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ISO 15022
Data Field Dictionary

MT535 Scope

This message is sent by an account servicer (account servicing institution) to an account owner or its designated agent. The account servicer may be a local agent (sub-custodian) acting on behalf of their global custodian customer, or a custodian acting on behalf of an investment management institution or a broker/dealer.

This message is used to report, at a specified moment in time, the quantity and identification of financial instruments which the account servicer maintains for the account owner.

The statement is used to reconcile the books of the account owner and the account servicer for the specified safekeeping account or sub-safekeeping account.

This message may also be used to respond to a request for statement/status advice, that is, the MT 549 Request for Statement/Status Advice and to report that there are no holdings.

The custody statement is used for position reconciliation purposes. It may also report availability and/or the location of the financial instruments to facilitate trading and minimise settlement issues. The holdings may be valuated or not.

The accounting statement provides valuations of a financial instrument portfolio with valuation details for each instrument; this information can either be audited or un-audited. It is typically not used for trading purposes.

MT535 Format Specifications

Status Tag Qualifier Generic Field Name Detailed Field Name Content/Options No.

Mandatory Sequence A General Information

M

16R

 

 

Start of Block

GENL

1

M

28E

 

 

Page Number/Continuation Indicator

5n/4!c

2

O

13a

STAT

Number Identification

Statement Number

A or J

3

M

20C

SEME

Reference

Sender's Message Reference

:4!c//16x

4

M

23G

 

 

Function of the Message

4!c[/4!c]

5

----->

M

98a

4!c

Date/Time

(see qualifier description)

A, C, or E

6

-----|

----->

M

22F

4!c

Indicator

(see qualifier description)

:4!c/[8c]/4!c

7

-----|

-----> Optional Repetitive Subsequence A1 Linkages

M

16R

 

 

Start of Block

LINK

8

O

13a

LINK

Number Identification

Linked Message

A or B

9

M

20C

4!c

Reference

(see qualifier description)

:4!c//16x

10

M

16S

 

 

End of Block

LINK

11

-----| End of Subsequence A1 Linkages

----->

O

95a

4!c

Party

(see qualifier description)

L, P, or R

12

-----|

M

97a

4!c

Account

(see qualifier description)

A, B, or D

13

----->

M

17B

4!c

Flag

(see qualifier description)

:4!c//1!a

14

-----|

M

16S

 

 

End of Block

GENL

15

End of Sequence A General Information

-----> Optional Repetitive Sequence B Sub-safekeeping Account

M

16R

 

 

Start of Block

SUBSAFE

16

----->

O

95a

4!c

Party

(see qualifier description)

L, P, or R

17

-----|

O

97a

4!c

Account

(see qualifier description)

A, B, or D

18

----->

O

94a

SAFE

Place

Place of Safekeeping

B, C, F, or L

19

-----|

O

17B

ACTI

Flag

Activity Flag

:4!c//1!a

20

-----> Optional Repetitive Subsequence B1 Financial Instrument

M

16R

 

 

Start of Block

FIN

21

M

35B

 

 

Identification of the Financial Instrument

[ISIN1!e12!c]
[4*35x]

22

Optional Subsequence B1a Financial Instrument Attributes

M

16R

 

 

Start of Block

FIA

23

----->

O

94a

4!c

Place

(see qualifier description)

B or D

24

-----|

----->

O

22F

4!c

Indicator

(see qualifier description)

:4!c/[8c]/4!c

25

-----|

----->

O

12a

4!c

Type of Financial Instrument

(see qualifier description)

A, B, or C

26

-----|

O

11A

DENO

Currency

Currency of Denomination

:4!c//3!a

27

----->

O

98A

4!c

Date/Time

(see qualifier description)

:4!c//8!n

28

-----|

----->

O

92A

4!c

Rate

(see qualifier description)

:4!c//[N]15d

29

-----|

----->

O

13a

4!c

Number Identification

(see qualifier description)

A, B, or K

30

-----|

----->

O

17B

4!c

Flag

(see qualifier description)

:4!c//1!a

31

-----|

----->

O

90a

4!c

Price

(see qualifier description)

A or B

32

-----|

----->

O

36a

4!c

Quantity of Financial Instrument

(see qualifier description)

B or D

33

-----|

----->

O

35B

 

 

Identification of the Financial Instrument

[ISIN1!e12!c]
[4*35x]

34

-----|

O

70E

FIAN

Narrative

Financial Instrument Attribute Narrative

:4!c//10*35x

35

M

16S

 

 

End of Block

FIA

36

End of Subsequence B1a Financial Instrument Attributes

O

22H

CAOP

Indicator

Corporate Action Option Code Indicator

:4!c//4!c

37

O

90a

4!c

Price

(see qualifier description)

A, B, or E

38

O

94B

PRIC

Place

Source of Price

:4!c/[8c]/4!c[/30x]

39

O

98a

PRIC

Date/Time

Price Quotation Date/Time

A or C

40

----->

M

93a

4!c

Balance

(see qualifier description)

B or F

41

-----|

-----> Optional Repetitive Subsequence B1b Sub-balance

M

16R

 

 

Start of Block

SUBBAL

42

----->

M

93a

4!c

Balance

(see qualifier description)

B, C, E, or F

43

-----|

O

22a

COLA

Indicator

Exposure Type Indicator

F or H

44

----->

O

94a

4!c

Place

(see qualifier description)

B, C, F, or L

45

-----|

O

90a

4!c

Price

(see qualifier description)

A, B, or E

46

O

98a

PRIC

Date/Time

Price Quotation Date/Time

A or C

47

O

99A

DAAC

Number Count

Number of Days Accrued

:4!c//[N]3!n

48

----->

O

19A

4!c

Amount

(see qualifier description)

:4!c//[N]3!a15d

49

-----|

O

92B

EXCH

Rate

Exchange Rate

:4!c//3!a/3!a/15d

50

O

70C

SUBB

Narrative

Sub-balance Details Narrative

:4!c//4*35x

51

-----> Optional Repetitive Subsequence B1b1 Quantity Breakdown

M

16R

 

 

Start of Block

BREAK

52

O

13B

LOTS

Number Identification

Lot Number

:4!c/[8c]/30x

53

O

93a

LOTS

Balance

Lot Balance

B or F

54

O

98a

LOTS

Date/Time

Lot Date/Time

A, C, or E

55

O

90a

LOTS

Price

Book/Lot Price

A or B

56

O

22F

PRIC

Indicator

Type of Price Indicator

:4!c/[8c]/4!c

57

----->

O

19A

4!c

Amount

(see qualifier description)

:4!c//[N]3!a15d

58

-----|

M

16S

 

 

End of Block

BREAK

59

-----| End of Subsequence B1b1 Quantity Breakdown

M

16S

 

 

End of Block

SUBBAL

60

-----| End of Subsequence B1b Sub-balance

O

99A

DAAC

Number Count

Number of Days Accrued

:4!c//[N]3!n

61

----->

O

19A

4!c

Amount

(see qualifier description)

:4!c//[N]3!a15d

62

-----|

O

92B

EXCH

Rate

Exchange Rate

:4!c//3!a/3!a/15d

63

O

70E

HOLD

Narrative

Holdings Narrative

:4!c//10*35x

64

-----> Optional Repetitive Subsequence B1c Quantity Breakdown

M

16R

 

 

Start of Block

BREAK

65

O

13B

LOTS

Number Identification

Lot Number

:4!c/[8c]/30x

66

O

93a

LOTS

Balance

Lot Balance

B or F

67

O

98a

LOTS

Date/Time

Lot Date/Time

A, C, or E

68

O

90a

LOTS

Price

Book/Lot Price

A or B

69

O

22F

PRIC

Indicator

Type of Price Indicator

:4!c/[8c]/4!c

70

----->

O

19A

4!c

Amount

(see qualifier description)

:4!c//[N]3!a15d

71

-----|

M

16S

 

 

End of Block

BREAK

72

-----| End of Subsequence B1c Quantity Breakdown

M

16S

 

 

End of Block

FIN

73

-----| End of Subsequence B1 Financial Instrument

M

16S

 

 

End of Block

SUBSAFE

74

-----| End of Sequence B Sub-safekeeping Account

-----> Optional Repetitive Sequence C Additional Information

M

16R

 

 

Start of Block

ADDINFO

75

----->

O

95a

4!c

Party

(see qualifier description)

P, Q, or R

76

-----|

----->

O

19A

4!c

Amount

(see qualifier description)

:4!c//[N]3!a15d

77

-----|

O

70H

ADTX

Narrative

Additional Text

:4!c//2500z

78

M

16S

 

 

End of Block

ADDINFO

79

-----| End of Sequence C Additional Information

MT535 Network Validated Rules

  • C1 If the Activity Flag (field :17B:ACTI) in sequence A General Information is N, then sequence B must not be present. Otherwise, sequence B is mandatory.

    Sequence A

    if field :17B::ACTI is ...

    Sequence B is ...

    N

    Not allowed

    Y

    Mandatory

  • C2 If the statement refers to an accounting statement, that is, if field :22F::STTY//ACCT is present, then at least one occurrence of subsequence B1 is required.

    This check only applies when sequence B is present.

    Sequence A

    if field :22F::STTY//ACCT is ...

    Sequence B1 is ...

    Present, and DSS is NOT present in field :22F::STTY//ACCT

    Mandatory in at least one occurrence of sequence B. (1)

    Not Present, or DSS present in field :22F::STTY//ACCT

    Optional
    (1) B1 is NOT mandatory in every occurrence of sequence B.

  • C3 In each occurrence of subsequence B1, if NO subsequence B1b is present, then both fields Price (field :90a:) and Holding Value (field :19A::HOLD) must be specified in subsequence B1.

    In each occurrence of subsequence B1, if one or more occurrences of subsequence B1b are present, then both fields Price (field :90a:) and Holding Value (field :19A::HOLD) must be specified in each occurrence of subsequence B1b.

    This check only applies when the statement refers to an accounting statement (see rule C2), that is, if field :22F::STTY//ACCT is present.

    In every occurrence of subsequence B1

    if subsequence B1b is...

    Then, in the same occurrence of subsequence B1

    field :90a: is...

    And in the same occurrence of subsequence B1

    field :19A::HOLD is...

    And in every occurrence of subsequence B1b

    field :90a: is...

    And in every occurrence of subsequence B1b

    field :19A::HOLD is...

    Not present

    Mandatory

    Mandatory

    Not applicable

    Not applicable

    Present once or more

    Optional

    Optional

    Mandatory

    Mandatory

  • C4 If the message is a cancellation, that is, Function of the Message (field 23G) is CANC, then subsequence A1 (Linkages) must be present at least once in the message, and in one and only one occurrence of A1, field :20C::PREV must be present; consequently, in all other occurrences of A1, field :20C::PREV is not allowed.

    Sequence A

    if field :23G: is ...

    Then subsequence A1 is ...

    And field :20C::PREV is ...

    CANC

    Mandatory (minimum one occurrence of A1 must be present)

    Mandatory in one occurrence of subsequence A1, and not allowed in all other occurrences of subsequence A1

    NEWM

    Optional

    Not applicable

  • C5 If in sequence A field :17B::CONS=Y, then in every occurrence of sequence B field :97a:: and field :17B::ACTI are mandatory.

    This check only applies when sequence B Sub-safekeeping Account is present per rule C1, that is, in sequence A, field :17B::ACTI=Y.

    Sequence A

    if field :17B::ACTI is ...

    Then sequence B is ...

    And sequence A

    if field :17B::CONS is ...

    Then in every occurrence of sequence B field :97a:: and field :17B::ACTI are ...

    Y

    Mandatory that is minimum one occurrence

    Y

    Mandatory

    N

    Not allowed

    N

    Not allowed

    Not applicable

    Not applicable

  • C6 If the Activity Flag (field :17B::ACTI) in sequence B Sub-safekeeping Account indicates no information to be reported, that is, N, then subsequence B1 Financial Instrument must not be present. subsequence B1 Financial Instrument is otherwise mandatory.

    This check only applies when sequence B Sub-safekeeping Account is present per rule C1, that is, in sequence A, field :17B::ACTI=Y.

    Sequence A

    if field :17B::ACTI is ...

    Then sequence B is ...

    In every occurrence of sequence B

    if field :17B::ACTI is ...

    In the same occurrence of sequence B then subsequence B1 is ...

    Y

    Mandatory that is minimum one occurrence

    Y

    Mandatory that is minimum one occurrence

    N

    Not allowed

    Not present

    Mandatory that is minimum one occurrence

    N

    Not allowed

    Not applicable

    Not applicable

  • C7 If field :94a:: is present in sequence B, then field :93a::AGGR and fields :94a::SAFE are not allowed in any occurrence of subsequence B1b.

    Sequence B

    if field :94a: is ...

    Then in any occurrence(s) of subsequence B1b,

    field :93a::AGGR and field :94a::SAFE are ...

    Present

    Not allowed

    Not present

    Optional

  • C8 If field :93a::AGGR is present in subsequence B1b, then :field 94a::SAFE must be present in the same subsequence B1b sequence.

    Subsequence B1b

    if field :93a::AGGR is ...

    Then in same subsequence B1b,

    field :94a::SAFE is ...

    Present

    Mandatory

    Not present

    Optional

  • C9 In each occurrence of subsequence B1b, if field :93a::AVAI or/and :93a::NAVL is/are present, then :field :93a::AGGR must be present in the same occurrence of subsequence B1b.

  • C10 In each occurrence of subsequence B1, field :93B::AGGR cannot appear more than twice (maximum two occurrences). When repeated, one occurrence must have Quantity Type Code FAMT and the other occurrence must have Quantity Type Code AMOR.

    Subsequence B1

    if field :93B::AGGR is ...

    Then one occurrence of :93B::AGGR must be ...

    And the other occurrence of :93B::AGGR must be ...

    Repeated

    :93B::AGGR//FAMT and DSS must not be present

    :93B::AGGR//AMOR and DSS must not be present

    Not repeated

    Not applicable

    Not applicable

  • C11 In sequence A, if field :95L::ALTE is present, then field :95a::ACOW must be present.

    In each occurrence of sequence B, if field :95L::ALTE is present, then field :95a::ACOW must be present.

  • C12 In each occurrence of sequence B, field :94a::SAFE must not be present more than twice. When repeated, one and only one occurrence must be with format option L (:94L::SAFE).

    In each occurrence of subsequence B1b, field :94a::PLED must not be present more than twice. When repeated, one and only one occurrence must be with format option L (:94L::PLED).

    In each occurrence of subsequence B1b, field :94a::SAFE must not be present more than twice. When repeated, one and only one occurrence must be with format option L (:94L::SAFE).

MT535 Usage Rules

  • This statement is used by the account servicer to report on holdings it services for the account owner.

  • The frequency of the statement must be bilaterally agreed between the account servicer and the account owner.

  • The statement can be sent reflecting all outstanding holding information or may contain only changes since the previously sent statement.

  • Since a SWIFT message as sent is restricted to the maximum input message length, several messages may be needed to accommodate all the information.