 70D REAS RELA REFERENCE n ETT 10200000 00 difference on cash amount instruction reference of your counterparty cash amount proposed by your counterparty 16S REAS end seq A2 16S STAT end of seq A 16S GENL MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 3 5 2 7 Message rejected due to a settlement date in the past and a double sending number sequence A 16R 20C 23G JEG SEME SE01002123456 B1 tu zi REP 20110404084513 NBB reference date time at which message was prepared sequence Al 16R 20013 16S 16R 20C 16S LINK RELA YOUR REFERENCE LINK bi LINK MITI NONRI LINK Gi i participant s reference sequence A2 repetitive 16R 25D STAT IPRC REJ sequence A2a 16R 24B TOD 33 16S RI D n EJT DDA EAS DISCARDI Ga x di bi fw D n reason settlement dat end seq A2 16S 8 D sequence A2 repetitive 16R 25D STA IPRC REJT rejected sequence A2a S 16R 24B LODZ EQN 16S REAS EJT
13. 65 MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 3 5 2 3 Message acknowledged but not yet matched no specific information available sequence A 16R GENL 20C SEME SK01002123456 B1 NBB reference 23G INST 98C PREP 20110404103425 date time at which message was prepared sequence Al 16R LINK 20C RELA YOUR REFERENCE participant s reference 16S LINK 16R LINK 20C MITI NONREF 16S LINK sequence A2 16R STAT acknowledged but not matched 25D MTCH NMAT sequence A2a 16R REAS 24B NMAT CMIS matching instruction of counterparty missing 16S REAS end seq A2 16S STAT end of seq A 16S GENL 3 5 24 Message acknowledged but not yet matched missing yield while issuance linked to a STEP program sequence A 16R GENL 120C SEME SK01002923456 B2 NBB reference 23G INST 98C PREP 20110404103441 date time at which message was prepared sequence Al 16R LINK 20C RELA YOUR REFERENCE participant s reference 16S LINK 16R LINK 20C MITI NONREF 16S LINK sequence A2 16R STAT acknowledged but not matched 25D MTCH NMAT sequence A2a 16R REAS 24B NMAT CMIS matching instruction of counterparty missing 16S REAS 16R REAS 24B NMAT NARR 70D REAS YIEL
14. CONTENT OPTIONS DETAIL STATUS Optional Sequence B Settlement Transaction Details NBB only used if transaction is posponed and participants reference of the underlying notification is unknown M 16R SETTRAN 1 SETTRAN M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crf 4 designation up to 4 lines each having 35 positions M 36B 4 c 4 c 15d 1 SETT FAMT 2 nominal amount O 19A 4 c N 3 a15d 1 SETT 2 N when negative 3 EUR 4 cash amount M 97A 4 c 35x 1 SAFE 2 sender s securities account 12 positions M 22F 4 c 8c 4 c 1 SETR 2 NBBE NBB Data Source Scheme 3 4 ppcc pp NBB transaction type participant cc NBB transaction type counterparty or XX when no counterparty present M 22H 4lc 4lc 1 REDE 2 either DELI for delivery of securities or RECE for receipt of securities M 22H 4lc 4lc 1 PAYM 2 either APMT if payment even when in a forward leg only or FREE without payment regardless of any withholding tax payment or refunding M 98A 4 c 8 n 1 SETT 2 original settlement date YYYYMMDD O 70E 41c 10 35x 1 SPRO SEQN 2 sending number up to 6 positions M 16S SETTRAN 1 SETTRAN End of Sequence B Optional Sequence C Additional Information Only when the party that originated the message is other than the sender M 16R 1 ADDINFO M 95P 4lc 4la2 a2 c 3 c 1 MEOR 2 identifier code M 16S 1 ADDINFO End of Sequence C
15. M 16S CAOPTN 1 CAOPTN End of Optional Sequence E Optional Sequence F Additional Information M 16R ADDINFO 1 ADDINFO O 95a Option P If the BIC code of the paying agent is known then 4 c 4 a2 a2 c 3 c po 2 PAYA paying agent 3 4 BIC or BEI code Option R If the BIC code of the paying agent is unknown then 41c 8c 34x 1 2 PAYA paying agent 3 4 NBBE Data Source Scheme 5 6 Proprietary Code M 16S ADDINFO 1 ADDINFO End of Optional Sequence F 3 6 3Example MT 564 intrest payment announcement MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 sequence A 16R GENL 20C CORP BE00004071981188 ISIN code 4 positions 120C SEME SI00019110401 4C NBB reference 23G NEW 22F CAEV INTR 122F CAMV MAND 98C PREP 20110701163836 25D PROC PREU 16S GENL sequence B 16R USECU 35B ISIN BE0000407198 ISIN code 04 45 Lening 2E designation subsequence Bl 16R FIA 22F MICO A006 code method of interest computation 11A DENO EUR currency of denomination 98A COUP 20110710 coupon date 98A ISSU 20081010 issuance date of the security 98A MATU 20151010 maturity date of the security 92A INTR 04 450000000 interest rate of th current coupon 92A NXRT 04 500000000 rate of the next coupon as currently known
16. MILT FAMT 0 01 minimum exercisable multiple quantity 16S FIA subsequence B2 16R ACCTINFO 97A SAFE 100801000166 securities account 93B PENR FAMT 500000 00 nominal amount of the pending transaction 16S ACCTINFO end of seq B 16S USECU sequence D 16R CADETL 98A XDTE 20120801 date of the event 98A RDTE 20120731 record date 69A INPE 20110801 20120801 start and end date of th coupon 99A DAAC 366 number of days accrued 92A INTR 4 000000000 interest rate 92A PRFC 1 000000000 13A COUP 078 coupon number 116S CADETL 67 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 sequence E 16R CAOPTN 13A CAON 001 122F CAOP CASH 11A OPTN EUR 17B DFLT Y 92A TAXR 12 500000000 withholding tax rate subsequence El 16R SECMOVE 22H CRDB DEBT the participant delivers the coupon 35B ISIN BE0000113168 Toth code subsequence 16R FIA Ela 90A ISSU PRCT 100 000000000 issue price of the asset end of 16S FIA subseq Ela 98A PAYD 20120801 payment date end of 16S SECMOVE subseq E1 subsequence E2 16R CASHMOVE 22H CRDB CRED the participant gets the cash 98A PAYD 20120801 payment date 98A VALU 20120801 value date 92A TAXR 12 500000000 withholding tax rate 192A RATE 100 000000000 rate of the event end of subseq 16S CASHMOVE E2 70
17. MT 566 bond factor final redemption MT 578 Settlement Allegement 3 8 1 Overview 3 8 2 General structure 3 8 3 Example MT 578 New Instruction NEWM 3 8 4 Example MT 578 Removal REMO 24 24 25 25 25 26 26 27 27 27 27 29 30 30 33 34 36 36 40 41 43 43 48 53 53 54 59 61 63 65 67 69 69 74 75 76 76 76 78 79 NOVEMBER 2012 INTRODUCTORY REMARKS MESSAGE TYPES USED IN SECURITIES SETTLEMENT SYSTEM NOVEMBER 2012 3 8 5 Example MT 578 Cancellation CANC 80 1 Introductory Remarks INTRODUCTORY REMARKS MESSAGE TYPES USED IN SECURITIES SETTLEMENT SYSTEM NOVEMBER 2012 1 1 Message types used in Securities Settlement System This manual deals with the message types that are in compliance with ISO 15022 Standards release 2007 INCOMING SUBJECT MESSAGES MT 540 Receive Free and Cancellation MT 541 Receive Against Payment and Cancellation MT 542 Deliver Free and Cancellation MT 543 Deliver Against Payment and Cancellation OUTGOING SUBJECT FREQUENCY MESSAGES MT 535 Statement of Holdings daily at the end of the day or on demand monthly according to the choice of the participant yearly automatically MT 536 Statement of Transactions daily at the end of or during the day MT 544 Receive Free Confirmation daily at the end of or during the day MT 545 Receive Against Payment Confirmation daily at the end of or during the day MT 546 Deliver Free C
18. NARR R REAS DUPLICATI GI reason double sending number end seq A2 16S end of seq A 16S 3 5 2 8 Message cancelled by the participant sequence A 16R 20C 12362 r98Caot GENL SEME SK01002123456 B1 CAST PREP 20110404105055 NBB reference date time at which message was prepared sequence Al 16R 220Cz 16S LINK ELA YOUR REFERENCE LINK bo Gi participant s reference e L 6R 120C 16S LINK MITI NONRI LINK Hi Gi Hy sequence A2 16R 29D STAT CPRC CAND cancelled sequence A2a 16R 24B 16S CAND CANI by the participant end seq A2 16S end of seq A 2165 s 51 3 5 2 9 Message returned to sender type unfamiliar to NBB SSS MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 sequence A 16R GENL 20C SEME SK01002123456 B1 NBB reference 23G INST 98C PREP 20110404110759 date time at which message was prepared sequence Al 16R LINK 20C RELA NONREF 16S LINK 16R LINK 120C MITI NONREF 16S LINK sequence A2 16R STAT 25D IPRC REJT rejected sequence A2a 16R REAS 24B REJT NARR by the syste
19. Yield is missing for an STEP 1234567 issuance in a STEP 16S REAS labelled program end seq A2 16S STAT end of seq A 16S GENL 49 3 5 2 5 Message acknowledged but not yet matched difference on trade date MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 sequence A 16R GENL 120C SEME SK01002123456 B1 23G INST 98C PREP 20110404104510 NBB reference date time at which message was prepared sequence Al 16R LINK 20C RELA YOUR REFERENCE L6S LINK bi 16R LINK 20C MITI NONR 16S LINK Gi i participant s reference sequence A2 16R STAT 25D MTCH NMAT acknowledged but not matched sequence A2a 16R REAS 24B NMAT DTRD 70D REAS RELA REFERENCE difference on trade date instruction reference of your counterparty TRAD 20110330 trade date proposed by your counterparty 16S REAS end seq A2 16S STAT end of seq A 16S GENL 3 5 2 6 Message acknowledged but not yet matched difference on cash amount sequence A 120C SEME SK01002123456 B1 23G INST 98C PREP 20110404091724 NBB reference date time at which message was prepared sequence Al 16R LINK 20C RELA YOUR REFERENCE 16S LINK Gi participant s reference 16R LINK 20C MITI
20. address up to 4 lines each having 35 positions O 97A 410 35x only for transactions between 2 accounts of the same participant 1 SAFE 2 securities account credited if subseq B1a2 tag 22H DELI or securities account debited if subseq B1a2 tag 22H RECE M 16S SETPRTY 1 SETPRTY End of Subsequence B1a2a M 16S TRANSDET 1 TRANSDET End of Subsequence B1a2 M 16S TRAN 1 TRAN End of Subsequence B1a M 16S FIN 1 FIN End of Subsequence B1 M 16S SUBSAFE 1 SUBSAFE End of Sequence B 3 3 2 Remarks 1 Transactions referring to n securities will be mentioned in n sequences B one for each security involved 2 The document number is a sequence number per account unique during a year It is reserved for documents concerning settled transactions MT 536 as well as the corresponding fax 33 3 3 3Example MT 536 intra day statement MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANSACTIONS NOVEMBER 2012 sequence A 216 1281 20 23G N 69A STAT 2011 bi L ONLY How C pal N n ti Z 22F SFRE INDA EME SS20100101234001 10404 20110404 22F CODE DEL 22F STBA SET 97A SAFE 100801001075 17B ACTI Y 17B CONS N 16S GENL NBB reference statement period securities account sequence B 16R SUBSAFE sequence Bl repetitive 16R FIN 35B ISIN BE0000291972 B
21. an instruction is recycled to the next business day M 16S LINK 1 LINK Repetitive Mandatory Subsequence A2 Status NBB 5 times at most M 16R STAT 1 STAT M 25D Alc 8c 4 c 1 MTCH MACH notification matched or MTCH NMAT notification not matched or IPRC REJT instruction rejected or IPRC CAND instruction cancelled or SETT PENF notification postponed or CPRC CANP cancellation instruction pending or CPRC REJT cancellation rejected or CPRC CAND cancellation matched 43 MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 Repetitive Optional Subsequence A2a Reason 16R REAS 1 REAS 24B 4 c 8c 4 c case 1 25D MTCH NMAT 1 NMAT 2 CMIS missing matching instruction of the counterparty or CPCA counterparty cancelled instruction or DMON disagreement on the cash amount or DQUA disagreement on the nominal amount or DDAT disagreement on the settlement date or DTRD disagreement on the trade date or DESC disagreement on the ISIN or ICAG disagreement on the counterparty or SETR disagreement on the NBB settlement transaction type or DELN disagreement on the trade direction or REPA disagreement on the cash amount forward leg or TERM disagreement on the settlement date forward leg or NARR missing yield in case of a STEP labelled issuance case 2 25D IPRC REJT 1 REJ
22. mention the status according to SWIFT always M or O and subsequently the status as assessed by NBB M O or I Ignored means that neither presence nor contents of the field will be checked by NBB Furthermore any redundant information in the incoming messages will be ignored by NBB without triggering any error messages e g using the repo details sequence in a message containing a simple sell buy transaction 1 3 SWIFT addresses 1 3 1 Production environment All messages to NBB are sent to NBBEBEBB216 it is necessary to mention the branch code in order to allow internal routing NBB will always use this address in order to send messages to the participants Each participant can have only one address for settlement and reconcilation purpose MT 535 MT 536 MT 54 and only one address for corporate action processing MT 56 Each of those addresses can be shared by several participants The branch code of the participant s address will be ignored when his messages are received by NBB For the exchange of authentication messages contact NBB at phone number 32 2 221 49 45 1 3 2Test environment The NBB address for testing is NBBEBEB0216 For the exchange of authentication keys contact NBB at phone number 32 2 221 49 45 2 Messages sent to NBB 2 1 Overview MESSAGES SENT TO NBB OVERVIEW NOVEMBER 2012 Only the transactions figuring in the table below can be communicated by means of SWIFT messages the appropriate message
23. rate coupon number sequence E 16R CAOPTN 13A CAON 001 22F CAOP CASH 17B DFLT Y 192A TAXR 15 000000000 withholding tax rate subsequence El 16R SECMOVE 22H CRDB CRED 35B ISIN BE0000407198 04 45 Lening 2E the paying agent receives the coupon ISIN code subsequence Ela end of subseq Ela 16R FIA 90A ISSU PRCT 100 000000000 16S FIA issue price of the asset El end of subseq 98A PAYD 20110411 16S SECMOVE payment date subsequence E2 16R CASHMOVE 22H CRDB DEBT 98A PAYD 20110411 98A VALU 20110411 92A TAXR 15 000000000 92A RATE 100 000000000 the paying agent pays the coupon payment date value date withholding tax rate rate of the event E2 end of subseq 16S CASHMOVE 270 ti ADTX INTM 360 number of days used as basis for the coupon end of seq E 16S CAOPTN sequence F 16R ADDINFO 95R PAYA NBBEBEBB 16S ADDINFO paying agent 3 6 5 Example MT 564 bond factor partial redemption MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 sequence A 16R GENL 20C CORP BE00055566611162 ISIN 4 positions 120C SEME SP00001110401 2C NBB reference 23G NEW 22F CAEV PRED Partial redemption wi
24. type specified by your counterparty your instruction could have matched with this instruction but the transaction type differs case 12 tag 24B NMAT DELN REAS RELA reference of the counterparty instruction or NONREF your instruction could have matched with this instruction but the direction of the trade does not fit case 13 tag 24B NMAT REPA REAS RELA reference of the counterparty instruction or NONREF crif REPA cash amount specified by your counterparty your instruction could have matched with this instruction but the cash amount of the forward leg differs case 14 tag 24B NMAT TERM REAS RELA reference of the counterparty instruction or NONREF crif TERM settlement date forward leg specified by your counterparty your instruction could have matched with this instruction but the settlement date of the forward leg differs case 15 tag 24B NMAT NARR REAS YIEL no yield was specified in a MT540 related to an issuance linked to a STEP labelled progam see sequence B field 90A of MT540 crif STEP issuance program identification 16S REAS 1 REAS End of Subsequence A2a 16S STAT 1 STAT End of Subsequence A2 16S GENL 1 GENL MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 SWIFT TAG
25. 0 21 21 22 22 23 23 23 NOVEMBER 2012 2 9 INTRODUCTORY REMARKS MESSAGE TYPES USED IN SECURITIES SETTLEMENT SYSTEM Transaction code 72 2 9 1 Example MT 542 Deliver Free 2 10 Transaction code 75 2 10 1 Example MT 540 Receive Free 2 10 2 Example MT 542 Deliver Free 2 11 Transaction Cancellation 2 11 1 Example MT 541 Receive Against Payment Messages sent by NBB 3 1 3 2 3 3 3 4 3 5 3 6 3 7 3 8 Remarks MT 535 Statement of Holdings 3 2 1 General structure 3 2 2 Example MT 535 daily statement MT 536 Statement of Transactions 3 3 1 General structure 3 3 2 Remarks 3 3 3 Example MT 536 intra day statement MT 544 545 546 547 Confirmation Messages 3 4 1 General structure 3 4 2 Example MT 545 3 4 3 Example of automatic borrowing transaction 44 MT 548 Settlement Status and Processing Advice 3 5 1 General structure 3 5 2 Examples MT 548 MT 564 Corporate Action Announcement 3 6 1 Overview 3 6 2 General structure 3 6 3 Example MT 564 intrest payment announcement 3 6 4 Example MT 564 intrest payment announcement foreign currencies case for paying agent 3 6 5 Example MT 564 bond factor partial redemption 3 6 6 Example MT 564 redemption of the principal 3 6 7 Example MT 564 intrest payment announcement for a pending receipt MT 566 Corporate Action Confirmation 3 7 1 General structure 3 7 2 Example MT 566 redemption of the principal 3 7 3 Example
26. 012 You were alleged via a MT 578 reference SA090216000006N a few days ago You have just sent the matching instruction The NBB SSS sends you immediately a MT 578 to communicate the removal of the previous allegement sequence A 16R 120625 723G 1905 16R 2 Z20GR3 71 65 31 e165 GE E SA110607000017R R O REP 20110607143802 K REV SA110606000006N NBB SSS internal referenc REMOVAL of an allegement preparation time reference of the MT 578 NEWM to remove Rest of the message 16R 98A 298A 135B 122H 222 16S 16R 136B JOPI 29 7 B32 16S 16R TRADDET TRAD 20110606 SETT 20110609 PAYM FREE N BE000291972 De EDE DELI TRADDET FIAC SE AC TT FAMT 1000000000 OW NBBEBEBB243 SAFE NBBE DVPA 0100 FIAC SE DE APA ri 16R 29 5P 3 716S 16R 2 95P t 16S 16R 295028 16S 16R IOPE 16S 16S ETR NBBE 21XX RE PRTY AG NBBEBEBBTRE PRTY DE PRTY AG NBBEBEBB243 PRTY BUYR ANOTHER ACME PRTY PRTY PRTY ET NBBEBEBB216 PRTY account owner 97A is transformed in 97B all the settlement parties are provided your BIC code BIC of your counterparty 79 3 8 5Example MT 578 Can
27. 0E SPRO SEQN 67939 16S TRADDET sending number sequence C 16R FIAC 36B SETT FAMT 35000000 nominal amount 97A SAFE 100801000166 security account to debit 16S FIAC sequence D 16R REPO forward leg 98A TERM 20110413 settlement dat 16S REPO sequence E 16R SETDE 122F SETR NBBE 72XX NBB transaction type sequence El 16R SETPRTY repetitive 95R REAG NBBE 0100 yourselves 97A SAFE 100801001075 account to credit 16S SETPRTY 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY end of seq E 16S SETDE 2 10 Transaction code 75 2 10 1 Example MT 540 Receive Free MESSAGES SENT TO NBB TRANSACTION CODE 75 NOVEMBER 2012 sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110401 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation 70E SPRO SEQN 67939 sending number PREV 2007 67938 previous sending number 16S TRADDET sequence C 16R FIAC 36B SETT FAMT 350000 nominal amount 97A SAFE 100801000166 securities account 16S FIAC sequence E 16R SETDE 122F SETR N
28. 1 SETPRTY M M 95a Option P 1 Alc 4la2 a2 c 3 c 2 party status 4 positions 3 4 BIC or BEI code Option R YA 4 c 8c 34x 2 party status 4 positions 3 4 Data Source Scheme 5 4 Proprietary Code Option Q 1 4 c 4 35x 2 party status 4 positions 3 4 address up to 4 lines each having 35 positions O 97A 4 c 35x codes 15 22 72 only the corresponding field 95R must contain REAG 1 SAFE 2 securities account to credit M 16S SETPRTY 1 SETPRTY End of Subsequence E1 Repetitive Optional free of payment or Mandatory against payment Subsequence E3 Amounts NBB non rep 2 M l 16R AMT 1 AMT M 19A 4lc N 3 a15d 1 SETT 2 N when negative 3 EUR 4 cash amount M 16S AMT 1 AMT End of Subsequence E3 M 16S SETDET 1 SETDET End of Sequence E MESSAGES SENT TO NBB TRANSACTION CODES 10 78 79 NOVEMBER 2012 2 4 Transaction codes 10 78 79 2 4 1Example MT 541 Receive Against Payment sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110331 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation 70E SPRO SEON 67939 sending number 16S TRADDET sequenc
29. 123G 198Cs L EME SC0009100504 67 M D tu Di NBB reference sequence Al 16R 20C rs 21653 EP 20110404162905 K i DoH ELA BL 000002517 K H L notification s reference 16R LINK 203 16S ITI 2011040402517 LINK NBB s operation reference end of seq A 1 65 G DI L sequence B TIGR 98A IBAT 7353 70E TRADDET TRAD 20110404 ESET 20110404 ISIN BE0000291972 SPRO SEON NONREF DVPN 45A01001 NONREF 165S TRADDET trade date settlement dat borrowed ISIN no sending number sss reference no cash settlement referenc sequence C 16R 36B 297A 16S FIAC ESTT FAMT 15732803 46 SAFE 100801000166 FIAC nominal amount securities account sequence E 16R SETDE 122 SETR NBBE 44XX NBB transaction type sequence El repetitive 16R ISR 16S PRTY EAG NBBE 9999 SETPRTY UE counterparty pool eLOR 95 D 165 wn E PRTY SET NBBEBEBB216 SETPRTY end of seq E 16S SETDE 41 MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 3 4 3 2 MT 546 for the pledged securities linked with MT544 for the borrowing component sequence A 16R G
30. 2 party level 2 Ort 16S BBEBEBB UU n H N N Zz S E uo W K end of seq Bla2 16S RANSDET end of seq Bla ELOS TRA end of seq B1 16S FIN end of seq B 7L6S SUBSAFI La 35 MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 3 4 MT 544 545 546 547 Confirmation Messages 3 4 1 General structure Confirmation messages will be sent to confirm settlement in the preceding cycle of any transaction causing a movement in securities irrespective of the kind of transmission of the instruction Swift Isabel and so on and including the settlement of automatically created transactions and the settlement of forward legs repo or simple loan transactions SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 20C 4 c 16x 1 SEME 2 NBB reference M 23G 4lc 4 c 1 NEWM PREP O 98C 4 c 8 n6 n 1 2 date and time at which message was prepared YYYYMMDDnnnnnn Mandatory Subsequence A1 Linkages step 1 M 16R LINK 1 LINK M 20C 4 c 16x 1 RELA or COLR for the pledge component of automatic borrowing transactions 2 notification s reference codes 48 71 73 77 reference of the corresponding first leg or ca
31. 5x 2 party status 4 positions 3 4 address up to 4 lines each having 35 positions O M I 97A 4 c 35x codes 15 22 72 only the corresponding field 95R must contain REAG 1 SAFE 2 securities account to credit This tag will be ignored in all other cases M 16S SETPRTY 1 SETPRTY End of Subsequence E1 Repetitive Optional free of payment or Mandatory against payment Subsequence E3 Amounts NBB non rep M 16R AMT 1 AMT M M 19A 4lc N 3lat5d M 16S AMT 1 End of Subsequence E3 M 16S SETDET 1 SETDET End of Sequence E MESSAGES SENT TO NBB MT 540 541 542 543 FOR NOTIFICATIONS OTHER THAN CANCELLATIONS NOVEMBER 2012 2 2 2 Remarks on NBB usage of subsequence E1 Settlement Parties Only option R in combination with qualifiers DEAG and REAG is to be considered for describing the first level of the settlement parties involved in a transaction for the lower levels options P and Q can be used additionally The place of settlement indication is mandatory Consequently the Settlement Parties subsequences will appear in a message as indicated below a Start of subsequences E1 Settlement Parties 16R SETPRTY 95R REAG NBBE cccc or 95R DEAG NBBE cccc 97A SAFE 1 008ccccxxxx Mandatory Describing the COUNTERPARTY identified by its NBB participant code cccc party status will alwa
32. ACTIONS NOVEMBER 2012 DETAIL Repetitive Optional Subsequence B1 Financial Instrument M 16R FIN 1 FIN M 35B ISIN1 e12 c 4 35x 1 ISIN 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions O 93B Alc 8c 4 c N 15d When the combination account ISIN occurs for the first time in a series of messages 1 FIOP FAMT 2 N for negative balances only 3 first opening balance When the combination account ISIN occurs for the first time in a message but not in a series of messages INOP FAMT 2 N for negative balances only 3 intermediary opening balance O 93B 4 c 8c 4 c N 15d When the combination account ISIN occurs for the last time in a message but not in a series of messages 1 INCL FAMT 2 N for negative balances only 3 intermediary closing balance When the combination account ISIN occurs for the last time in a series of messages 1 FICL FAMT 2 N for negative balances only 3 final closing balance Repetitive Mandatory Subsequence B1a Transaction M 16R TRAN 1 TRAN Repetitive Mandatory Subsequence B1a1 Linkages M 16R LINK 1 LINK M 20C 41c 16x 1 RELA 2 notification s reference codes 46 47 71 73 77 87 reference of the first leg or the corresponding cash leg for repo transactions or NONREF when non existing
33. B REJT INARR crif 3 MTDI MT discarded or SEQN sending number or PREV original instruction or MTTL message too long or SEME problem with reference or CFLI mismatching participant SWIFT address or MAND no mandate for sender case 2 tag 24B CAND CANS 1 REAS 2 LACK lack of securities or COLL lack of pledge or IMONY lack of money or COUN due to counterparty or LPOL insufficient lending pool offer or REDI advanced redemption or FREZ frozen security or NMAT unmatched notification or BRUP bankruptcy case 3 tag 24B PENF NARR 1 REAS 2 COUN due to counterparty or LPOL insufficient lending pool offer case 4 tag 24B NMAT CPCA 1 REAS 2 TERM unmatched due to the unilateral cancellation of the repo s forward leg by the counterparty transaction codes 71 77 or RELA reference of the counterparty instruction or NONREF your instruction could have matched with this instruction but it is a cancelled one case 5 tag 24B NMAT DMON REAS RELA reference of the counterparty instruction or NONREF crif SETT cash amount proposed by your counterparty your instruction could have matched with this instruction but the cash amount differs case 6 tag 24B NMAT DQUA REAS RELA reference of the counterparty instruction or NONREF crif SETT FAMT nominal amount proposed by
34. BBE 75XX NBB transaction type sequence El 16R SETPRTY repetitive 195R DEAG NBBE 9100 counterparty 16S SETPRTY 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY end of seg E 16S SETDE 2 10 2 Example MT 542 Deliver Free Analogous 25 2 11 Transaction Cancellation MESSAGES SENT TO NBB TRANSACTION CANCELLATION NOVEMBER 2012 One message is sufficient for obtaining the matched status in case of unilateral cancellation and cancellations of internal transfers 2 11 1 Example MT 541 Receive Against Payment sequence A 16R GENL 20C SEME MY REFERENCE reference 123G CANC cancellation sequence Al 16R LINK 20C PREV OLD REFERENCE ref original notification 16S LINK end of seq A 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement date of 98A TRAD 20110401 35B ISIN BE0312668370 TREASURY BILL 70E SPRO SEON 67939 PREV 2011 67938 16S TRADDET notification trade date original notification ISIN designation sending number of cancellation sending number of notification to be cancelled sequence C 16R F 23 6Bs3 FITAS 16S n IAC ETT FAMT 35000000 SAFE 100801000166 FIAC nominal amount securities account bi sequence eGR S ETDE ZZZ SETR NBBE 10XX NBB tr
35. E ADTX INTM 366 end of seq E 16S CAOPTN sequence F 16R ADDINFO 95R PAYA NBBEBEBB paying agent 16S ADDINFO MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 3 7 MT 566 Corporate Action Confirmation 3 7 1 General structure This message is used to confirm that securities and or cash have been credited debited to an account as the result of a corporate action event codes 88 89 62 8A 8B 8C SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 20C 4 0 16x 1 CORP 2 ISIN code 12 positions 3 internal number 4 positions M 20C 4 c 16x 1 SEME 2 NBB reference M 23G 4 c 4 c 1 NEWM M 22F Alc Alc 1 CAEV 2 INTR interest payment or MCAL full call or PRED partial redemption without reduction of nominal value or REDM final maturity O 98C 4 c 8 n6 n 1 PREP 2 date and time of treatment YYYYMMDDhhmmss M 16S GENL 1 GENL End of Mandatory Sequence A Mandatory Sequence B Underlying Securities M 16R USECU 1 USECU O 95a Option P If the BIC code of the participant is known then Alc 4la2 a2 c 3 c 1 2 ACOW 3 4 BIC or BEI code Option R If the BIC code of the participant is unknown then 4 c 8c 34x 1 2 ACOW 3 4 NBBE Data Source Scheme 5 6 Participant Code
36. ELGIAN BOND 93B FIOP FAMI 93B FICL FAMI EUR r 3500000 00 r 5000000 00 ISIN designation first opening balance final closing balance 36B PS A FAMT 1500000 00 19A PSTA EUR1500000 00 19A ACRU EUR1000 05 22F TRAN SET 22H REDE RECE 22H PAYM APMT 22F SETR NBBE 1010 98A ESET 20110404 98A SETT 20110401 70E TRDE SEON 20110331 000145 WTAX NEUR12 25 DVPN 05N04007 1104040004CL009 sequence Bla rep 16R TRAN seq Blal 16R LINK rep 20C RELA YOUR REFERENCE notification s 16S LINK reference 16R LINK NBB s operation 20C MITI 2011040402516 reference 16S LINK seq Bla2 16R TRANSDET nominal amount cash amount accrued interest receipt with payment NBB transaction type ffective settlement date initial settlement dat trade date sending number negative withholding tax sss cash settlement reference seq Bla2a rep LGR 95R3 16S DE D Q amp Z w wW E 9100 n E luo w K MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANSACTIONS NOVEMBER 2012 counterparty level 1 195 DE D Q ee zZ w BE 0100 n E uo bo K party level 1 295 16 oO ugual n WE G K bol sa N Hi wn E Do K XXC2
37. ENL 120C SEME SC0009100504 25 NBB reference 123G NEW 98C PREP 20110404162905 sequence Al 16R LINK 20C COLR BL 000002517 16S LINK notification s reference 16R LINK 20C MITI 2011040402517 16S LINK NBB s operation reference 16R LINK 22F LINK WITH 13A LINK 544 20C RE MT borrowing component A SC0009100504 67 NBB s reference of MT544 16S LINK end of seq A 16S GENL sequence B 16R TRADDET 98A TRAD 20110404 98A ESET 20110404 35B ISIN BE0312668370 70E SPRO SEQN NONREF DVPN 45A01001 NONREF E 16S TRADDET trade date settlement dat pledged value no sending number NBB SSS referenc no cash settlement referenc sequence C 16R FIAC 36B ESTT FAMT 450767 00 97A SAFE 100801000166 16S FIAC nominal amount securities account sequence E sequence El repetitive 16R SETDE 122F SETR NBBE 44XX 16R SETPRTY 95R REAG NBBE 9999 97A SAFE 100801005220 16S SETPRTY Fi NBB transaction type 16R SETPRTY 95P PSET NBBEBEBB216 16S SETPRTY end of seq bi 16S SETDE MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 3 5 MT 548 Settlement Status and Processing Advice 3 5 1 General structure If rejection occurs no more th
38. I code Option R if the BIC code of the paying agent is unknown then 4 c 8c 34x 1 2 PAYA paying agent 3 4 NBBE Data Source Scheme 5 6 Proprietary Code 16S ADDINFO 1 ADDINFO End of Optional Sequence E 73 MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 3 7 2Example MT 566 redemption of the principal sequence A 16R GENL 20C CORP BE03126693860089 ISIN code 4 positions 20C SEME SR03616180511 45 reference NBB 23G NEW 122F CAEV REDM 98C PREP 20110714080628 end of seq A 16S GENL sequence B 16R USECU 95P ACOW NBBEBEBB243 account owner 97A SAFE 100801002085 securities account 35B ISIN BE0312669386 ISIN code CERTIFICATE sequence B1 16R FIA 11A DENO EUR currency of denomination 98A MATU 20110714 maturity date of the security 98A ISSU 20100715 issuance date of the security end of seq B1 16S FIA 93B CONB FAMT 5000000 end of seq B 16S USECU sequence C 16R CADETL 98A XDTE 20110714 date of the event 98A RDTE 20110713 record date end of seq C 16S CADETL sequence D 16R CACONF 13A CAON 001 122F CAOP CASH sequence D2 16R CASHMOVE 22H CRDB CRED 97A CASH 100008668602 cash ac
39. ION CODES 51 57 58 59 NOVEMBER 2012 2 7 2Example MT 540 Receive Free codes 57 59 sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110331 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation 70E SPRO SEON 68130 sending number PREV 2007 67939 previous sending number 16S TRADDET sequence C 16R FIAC 36B SETT FAMT 35000000 nominal amount 97A SAFE 100801000166 security account to credit 16S FIAC partly ignored sequence E 16R SETDE 122F SETR NBBE 59XX NBB transaction type sequence El 16R SETPRTY repetitive 195R DEAG NBBE 9100 beneficiary 16S SETPRTY 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY end of seq E 16S SETDE 2 7 3Example MT 542 Deliver Free codes 57 58 Similar to the preceding example 2 8 Transaction codes 70 76 One message is sufficient for communicating both cash leg and forward leg 2 8 1Example MT 541 Receive Against Payment MESSAGES SENT TO NBB TRANSACTION CODES 70 76 NOVEMBER 2012
40. LU 20110711 value date 92A TAXR 15 000000000 withholding tax rate 192A RATE 100 000000000 rate of the event end of subseq 16S CASHMOVE E2 70E ADTX INTM 364 In this case 364 91 4 since it is a quarterly coupon end of seq E 16S CAOPTN sequence F 16R ADDINFO 95R PAYA NBBEBEBB paying agent 16S ADDINFO MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 3 6 4Example MT 564 intrest payment announcement foreign currencies case for paying agent sequence A 16R GENL 120C CORP BE00004071980588 ISIN code 4 positions 120C SEME SI00022110401 4C NBB reference 23G NEW 22F CAEV INTR 22F CAMV MAND 98C PREP 20110401164427 25D PROC PREU 16S GENL sequence B 16R USECU 35B ISIN BE0000407198 ISIN code 04 45 Lening 2E designation subsequence B1 16R FIA 22F MICO A004 code method of interest computation 11A DENO USD currency of denomination 98A COUP 20110410 coupon date 98A ISSU 20081010 issuance date of the security 98A MATU 20151010 maturity date of the security 92A INTR 04 450000000 interest rate of th current coupon 92A NXRT 04 500000000 rate of the next coupon as currently known 36B MINO FAMT 100000 00 minimum nominal quantity 36B MILT FAMT 100000 00 minimum exercisab
41. NOVEMBER 2012 3 3 MT 536 Statement of Transactions 3 3 1 General structure Cancellations will not be incorporated in this message The subsequence settlement parties for a forward leg will be based upon the cash leg SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 28E Sn 4lc 1 sequence number for each message referring to the same account 1 99 2 3 LAST last message of a series for the same account MORE not the last message of a series ONLY only message M 20C 4 c 16x 1 SEME 2 NBB reference positions 10 13 document sequence number M 23G 4lc 4lc 1 NEWM M 69A 4 c 8 n 8 n 1 STAT 2 beginning of the statement period effective settlement date YYYYMMDD 3 4 end of the statement period effective settlement date YYYYMMDD O 22F 4 c 8c 4 c 1 SFRE 2 INDA intra day statement or DAIL end of day report O 22F Alc 8c 4 c 1 CODE DELT supplementary statement M 22F 4 c 8c 4 c 1 STBA SETT settled date positions M 97A 4 c 35x 1 SAFE 2 account 12 positions M 17B 4lc ila 1 ACTI Y M 17B 4lc ila 1 CONS N M 16S GENL 1 GENL Repetitive Optional Sequence B Sub safekeeping Account M 16R SUBSAFE 1 SUBSAFE SWIFT TAG STATUS CONTENT OPTIONS MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANS
42. R 15 000000000 withholding tax rate 92A RATE 100 000000000 rate of the event 90A OFFR PRCT 100 000000000 redemption price of the asset end of subseq 16S CASHMOVE E2 end of seq E 16S CAOPTN sequence F 16R ADDINFO 95R PAYA NBBEBEBB paying agent 16S ADDINFO MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 3 6 7Example MT 564 intrest payment announcement for a pending receipt sequence A 16R GENL 20C CORP BE00001131687888 ISIN code 4 positions 20C SEME SF00019110401 4C NBB reference 23G NEW 22F CAEV INTR 122F CAMV MAND 98C PREP 20120724163836 25D PROC INFO for info only 16R LINK 20C RELA MY RECEIPT reference of the pending transaction 16S LINK 16S GENL sequence B 16R USECU 35B ISIN BE0000113168 ISIN code 04 00 GEUNIFICEERDE SCHULD 2E designation subsequence B1 16R FIA 22F MICO A006 code method of interest computation 11A DENO EUR currency of denomination 98A COUP 20120801 coupon date 98A ISSU 19350511 issuance date of the security 98A MATU 20990801 maturity date of the security 92A INTR 04 000000000 interest rate of th current coupon 92A NXRT 04 000000000 rate of the next coupon as currently known 36B MINO FAMT 0 01 minimum nominal quantity 36B
43. S FIA 1 FIA End of Subsequence B1 70E 4 c 10 35x 1 SPRO SEQN 2 sending number of the cancellation up to 6 positions crif PREV trade year of the original notification YYYY 3 4 5 6 sending number of the original notification up to 6 positions 16S TRADDET 1 TRADDET End of Sequence B Repetitive Mandatory Sequence C Financial Instrument Account NBB non repetitive 16R FIAC 1 FIAC 36B 4 c 4 c 15d SETT FAMT nominal amount 1 2 97A 4lc 35x 1 2 sender s securities account 12 positions 16S FIAC 1 FIAC SAFE End of Sequence C Optional Sequence D Two Leg Transaction Repo Details 16R REPO 1 REPO 98A 4lc 8 n 1 TERM 2 settlement date forward leg YYYYMMDD also for non repo transactions 19A 4 c N 3 a15d 1 TRTE 2 N when negative 3 EUR 4 cash amount forward leg 16S REPO 1 REPO End of Sequence D 15 MESSAGES SENT TO NBB MT 540 541 542 543 FOR CANCELLATIONS NOVEMBER 20 Mandatory Sequence E Settlement Details M I 16R SETDET 1 SETDET M 22F 4 c 8c 4 c 1 SETR NBBE 2 NBB transaction type of the original notification 2 positions 3 XX Repetitive Mandatory Subsequence E1 Settlement Parties see 2 2 2 Remarks on NBB usage M 16R SETPRTY
44. SAGES SENT BY NBB MT 578 SETTLEMENT ALLEGEMENT NOVEMBER 2012 sequence A 16R 123G 20C 198Cx3 DR 2004 116S 1 16S GENL SEME SA110608000001N pP NEW PREP 20110608082152 K I RELA 0495649 bi LINK GENL NBB SSS internal referenc preparation time instruction reference ofyour counterparty 98A 35B Rest of the message 16R 98A TRADDET TRAD 20110608 SETT 20110609 ISIN BE0000310194 BELGIE 0LO50 07 04 00 280313 16R 2 9 5P 16S 224 22h 16S 36B 97B 16R PAYM APMT REDE DELI TRADDET FIAC SETT FAMT 23000000 ACOW NBBEBEBB243 SAFE NBBE DVPA 0100 FIAC SETDE PAZZA HS 16R 3 95P 3 FLOS 16R 299033 16S 16R SISP 1168 16R r95Pi 168 16R A sg L9A 16S A 165 SETR NBBE 10XX SETPRTY REAG NBBEBEBBTRE SETPRTY SETPRTY BUYR ACME SETPRTY SETPRTY DEAG NBBEBEBB2 43 SETPRTY SETPRTY PSET NBBEBEBB216 SETPRTY SETT EUR24707662 73 account owner 97A is transformed in 97B all the settlement parties are provided your BIC code BIC of your counterparty 3 8 4Example MT 578 Removal REMO MESSAGES SENT BY NBB MT 578 SETTLEMENT ALLEGEMENT NOVEMBER 2
45. Securities securities Settlement System Swift User guide November 2012 version1 0 AN National OF BELGIUM INTRODUCTORY REMARKS MESSAGE TYPES USED IN SECURITIES SETTLEMENT SYSTEM Table of contents 1 Introductory Remarks 1 1 1 2 1 3 Message types used in Securities Settlement System Syntax of the messages SWIFT addresses 1 3 1 Production environment 1 3 2 Test environment 2 Messages sent to NBB 2 1 2 2 2 3 2 4 2 5 2 6 2 7 2 8 Overview MT 540 541 542 543 for notifications other than cancellations 2 2 1 General structure 2 2 2 Remarks on NBB usage of subsequence E1 Settlement Parties MT 540 541 542 543 for cancellations 2 3 1 General structure Transaction codes 10 78 79 2 4 1 Example MT 541 Receive Against Payment 2 4 2 Example MT 543 Deliver Against Payment Transaction codes 15 22 2 5 1 Example MT 542 Deliver Free Transaction codes 21 30 32 38 39 74 2 6 1 Example MT 540 Receive Free codes 21 39 74 2 6 2 Example MT 540 Receive Free code 32 2 6 3 Example MT 542 Deliver Free codes 21 30 38 74 Transaction codes 51 57 58 59 2 7 1 Example MT 542 Deliver Free code 51 2 7 2 Example MT 540 Receive Free codes 57 59 2 7 3 Example MT 542 Deliver Free codes 57 58 Transaction codes 70 76 2 8 1 Example MT 541 Receive Against Payment 2 8 2 Example MT 543 Deliver Against Payment 10 10 13 14 14 17 17 17 18 18 19 19 20 2
46. T 2 DDAT settlement date or DEPT place of settlement or DMON cash amount or DQUA nominal amount or DSEC ISIN or DTRD trade date or ICAG counterparty or LATE instruction too late or MINO minimum nominal amount not reached or MUNO not a multiple of an existing nominal amount or REPA cash amount forward leg or TERM settlement date forward leg or SAFE safekeeping account or SETR transaction type or SETS system method invalid or NARR other reason see tag 70D case 3 25D IPRC CAND 1 CAND CANS cancelled by the system or CAND CANI cancelled by the participant case 4 25D SETT PENF 1 PENF 2 LACK lack of securities or COLL lack of pledge or MONY lack of money or NARR other reason case 5 25D CPRC CANP 1 CANP CONF awaiting confirmation of cancellation of the counterparty case 6 25D CPRC REJT 1 REJT 2 ICAG invalid participant or LATE cancellation too late or NRGN instruction to be cancelled not found or NARR other reason see tag 70D case 7 25D CPRC CAND 1 CAND CANI cancelled 70D 410 6 35x MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 case 1 tag 25D indicates a rejection 1 REAS 2 INVALID or DISCARDED or PROHIBITED or CONFLICT or DUPLICATE or MANDATORY if 24
47. al Subsequence E1a Financial Instruments Attributes M 16R FIA 1 FIA O 90a Option A If the issuance price is known 4 c 4 c 15d 1 ISSU PRCT 2 issuance price Option E If the issuance price is unknown 4 c 4 c 1 ISSU 2 UKWN M 16S FIA 1 FIA End of Optional Sequence Ela M 98A 4 c 8 n 1 PAYD 2 payment date yyyymmdd M 16S SECMOVE 1 SECMOVE End of Optional Sequence E1 57 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 Optional Repetitive Subsequence E2 Cash Movement M 16R CASHMOVE 1 CASHMOVE M 22H 4 c 4 c 1 CRDB 2 CRED the participant gets the cash or DEBT in case of paying agent M 98A 4 c 8 n 1 PAYD 2 payment date YYYYMMDD O 98A 4 c 8 n 1 VALU 2 Value Date YYYYMMDD O 92A 4 c 15d 1 TAXR 2 withholding tax rate if any O 92A 4 c 15d rate applicable to the event announced for example redemption rate for a redemption event 1 RATE 2 rate of the event O 90A 4 c 4 c 15d only in case of MCAL PRED REDM 1 OFFR PRCT 2 redemption price M 16S CASHMOVE 1 CASHMOVE End of Optional Subsequence E2 O 70E 4 c 10 35x 1 ADTX INTM 2 360 365 366 or XXX where XXX DAAC field 99A Sequence D number of interest payments in a year i e for monthly payments we multiply by 12 for quarterly by 4
48. an 1 error per field will be reported and maximum 5 per message If matching occurs this message will not mention whether the transaction is eligible for unilateral cancellation by the counterparty or not SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 20C 4 c 16x 1 SEME 2 NBB reference M 23G 4 c 4 c 1 INST reply to a notification other than a cancellation or CAST reply to a cancellation tag 25D will mention the qualifier CPRC O 98C 4 c 8 n6 n 1 PREP 2 date time at which message was prepared YYYYMMDDnnnnnn Repetitive Mandatory Subsequence A1 Linkages M 16R LINK 1 LINK M 20C 4 c 16x case 1 participants reference of the underlying notification is known 1 RELA 2 participant s reference of the underlying notification for automatically generated forward legs cancelled unilaterally by the counterparty reference of the cash leg for own cancellations reference of the cancellation message case 2 participants reference of the underlying notification is unknown 1 RELA 2 trade year of the original notification 3 4 sending number of the original notification up to 6 positions M 16S LINK 1 LINK M 16R LINK 1 LINK M 20C 4 c 16x 1 MITI 2 NBB s operation reference or NONREF in case of non matching The operation reference changes when
49. ansaction type of notification to be cancelled sequence El repetitive 16R S OO Ra 16S CU FE PRTY EAG NBBE 9100 E PRTY counterparty 16R 95P 3P 165 E PRTY SET NBBEBEBB216 place of settlement Gi Ww sequence 16R 219A 16S gt gt SETT EUR34880630 73 cash amount end of seq E 16S n MESSAGES SENT BY NBB REMARKS NOVEMBER 2012 3 Messages sent by NBB 3 1 Remarks All amounts in messages emanating from NBB both cash and securities will have either 2 decimal places or the maximum of digits allowed for the specified currency code e g EUR100 00 The subsequences E1 Settlement Parties will contain at least the same information as sent by the participant in the underlying notification the information of the cash leg will also be used for the forward leg 3 2 MT 535 Statement of Holdings 3 2 1 General structure Monthly and yearly statements will mention all active accounts even when empty In accordance with the choice of the participant the daily statement will mention all active accounts even when empty or only the updated accounts SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 28E 5n 4 c 1 sequence number f
50. ase of 90A 1 PRIC 2 date of the indicative price YYYYMMDD M 93B 4 c 8c 4 c N 15d 1 AGGR FAMT 2 N for negative balances only 3 balance O 19A 4 c N 3 a15d only present in case of 90A 1 HOLD 2 sign N for negative balances only 2 currency code 3 amount value of the holding 16S FIN 1 FIN 16S FIN 1 SUBSAFE End of Sequence B 2 3 2 2Example MT 535 daily statement MESSAGES SENT BY NBB MT 535 STATEMENT OF HOLDINGS NOVEMBER 2012 sequence A 16R GENL 28E 1 ONLY 20C SEME SA20638010001001 23G NE 98C STAT 20110404163012 22F SFRE DAIL 22F CODE COMP 22F STTY CUS 22F STBA SET 97A SAFE 100801000166 17B ACTI Y 17B CONS N 16S GENL NBB reference statement date tim securities account sequence B repetitive 16R SUBSAFE subseq B1 repetitive 16R FIN 35B ISIN BE00000291972 BELGIAN BOND EUR 90A INDC PRTC 110 50 98A PRIC 20110401 93B AGGR FAMT 2600000 00 19A HOLD EUR29023800 00 16S FIN ISIN designation price date of the pric balance valuation of the holding 16R FIN 35B ISIN BE5555550698 TB ESTATES 93B AGGR FAMT 4800000 12 16S FIN ISIN designation balance end of seq B 16S SUBSAFE 29 MESSAGES SENT BY NBB MT 536 STATEMENT OF TRANSACTIONS
51. cellation CANC MESSAGES SENT BY NBB MT 578 SETTLEMENT ALLEGEMENT NOVEMBER 2012 You were alleged via a MT 578 reference SA090215000006N a few days ago Your counterparty has cancelled its instruction The NBB SSS sends you immediately a MT 578 to communicate the cancellation of the previous allegement sequence A 16R GE 202 23G CANC 98C PRE 16R LINK 20C PRE 16S LINK 16S GE SEME SA110607000010C PREP 20110607095005 PREV SA110603000010N NBB SSS internal referenc CANCELLATION of an allegement preparation time reference of the MT 578 NEWM to cancel Rest of the message 16R 98A 98A 35B 122H 22Hwvs 1165 16R 36B r95P 197B 1165 16R TRADDET TRAD 20110603 SETT 20110607 ISIN BE000291972 PAYM FREE E DELI TRADDET FIAC SETT FAMT 1000000000 ACOW NBBEBEBB243 SAFE NBBE DVPA 0100 FIAC SETDE U S22 Bis 16R 195P 3 165 16R S 195P 1165 16R 9 DOK 2168 16R ISENS L6S 1165 SETR NBBE 21XX SETPRTY REAG NBBEBEBBTRE SETPRTY ETPRTY DEAG NBB ETPRTY ETPRTY BUYR ANOTHER ACME ETPRTY SETPRTY PSET NBBEBEBB216 i W J EBB243 SETDET account owner 97A is transformed in 97B all the settlement parties are provided your BICcod
52. corporate actions SWIFT Corporate Event INDICATOR ACTV Trading in a security has been re activated after a suspension in trading This event is sent the day of the reactivation EXTM Maturity extension This corporate action is sent as soon as we adapt the maturity of an ISIN INTR Announcement of the current coupon rate for a floating or a adjustable rate security or the update of a current coupon This corporate action is sent at the start of the new coupon for a floating or a adjustable rate security or when a current coupon is adjusted or Interest payment This event is sent 5 open days before the coupon date in case MCAL Full call This event is sent either the day of creation of the last bond factor or the day of creation of a call on a security PRED Partial redemption without reduction of nominal value This event is sent the day we introduced a bond factor in our database This bond factor isn t the last one REDM Final maturity This event is sent 5 open days before the maturity date REDO Change of denomination This event is sent the day we update the currency of an ISIN 53 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 3 6 2General structure SWIFT TAG CONTENT OPTIONS DETAIL PRIVATE STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 20C 4 c 16x 1
53. count number 19B PSTA EUR4994616 83 amount posted to the cash account 19B GRSS EUR5000000 gross amount 19B NETT EUR4994616 83 Del a BORE 19B WITL EUR5383 17 deducted tax 92A TAXR 15 000000000 withholding tax Tate 92A RATE 100 000000000 redemptron rate 98A PAYD 20110714 payment date 98A POST 20110714 posting date 98A VALU 20110714 value date 90A OFFR PRCT 100 000000000 redenption prics end of seq D2 16S CASHMOVE end of seq D 16S CACONF sequence E 16R ADDINFO 70E ADTX DVPN 05N04007 security and cash 1107140002CL009 settlement referenc 95R PAYA NBBEBEBB BIC of the paying agent end of seq E 16S ADDINFO 3 7 3Example MT 566 bond factor final redemption MESSAGES SENT BY NBB MT 566 CORPORATE ACTION CONFIRMATION NOVEMBER 2012 sequence A 16R GENL 20C CORP BE00055566610662 ISIN code 4 positions 20C SEME SP00094270711 47 nbb4S reference 23G NEW 122F CAEV PRED 98C PREP 20110728120751 16S GENL sequence B 16R USECU 95P ACOW NBBEBEBB2 43 account owner 97A SAFE 100801000166 securities account 35B ISIN BE0005556661 ISIN code BOND sequence B1 16R FIA 11A DENO EUR currency of denomination 98A COUP 20110728 98A MATU 20110728 maturity da
54. d of Repetitive Mandatory Sequence C Optional Sequence D Two Leg Transaction Repo Details NBB not used for forward legs 16R REPO 1 REPO 98A 4 c 8 n 1 TERM 2 settlement date forward leg YYYYMMDD also for non repo transactions 19A 4 c N 3 a15d present for cash legs only as far as a cash amount exists 1 TRTE N when negative cash amount forward leg 2 3 EUR 4 16S REPO 1 REPO End of Optional Sequence D Mandatory Sequence E Settlement Details 16R SETDET 1 SETDET 1 SETR NBBE 2 NBB transaction type 2 positions 3 XX 22F 4lc 8c 4lc 2 MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS Repetitive Mandatory Subsequence E1 Settlement Parties M 16R SETPRTY 1 SETPRTY M 95a Option P 1 Alc 4la2 a2 c 3 c 2 party status 4 positions 3 4 BIC or BEI code Option R 1 4 c 8c 34x 2 party status 4 positions 3 4 Data Source Scheme 5 6 Proprietary Code Option Q 1 4 c 4 35x 2 party status 4 positions 3 4 address up to 4 lines each having 35 positions O 97A 41c 35x only for transactions between accounts of the same participant 1 SAFE 2 securities account credited 15 22 pledge component of 44 51 57 in case of increase of pledge 58 72
55. e BIC of your counterparty More information We suggest people wanting more information on the contents to get in touch with the Settlement Securities Unit of the National Bank of Belgium Phone 32 2 221 29 45 Fax 32 2 221 31 20 sss nbb be www nbbsss be Editor Luc Janssens Head of Securities Service National Bank of Belgium boulevard de Berlaimont 14 BE 1000 Brussels Illustrations Photo Collective Gettyimages PhotoDisc National Bank of Belgium Layout NBB Securities Cover NBB Prepress amp Image Published in November 2012 81
56. e YYYYMMDD O M 98A 4lc 8 n 1 TRAD 2 trade date YYYYMMDD O O M 90A 4 c 4 c 15d only used in case of an issuance of a ISIN issued under a STEP labelled program 1 DEAL YIEL 2 yield This information is transmitted to the ECB in the daily reporting according to the Step Market Convention M M I 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions This tag will be ignored in case of code 59 Optional Subsequence B1 Financial Instrument Attributes T T M 16R FIA 1 FIA O O M 92A 4lc N 15d only mandatory in case of an issuance of a ISIN issued under a STEP labelled program when the yield is negative 1 YTMR 2 N when negative 3 yield This information is transmitted to the ECB in the daily reporting according to the Step Market Convention M 16S FIA 1 FIA End of Subsequence B1 Financial Instrument Attributes 70E 4 c 10 35x MESSAGES SENT TO NBB MT 540 541 542 543 FOR NOTIFICATIONS OTHER THAN CANCELLATIONS NOVEMBER 2012 1 SPRO SEQN 2 sending number up to 6 positions in case of codes 57 58 59 75 crlf 3 PREV 4 trade year of the original notification YYYY 5 6 sending number of the original notification up to 6 positions 16S TRADDET 1 TRADDET End of Sequence B Repetitive Mandatory Sequence C Financial Instrument Account NBB non repe
57. e C 16R FIAC 36B SETT FAMT 35000000 nominal amount 97A SAFE 100801000166 securities account 16S FIAC sequence E 16R SETDE 122F SETR NBBE 10XX NBB transaction type sequence El 16R SETPRTY repetitive 195R DEAG NBBE 9100 counterparty 16S SETPRTY 16R SETPRTY 95R REAG NBBE 0100 sender optional 16S SETPRTY 16R SETPRTY 95P BUYR BICABCD 16S SETPRTY Fl sender s client optional 16R SETPRTY 95P PSET NBBEBEBB216 place of settlement 16S SETPRTY sequence E3 16R AMT 19A SETT EUR34880630 73 cash amount 16S AMT end of seq E 16S SETDET 2 4 2Example MT 543 Deliver Against Payment Analogous 17 2 5 Transaction codes 15 22 One message is sufficient for obtaining the matched status 2 5 1Example MT 542 Deliver Free MESSAGES SENT TO NBB TRANSACTION CODES 15 22 NOVEMBER 2012 70E 16S SPRO SEQN 67939 TRADDET sequence A 16R GENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110331 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation sending number sequence C 16R 36BE 297A 21L6S FIAC ETT FAMT 35000000 SAFE 100801000166 FIAC n nominal am
58. endations NEWM REMO and CANC Allegements are only provided for the instructions entering the system via SWIFT messages They are subjected to a dedicated request done by the participant interested in the functionality All the data provided in the instruction by a participant are forwarded to its counterparty 3 8 1 2 Processes covered When receiving an instruction the NBB SSS tries to match it on an on line basis If the counterparty has applied for the allegement functionalities one of the following scenarii will occur e the NBB SSS cannot match the instruction the counterparty will receive a settlement allegement with a status NEWM e the NBB SSS can match the instruction the counterparty does not receive an allegement If a participant sends an instruction after having received an allegement NEWM and if the NBB SSS can match it the participant receives a new allegement with function REMO If a participant or the NBB SSS cancels an instruction which has still a pending allegement NEWM without REMO the NBB SSS sends an allegement with function CANC 3 8 2General structure The NBB SSS creates the sequence A General Information as follows SWIFT TAG CONTENT OPTIONS DETAIL PRIVATE STATUS Mandatory Sequence A General Information M 16R GENL 1 GENL M 20C 4 c 16x 1 SEME 2 NBB SSS internal reference M 23G 4 c 4 c Message function NEWM newallegement CANC cancellation of an existing alle
59. eq A 16S GI Gl L sequence B 16R 98A 198A 135B TRADDET TRAD 20110401 ESET 20110404 ISIN BE0000291972 BELGIAN BOND EUR N 216s 70E DVPN 05N04007 110404004CL009 SPRO SEON 20110401 105 TRADD LEI H trade date settlement dat ISIN designation sending number sss cash settlement reference sequence C sequence D 16R 36B 297A 2168 16R 198A Loro 1165 FIAC ESTT FAMT 1000000 00 SAFE 100801000166 FIAC REPO ERM 20110504 RTE EUR1015000 00 nominal amount securities account settlement dat cash amount sequence E 16R S 22 SETR NBBE 70XX NBB transaction type sequence El repetitive 16R ISR 265 DEAG NBBE 9100 wn E uo pe K counterparty LD6R ISR og 16S PRTY EAG NBBE 0100 DE sender 16R SI lt 95P 3 16S PSET NBBEBEBB216 SETPRTY Fl Ww sequence 16R DOA 16S ESTT EUR1007500 00 cash amount end of seq E 16S S 3 4 3 Example of automatic borrowing transaction 44 3 4 3 1 MT 544 for the borrowing component MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 sequence A 16R 2 03
60. est payment 1 UINPE 2 start date of intrest period 3 4 end date of intrest period 99A 41c N 3 n only in case of interest payment 1 DAAC 2 number of days accrued 92A 4 c 15d only in case of interest payment 1 INTR 2 interest rate 92A 4lc N 15d in case of bond factor 1 PRFC 2 previous bond factor if present 92A Alo N 15d in case of bond factor 1 NWFC next bond factor if present 13A 4 c 3 c 2 1 COUP 2 16S CADETL 1 CADETL coupon number End of Sequence D MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT Optional Repetitive Sequence E Corporate Action Options NOVEMBER 2012 M 16R CAOPTN This sequence is provided for INTR MCAL PRED REDM 1 CAOPTN M 13A 4 c 3 c 1 CAON 001 M 22F Alc Alc 1 CAOP CASH O 11A 4 c 3 a 1 OPTN EUR M 17B 4lc Ala 1 DFLT N O 92A 4 c 15d 1 TAXR 2 withholding tax rate if any Optional Repetitive Subsequence E1 Securities Movement M 16R SECMOVE 1 SECMOVE M 22H Alc Alc 1 CRDB 2 DEBT the participant delivers the coupon or the security or CRED in case of paying agent M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions Option
61. gement REMO removal of an existing allegement O 98C 4 c 14n 1 PREP 2 date and time at which the message was prepared yyyymmddhhmmss M 16R LINK 1 LINK M 20C 4 c 16x If field 23G NEWM then 1 RELA 2 reference of the instruction being alleged If field 23G REMO or CANC then 1 PREV MESSAGES SENT BY NBB MT 578 SETTLEMENT ALLEGEMENT NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL PRIVATE STATUS 2 NBB SSS internal reference of the MT 578 being removed or cancelled M 16S LINK 1 LINK M 16S GENL 1 GENL The rest of the message follows the specification of a MT 578 and is build with the information provided to the NBB SSS in the MT 540 MT 541 MT 542 and MT 543 Exceptions in the Sequence C FIAC 1 addition of the field 95a ACOW 2 the field 97A is replaced by 97B with the following syntax M 97B 4 c 4 c 4 c 4 n 1 SAFE NBBE DVPA 2 NBB SSS participant code of your counterparty in the Subsequence E1 SETPRTY in the field 95a Party if known the NBB SSS participants codes are replaced by the BIC codes 77 3 8 3Example MT 578 New Instruction NEWM The NBB SSS receives a MT 543 from the participant 0100 You are the counterparty of the participant 0100 have applied for the MT 578 but your instruction is not yet available in the system The NBB SSS generates immediately a MT 578 MES
62. icipant s reference M M 23G 4 c 4 c 1 CANC Repetitive Optional Subsequence A1 Linkages NBB mandatory and non repetitive M 16R LINK 1 LINK M M 20C 4 c 16x 1 PREV 2 reference of the message to be cancelled codes 73 and 77 reference of the cash leg M 16S LINK 1 LINK End of Subsequence A1 M 16S GENL 1 GENL End of Sequence A Mandatory Sequence B Trade Details M I 16R TRADDET 1 TRADDET M 98A 4 c 8 n 1 SETT 2 settlement date of the original notification YYYYMMDD O M 98A 4 c 8 n 1 TRAD 2 trade date of the original notification YYYYMMDD O 90A 4 c 4 c 15d only in case of a cancellation of an issuance of a ISIN issued under a STEP labelled program 1 DEAL YIEL 2 yield M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions MESSAGES SENT TO NBB MT 540 541 542 543 FOR CANCELLATIONS NOVEMBER 2012 Optional Subsequence B1 Financial Instrument Attributes 16R FIA 1 FIA 92A 4 c N 15d only mandatory in case of an issuance of a ISIN issued under a STEP labelled program when the yield is negative 1 YTMR 2 N when negative 3 yield This information is transmitted to the ECB in the daily reporting according to the Step Market Convention 16
63. le multiple quantity 16S FIA subsequence B2 16R ACCTINFO 97A SAFE 100899999982 securities account 93B ELIG FAMT 100000000 00 nominal amount 16S ACCTINFO subsequence B2 16R ACCTINFO 97A SAFE 100801002893 securities account 194F SAFE CUST NBBEBEBB243 owner is not a I CSD and BIC code is known 93B ELIG FAMT 25000000 00 nominal Amount 16S ACCTINFO subsequence B2 16R ACCTINFO 97A SAFE 100890502874 securities account 94B SAFE NBBE CUST 9050 owner is not a I CSD and BIC code is unknown 93B ELIG FAMT 15000000 00 nominat amount 16S ACCTINFO subsequence B2 16R ACCTINFO 97A SAFE 100890012824 securities account 94F SAFE ICSD MGTCBEBEECL owner is a I CSD and BIC code is known 93B ELIG FAMT 30000000 00 nominak amount 16S ACCTINFO 61 subsequence B2 16R ACCTINFO 97A SAFE 100803012817 94B SAFE NBBE ICSD 0301 La 99 Bisi 16S ACCTINFO IG FAMT 30000000 00 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 securities account owner is a I CSD and BIC code is unknown nominal amount end of seq B 16S USECU sequence D 16R CADETL 198A XDTE 20110410 98A RDTE 20110406 269A 1 U 99A DAAC 182 92A INTR 4 450000000 13A COUP 005 16S CADETL E 20101010 20110410 date of the event record date start and end date of th coupon number of days accrued interest
64. m 70D REAS DISCARDED MTDI YOUR MESSAGE CANNOT BE PROCESSED BY THE SECURITIES SETTLEMENT UNIT OF HE NATIONAL BANK OF BELGIU MORE INFO TEL 32 2 221 29 45 16S REAS end seq A2 16S STAT end of seq A 16S GENL 3 5 2 10 Message sent by an electronic marketplace sequence A ENL 1 SEME SK01002000027 4A INST PREP 20120801101051 NBB reference date time at which message was prepared sequence Al LORS 200i 16S 1 K ELA LCH0108JORI K HOH Hi 16R 2004 16S LINK ITI NONRI LINK Gi fri sequence A2 STER 25D44 STAT TCH NMAT unmatched sequence A2a 16R t24B2 16S REAS MAT CMIS REAS end seq A2 16S STAT end of seq A 16S GI Ei L sequence C 16R sO 5 Pi 16S ADDINFO EOR LCHLGB2X ADDINFO sender of the message MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 3 6 MT 564 Corporate Action Announcement 3 6 1 Overview The corporate actions are sent to the paying agent of the security and to all the participants having the security on one of their accounts It is also sent to the receiving party of pending transactions In this case the MT564 contains a link to the participant instruction reference and indicates that the MT564 is for information purpose only This message is used to announce the following
65. nt from 71 73 77 87 a SEQN if sending number exists b trade date YYYYMMDD c d sending number up to 6 positions otherwise b NONREF otherwise a RELA b trade date of the original notification YYYYMMDD c d sending number of the original notification up to 6 positions in case of codes 57 58 59 75 crlf 3 PREV 4 trade date of the original notification YYYYMMDD 5 6 sending number of the original notification up to 6 positions in all cases crif 7 DVPN 8 securities settlement reference 8 positions 9 10 cash settlement reference 15 positions or NONREF when non existing M 16S TRADDET 1 TRADDET 37 SWIFT STATUS MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 20 TAG CONTENT OPTIONS DETAIL Non repetitive Mandatory Sequence C Financial Instrument Account 16R FIAC 1 FIAC 36B 4 c 4 c 15d ESTT FAMT nominal amount 97A 4lc 35x SAFE 1 2 1 2 in case of instruction of the participant sender s securities account 12 positions in case of automatic lending transactions lending and borrowing component securities account debited code 43 47 or credited code 44 46 pledge component securities account debited code 44 or credited code 47 in case of code 89 securities account debited 16S FIAC 1 FIAC En
66. on subsequence B1 16R FIA 22F MICO A004 code method of interest computation 11A DENO USD currency of denomination 98A ISSU 20110210 issuance date of the security 98A MATU 20110411 maturity date of the security 36B MINO FAMT 1 00 minimum exercisable quantity 36B MILT FAMT 1 00 minimum exercisable multiple quantity 16S FIA subsequence B2 16R ACCTINFO 97A SAFE 100801002893 securities account 93B ELIG FAMT 2500000 00 nominal amount 16S ACCTINFO end of seg B 16S USECU sequence D 16R CADETL 98A XDTE 20110411 date of the event 98A RDTE 20110408 record date 98A REDM 20110411 redemption date 16S CADETL 65 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 sequence E 16R CAOPTN 13A CAON 001 22F CAOP CASH 17B DFLT Y withholding tax rate 92A TAXR 15 000000000 subsequence El 16R SECMOVE 22H CRDB DEBT the participant delivers the securities 35B ISIN BE0317817451 ISIN code TREASURY BILL in USD subsequence 16R FIA Ela 90A ISSU PRCT 99 943365400 issue price of the asset end of 16S FIA subseq Ela 98A PAYD 20110411 payment date end of subseq 16S SECMOVE El subsequence E2 16R CASHMOVE 22H CRDB CRED the participant gets the cash 98A PAYD 20110411 payment date 98A VALU 20110411 value date 92A TAX
67. onfirmation daily at the end of or during the day MT 547 Deliver Against Payment Confirmation daily at the end of or during the day MT 548 Settlement Status and Processing Advice during the day MT 564 Corporate Action Announcement daily at the end of or during the day MT 566 Corporate Action Confirmation during the day MT 578 Settlement Allegement during the day settled transactions at the end of the day for all transactions settled during the day or during the day for all transactions settled in the preceding settlement cycle settled transactions individual confirmation for notifications with movements in securities at the arrival of any new event mainly at the end of the day 1 2 3 error messages matching status and failed transactions 4 5 at the arrival of new unmatched notifications on request INTRODUCTORY REMARKS SYNTAX OF THE MESSAGES NOVEMBER 2012 1 2 Syntax of the messages The syntax as described in this manual is limited to the way in which the messages are used in the context of the NBB securities settlement system amounts at least 1 digit a decimal comma neither separators nor spaces all cash amounts are expressed in EUR text the use of capitals is imperative crlf carriage return line feed means that a new line has to be used to continue the field s contents status can be mandatory M optional O or ignored 1 We will first
68. or debited pledge component of 47 57 in case of decrease of pledge 59 73 M 16S SETPRTY 1 SETPRTY End of Repetitive Mandatory Subsequence E1 Repetitive Optional free of payment or Mandatory against payment Subsequence E3 Amounts AMT ACRU M 16R AMT 1 N when negative O 19A 4lc N 3 a15d security s currency code 1 2 3 4 accrued interests O 19A 4 c N 3 a1 5d present if concerned amount differs from settled cash amount 1 DEAL 2 N when negative 3 EUR 4 cash amount initially communicated by the participant ESTT N when negative EUR settled cash amount LOCL M 19A 4 c N 3 a15d 1 2 3 4 O 19A 4lc N 3 a15d N when negative EUR 1 2 3 4 withholding tax payment or tax refunding M 16S AMT 1 End of Subsequence E3 M 16S SETDET 1 SETDET End of Mandatory Sequence E 39 3 4 2Example MT 545 MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 sequence A 16R 2 0 1236 198C E SC22R0100100021A W E uv Di bt Ei P 20110404112017 NBB reference sequence Al 16R 20C eR 16S LINK LA MY REFERENCE LINK E notification s reference 16R 2003 2 16S LINK ITI 2011040400167 LINK NBB s operation reference end of s
69. or each message referring to the same account 1 9 2 3 LAST last message of a series for the same account MORE not the last message of a series ONLY only message M 20C 4 c 16x 1 SEME 2 NBB reference M 23G 4 c 4 c 1 NEWM M 98C 4lc 8 n6 n 1 STAT 2 statement date and time YYYYMMDDhhmmss M 22F 4 c 8c 4 c 1 SFRE 2 DAIL daily statement or MNTH monthly statement or YEAR yearly statement M 22F 4 c 8c 4 c 1 CODE COMP complete statement M 22F 4 c 8c 4 c 1 STTY CUST custody statement M 22F 4 lc 8c 4 c 1 STBA SETT settled date positions M 97A 4 c 35x 1 SAFE 2 account 12 positions 27 MESSAGES SENT BY NBB MT 535 STATEMENT OF HOLDINGS NOVEMBER 20 SWIFT TAG CONTENT OPTIONS DETAIL STATUS M 17B 4lc t a 1 ACTI 2 Y one or more Sequences B present or N otherwise M 17B 4lc ila 1 CONS N M 16S GENL 1 GENL Repetitive Optional Sequence B Sub safekeeping Account M 16R SUBSAFE 1 SUBSAFE Repetitive Optional Subsequence B1 Financial Instrument M 16R FIN 1 FIN M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions O 90a Option A if the price is known 4 c 4 c 15d 1 INDC PRCT 2 indicative price of the asset O 98A 4 c 8 c only present in c
70. ount Code 57 sending a MT 542 message implies the increase a MT 540 the decrease of the pledged securities Codes 57 58 and 59 field 97A will be ignored except for the part representing the participant code since the account mentioned in the corresponding message for code 51 will be used by the computer application Code 58 implies the complete withdrawal of the pledged securities from the pledge account the message specifies which securities will come into place 2 7 1Example MT 542 Deliver Free code 51 sequence A 16R G 2002 23G N 2L6S 2G E MY REFERENCE Gi Giu Di SI T Z g E reference Do sequence B 16R TRADDET 98A SETT 20110404 98A TRAD 20110331 35B ISIN BE0312668370 TREASURY BILL 70E SPRO SEON 67939 16S TRADDET n settlement dat trade date ISIN designation sending number sequence C 16R FIAC 36B SETT FAMT 35000000 97A SAFE 100801000166 16S FIAC sequence E 16R SETDE 122F SETR NBBE 51XX nominal amount security account to debit NBB transaction type sequence El 16R SETPRTY repetitive 95R REAG NBBE 9100 16S SETPRTY beneficiary 16R SETPRTY 195P PSET NBBEBEBB216 16S SETPRTY place of settlement end of seq E 16S SETDE 21 MESSAGES SENT TO NBB TRANSACT
71. ount account to debit sequence n sera SETDE 2 28 SETR NBBE 15XX NBB transaction type sequence El repetitive 16R LIOR FITAS 5 L6S 16R SI 19 5Pire 1165 REAG NBBE 0100 SAFE 100801000267 PSET NBBEBEBB216 account to credit place of settlement end of seq E 1 6S 2 6 Transaction codes 21 30 32 38 39 74 The counterparty must be 9999 for transactions 30 and 32 2 6 1Example MT 540 Receive Free codes 21 39 74 MESSAGES SENT TO NBB TRANSACTION CODES 21 30 32 38 39 74 NOVEMBER 2012 sequence A 16R 70E 16S ENL 20C SEME MY REFERENCE reference 23G NEWM 16S GENL sequence B 16R TRADDET 98A SETT 20110404 settlement dat 98A TRAD 20110331 trade date 35B ISIN BE0312668370 ISIN TREASURY BILL designation SPRO SEQN 67939 TRADDET sending number sequence C 16R 36BE 297A 21L6S FIAC ETT FAMT 35000000 SAFE 100801000166 FIAC n nominal amount securities account sequence amp 16R SETDE 122 SETR NBBE 21XX NBB transaction type sequence El repetitive 16R ISR 7168 16R OOP 2716S SETPRTY DEAG NBBE 9100 SETPRTY SETPRTY PSET NBBEBEBB216
72. participant securities account of the participant 12 positions 55 94a MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 Remark fields 94B or 94F are only present in case of foreign currency Option B 4 c 8c 4 c 30x If the BIC code of the owner is unknown 1 SAFE 2 NBBE 3 ICSD or CUST when the owner is not a I CSD 4 participant number 4 digits of the owner Option F 4lc 4 c 4 a2 a2 c 3 c If the BIC code of the owner is known 1 SAFE 2 ICSD or CUST when the owner is not a I CSD 3 BIC code of the owner 93B 16S 4lc 4 c N 15d ACCTINFO In case of an event not linked to a bond factor repayment 1 ELIG FAMT In case of a bond factor linked event 1 ELIG AMOR In case of pending receipt 1 PENR FAMT In case of ELIG 2 amount currently on the specified securities account In case of PENR 2 nominal amount of the pending transaction 1 ACCTINFO End of Mandatory Subsequence B2 16S USECU 1 USECU End of Mandatory Sequence B Optional Sequence D Corporate Action Details 16R CADETL 1 CADETL 98A 4 c 8 n XDTE date of event 98A 41c 8 n 1 2 1 RDTE 2 98A 4 c 8 n 1 MATU record date 2 new maturity date of the security 69A 41c 8 n 8 n only in case of inter
73. sh leg or NONREF when non existing M 16S LINK 1 M 16R LINK 1 LINK M 20C 4lc 16x 1 MITI 2 NBB s operation reference M 16S LINK 1 LINK End of Subsequence A1 step 1 Optional Subsequence A1 Linkages step 2 in case of pledge component of automatic borrowing transactions M 16R LINK 1 LINK O 22F 4 c 8c 4 c 1 LINK WITH O 13A 4lc 3 c 1 LINK 2 MT number of the borrowing component M 20C 4 c 16x 1 RELA 2 NBB reference of the borrowing component M 16S LINK 1 LINK End of Subsequence A1 step 2 M 16S GENL 1 GENL MESSAGES SENT BY NBB MT 544 545 546 547 CONFIRMATION MESSAGES NOVEMBER 2012 SWIFT TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence B Trade Details M 16R TRADDET 1 TRADDET O 98A 4 c 8 n present if initial settlement date differs from effective settlement date 1 SETT 2 initial settlement date YYYYMMDD O 98A 4 c 8 n 1 TRAD 2 trade date YYYYMMDD codes 71 73 77 trade date of the corresponding cash leg codes 43 44 46 47 trade date of the first leg M 98A 4 c 8 n 1 HESET 2 effective settlement date YYYYMMDD M 35B ISIN1 e12 c 1 ISIN 4 35x 2 1 space 3 ISIN code crif 4 designation up to 4 lines each having 35 positions M 70E 4 c 10 35x 1 SPRO 2 if transaction type differe
74. te of the security 98A ISSU 20050728 issuance date of the 92A PRFC 0 480000000000 security 92A NWFC 0 000000000000 92A INTR 03 750000 end of seq B1 16S FIA 93B CONB FAMT 120000000 end of seq B 16S USECU sequence C 16R CADETL 98A XDTE 20110728 date of the event 98A RDTE 20110727 senta dare 92A PRFC 0 480000000000 92A NWFC 0 000000000000 end of seq C 16S CADETL sequence D 16R CACONF 13A CAON 001 22F CAOP CASH subsequence D2 16R CASHMOVE 22H CRDB CRED 97A CASH 100008668602 cash account number 19B PSTA EUR57600000 00 19B GRSS EUR57600000 00 gross amount 19B NETT EUR57600000 00 net amount 19B WITL EURO 00 deducted tax 92A TAXR 00 000000000 withholding tax rate 92A RATE 48 000000000 redemption rate 98A PAYD 20110728 payment date 98A POST 20110728 posting date 98A VALU 20110728 value date 90A OFFR PRCT 100 000000000 redemption price end of subseq 16S CASHMOVE D2 end of seq D 16S CACONF sequence E 16R ADDINFO 70E ADTX DVPN D5N12001 NBB s security and cash 1107280002CL009 settlement referenc 95R PAYA NBBEBEBB BIC of the paying agent end of seq E 16S ADDINFO 75 MESSAGES SENT BY NBB MT 578 SETTLEMENT ALLEGEMENT NOVEMBER 2012 3 8 MT 578 Settlement Allegement 3 8 1 Overview 3 8 1 1 General statement The settlement allegements are sent on an on line basis The NBB SSS produces MT 578 based on the ISO 15022 recomm
75. the method of interest computation hereafter M 16R FIA 1 FIA O 22F Alc 4 c 1 MICO 2 method of interest computation indicator O 11A 4 c 3 a 1 DENO 2 currency of denomination O 98A 4 c 8 n in case of coupon 1 COUP 2 coupon date YYYYMMDD O 98A 4 c 8 n 1 ISSU 2 issuance date of the security YYYYMMDD O 98A 4 c 8 n 1 MATU 2 maturity date of the security YYYYMMDD O 92A Alc N 15d in case of bond factor 1 PRFC 2 previous bond factor if present O 92A Alc N 15d in case of bond factor 1 NWFC 2 next bond factor if present O 92A 4 c N 15d in case of coupon 1 INTR 2 interest rate of the current coupon O 92A 4 c N 15d 1 NXRT 2 rate of the next coupon as currently known O 36B 4 c 4 c 15d 1 MINO FAMT 2 minimum nominal quantity O 36B 4 c 4 c 15d 1 MILT FAMT 2 minimum exercisable multiple quantity M 16S FIA 1 FIA End of Subsequence B1 Mandatory Repetitive Subsequence B2 Financial Instrument Attributes account information M 16R ACCTINFO 1 ACCTINFO M 97A 41c 35x In case of paying agent Information applies to all securities accounts where financial instruments are maintained 1 SAFE 2 if sent to paying agent 100899999982 to provide the total outstanding amount if foreign currency securities account of the owner 12 positions if sent to
76. thout reduction of nominal value 22F CAMV MAND 98C PREP 20110401170111 25D PROC PREU 16S GENL sequence B 16R USECU 35B ISIN BE0005556661 MBS 3 KLASSE A 3 ISIN designation subsequence B1 16R FIA 22F MICO A004 11A DENO EUR 98A COUP 20110410 298A MATU 20170703 98A ISSU 20080703 92A PRFC 0 400125861262 92A NWFC 0 364933116034 92A INTR 02 868000000 36B MINO FAMT 123946 00 36B MILT FAMT 123946 00 16S FIA code method of interest computation currency of denomination coupon date maturity date of the security issuance date of the security previous bond factor new bond factor interest rate minimum nominal quantity minimum exercisable multiple quantity subsequence B2 16R ACCTINFO 97A SAFE 100801000166 securities account 93B ELIG FAMT 77466250 00 nominal amount 16S ACCTINFO end of seq B 16S USECU sequence D 16R CADETL 98A XDTE 20110410 date of the event 98A RDTE 20110408 record date 92A PRFC 0 400125861262 previous bond factor 192A NWFC 0 364933116034 new bond factor 16S CADETL 63 sequence E 16R CAOPTN 13A CAON 001 122F CAOP CASH 11A OPTN EUR 17B DFLT Y 92A TAXR 15 000000000 MESSAGES SENT BY NBB MT 564 CORPORATE ACTION ANNOUNCEMENT NOVEMBER 2012 withholding tax rate
77. titive 16R FIAC 1 FIAC M I 36B 4lc 4 c 15d 1 SETT FAMT 2 nominal amount This tag will be ignored in case of code 59 M I 97A 4 c 35x 1 SAFE 2 sender s securities account 12 positions This tag will be ignored in case of codes 57 58 59 75 except for the part representing the participant code 16S FIAC 1 FIAC End of Sequence C Optional Sequence D Two Leg Transaction Repe Details 16R REPO 1 REPO 98A 4 c 8 n TERM 1 2 settlement date forward leg YYYYMMDD also for non repo transactions 19A A4lc N 3 a15d UTRTE EUR 1 2 3 4 cash amount forward leg 16S REPO 1 N when negative REPO End of Sequence D Mandatory Sequence E Settlement Details 16R SETDET 1 SETDET 22F Alc 8c 4 c 1 SETR NBBE 2 NBB transaction type 2 positions 3 XX Repetitive Mandatory Subsequence E1 Settlement Parties see 2 2 2 Remarks on NBB usage 16R SETPRTY 95a Option P Alc 4la2 a2 c 3 c Option R 11 MESSAGES SENT TO NBB MT 540 541 542 543 FOR NOTIFICATIONS OTHER THAN CANCELLATIONS NOVEMBER 2012 41c 8c 34x 2 party status 4 positions 3 4 Data Source Scheme 5 6 Proprietary Code Option Q a ee 4 c 4 3
78. type is indicated Transaction type Description MT 540 MT 541 MT 542 MT 543 10 purchase sale x x 15 purchase sale client x 21 free transfer x x 22 internal transfer x 30 withdrawal from account x 32 creation of securities x 38 transfer from sss x 39 transfer to sss x 51 pledging x 57 pledge partial increase x 57 pledge partial decrease x 58 pledge complete substitution x 59 release of pledge x 70 repo no client automatically generated forward leg x x 72 internal repo automatically generated forward leg x 74 global margin call x x 75 margin call x x 76 repo client automatically generated forward leg x x 78 repo independent cash leg x x 79 repo independent forward leg x x 90 cancellation x x x x MESSAGES SENT TO NBB MT 540 541 542 543 FOR NOTIFICATIONS OTHER THAN CANCELLATIONS NOVEMBER 2012 2 2 MT 540 541 542 543 for notifications other than cancellations 2 2 1 General structure SWIFT NBB TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M l 16R GENL 1 GENL M M 20C 4 c 16x 1 SEME 2 participant s reference M M 23G 4 c 4 c 1 NEWM M I 16S GENL 1 GENL End of Sequence A Mandatory Sequence B Trade Details M I 16R TRADDET 1 TRADDET M M 98A 4lc 8 n 1 SETT 2 settlement dat
79. your counterparty your instruction could have matched with this instruction but the nominal amount differs case 7 tag 24B NMAT DDAT REAS RELA reference of the counterparty instruction or NONREF crif SETT settlement date proposed by your counterparty YYYYMMDD your instruction could have matched with this instruction but the settlement date differs case 8 tag 24B NMAT DTRD REAS RELA reference of the counterparty instruction or NONREF crif TRAD trade date proposed by your counterparty YYYYMMDD your instruction could have matched with this instruction but the trade date differs case 9 tag 24B NMAT DSEC REAS RELA reference of the counterparty instruction or NONREF crif 45 MESSAGES SENT BY NBB MT 548 SETTLEMENT STATUS AND PROCESSING ADVICE NOVEMBER 2012 ISIN ISIN proposed by your counterparty crif label of the ISIN your instruction could have matched with this instruction but the ISIN differs case 10 tag 24B NMAT ICAG REAS RELA reference of the counterparty instruction or NONREF crlf ICAG NBBE counterparty code which would have enabled the matching of your instruction your instruction could have matched with this instruction but the counterparty s code is not compatible case 11 tag 24B NMAT SETR REAS RELA reference of the counterparty instruction or NONREF crif SETR NBBE transaction
80. ys be REAG MT 542 MT 543 or DEAG MT 540 MT 541 Tag 97A will be added for codes 15 22 72 only status REAG MT 542 95R DEAG NBBE ssss or 95R REAG NBBE ssss 16S SETPRTY 16R SETPRTY Optional One or more levels 95a to include details of the counterparty s clients 95a options P and R are recommended 97A SAFE 16S SETPRTY 16R SETPRTY Optional Describing the SENDER identified by its NBB participant code ssss party status will always be DEAG or REAG but must differ from counterparty s status 16S SETPRTY 16R SETPRTY Optional One or more levels 95a to include details of the sender s clients options P 95a and R are recommended 97A SAFE 16S SETPRTY 16R SETPRTY Mandatory Place of settlement The BIC code NBBEBEBB is mandatory The 95P PSET NBBEBEBB presence of the branch code is optional 16S SETPRTY End of subsequences E1 Settlement parties 13 MESSAGES SENT TO NBB MT 540 541 542 543 FOR CANCELLATIONS NOVEMBER 2012 2 3 MT 540 541 542 543 for cancellations 2 3 1 General structure As indicated below the presence or contents of some fields will be ignored by NBB The same MT as for the original message to be cancelled must be used SWIFT NBB TAG CONTENT OPTIONS DETAIL STATUS Mandatory Sequence A General Information M I 16R GENL 1 GENL M M 20C 4 c 16x 1 SEME 2 part

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