| Option A | :4!c//8!n | (Qualifier)(Date) |
| Option B | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Date Code) |
| Option C | :4!c//8!n6!n | (Qualifier)(Date)(Time) |
Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
1 |
M |
SETT |
N |
|
A, B, or C |
Settlement Date/Time |
2 |
O |
TRAD |
N |
|
A, B, or C |
Trade Date/Time |
3 |
O |
ADEL |
N |
|
A or C |
Late Delivery Date/Time |
This qualified generic field specifies:
ADEL |
Late Delivery Date/Time |
Date/time after the settlement date specified in the trade, used for pool trades resulting from the original To Be Assigned (TBA) securities. |
SETT |
Settlement Date/Time |
Date/time at which the financial instruments are to be delivered or received. |
TRAD |
Trade Date/Time |
Date/time at which the trade was executed. |
In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes :
SEOP |
Seller's option |
Settlement is to be completed at the seller's option. |
TBAT |
To be Announced |
Settlement is to be done as a result of a 'to be announced' trade. |
WDIS |
Distributed |
Settlement is to be done when the security is distributed. |
WIDI |
Issued or Distributed |
Settlement is to be done when the security is issued or distributed. |
WISS |
Issued |
Settlement is to be done when the security is issued. |
In option B, if Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code :
VARI |
Various |
Partial trades have occurred over a period of two or more days. |
Date must be a valid date expressed as YYYYMMDD .
Time must be a valid time expressed as HHMMSS .
ADEL, Late delivery date is used for pool trades that result from the original TBA's. (the original TBA's would be offset by an opposite transaction and replaced by buys or sells of individual pools). It is a date greater than the settlement date stated in the trade, for pools designed as settling late.