MT515 Scope

This message is sent by an executing party, for example, a broker-dealer, to an instructing party, for example, a client, or its authorised representative.

This message is used to confirm the details of a purchase or sale executed by the executing party on behalf of the instructing party. It is also used to provide details on the payment side of the transaction.

It may also be used to:

Where legally accepted, this message serves as an electronic contract note which is legally binding on both parties.

Where a block trade has been executed and allocation instructions provided, one client confirmation must be sent per allocation.

This message may be sent directly or via an ETC service provider between parties to the trade. It may also be sent as a copy from the instructing party and/or executing party to their respective custodians, to provide settlement information where an agreement to this effect exists.

This message must not be sent by an ETC service provider to a custodian.

MT515 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

20C

SEME

Reference

Sender's Message Reference

:4!c//16x

2

M

23G

 

 

Function of the Message

4!c[/4!c]

3

O

98a

PREP

Date/Time

Preparation Date/Time

A, C, or E

4

M

22F

TRTR

Indicator

Trade Transaction Type

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

5

-----> Mandatory Repetitive Subsequence A1 Linkages

M

16R

 

 

Start of Block

LINK

6

O

13a

LINK

Number Identification

Linked Message

A or B

7

M

20C

4!c

Reference

(see qualifier description)

:4!c//16x

8

M

16S

 

 

End of Block

LINK

9

-----| End of Subsequence A1 Linkages

M

16S

 

 

End of Block

GENL

10

End of Sequence A General Information

-----> Optional Repetitive Sequence B Partial Fill Details

M

16R

 

 

Start of Block

PAFILL

11

M

36B

PAFI

Quantity of Financial Instrument

Quantity of Financial Instrument Partially Filled

:4!c//4!c/15d

12

M

90a

DEAL

Price

Deal Price

A or B

13

----->

O

22F

4!c

Indicator

(see qualifier description)

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

14

-----|

O

98a

TRAD

Date/Time

Trade Date/Time

A, B, C, or E

15

O

94B

TRAD

Place

Place of Trade

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

16

M

16S

 

 

End of Block

PAFILL

17

-----| End of Sequence B Partial Fill Details

Mandatory Sequence C Confirmation Details

M

16R

 

 

Start of Block

CONFDET

18

----->

M

98a

4!c

Date/Time

(see qualifier description)

A, B, C, or E

19

-----|

----->

M

90a

4!c

Price

(see qualifier description)

A or B

20

-----|

----->

O

92A

4!c

Rate

(see qualifier description)

:4!c//[N]15d

21

-----|

----->

O

99A

4!c

Number Count

(see qualifier description)

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

22

-----|

----->

O

94a

4!c

Place

(see qualifier description)

B, C, or F

23

-----|

O

19A

SETT

Amount

Settlement Amount

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

24

----->

M

22a

4!c

Indicator

(see qualifier description)

F or H

25

-----|

O

11A

4!c

Currency

(see qualifier description)

:4!c//3!a

26

-----> Mandatory Repetitive Subsequence C1 Confirmation Parties

M

16R

 

 

Start of Block

CONFPRTY

27

----->

M

95a

4!c

Party

(see qualifier description)

P, Q, R, or S

28

-----|

----->

O

97a

4!c

Account

(see qualifier description)

A, B, or E

29

-----|

O

98a

PROC

Date/Time

Processing Date/Time

A or C

30

O

20C

PROC

Reference

Processing Reference

:4!c//16x

31

----->

O

70a

4!c

Narrative

(see qualifier description)

C or E

32

-----|

----->

O

22F

4!c

Indicator

(see qualifier description)

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

33

-----|

M

16S

 

 

End of Block

CONFPRTY

34

-----| End of Subsequence C1 Confirmation Parties

----->

M

36B

4!c

Quantity of Financial Instrument

(see qualifier description)

:4!c//4!c/15d

35

-----|

M

35B

 

 

Identification of the Financial Instrument

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

36

Optional Subsequence C2 Financial Instrument Attributes

M

16R

 

 

Start of Block

FIA

37

O

94B

PLIS

Place

Place of Listing

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

38

----->

O

22F

4!c

Indicator

(see qualifier description)

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

39

-----|

----->

O

12a

4!c

Type of Financial Instrument

(see qualifier description)

A, B, or C

40

-----|

O

11A

DENO

Currency

Currency of Denomination

:4!c//3!a

41

----->

O

98A

4!c

Date

(see qualifier description)

:4!c//8!n

42

-----|

----->

O

92A

4!c

Rate

(see qualifier description)

:4!c//[N]15d

43

-----|

----->

O

13a

4!c

Number Identification

(see qualifier description)

A or B

44

-----|

----->

O

17B

4!c

Flag

(see qualifier description)

:4!c//1!a

45

-----|

----->

O

90a

4!c

Price

(see qualifier description)

A or B

46

-----|

----->

O

36B

4!c

Quantity of Financial Instrument

(see qualifier description)

:4!c//4!c/15d

47

-----|

----->

O

35B

 

 

Identification of the Financial Instrument

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

48

-----|

O

70E

FIAN

Narrative

Financial Instrument Attribute Narrative

:4!c//10*35x

49

M

16S

 

 

End of Block

FIA

50

End of Subsequence C2 Financial Instrument Attributes

----->

O

13B

CERT

Number Identification

Certificate Number

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

51

-----|

----->

O

70E

4!c

Narrative

(see qualifier description)

:4!c//10*35x

52

-----|

M

16S

 

 

End of Block

CONFDET

53

End of Sequence C Confirmation Details

Optional Sequence D Settlement Details

M

16R

 

 

Start of Block

SETDET

54

----->

M

22F

4!c

Indicator

(see qualifier description)

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

55

-----|

O

11A

4!c

Currency

(see qualifier description)

:4!c//3!a

56

-----> Optional Repetitive Subsequence D1 Settlement Parties

M

16R

 

 

Start of Block

SETPRTY

57

----->

M

95a

4!c

Party

(see qualifier description)

C, P, Q, R, or S

58

-----|

O

97a

SAFE

Account

Safekeeping Account

A or B

59

O

98a

PROC

Date/Time

Processing Date/Time

A or C

60

O

20C

PROC

Reference

Processing Reference

:4!c//16x

61

----->

O

70a

4!c

Narrative

(see qualifier description)

C or D

62

-----|

M

16S

 

 

End of Block

SETPRTY

63

-----| End of Subsequence D1 Settlement Parties

-----> Optional Repetitive Subsequence D2 Cash Parties

M

16R

 

 

Start of Block

CSHPRTY

64

----->

M

95a

4!c

Party

(see qualifier description)

P, Q, R, or S

65

-----|

----->

O

97a

4!c

Account

(see qualifier description)

A or E

66

-----|

O

98a

PROC

Date/Time

Processing Date/Time

A or C

67

O

20C

PROC

Reference

Processing Reference

:4!c//16x

68

O

70C

PACO

Narrative

Party Narrative

:4!c//4*35x

69

M

16S

 

 

End of Block

CSHPRTY

70

-----| End of Subsequence D2 Cash Parties

-----> Optional Repetitive Subsequence D3 Amounts

M

16R

 

 

Start of Block

AMT

71

----->

O

17B

4!c

Flag

(see qualifier description)

:4!c//1!a

72

-----|

----->

M

19A

4!c

Amount

(see qualifier description)

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

73

-----|

O

98a

VALU

Date/Time

Value Date/Time

A or C

74

O

92B

EXCH

Rate

Exchange Rate

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

75

M

16S

 

 

End of Block

AMT

76

-----| End of Subsequence D3 Amounts

M

16S

 

 

End of Block

SETDET

77

End of Sequence D Settlement Details

-----> Optional Repetitive Sequence E Other Parties

M

16R

 

 

Start of Block

OTHRPRTY

78

----->

M

95a

4!c

Party

(see qualifier description)

P, Q, R, or S

79

-----|

----->

O

97a

4!c

Account

(see qualifier description)

A, B, or E

80

-----|

O

70C

PACO

Narrative

Party Narrative

:4!c//4*35x

81

O

20C

PROC

Reference

Processing Reference

:4!c//16x

82

M

16S

 

 

End of Block

OTHRPRTY

83

-----| End of Sequence E Other Parties

Optional Sequence F Two Leg Transaction Details

M

16R

 

 

Start of Block

REPO

84

----->

O

98a

4!c

Date/Time

(see qualifier description)

A, B, or C

85

-----|

----->

O

22F

4!c

Indicator

(see qualifier description)

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

86

-----|

----->

O

20C

4!c

Reference

(see qualifier description)

:4!c//16x

87

-----|

----->

O

92a

4!c

Rate

(see qualifier description)

A or C

88

-----|

----->

O

99B

4!c

Number Count

(see qualifier description)

:4!c//3!n

89

-----|

----->

O

19A

4!c

Amount

(see qualifier description)

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

90

-----|

O

70C

SECO

Narrative

Second Leg Narrative

:4!c//4*35x

91

M

16S

 

 

End of Block

REPO

92

End of Sequence F Two Leg Transaction Details

MT515 Network Validated Rules

MT515 Usage Rules