| ISO20022

MT527: (6) Field 22a: Indicator

FORMAT

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

PRESENCE

Mandatory in mandatory sequence A

QUALIFIER

(Error code(s): T89)

Order	M/O	Qualifier	R/N	CR	Options	Qualifier Description
1	M	CINT	N		F or H	Collateral Instruction Type Indicator
2	M	COLA	N	C2	F or H	Exposure Type Indicator
3	M	REPR	N		H	Collateral Receive/Provide Indicator
4	O	PRSS	N		F	Process Indicator
5	O	PRIR	N		F	Priority Indicator
6	O	AUTA	N		F	Automatic Allocation Indicator
7	O	FSSA	N		F	Failed Settlement Salvation Indicator

DEFINITION

This qualified generic field specifies:

AUTA	Automatic Allocation Indicator	Specifies whether the allocation of the collateral is manual or automatic.
CINT	Collateral Instruction Type Indicator	Specifies the type of collateral instruction.
COLA	Exposure Type Indicator	Specifies the underlying business area/type of trade causing the exposure.
FSSA	Failed Settlement Salvation Indicator	Specifies whether the receiver is allowed to solve failure in the settlement by proposing other collateral movements.
PRIR	Priority Indicator	Specifies the priority with which the instruction needs to be executed.
PRSS	Process Indicator	Specifies the settlement process in which the collateral will be settled.
REPR	Collateral Receive/Provide Indicator	Specifies whether the client is the collateral taker or giver.

CODES

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

AADJ	Automatic/Manual Settlement Adjustment	Automatic/manual settlement adjustment.
CADJ	Collateral Adjustment	Change to collateral.
CDTA	Closing Date Adjustment	Change of the closing date.
DBVT	Delivery by Value	Delivery by value (DBV) transaction.
DADJ	Data Adjustment	Change of other data.
INIT	Initiation	Creation of a Collateral Management Transaction.
MADJ	Margin Adjustment	Change to margin.
PADJ	Principal/Exposure Adjustment	Change of principal/exposure adjustment.
RATA	Rate Adjustment	Change of rate.
TERM	Termination	Closing of the Collateral Management Transaction.

CODES

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

AADJ	Automatic/Manual Settlement Adjustment	Automatic/manual settlement adjustment.
CADJ	Collateral Adjustment	Change to collateral.
CDTA	Closing Date Adjustment	Change of the closing date.
DBVT	Delivery by Value	Delivery by value (DBV) transaction.
DADJ	Data Adjustment	Change of other data.
INIT	Initiation	Creation of a Collateral Management Transaction.
MADJ	Margin Adjustment	Change to margin.
PADJ	Principal/Exposure Adjustment	Change of principal/exposure adjustment.
RATA	Rate Adjustment	Change of rate.
TERM	Termination	Closing of the Collateral Management Transaction.

CODES

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

BFWD	Bond Forward	Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts.
CBCO	Central Bank Credit Operations	Exposures related to activity with central banks.
CCIR	Cross Currency IRS	Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another.
CCPC	CCP Collateral	Collateral covering the initial margin requirements for OTC trades cleared through a CCP.
COMM	Commodities	Commodities trades for example futures and options on gold, silver, wheat.
CRDS	Credit Default Swap	Trading of credit default swap.
CRPR	Cross Product	Combination of various types of trades.
CRSP	Credit Support	Cash lending/borrowing; letter of Credit; signing of master agreement.
CRTL	Credit Line	Opening of a credit line before trading.
EQPT	Equity Option	Trading of equity option (Also known as stock options).
EQUS	Equity Swap	Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.
EXPT	Exotic Option	Trading of exotic option for example a non-standard option.
EXTD	Exchange Traded Derivatives	Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)).
FIXI	Fixed Income	Trading of fixed income instruments.
FORW	Forward Foreign Exchange	FX trades with a value date in the future.
FORX	Foreign Exchange	FX trades in general.
FUTR	Futures	Related to futures trading activity.
LIQU	Liquidity	In support of settlement via an RTGS or other clearing system.
OPTN	FX Option	Trading of option on Foreign Exchange.
OTCD	OTC Derivatives	Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated.
PAYM	Cash Settlement	In support of any type of cash settlement.
REPO	Repurchase Agreement	In support of a repurchase agreement transaction.
RVPO	Reverse Repurchase Agreement	In support of a reverse repurchase agreement transaction.
SBSB	Securities Buy Sell Back	Securities buy sell back.
SCIE	Single Currency IRS Exotic	Exotic single currency interest rate swap.
SCIR	Single Currency IRS	Single Currency Interest Rate Swap.
SCRP	Securities Cross Product	Combination of securities-related exposure types.
SHSL	Short Sale	Short sale exposure.
SLEB	Securities Lending and Borrowing	Securities lending and borrowing.
SLOA	Secured Loan	Secured loan.
SWPT	Swaption	Option on interest rate swap.
TBAS	To Be Announced	To Be Announced (TBA) related collateral.
TCRP	Treasury Cross Product	Combination of treasury-related exposure types.
UDMS	Uncleared Derivative Margin Segregation	Relates to uncleared derivative margin segregation for variation or initial margin.

CODES

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

BFWD	Bond Forward	Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts.
CBCO	Central Bank Credit Operations	Exposures related to activity with central banks.
CCIR	Cross Currency IRS	Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another.
CCPC	CCP Collateral	Collateral covering the initial margin requirements for OTC trades cleared through a CCP.
COMM	Commodities	Commodities trades for example futures and options on gold, silver, wheat.
CRDS	Credit Default Swap	Trading of credit default swap.
CRPR	Cross Product	Combination of various types of trades.
CRSP	Credit Support	Cash lending/borrowing; letter of Credit; signing of master agreement.
CRTL	Credit Line	Opening of a credit line before trading.
EQPT	Equity Option	Trading of equity option (Also known as stock options).
EQUS	Equity Swap	Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.
EXPT	Exotic Option	Trading of exotic option for example a non-standard option.
EXTD	Exchange Traded Derivatives	Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)).
FIXI	Fixed Income	Trading of fixed income instruments.
FORW	Forward Foreign Exchange	FX trades with a value date in the future.
FORX	Foreign Exchange	FX trades in general.
FUTR	Futures	Related to futures trading activity.
LIQU	Liquidity	In support of settlement via an RTGS or other clearing system.
OPTN	FX Option	Trading of option on Foreign Exchange.
OTCD	OTC Derivatives	Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated.
PAYM	Cash Settlement	In support of any type of cash settlement.
REPO	Repurchase Agreement	In support of a repurchase agreement transaction.
RVPO	Reverse Repurchase Agreement	In support of a reverse repurchase agreement transaction.
SBSB	Securities Buy Sell Back	Securities buy sell back.
SCIE	Single Currency IRS Exotic	Exotic single currency interest rate swap.
SCIR	Single Currency IRS	Single Currency Interest Rate Swap.
SCRP	Securities Cross Product	Combination of securities-related exposure types.
SHSL	Short Sale	Short sale exposure.
SLEB	Securities Lending and Borrowing	Securities lending and borrowing.
SLOA	Secured Loan	Secured loan.
SWPT	Swaption	Option on interest rate swap.
TBAS	To Be Announced	To Be Announced (TBA) related collateral.
TCRP	Treasury Cross Product	Combination of treasury-related exposure types.
UDMS	Uncleared Derivative Margin Segregation	Relates to uncleared derivative margin segregation for variation or initial margin.

CODES

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

PROV	Collateral Giver	Instructing party is the collateral giver.
RECE	Collateral Taker	Instructing party is the collateral taker.

CODES

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

AUTO	Automatic Allocation	Allocation of the collateral is made automatically.
MANU	Manual Allocation	Allocation of the collateral is made manually.

CODES

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

FSSN	No Salvation	Receiver is not allowed to solve failure in the settlement by proposing other collateral movements.
FSSY	Salvation	Receiver is allowed to solve failure in the settlement by proposing other collateral movements.

CODES

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

CODES

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