SWIFT Table of Message Types 2007

Part V Tables of Messages

Message Format Validation Rules, October 2007 Part V - Tables of Messages

February 2007 1

Introduction

The following tables represent all message type formats that are validated by the S.W.I.F.T. system. Each occurrence in the table includes:

♦ the message type MT nnn

♦ Sequence of fields (e.g., sequence ’A’...) together with the status (Mandatory = M, Optional = O) of the complete sequence and semantic check indicator.

♦ -or-

Fields and Status of each field, whether mandatory or optional. Fields which are mandatory, subject to the presence of the sequence, are either flagged with ’OR’ (if optional sequence is present, this field is Required) or flagged with ’Mandatory in ’B’ (i.e., if Optional Sequence ’B’ is present, this field is Mandatory).

♦ Permissible Letter Options for use with fields defined in the specific message type (refer to Part III Chapter 3: Field Components Sequences)

♦ "no letter option" indicates that a field may be used with or without letter option (- ex. in MT103, field 59 may be used as :59: or :59A:)

♦ Semantic Check identifier for special validation to be performed across fields (refer to Part IV Chapter 2: Conditional Semantic Validations and Conditional Statements)

♦ No.: index number.

♦ some semantic rule numbers are preceded by a ’+’ meaning that the general semantic rule is not applicable as it is, but is subject to a dispensation explained in a footnote

♦ a reference (***) in the column “Semantic Checking” indicates that in addition to the corresponding field syntax checks (PART III, chap.3) there are additional checks documented in the PART II, chap. 4, or in PART III, chap.4, that are applied to this field tag in this message type.

♦ minimum and/or maximum number of repetitions of a field or sequence of fields, as well as an indication denoting the field(s) that may be repeated. The maximum number of repetitions is limited by the maximum length of each message

The length of a message (the total number of characters in the message, including header and trailers) has these maximum values:

2000 characters on input from a CBT to an RP (for any MT except MT 101, 102, 103, 104, 106, 107, 121, 206, 207, 256, 300, 303, 304, 306, 307, 308, 320, 321, 330, 340, 341, 350, 360, 361, 364, 365, 380, 381, 405, 416, 500,501, 502, 503, 504, 505, 506, 507, 508, 509, 510, 513, 514, 515, 517, 518, 519, 524, 527, 528, 529, 530, 535, 536, 537, 538, 540, 541, 542, 543, 544, 545, 546, 547, 548, 549, 558, 564, 565, 566, 567, 568, 569, 574, 575, 576, 577, 578, 584, 586, 587, 588, 589, 700, 701, 710, 711, 720, 721, 760, 767, and n98)

10,000 characters on input from a CBT to an RP (for MT 101, 102, 103, 104, 106, 107, 121, 206, 207, 256, 300, 303, 304, 306, 307, 308, 320, 321, 330, 340, 341, 350, 360, 361, 364, 365, 380, 381, 405, 416, 500,501, 502, 503, 504, 505, 506, 507, 508, 509, 510, 513, 514, 515, 517, 518, 519, 524, 527, 528, 529, 530, 535, 536, 537, 538, 540, 541, 542, 543, 544, 545, 546, 547, 548, 549, 558, 564, 565, 566, 567, 568, 569, 574, 575, 576, 577, 578, 584, 586, 587, 588, 589, 700, 701, 710, 711, 720, 721, 760, 767, and n98)

Part V - Tables of Messages Message Format Validation Rules, October 2007

2 February 2007

2600 characters on output to a CBT (for any MT except MT 101, 102, 103, 104, 106, 107, 121, 206, 207, 256, 300, 303, 304, 306, 307, 308, 320, 321, 330, 340, 341, 350, 360, 361, 364, 365, 380, 381, 405, 416, 500,501, 502, 503, 504, 505, 506, 507, 508, 509, 510, 513, 514, 515, 517, 518, 519, 524, 527, 528, 529, 530, 535, 536, 537, 538, 540, 541, 542, 543, 544, 545, 546, 547, 548, 549, 558, 564, 565, 566, 567, 568, 569, 574, 575, 576, 577, 578, 584, 586, 587, 588, 589, 700, 701, 710, 711, 720, 721, 760, 767, and n98)

10,600 characters on output to a CBT (for MT 101, 102, 103, 104, 106, 107, 121, 206, 207, 256, 300, 303, 304, 306, 307, 308, 320, 321, 330, 340, 341, 350, 360, 361, 364, 365, 380, 381, 405, 416, 500,501, 502, 503, 504, 505, 506, 507, 508, 509, 510, 513, 514, 515, 517, 518, 519, 524, 527, 528, 529, 530, 535, 536, 537, 538, 540, 541, 542, 543, 544, 545, 546, 547, 548, 549, 558, 564, 565, 566, 567, 568, 569, 574, 575, 576, 577, 578, 584, 586, 587, 588, 589, 700, 701, 710, 711, 720, 721, 760, 767, and n98)

♦ footnotes describing special message type or field requirements.

♦ ISO 15022 message format (refer chapter 5) :

The ISO 15022 FIN message standard was implemented on the SWIFT network in 1997. The structure of the ISO15022 messages is slightly different from the legacy, the main differences are :

1. the block structure definition, fields 16R (begin-block) and 16S (end-block)

2. the generic field format :<nn><a>::<qualifier>/[<DSS>]/<field_content>

(DSS stands for Data Source Scheme)

3. and the new concept: “Qualifier Table”, see below

The ISO 15022 FIN messages are validated as follow :

♦ the messages are always structured in blocks, or sequences, with (depending on the specific message) inner blocks, or internal subsequences

♦ sequences and subsequences may be optional, mandatory, or conditional, and contain fields or/and subsequences, which themselves are optional, mandatory, or conditional

♦ each sequence and subsequence must begin with a field 16R, and must end with a field 16S, the same code word must be used in the field 16R and 16S at the beginning and at the end of that sequence/subsequence, when a sequence/subsequence is repeated (iteration) the whole block including the fields 16R and 16S must be repeated, the code word to be used in the fields 16R/16S is indicated in the column “Block id.”

♦ for documentation purpose only, a sequence is identified with an alphabetic character, “A” for the first sequence, “B” for the second, etc.

♦ within a sequence the identifier of a subsequence is composed of its parent alphabetic character followed by a number, ex. A1 is the first subsequence in sequence A, A2 is the second subsequence in sequence A, etc.

♦ within a subsequence the identifier of a sub-subsequence is composed of its parent id. followed by a lower case alpha character, ex. A1a is the first sub-subsequence in subsequence A1, A1b is the second sub-subsequence in subsequence A1, etc.

♦ a lower level subsequence identifier is composed of its parent id. followed by a number, ex. A1a1 is the first (sub...)subsequence in sub-subsequence A1a, A1a2 is the second (sub...)subsequence in sub-subsequence A1a,

♦ ... and so on for all other lower levels, alternating between number and lower case alphabetic characters,


February 2007 3

♦ Field format :

m-M Tag Block Id. Options Conditional No.

FOR NON-GENERIC FIELDS (i.e. 16R, 23G, 28E, 35B...):

♦ m-M : indicates the “minimum” (0=optional, 1=mandatory), and “Maximum” (1=maximum_one_occurrence, n=repeatable_n_times) number of occurrences. A field 16S does not have a “m-M” indicator, because the presence of the field 16S depends on the presence of the field 16R (16R and 16S are ‘paired’)

♦ Tag : specifies the field tag and the letter option(s)

♦ Block Id. : used for fields 16R, 16S, this column contains the mandatory sequence/subsequence identifier (ex.: GENL, )

♦ Options : unused

♦ Conditional : the column “Conditional” may contain references to code word validation (i.e. ***, ref. Part III, chapter 4), and to the conditional field rule(s) (ref. Part IV, chapter 2)


FOR GENERIC FIELDS (i.e. 13a, 20a, 22a...):

♦ m-M : blank (ref. qualifier table columns min and Max)

♦ Tag : specifies the numeric content <nn> of the field tag and the constant ‘a’ (ref. qualifier table column Options)

♦ Block Id. / Options: ref. Qualifier Table headers : Order .... Qualifier

♦ Conditional : the column “Conditional” may contain references to conditional field rule(s) (ref. Part IV, chapter 2), whenever the conditional check applies at the field level. A conditional check which applies at the letter option, or qualifier level, is specified in the Qualifier Table


♦ QUALIFIER TABLE : a generic field is always followed by its corresponding qualilfier table, because a generic field may be repeated for some qualifier(s) only, and because the valid letter option(s) may be different depending on the qualifier, there is a need to represent the format of a generic fields through a qualifier table, the header of a qualifier table is composed of :

Order min Max Options Qualifier Conditional

♦ Order : the highest number in this column represents the maximum number of different qualifiers allowed for this generic field at this location, i.e. in this sequence or subsequence, please note that the word “order” does not mean “sequence”, actually in a generic field, the qualifiers do not need to be “in sequence”, in other words the qualifier in order ‘2’ may be present before the qualifier in order ‘1’ (ref. examples below)

♦ min & Max : contains the status of a qualifier or of a list of qualifiers within an order; in the latter case the columns: Order, min and Max, are left blank

♦ Options : contains the valid letter option(s) for a qualifier, if the cell is left blank it means that this qualifier has the same letter option(s) as the previous qualifier


4 February 2007

♦ Qualifier : a 4 alphabetic character fixed length code, or a list of 4 alphabetic character fixed length codes, in the later case the columns Order, min and Max are left blank; within a particular order, the qualifiers in a list of qualifiers are all ‘exclusive OR’, i.e. only one qualifier of the list may be used, if the status ‘Max’ is ‘n’ (i.e. Order is repeatable) then only one qualifier may be repeated (any one), however if there are more than one letter options for this qualifier it may be repeated with different letter options

♦ Conditional : may contain references to code word validation (i.e. ***, ref. Part III, chapter 4), or/and to conditional field rule(s) (ref. Part IV, chapter 2), whenever the conditional check applies at the letter option or qualifier level

example :

20a Order min Max Options Qualifier

1 1 1 A AAAA

BBBB

B, C CCCC

2 0 n D, E DDDD 272

EEEE

3 0 1 A FFFF

4 0 1 A GGGG

in this example, the generic field 20 has 4 orders, i.e. a maximum of 4 different qualifiers may be used per occurence of field 20a in this location,

- if used, the qualifiers “AAAA”, “BBBB”, “FFFF” and “GGGG” must have the letter option “A”,

- if used, the qualifier “CCCC” must have the letter option “B” or “C”,

- if used, the qualifiers “DDDD” and “EEEE” must have the letter options “D”or “E”,

- in order-1, either one, but only one, of the qualifiers “AAAA”, “BBBB” or “CCCC” must (order 1 is mandatory) be used, the qualifier in order-1 must not be repeated (Max 1),

- in order-2, either one, but only one, of the qualifiers “DDDD” or “EEEE” may be used (order 2 is optional), the qualifier in order-2 may be repeated (Max n),

- in order-3, only the qualifer “FFFF” may be used (optional),

- in order-4, only the qualifer “GGGG” may be used (optional),

- the conditional rule 272 applies only to the field 20a::DDDD,

♦ the following are 3 valid examples corresponding to this field 20a definition :

:20A::AAAA//... :20E::EEEE//... :20A::GGGG//...

:20D::DDDD//... :20A::BBBB//... :20D::EEEE//...

:20A::FFFF//... :20A::FFFF//...

:20A::GGGG//... :20D::EEEE//...

:20C::CCCC//...

:20E::EEEE//...

:20E::EEEE//...

:20D::EEEE//...


February 2007 5

Generic fields, specific code words validation :

Unless indicated by "subfield#", in the text of a generic field, the code word to be validated is always located right after the "/" at the end of the DSS, or after "//" in a field where the DSS is not allowed.

The fields with a "subfield#" are :

69C subfield3 ‘:69C::’4!c’//’ <DATE4> ‘/’ 4!c

69D subfield3 ‘:69D::’4!c’//’ <DATE4><TIME2> ‘/’ 4!c

92E subfield4 ‘:92E::’4!c‘//’4!c’/’[‘N’]<NUMBER>15[‘/’4!c]

93C subfield3 ‘:93C::’4!c‘//’4!c’/’4!c’/’[‘N’]<NUMBER>15

98D subfield4 ‘:98D::’4!c‘//’4!c’/’[‘N’]3!n’/’4!c

The first subfield is the Field_Qualifier, located immediately after “:”<field_id.>”::”, any other subfield is limited (i.e. beginning and end) by 2 characters “/” (ex. :93C:: subfield3 is the 3rd occurrence of 4!c), or by a”/” and “CrLf” (ex. :69D:: subfield3 is the 2d occurrence of 4!c, or :92E:: subfield4 is the 3rd occurrence of 4!c, or :98D:: subfield4 is the 3rd occurrence of 4!c), ref. Part III for all field formats specs.

The text “and DSS not present” is indicated for all the fields where the DSS is defined as “optional” in the field format, because the validation must not be performed if the DSS is present (exception MTs 574).

In all fields, the code word is not validated if the DSS is present, exception: MTs 574 field :22F:: where the validation occurs only when DSS= /IRSX/

The code words to be validated are always fixed length, however depending on the field/subfield# the code word length may be 1 char (field :17B::), or 3 char (field :13A::) or 4 char (all other fields).

In a list of several code words, the code words are separated by one 'blank' character (the 'blank' char. is not allowed in a code word).

Code words are defined in the specs either:

- on the line following the qualifier that they correspond to,

- or on the line following the field id. they they correspond to, when the list of code words applies to all qualifiers; in such case the text “any qualifier” is added after the letter-option

For each list of code words, the Field-letter-option is always specified, wehther the list applies for one qualifier, or for all qualifiers of a field.

The error code “Knn” is returned when a code word error is detected in a generic field; “nn” is the generic field id., the “line number” represents the number of “CrLf”s preceding the invalid code word in the text block.

In the copy fields of the MTs of the common group (n92, n95, n96), code words in generic fields are not validated, exception field :17B:: code words Y N.


February 2007 MT 101 1-1

Chapter 1 MT 1xx Messages

When Cat 1 MTs are added, deleted or modified, refer to Part II, 4.1.1, for potential changes to the list of Value Date Ordering MTs

1.1 MT 101 Sequence of

Fields Status Permissible Letter

Option(s) Semantic Checking No.

Sequence ’A’ Mandatory

20 M

21 O R 198

28 M D

50 O C, L 162, 257

50 O F, G, H 161, 257 (***) 5

52 O A, C 5, 164

51 O A +163

30 M 276

25 O

Sequence ’B’ Mandatory Repetitive

----->

21 M

21 O F 154, 199, 254 11

---->

23 O E 166, 167, 246, 254 (***) 12

-----|

32 M B 3, 160, 168, 198, 199, 254, 276

13

50 O C, L 162, 257

50 O F, G, H 161, 257 (***) 15

52 O A, C 5, 164

56 O A, C, D 5, 165

57 O A, C, D 5, 165

59 M A, no letter option


1-2 MT 102_not_STP February 2007

70 O

77 O B

33 O B 3, 160, 168, 199, 254 22

71 M A (***)

25 O A

36 O 154, 160, 199 25

-----| +163 This field is not permitted in FIN

1.2 MT 102_not_STP MT102_not_STP format (MT102 without tag119:STP in User Header)

Sequence of Fields

Status Permissible Letter Option(s)

Semantic Checking No.


20 M

23 M 193

51 O A +163

50 O A, F, K 117 (***) 4

52 O A, B, C 5, 118

26 O T 118

77 O B 118

71 O A 120, 150, 213, 215 (***)

36 O 122

Sequence ’B’ Mandatory

---->

21 M

32 M B 1, 2, 3, 122

50 O A, F, K 117 (***) 12

52 O A, B, C 5, 118

57 O A, C 5

59 M A, no letter option 193

70 O

26 O T 118

77 O B 118

33 O B 3, 122, 149, 151

71 O A 120, 150, 213, 215 (***)


February 2007 MT 102_STP 1-3

---->

71 O F 3, 150, 151, 213, 215

-----|

71 O G 2, 3, 150, 151, 179, 213, 215

36 O 122

-----|

Sequence ’C’ Mandatory

32 M A 2, 3, 276

19 O 1, 3

71 O G 2, 3, 157, 179

---->

13 O C

-----|

53 O A, C 5

54 O A 5

72 O <REJT/RETN/72> | 3

<FLD72_not_STP>

+163 This field is not permitted in FIN

1.3 MT 102_STP MT102_STP format (MT102 with tag119:STP in User Header)

Sequence of Fields




20 M

23 M (***)

50 O A, F, K 117 (***) 3

52 O A 5, 118

26 O T 118

77 O B 118

71 O A 120, 150, 213, 215 (***)

36 O 122


---->

21 M


1-4 MT 103_not_STP February 2007

32 M B 1, 2, 3, 122

50 O A, F, K 117 (***) 11

52 O A 5, 118

57 O A 5, 119

59 M A, no letter option 210, 119

70 O

26 O T 118

77 O B 118

33 O B 3, 122, 149, 151

71 O A 120, 150, 213, 215 (***)

---->

71 O F 3, 150, 151, 213, 215

-----|

71 O G 2, 3, 150, 151, 179, 213, 215

36 O 122

-----|


32 M A 2, 3, 276

19 O 1, 3

71 O G 2, 3, 157, 179

---->

13 O C

-----|

53 O A, C 5

54 O A 5

72 O <FLD72_STP>

1.4 MT 103_not_STP MT103_not_STP format (MT103 without tag119:STP in User Header)

Sequence of Fields



20 M

------>

13 O C

-------|

23 M B 201, 202, 203, 204, 205, 207, 209, 210, 216, 217 (***)


February 2007 MT 103_not_STP 1-5

------>

23 O E 167, 197, 246 , 198, 201, 202, 218, 244, 245 (***)

-------|

26 O T

32 M A 2, 3, 175, 276

33 O B 3, 149, 151, 175

36 O 175

50 M A, F, K (***) 9

51 O A +163

52 O A, D 5

53 O A, B, D 5, +203, +204, 206

54 O A, B, D 5, +205, 206

55 O A, B, D 5, 206, +207

56 O A, C, D 5, 81, 216, +217, 244

57 O A, B, C, D 5, 81, +209, 245


70 O 212

71 M A 150, 213, 215 (***)

------>

71 O F 3, 150, 151, 213, 215

-------|

71 O G 2, 3, 150, 151, 157, 213, 215

72 O <REJT/RETN/72> | 3

<FLD72_not_STP>

77 O B

77 O T 212

+203 Applies to 'A' and 'B' option only +204 Applies to 'B' option only +205 Applies to 'A' option only +207 Applies to 'A' option only +209 Applies to 'A', 'C', 'D' option only +217 Applies to 'A', 'C' option only



1-6 MT 103_STP February 2007

1.5 MT 103_STP MT103_STP format (MT103 with tag119:STP in User Header)

Sequence of Fields



20 M

------>

13 O C

-------|

23 M B 201, 202, 216 (***)

------>

23 O E 167, 197, 246, 198, 201, 202 (***)

-------|

26 O T

32 M A 2, 3, 175, 276

33 O B 3, 149, 151, 175

36 O 175

50 M A, F, K (***) 9

52 O A 5

53 O A, B 5, +204, 206

54 O A 5, 206

55 O A 5, 206

56 O A 5, 81, 216

57 O A 5, 81, 119


70 O

71 M A 150, 213, 215 (***)

------>

71 O F 3, 150, 151, 213, 215

-------|

71 O G 2, 3, 150, 151, 157, 213, 215

72 O <FLD72_STP>

77 O B

+204 Applies to 'B' option only







20 M

21 O R 96

23 O E 75, 82, 94, 96, 181 (***)

21 O E 173, 177

30 M 276

51 O A +163

50 O C, L 173

50 O A, K 76, 177

52 O A, C, D 5, 173

26 O T 173

77 O B 173

71 O A 173 (***)

72 O <REJT/RETN/72> 3, 82, 182

---->


21 M

23 O E 75, 181 (***)

21 O C

21 O D

21 O E 96, 173, 177

32 M B 1, 2, 3, 121, 175, 180, 276

50 O C, L 173

50 O A, K 76, 96, 177

52 O A, C, D 5, 96, 173

57 O A, C, D 5


70 O

26 O T 173

77 O B 173

33 O B 3, 121, 175

71 O A 173 (***)

71 O F 2, 3, 96, 179


1-8 MT 105 February 2007

71 O G 2, 3, 96, 179

36 O 175

-----|

Sequence ’C’ Conditional 96

32 OR B 2, 3, 96, 180, 276

19 O 1, 3, 180

71 O F 2, 3, 179

71 O G 2, 3, 157, 179

53 O A, B 5





27 M

20 M

21 M

12 M

77 M F




27 M

20 M

21 M

12 M

77 M G





20 M

23 O E 186, 82, 181 (***)



21 O E 173, 177

30 M 276

51 O A +163

50 O C, L 173

50 O A, K 186, 177

52 O A, C, D 5, 173

26 O T 173

77 O B 173

71 O A 173 (***)

72 O <REJT/RETN/72> 3, 82, 182

---->


21 M

23 O E 186, 181 (***)

21 O C

21 O D

21 O E 173, 177

32 M B 1, 2, 3, 121, 175, 180

50 O C, L 173

50 O A, K 186, 177

52 O A, C, D 5, 173

57 O A, C, D 5


70 O

26 O T 173

77 O B 173

33 O B 3, 121, 175

71 O A 173 (***)

71 O F 2, 3, 179

71 O G 2, 3, 179

36 O 175

-----|


32 M B 2, 3, 180, 276

19 O 1, 3, 180

71 O F 2, 3, 179

71 O G 2, 3, 157, 179

53 O A, B 5







20 M

53 O A, B, D 5

54 O A, B, D 5

72 O <REJT/RETN/72> | 3

35x [’CrLf’ 35x] 0-5

---->

21 M

30 M

32 M A, B 2, 3

52 O A, B, D 5

59 M

-----| 1 - 10




20 M

21 M

30 M

32 M A, B 3

52 O A, B, D 5

59 O

75 O




20 M

21 M

30 M

32 M A, B 3

52 O A, B, D 5

59 O

76 M


February 2007 MT 121 EDIFACT FINPAY 1-11

1.13 MT 121 EDIFACT FINPAY The MT121 FINPAY message has a presentation slightly different from other FIN user-to-user messages. It does not start with the start_of_field indicator, and its only field has no field tag identifier. The end_of_text (i.e. ‘CrLf-’) is not changed, and like for all messages it must be immediately followed by the end_of_block (i.e. ‘}’). The format of the MT 121 text block is as follows :

“{4:” <nnnny > ”CrLf-}” “{4:” start_of_text_block <nnnny > the maximum available length for this field depends on the length of

all used headers and trailers of the message. It can be defined using following formula:

"nnnn = 10,000 - total length of actual message headers and trailers" As the shortest possible length of the headers and trailers equals 92

characters (see *), nnnn can never exceed 9908 ”CrLf-}” end_of_text_block error codes within the MT121 : M50 Message length exceeded (MT121 is limited to 10,000 char.) M60 a character does not belong to the <x>, nor <y>, nor <z> char sets. V01 invalid text block (because no text present) T32 the first char belongs to the <x> or <z> char set, but it does not

belong to the <y> char set T33 a chararacter, but NOT the first character (see T32) belongs to the

<x> or <z> char set, but it does not belong to the <y> char set note : the following restrictions apply to the usage of the MT121.

1) Retrieval by MUR :

if the MT121 was sent with an MUR (in the User header) the retrieval functionality will work.

if the MT121 did not contain an MUR, the system will not retrieve the message (no field :20: to substitute for the MUR).

2) common group n92, n95, n96 :

the MT121 must not be copied in the copy-fields area of the n92, n95, n96.

Because the MT121 is not formatted with “fields”, the system will reject an n92, n95 and n96 that has an MT121 copied into it.


1-12 MT 121 EDIFACT FINPAY February 2007

3) no VAS partial copy, no Currency_Code, no Value_Date:

Because the MT121 is not formatted with “fields”, the system can not select ‘portion(s)’ of the message to be copied, for the same reason Currency Code and ValueDate can not be found in an MT121.

(*) MT121 minimum headers and trailers :

{1:F01BANKBEBBAXXX2222123456} 29

{2:I121BANKBEBBXXXXN} 21

{4: 3

<................>

CrLf-} 4

{5:{MAC:<8h>}{CHK<12h>}} 35

___

shortest headers and trailers length = 92

<................> max size = 10,000 - 92 = 9908








20 M

32 M A 3, 276

53 O B

56 O A, D 5

57 M A, B, D 5

72 O <REJT/RETN/72> | 3

<FLD72>




19 M 1,3

30 M 276

53 O B

72 O <REJT/RETN/72> | 3

<FLD72>

---->

20 M

32 M B 1, 2, 3, 276

56 O A, D 5

57 M A, B, D 5

72 O <REJT/RETN/72> | 3

<FLD72>

-----| 2 - 10






20 M

21 M

---->

13 O C

-----|

32 M A 3, 276

52 O A, D 5

53 O A, B, D 5

54 O A, B, D 5

56 O A, D 5, 81

57 O A, B, D 5, 81

58 M A, D 5

72 O <REJT/RETN/72> | 3

<FLD72>




19 M 1, 3

30 M 276

52 O A, D 5

53 O A, B, D 5

54 O A, B, D 5

72 O <REJT/RETN/72> | 3

<FLD72>

---->

20 M

21 M

32 M B 1, 2, 3, 276

56 O A, D 5, 81

57 O A, B, D 5, 81

58 M A, D 5

72 O <REJT/RETN/72> | 3

<FLD72>

-----| 2 - 10







20 M

19 M 1, 3

30 M 276

57 O A, B, D 5

58 O A, D 5

72 O <REJT/RETN/72> | 3

<FLD72>


---->

20 M

21 O

32 M B 1, 2, 3, 276

53 M A, B, D 5

72 O <REJT/RETN/72> | 3

<FLD72>

-----| 1 - 10




20 M

21 M

---->

13 O C

-----|

32 M A 3, 276

52 M A, D 5

53 O A, B, D 5

56 O A, D 5, 81

57 O A, B, D 5, 81

58 M A, D 5

72 O <REJT/RETN/72> | 3

<FLD72>







20 M

28 M E 221, 222, 223, 224 (***)

23 M E 181, 211, 219, 220 (***)

17 O A (***)

52 O A, C, D 5, 164


----->

44 M A

21 O D 211, 219, 220

21 O E

29 O F, G 211, 219, 220

32 M J +3, 223, 224

58 O A, C, D 5, 219, 220

25 O 219

26 O E

30 O

39 O C

52 O A, C, D 5, 164

72 O

-----|


32 O A 3, 221, 223

57 O A, C, D 5

58 O B

19 O +3, 222, 224

+3 : RULE 3 is applied, only if field 32A is present







20 M

21 O R

28 M D

30 M 276

51 O A 5

52 M G 5

52 O A, C 5

72 O <REJT/RETN/72> 3, 182


----->

21 M

----->

23 O E 166, 167, 246 (***)

-----|

32 M B 2, 3, 276

56 O A, D 5, 165

57 O A, C, D 5, 165

58 M A, D 5

-----|

2.9 MT 210

Sequence of Fields



20 M

25 O

30 M 276

---->

21 M

32 M B 2,3, 276

50 O C, F, no letter option 6, 257 (***) 6

52 O A, D 5, 6



56 O A, D 5

-----| 1 – 10





20 M

21 O 228


----->

44 M A

21 O 228

21 O D

21 O E

23 M E 181 (***)

32 M J 1, 3, 180

37 O J 225

71 O G 2, 3, 225, 227, 230

71 O F 2, 3, 226, 229

71 O H 2, 3, 231, 232

-----|


32 M A 2, 3, 180

30 O

19 O 1, 3, 180

71 O J 2, 3, 227, 230

71 O L 2, 3, 226, 229

71 O K 2, 3, 231, 232

57 O A, C, D 5

58 O B








15 M A

20 M

21 O 170

22 M A 170 (***)

94 O A 174 (***)

22 M C

17 O T (***)

17 O U 176 (***)

82 M A, D, J (***)

87 M A, D, J (***)

83 O A, D, J (***)

77 O D 58, 59 12


15 M B

30 M T

30 M V

36 M

Sequence ’B1’ Mandatory

32 M B 3

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 M A, D, J 5 (***)



Sequence ’B2’ Mandatory

33 M B 3

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)

Sequence ’C’ Optional 174

15 OR C 32

29 O A

24 O D (***)

84 O A, B, D, J (***)

85 O A, B, D, J (***)

88 O A, D, J 174 (***)

71 O F 3, 174

26 O H

21 O G

72 O

Sequence ’D’ Optional

15 OR D 176

--->

17 OR A 32 (***)

32 OR B 3, 32

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)

---| min. 1 196

16 OR A 32, 196





15 M A

20 M

21 O 84



22 M A 84, 97 (***)

94 M A 92, 99 (***)

22 M C

82 M A, D, J (***)

87 M A, D, J (***)

29 O A

72 O

Sequence ’B’ Optional 92

15 OR B 32

30 OR T 32

30 OR V 32

36 OR 32

32 OR B 3, 32

33 OR B 3, 32

77 O D


15 OR C 32

23 OR B 32, 95 (***)

17 OR A 32 (***)

30 OR T 32

30 O X 95

30 O F

29 OR C 32

13 OR E 32

32 OR B 3, 32

36 OR A 32

33 OR B 3, 32

39 OR P 32, 101 (***)

30 OR P 32

34 OR B 3, 32

77 O D (***)

Sequence ’D’ Optional Repetitive 97

---->

15 OR D 32

28 OR C 32

21 OR A 32

83 OR A, D, J 32 (***)



Subsequence ’D1’ Mandatory 32 OR B 3, 32

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 OR A, D, J 5, 32 (***)

Subsequence ’D2’ Mandatory 33 OR B 3, 32

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)

Subsequence ’D3’ Conditional 99 34 Mandatory in

’D3” B 3, 99

53 O A, D, J 5, 99 (***)

56 O A, D, J 5, 99 (***)

57 Mandatory in ’D3”

A, D, J 5, 32, 99 (***)

58 O A, D, J 99 (***)

-----|





15 M A

20 M

21 O 102

22 M A 102 (***)

94 M A 103 (***)

17 O O 103, 104, 123 (***)

17 O F 104, 129 (***)

17 O N 103, 129 (***)

83 M A, D, J (***)

82 M A, D, J (***)

87 M A, D, J (***)




15 M B

30 M T

30 M V

36 M

32 M B 3

53 M A, D, J 5 (***)

56 O A, D, J 5 (***)

57 O A, D, J 5 (***)

33 M B 3

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)

Sequence ’C’ Optional

15 OR C 32

21 O A

21 O G

29 O A

72 O 58, 59 29

Sequence ’D’ Optional 123

15 OR D 32

---->

21 OR P 32

-----|

17 OR G 32 (***)

32 OR G 3, 32

Sequence ’E’ Optional 129

15 OR E 32

17 OR G 32 (***)

32 OR G 3, 32

53 O A, D, J 5 (***)

56 O A, D, J 5 (***)

57 O A, D, J 5 (***)

58 O A, D, J (***)






20 M

21 M

22 M (***)

23 M 79, 88 (***)

94 O A (***) 5

82 M A, D, J (***) 6

87 M A, D, J (***) 7

83 O A, D, J (***) 8

30 M

31 O C 79

31 M G

31 O E

26 M F

32 M B 3, 88

36 M

33 M B 3

37 M K (***)

34 M P, R 3, +20 18

53 O A, B, D 5, 20 19

56 O A, D 5

57 M A, D 5

77 O D

72 O

+20 applies to ’P’ option only





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A 174 (***)

22 M C



21 M N

21 O B

12 M F 124, 125, 126, 127, 130, 131, 132, 133 (***)

12 M E 126, 131, 134 (***) 10

17 M A 124, 125, 127, 143 (***)

17 M F 124, 125, 133, 147 (***)

22 M K 116, 127, 128, 132, 134, 181 (***)

13

30 O U 128

29 O H 128

82 M A, D, J (***)

87 M A, D, J (***)

83 O A, D, J (***) 18

77 M H 136 (***)

77 O D 136

14 O C


15 M B

17 M V (***)

30 M T

30 M X

29 M E

30 O F 126

Subsequence ’B1’ Optional 116

37 O K (***) 28

30 MOR V 32 29

34 MOR B 3, 32 30

Subsequence ’B2’ Optional

84 O A, B, D, J 5, 125 (***) 31

Sequence ’C’ MandatoryOptional 116

15 MOR C 32 32

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 MOR A, D, J 5, 32 (***) 36

58 O A, D, J (***)



Sequence ’D’ Optional

15 OR D 130

30 O P 131

---->

30 O Q 131

-----|

26 OR F 32, 133 (***)

32 OR B 3, 32

36 OR 32

33 OR B 3, 32

Sequence ’E’ Optional

15 OR E 132

33 OR E 3, 32

30 O H 134

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)

Sequence ’F’ Optional

15 OR F 143

22 OR G 32, 144 (***)

37 OR J 32

37 O L 144

Subsequence ’F1’ Optional

30 OR G 32 57

29 OOR J 32 58

29 OOR K 32 59

Sequence ’G’ Optional

15 OR G 130

22 OR J 32, 146 (***)

37 OR U 32

37 O P 146

32 OR Q 32

Sequence ’H’ Optional

15 OR H 147

14 OR S 32



32 OR E 32

Sequence ’I’ Optional

15 OR I 32, 98, 174

29 O A 98

24 O D 98 (***)

88 O A, D 98, 174

71 O F 3, 98, 174

21 O G 98

72 O 98

3.6 MT 307


Mandatory Sequence A General Information 1-1 16R GENL 1

20a Order min Max Options Qualifier 2

1 1 1 C SEME

2 0 1 C FXCR

1-1 23G (***) 3


1 1 1 H CRTR 60 63 64

H ASET AFWD K22

2 0 1 H APER 60 61 62 63 64

H OPEF NOPE K22

3 0 1 H PAFI 61 63 64

H PAIN FINA K22

4 0 1 H NEGR 60 63 64 291

H NETC GRSC UNKN K22

5 0 1 F TRAD

---> Repetitive Optional Subsequence A1 Linkages 0-n 16R LINK 5


1 0 1 A, B LINK


1 1 1 C RELA

PREV



16S LINK 8

---| End of Subsequence A1 Linkages 16S GENL 9

End of Sequence A General Information

Mandatory Sequence B FX Details 1-1 16R FXDET 10


1 1 1 A TRAD

2 1 1 A VALU


1 1 1 B EXCH

Mandatory Subsequence B1 FX Parties 1 1-1 16R FXPRTY1 13


1 1 1 P, Q, R FXCO

16S FXPRTY1 15

End of Subsequence B1 FX Parties 1



1 0 1 P, Q, R INVE


1 1 1 A SAFE

16S FXPRTY2 19


---> Repetitive Mandatory Subsequence B3 FX Settlement Details 1-n 16R FXSETDET 290 284 291 20

19a Order min Max Options Qualifier 3 21

1 1 1 B BUYE 283 292

SELL 283 292

---> Repetitive Optional Subsequence B3a Cash Parties 0-n 16R CSHPRTY 291 292 22


1 0 1 P, Q, R CDEA 5 284 292

INTE 5 284 292

ACCW 5 284 292

BENM 284 292


1 0 1 A CASH




1 0 1 C PACO

16S CSHPRTY 26

---| End of Subsequence B3a Cash Parties 16S FXSETDET 27

---| End of Subsequence B3 FX Settlement Details 16S FXDET 28

End of Sequence B FX Details

Optional Sequence C Accounting Information 0-1 16R ACCOUNT 62 29

---> Repetitive Optional Subsequence C1 Linkages 0-n 16R LINK 30


1 0 1 A, B LINK


1 1 1 C PREV

16S LINK 33

---| End of Subsequence C1 Linkages 22a Order min Max Options Qualifier 34

1 1 1 H GALO

H GAIN LOSS K22


1 1 1 B GALO

16S ACCOUNT 36

End of Sequence C Settlement Details

Optional Sequence D Net Amount to be settled 0-1 16R NET 64 37


1 1 1 H GALO

H GAIN LOSS K22


1 1 1 B ANTO

---> Repetitive Optional Subsequence D1 Cash Parties 0-n 16R CSHPRTY 40


1 1 1 P, Q, R CDEA 5 283

INTE 5 283

ACCW 5 283



BENM 283


1 0 1 A CASH


1 0 1 C PACO

16S CSHPRTY 44

---| End of Subsequence D1 Cash Parties

16S NET 45

End of Sequence D Net Amount to be settled

3.7 MT 308




1 1 1 C SEME

1-1 23G (***) 3



1 0 1 A, B LINK


1 1 1 C RELA

PREV

16S LINK 7



---> Repetitive Mandatory Sequence B FX Details 1-n 16R FXDET 34 9


1 1 1 A VALU





1 1 1 P, Q, R FXCO

16S FXPRTY1 13




1 0 1 P, Q, R INVE


1 1 1 A SAFE

16S FXPRTY2 17


Optional Subsequence B3 Gross Settlement 0-1 16R GROSS 34 18

---> Repetitive Mandatory Subsequence B3a Linkages 1-n 16R LINK 19


1 0 1 A, B LINK


1 1 1 C PREV

16S LINK 22

---| End of Subsequence B3a Linkages 16S GROSS 23

End of Subsequence B3 Gross Settlement

---> Repetitive Optional Subsequence B4 Net Settlement 0-n 16R NET 34 284 24

---> Repetitive Mandatory Subsequence B4a Linkages 1-n 16R LINK 25


1 0 1 A, B LINK


1 1 1 C PREV

16S LINK 28

---| End of Subsequence B4a Linkages 22a Order min Max Options Qualifier 29

1 1 1 H GALO

H GAIN LOSS K22


1 1 1 B ANTO



---> Repetitive Optional Subsequence B4b Settlement Parties 0-n 16R SETPRTY 31


1 1 1 P, Q, R CDEA 5 284

INTE 5 284

ACCW 5 284

BENM 284


1 0 1 A CASH


1 0 1 C PACO

16S SETPRTY 35

---| End of Subsequence B4b Settlement Parties 16S NET 36

---| End of Subsequence B4 Net Settlement 16S FXDET 37

---| End of Sequence B FX Details





15 M A

20 M

21 O 170

22 M A 170 (***)

94 O A 172, 174 (***)

22 M B 170, 156, 157, 169 (***)

22 M C

21 O N 172

82 M A, D, J (***)

87 M A, D, J (***)

83 O A, D, J (***)

77 O D


15 M B

17 M R 157 (***)



30 M T

30 M V

30 M P

32 M B 2, 3

32 O H 2, 3, 156, 157

30 O X 156

34 M E 2, 3

37 M G

14 M D (***)

30 O F 169, 160

38 O J 160 (***)


15 M C

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)

Sequence ’D’ Mandatory

15 M D

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)


15 OR E 32

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)


15 OR F 32

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 OR A, D, J 5, 32 (***)



58 O A, D, J (***)


15 OR G 32

37 OR L 32

33 OR B 3, 32

36 O

33 O E 3

Sequence ’H’ Optional 174

15 OR H 32, 174, 98

29 O A 98

24 O D 98 (***)

84 O A, B, D, J 98 (***)

85 O A, B, D, J 98 (***)

88 O A, D, J 174, 98 (***)

71 O F 2, 3, 174, 98

26 O H 98

21 O G 98

72 O 98

3.9 MT 321




1 1 1 C SEME

2 0 1 C LDCR

1-1 23G (***) 3


1 1 1 H TLDE 59 61

H CONF ROLL MATU K22

2 0 1 H BLOC 60

H BLCH BLPA K22

99a Order min Max Options Qualifier 60 63 5

1 0 1 B SETT 63

2 0 1 B TOSE 63





1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA

16S LINK 9



Mandatory Sequence B Deposit Details 1-1 16R LDDET 11


1 1 1 C CONU


1 1 1 H DPLO

H BORR LEND K22

2 0 1 H MICO

H A001 A004 A007 A008 A009 K22


1 1 1 A TRAD

2 1 1 A VALU

3 1 1 A MATU

4 0 1 A INTR 59

5 0 1 A LDFP 61 62

19a Order min Max Options Qualifier 2 3 15

1 1 1 A PRIN

2 0 1 A SETT 59

3 0 1 A NINT 59

4 0 1 A CINT 59

5 0 1 A RODI 59


1 1 1 A INTR


1 0 1 B DAAC 62



Mandatory Subsequence B1 Loan/Deposit Parties 1 1-1 16R LDPRTY1 18


1 1 1 P, Q, R LDCO

16S LDPRTY1 20

End of Subsequence B1 Loan/Deposit Parties 1

Mandatory Subsequence B2 Loan/Deposit Parties 2 1-1 16R LDPRTY2 21


1 0 1 P, Q, R INVE


1 1 1 A SAFE

16S LDPRTY2 24

End of Subsequence B2 Loan/Deposit Parties 2 16S LDDET 25

End of Sequence B Deposit Details

---> Repetitive Mandatory Sequence C Settlement Details 1-n 16R SETDET (note 1) 284 291 26


1 1 1 H PRIT 290 292 291

H APFM APCP IPFM IPCP K22

---> Repetitive Mandatory Subsequence C1 Settlement Parties 1-n 16R SETPRTY 291 28


1 1 1 P, Q, R CDEA 5 284 291

INT2 5 284

INTE 5 284

ACCW 5 284 291

BENM 284

2 0 1 R ALTE


1 0 1 A CASH


1 0 1 C PACO

16S SETPRTY 32

---| End of Subsequence C1 Settlement Parties 16S SETDET 33

---| End of Sequence C Settlement Details note 1: Sequence C must be present minimum 2 times, and maximum 4 times, as required by the Conditional Rules 290 and 292.







15 M A

20 M

21 O 170

22 M A 170 (***)

94 O A 172 (***)

22 M B 170, 156, 157, 169 (***)

22 M C

21 O N 172

82 M A, D, J (***)

87 M A, D, J (***)

83 O A, D, J (***)

77 O D


15 M B

17 M R 157 (***)

30 M T

30 M V

38 M A

32 O B 2, 3, 156

32 O H 2, 3, 156, 157

30 O X 156, 185

34 O E 2, 3, 185

37 M G

14 M D (***)

30 O F 169, 160

38 O J 160 (***)


15 M C

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)




15 M D

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)


15 OR E 32

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)


15 OR F 32

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 OR A, D, J 5, 32 (***)

58 O A, D, J (***)


15 OR G 32

37 OR L 32

33 OR B 3, 32

36 O

33 O E 3


15 OR H 32, 98

29 O A 98

24 O D 98 (***)

84 O A, B, D, J 98 (***)

85 O A, B, D, J 98 (***)

26 O H 98

72 O 98







15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A 174 (***)

22 M C

23 M D (***)

21 O N

21 O B

82 M A, D

87 M A, D

77 M H 240, 241 (***)

14 O C 240


15 M B

30 M T

32 M B 3

30 M F

30 M P

37 M M

14 M F 136

Subsequence 'B1' Conditional 241

30 OR V 241

38 OR D 32

Subsequence 'B2' Mandatory

38 M G 142 (***)

14 M D 137 (***)

17 M F (***)

18 M A 196

--->

22 M B 196, 169

--- |min. 1




15 M C

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)


15 M D

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)

Sequence ’E’ Optional 136, 137, 142, 169, 174

15 OR E 32, 98, 136, 137, 142, 169, 174

29 O A 98

24 O D 98 (***)

88 O A, D 174, 98

71 O F 3, 174, 98

21 O G 98

72 O 98, 136, 137, 142, 169





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A (***)

22 M C

23 M D (***)

21 O N



21 O B

82 M A, D

87 M A, D

29 O A

72 O


15 M B

30 M T

32 M B 3

30 M F

30 M P

37 M M

Subsequence 'B1' Optional

30 O V 160

38 O D 160


15 M C

37 M R

34 M E 3

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5 (***)

58 O A, D, J (***)





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A 172 (***)

22 M C

21 O N 172



82 M A, D, J (***)

87 M A, D, J (***)

83 O A, D, J (***)

72 O


15 M B

30 M G

32 M B 2, 3

30 M V

34 M B 2, 3

37 M J

14 M D (***)

30 O F


15 M C

53 O A, D, J 5 (***)

86 O A, D, J 5, 235 (***)

56 O A, D, J 5, 235 (***)

57 M A, D, J 5, (***)

58 O A, D, J (***)


15 OR D 32

34 OR B 3, 32

33 OR B 3, 32

36 O

Subsequence ’D1’ Optional 247

37 OR L 32

33 OR E 3, 32

Subsequence ’D2’ Optional 247

71 OR F 3, 32

37 O L

33 O E 3







15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A 174 (***)

22 M C

23 M A 158, 242 (***)

21 M N

21 O B

30 M T

30 M V

30 M P

14 O A 135 (***)

32 M B 2,3

82 M A, D

87 M A, D

17 O A (***)

77 M H 136, 241 (***)

77 O D 135, 136

14 M C

72 O


15 OR B

37 O U 145, 241

37 O N 137, 155

Subsequence B1 Optional 241

18 OR A 196

----->

30 OR F 32, 196

32 O M 2, 3, 145

------| min. 1

17 O F 145 (***)

14 O D 137, 145 (***)

14 OR A 32, 155 (***)



18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1


15 OR C

14 OR F 32, 138, 241

37 O J 242

37 O L 242

37 O N 137, 138, 139, 140, 141, 142, 155

Subsequence C1 Optional 241

14 OR J 139 (***)

14 O G 140 (***)

38 OR E 32, 141 (***)

18 OR A 32, 196

----->

30 OR F 32, 196

-----| min. 1

17 OR F 32 (***)

14 OR D 32, 137 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

37 O R


22 OR D 32 (***)

18 OR A 32, 196

----->

30 OR X 32, 196

-----| min. 1


38 O G 142 (***)

38 O H 142 (***)




15 M D

53 O A,D 5

56 O A,D 5, 235

86 O A,D 5, 235

57 M A,D 5


15 OR E

37 O U 159, 241

37 O N 137, 155

Subsequence E1 Optional 241

18 OR A 196

----->

30 OR F 32, 196

32 O M 2, 3, 159

-----| min. 1

17 O F 159 (***)

14 O D 137, 159 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

Sequence ’F’ Optional 158

15 OR F

14 OR F 32, 138, 241

37 O J 242

37 O L 242

37 O N 137, 138, 139, 140, 141, 142, 155

Subsequence F1 Optional 241

14 OR J 139 (***)

14 O G 140 (***)

38 OR E 32, 141 (***)

18 OR A 32, 196

----->

30 OR F 32, 196



-----| min. 1

17 OR F 32 (***)

14 OR D 32, 137 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

37 O R


22 OR D 32 (***)

18 OR A 32, 196

----->

30 OR X 32, 196

-----| min. 1


38 O G 142 (***)

38 O H 142 (***)

Sequence ’G’ Mandatory

15 M G

53 O A,D 5

56 O A,D 5, 235

86 O A,D 5, 235

57 M A,D 5


15 OR H 32

18 OR A 32, 196

----->

30 OR G 32, 196

32 OR U 2, 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1



Sequence ’L’ Optional

15 OR L 32

18 OR A 32, 196

----->

22 OR E 32, 196

30 OR F 32

32 OR M 2, 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

53 O A,D 5, 148

56 O A,D 5, 148, 235

86 O A,D 5, 235

57 O A,D 5, 148

Sequence ’M’ Optional

15 OR M 32

18 OR A 32, 196

----->

22 OR E 32, 196

30 OR F 32

32 OR M 2, 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

53 O A,D 5, 148

56 O A,D 5, 148, 235

86 O A,D 5, 235

57 O A,D 5, 148

Sequence ’N’ Optional 174

15 OR N 32

29 O A



24 O D (***)

88 O A,D 174

71 O F 2, 3, 174

21 O G





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A 174 (***)

22 M C

23 M A 243 (***)

21 M N

21 O B

30 M T

30 M V

30 M P

14 O A 135 (***)

32 M B 3

33 M B 3

82 M A, D

87 M A, D

17 O A (***)

77 M H 136, 240, 241 (***)

77 O D 135, 136

14 M C

72 O


15 OR B

37 O U 145, 241

37 O N 137, 155



Subsequence B1 Optional 241

18 OR A 196

----->

30 OR F 32, 196

32 O M 3, 145

------| min. 1

17 O F 145 (***)

14 O D 137, 145 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1


15 OR C

14 OR F 32, 138, 241

37 O J

37 O L

37 O N 137, 138, 139, 140, 141, 142, 155


14 OR J 139 (***)

14 O G 140, 240 (***)

38 OR E 32, 141 (***)

18 OR A 32, 196

----->

30 OR F 32, 196

-----| min. 1

17 OR F 32 (***)

14 OR D 32, 137 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

37 O R 240



Subsequence C2 Optional 240 241

22 OR D 32 (***)

18 OR A 32, 196

----->

30 OR X 32, 196

-----| min. 1


38 O G 142 (***)

38 O H 142 (***)


15 M D

53 O A,D 5

56 O A,D 5, 235

86 O A,D 5, 235

57 M A,D 5


15 OR E

37 O U 159, 241

37 O N 137, 155

Subsequence E1 Optional 241

18 OR A 196

----->

30 OR F 32, 196

32 O M 3, 159

-----| min. 1

17 O F 159 (***)

14 O D 137, 159 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

Sequence ’F’ Optional 243

15 OR F

14 OR F 32, 138, 241

37 O J



37 O L

37 O N 137, 138, 139, 140, 141, 142, 155


14 OR J 139 (***)

14 O G 140, 240 (***)

38 OR E 32, 141 (***)

18 OR A 32, 196

----->

30 OR F 32, 196

-----| min. 1

17 OR F 32 (***)

14 OR D 32, 137 (***)

14 OR A 32, 155 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

37 O R 240

Subsequence F2 Optional 240 241

22 OR D 32 (***)

18 OR A 32, 196

----->

30 OR X 32, 196

-----| min. 1


38 O G 142 (***)

38 O H 142 (***)

Sequence ’G’ Mandatory

15 M G

53 O A,D 5

56 O A,D 5, 235

86 O A,D 5, 235

57 M A,D 5


15 OR H 32

18 OR A 32, 196



----->

30 OR G 32, 196

32 OR U 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

Sequence ’I’ Optional

15 OR I 32

18 OR A 32, 196

----->

30 OR G 32, 196

32 OR U 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

Sequence ’J’ Optional

15 OR J 32

18 OR A 32, 196

----->

22 OR X 32, 196

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1



Sequence ’K’ Optional

15 OR K 32

18 OR A 32, 196

----->

22 OR X 32, 196

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1


15 OR L 32

18 OR A 32, 196

----->

22 OR E 32, 196

30 OR F 32

32 OR M 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

53 O A,D 5, 148

56 O A,D 5, 148, 235

86 O A,D 5, 235

57 O A,D 5, 148




15 OR M 32

18 OR A 32, 196

----->

22 OR E 32, 196

30 OR F 32

32 OR M 3, 32

-----| min. 1

14 OR A 32 (***)

18 OR A 32, 196

----->

22 OR B 32, 196

-----| min. 1

53 O A,D 5, 148

56 O A,D 5, 148, 235

86 O A,D 5, 235

57 O A,D 5, 148

Sequence ’N’ Optional 174

15 OR N 32

29 O A

24 O D (***)

88 O A,D 174

71 O F 3, 174

21 O G





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A (***)

22 M C



23 M A 239, 249, 250, 251 (***)

21 M N

21 O B

30 M V

30 M P

82 M A, D

87 M A, D

29 O A

72 O


15 OR B 32

33 OR F 3, 32, 238

30 OR X 32

30 O Q

37 OR G 32

37 O J 239

37 O L 239

37 OR R 32

37 OR M 32

30 OR F 32

32 O H 3, 238

33 O E 3

37 O N

Sequence ’C’ Optional 248, 249

15 OR C 32

18 OR A 32, 196, 250, 251

---->

30 OR F 32, 196, 250, 251

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32

-----| min. 1


15 OR D 32

33 OR F 3, 32, 238

30 OR X 32



30 O Q

37 OR G 32

37 O J 239

37 O L 239

37 OR R 32

37 OR M 32

30 OR F 32

32 O H 3, 238

33 O E 3

37 O N

Sequence ’E’ Optional 248, 249

15 OR E 32

18 OR A 32, 196, 250, 251

---->

30 OR F 32, 196, 250, 251

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32

-----| min. 1





15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A (***)

22 M B 234 (***)

22 M C

23 M A 233 (***)

21 M N

21 O B

30 M T



30 M Q

30 M P

30 M V

32 M B 2, 3

82 M A, D

87 M A, D

22 O D 234, 236 (***)

32 O G 2, 3, 234

37 O N 236

29 O A

72 O


15 OR B

37 OR U 32

37 O P 234


15 OR E

37 OR U 32

37 O P 234


15 OR L 32

30 OR F 32

32 OR M 2, 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32


15 OR M 32

30 OR F 32

32 OR M 2, 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32







15 M A

20 M

21 O 102

22 M A 102 (***)

94 O A (***)

22 M B 234 (***)

22 M C

23 M A 233 (***)

21 M N

21 O B

30 M T

30 M Q

30 M P

30 M V

32 M B 3

33 M B 3

82 M A, D

87 M A, D

22 O D 234, 236 (***)

32 O G 3, 234

33 O E 3, 234

37 O N 236

29 O A

72 O


15 OR B

37 OR U 32

37 O P 234


15 OR E

37 OR U 32

37 O P 234



Sequence ’J’ Optional

15 OR J 32

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32

Sequence ’K’ Optional

15 OR K 32

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32


15 OR L 32

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32


15 OR M 32

30 OR F 32

32 OR M 3, 32

53 O A, D 5

56 O A, D 5, 235

86 O A, D 5, 235

57 OR A, D 5, 32



3.19 MT 380




1 1 1 C SEME

2 1 1 C FXOR

1-1 23G (***) 3


1 0 1 H FXTR

H REVS K22



1 0 1 A, B LINK


1 1 1 C PREV

16S LINK 8



Mandatory Sequence B FX Order Details 1-1 16R FXORDER 10


1 1 1 H BUSE

H BUYI SELL K22


1 1 1 A, C ORDR

2 1 1 A RVAL


1 1 1 B ORDR


1 1 1 A CNTR

Mandatory Subsequence B1 Parties 1-1 16R ORDRPRTY 15


1 0 1 P, Q, R INVE




1 1 1 A SAFE

16S ORDRPRTY 18

End of Subsequence B1 Parties 16S FXORDER 19

End of Sequence B FX Order Details

3.20 MT 381




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 H FXTR

H REVS K22

---> Repetitive Optional Subsequence A1 Linkages 0-n 16R LINK 208 5


1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 8



Mandatory Sequence B FX Order Details 1-1 16R FXORDER 10


1 1 1 A, C ORDR

2 1 1 A TRAD

3 1 1 A VALU


1 1 1 B BUYE



2 1 1 B SELL


1 1 1 B EXCH

Mandatory Subsequence B1 Parties 1-1 16R ORDRPRTY 14


1 0 1 P, Q, R INVE


1 1 1 A SAFE

16S ORDRPRTY 17

End of Subsequence B1 Parties 16S FXORDER 18

End of Sequence B FX Order Details







20 M

21 M

32 M A, B, K 2, 3 (***)

33 M A 2, 3, 276

52 O A, D 5

53 O A, B, D 5, 11

54 O A, B, D 5, 11

57 O A, D 5, 11

58 O A, B, D 5

71 O B

72 O

73 O





20 M

23 O E 181, 186, 190, 194, 195 (***)

22 O D 194, 195 (***)

22 O E 194, 195 (***)

50 O L 187

50 O D 186

52 O A, C, D 5, 187



51 O A +163

26 O T 187

77 O B 187

71 O A 187, 191 (***)

17 O A 191 (***)

72 O

Subsequence ’A1’ Optional 190

50 OR K

23 OR C 32, 181 (***)


---->

21 M A

23 O E 181, 186, 190, 194, 195 (***)

22 O D 194, 195 (***)

22 O E 194, 195 (***)

21 O C

21 O D

21 O E

32 M A, K 2, 3, 189 (***)

30 M

29 M C

82 O S (***)

50 O L 187

50 O D 186

52 O A, C, D 5, 187

57 O A, C, D 5

59 M

38 O A

26 O T 187

77 O B 187

71 O A 187, 191 (***)

17 O A 191 (***)

71 O F 2, 3, 188

71 O G 2, 3, 188

72 O



Subsequence ’B1’ Optional 190

50 OR K

23 OR C 32, 181 (***)


37 OR J 32

38 OR B 32 (***)

23 OR F 32, 181 (***)

17 OR F 32 (***)


32 OR C, G 2, 3, 32, 276

56 O A, C, D 5

53 O A, B 5

-----|


32 OR B, D 2, 3, 32, 189, 276

19 O 3, 189

71 O F 2, 3, 188

71 O G 2, 3, 188

56 O A, C, D 5

53 O A, B 5

+163 this field is not permitted in FIN




----> 20 M

21 M

32 M A, B, K 2, 3 (***)

-----| 1 - 10

72 O






----> 20 M

21 M

32 M A 2, 3

-----| 1 - 10

72 O





20 M

21 M

23 O E 178, 181 (***)

51 O A +163

53 O A, B 5

71 O F 2, 3, 183

77 O A 183


----->

21 M A

23 O E 178, 181 (***)

21 O C

32 M A, B, K 2, 3 (***)

50 O D

59 O

71 O F 2, 3, 183

77 O A 183

-----|






----> 20 M

21 M

32 M A, B, K 2, 3 (***)

-----| 1 - 10

30 O

59 O

72 O




----> 20 M

21 M

32 O A, B, K 2, 3 (***)

-----| 1 - 10

72 O 10

75 O 10

76 O 10





---->

20 M

21 M

32 O A, K 3, 9, 26 (***)

33 O A, K 3, 9 (***)

-----|



Sequence ’B’ Optional

59 O

72 O

74 O 26




25 O

72 O

---->

20 M

21 M

30 M

32 M A 2, 3, 276

52 O A, B, D 5

-----| 1 - 10




20 M

21 M

25 O

30 M

32 M A 2, 3, 276

33 M C, D 2, 3, 276

52 O A, B, D 5

77 M A




25 O

52 O A, B, D 5



72 O

---->

20 M

21 M

32 M A, B 2, 3, 49

33 M D 2, 3, 49, 276

71 O B 49

77 M A

77 M D

72 O

-----| 1 - 10




5.1 MT 500 Instruction to register m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G (***) 208 3


1 0 1 A, C PREP


1 1 1 F INST

F and DSS not present DERI REGI RERE K22



1 0 1 F LINK

F and DSS not present AFTE BEFO INFO WITH K22


1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA

16S LINK 10





Mandatory Sequence B Registration Details 1-1 16R REGDET 12


1 1 1 D BREF

2 0 1 D BPAR

3 0 1 D SHAR


1 1 1 F OWNT

F and DSS not present NOMI OWNE TRUS K22

2 0 1 F BENT

F and DSS not present INDV LEGL K22

3 0 1 F ADMT

F and DSS not present GIVE NGIV TIME K22

4 0 1 F RREA

F and DSS not present BEAR BONU CAPG DVCA EXWA INCR INHE REGD POSS STAF OTHR

K22

5 0 1 F CERT

F and DSS not present TOBK NTBK K22


1 0 1 A, C RREG

1-1 35B 16


1 0 1 C REGI

Optional Subsequence B1 Financial Instrument Attributes 0-1 16R FIA 18


1 0 1 B PLIS

B and DSS not present EXCH OTCO PRIM SECM K94


1 0 1 F MICO

F and DSS not present A001 A002 A003 A004 A005 A006 A007 A008 A009 A010 A011 OTHR

K22

2 0 1 F FORM

F and DSS not present BEAR REGD K22

3 0 1 F PFRE

F and DSS not present ANNU MNTH QUTR SEMI WEEK K22

4 0 1 F PREF

F and DSS not present ORDN PRFD K22

5 0 1 F PAYS

F and DSS not present FULL NILL PART K22



6 0 1 F REST

F and DSS not present 144A NRST RSTR K22

7 0 1 F PADI

F and DSS not present PAYD PAYU K22


1 0 1 A, C CLAS

2 0 1 B OPST

B and DSS not present AMER ASIA EURO K12

3 0 1 B OPTI

B and DSS not present CALL PUTO K12


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN


B, any qualifier Y N K17

1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE



4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC


A, any qualifier DISC PRCT PREM YIEL K90

B, any qualifier ACTU DISC PREM K90

1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO

B AMOR FAMT UNIT K36

2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36


1 0 1 E FIAN

16S FIA 30

End of Subsequence B1 Financial Instrument Attributes

Mandatory Subsequence B2 Financial Instrument/Account 1-1 16R FIAC 31


1 1 1 B QREG



1 0 1 P, R ACOW


1 1 1 A SAFE

16S FIAC 34

End of Subsequence B2 Financial Instrument/Account 16S REGDET 35

End of Sequence B Registration Details



---> Repetitive Optional Sequence C Client Details 0-n 16R CLTDET 36

Optional Subsequence C1 Address 0-1 16R ADDRESS 37


B, any qualifier Y K17

1 1 1 B PERM

MAIL


1 0 1 F DIST

F and DSS not present PERS FIDE K22

2 0 1 F TITL

F and DSS not present ASOC DR01 FRAU HERR MADA MISS MR01 MRSS SIRR

K22


1 0 1 P, R, U OWND

NOMI

TRUS

2 0 n S ALTE

S and DSS not present ARNU CCPT CHTY CORP DRLC FIIN TXID K95


1 0 1 G ADDR

2 0 1 D CITY

3 0 1 C DOMI

4 0 1 G EMAI

5 0 1 D LOCA


1 0 1 B POST

2 0 1 B PBOX

3 0 1 B SNUM


1 0 1 C REGI

2 0 1 C PACO

16S ADDRESS 44

End of Subsequence C1 Address

Optional Subsequence C2 Personal Details 0-1 16R PERSDET 45


1 0 1 F OCCU



2 0 1 F LANG

F and DSS not present DUTH ENGL FREN GERM ITAL SPAN K22


1 0 1 U BIRT


1 0 1 A, C DBIR

2 0 1 A, C DFON


1 0 1 C BIRT

2 0 1 C NATO


1 0 1 C ADTX

16S PERSDET 51

End of Subsequence C2 Personal Details 16S CLTDET 52

---| End of Sequence C Client Details

Optional Sequence D Corporate Action Details 0-1 16R CADETL 53


1 0 1 A, C ANOU

2 0 1 A, C XDTE

0-1 35B 55

16S CADETL 56

End of Sequence D Corporate Action Details

Optional Sequence E Additional Information 0-1 16R ADDINFO 57


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 59

End of Sequence E Additional Information

5.2 MT 501 Confirmation of registration or modification m-M Tag Block Id. Options Conditional No.





1 1 1 C SEME

1-1 23G (***) 208 3


1 0 1 A, C PREP


1 1 1 F CONF

F and DSS not present DERI REGI RERE K22

---> Repetitive Mandatory Subsequence A1 Linkages 1-n 16R LINK 6


1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA

16S LINK 10





1 1 1 D BREF

2 0 1 D BPAR

3 0 1 D SHAR


1 0 1 F OWNT


2 0 1 F BENT


3 0 1 F RREA

F and DSS not present BEAR BONU CAPG DVCA EXWA INCR INHE REGD POSS STAF OTHR

K22

4 0 1 F CERT

F and DSS not present TOBK NTBK K22




1 1 1 A, C EREG

EMOD

1-1 35B 16



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F REST


7 0 1 F PADI



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD



7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE




5 0 1 B ORGV

B FAMT K36


1 0 1 E FIAN

16S FIA 29


Mandatory Subsequence B2 Financial Instrument/Account 1-1 16R FIAC 30


1 1 1 B RREG



1 0 1 B FICL

B and DSS not present FAMT UNIT K93


1 0 1 P, R ACOW


1 1 1 A SAFE

16S FIAC 34

End of Subsequence B2 Financial Instrument/Account 16S REGDET 35






1 1 1 B PERM

MAIL


1 0 1 F DIST


2 0 1 F TITL


K22


1 0 1 P, R, U OWND

NOMI



TRUS

2 0 n S ALTE



1 0 1 G ADDR

2 0 1 D CITY

3 0 1 C DOMI

4 0 1 G EMAI

5 0 1 D LOCA


1 0 1 B POST

2 0 1 B PBOX

3 0 1 B SNUM

16S ADDRESS 43




1 0 1 F OCCU

2 0 1 F LANG



1 0 1 U BIRT


1 0 1 A, C DBIR

2 0 1 A, C DFON


1 0 1 C BIRT

2 0 1 C NATO


1 0 1 C ADTX

16S PERSDET 50



Optional Sequence D Corporate Action Details 0-1 16R CADETL 52


1 0 1 A, C ANOU



2 0 1 A, C XDTE

0-1 35B 54

16S CADETL 55




1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 58


5.3 MT 502 Order to Buy or Sell m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G (***) 208 264 3


1 0 1 A, C PREP


1 1 1 F TRTR

F and DSS not present BASK INDX LIST PROG TRAD K22

2 0 1 F PRCO

F and DSS not present FULL NOFR PROR RDUP RDWN SPEC K22

---> Repetitive Optional Subsequence A1 Linkages 0-n 16R LINK 208, 253 6


1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST



PREV 208, 253

PROG

RELA

COLR

ISSU

16S LINK 10



Mandatory Sequence B Order Details 1-1 16R ORDRDET 12


1 0 1 B TRAD


2 0 1 B, C, F SAFE

B and DSS not present SHHE K94

F CUST ICSD NCSD SHHE K94

---> Repetitive Optional Subsequence B1 Price 0-n 16R PRIC 274 14




1 1 1 A, B DEAL

LIMI 274

STOP


1 0 1 F PRIC

F and DSS not present COMB GREX NDIS NET1 NET2 NOGR NUND PARV

K22

16S PRIC 17

---| End of Subsequence B1 Price 22a Order min Max Options Qualifier 18

1 1 1 H BUSE 253

H BUYI CROF CROT DIVR IPOO REDM SELL SUBS SWIF SWIT

K22

2 0 1 F PROC

F and DSS not present CLOP OPEP K22

3 0 n F RPOR

F and DSS not present EXCH TRRE K22



4 0 1 F PRIR

F and DSS not present 4!n and NOT= 0000 K22

5 0 1 F SETG

F and DSS not present GENS NOGE K22

6 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN BLKO BTEX CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FORW FRAC GTDL HIST MONT NBFR NCRS PUTT SPCU SPEX TRFR XBNS XCPN XDIV XRTS XWAR

K22

7 0 1 F COST

F and DSS not present CLDI FLAT PERU PERN PWCD PWEU SOFT STEP

K22

8 0 n F TOOR 274

F and DSS not present ALNO CARE COMB DISC DNIN DNRE ICEB LIWI LIWO LMTO MAKT MANH MTLO MUTO NOHE ORLI STLI STOP BCSE BCSH BMIN SLOS SPLU SSEX SSHO

K22

9 0 1 F TILI

F and DSS not present CLOS FAKI FIKI GDAY GTCA GTHD GTMO GTNM GTXO IOCA OPEN

K22

10 1 1 H PAYM

H APMT FREE K22

11 0 1 F AUTO

F and DSS not present DDOT SDOT K22

12 0 1 F CATB

F and DSS not present FLAT PERU K22

13 0 n F TRCN

F and DSS not present SOLI USOL K22

14 0 1 F TRSE

F and DSS not present AUCT CONT K22

15 0 1 H CAOP

H CASH DRIP K22

16 0 1 F RMTH

F and DSS not present RDWN RDDN RDUP EXAC K22


1 1 1 A, C EXPI

2 0 1 A, B, C RSET

B and DSS not present SEOP TBAT WDIS WIDI WISS K98

3 0 1 A, C NAVD




1 0 1 A CORA

2 0 1 A COWA

3 0 1 A SWRT


1 0 1 A FXIB

FXIS

---> Repetitive Mandatory Subsequence B2 Trading Parties 1-n 16R TRADPRTY 22


1 1 1 P, Q, R BUYR

CLBR

INVE

SELL

STBR

INBR

BRCR

RQBR

2 0 1 S ALTE



1 0 1 A, B SAFE

B and DSS not present ABRD CEND DVPA FUNG MARG NFUN PHYS SHOR

K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA

F and DSS not present AGEN BAGN CAGN CPRN OAGN PRAG PRIN K22

2 0 1 F INCA

F and DSS not present ELIG PROF RETL K22

16S TRADPRTY 29

---| End of Subsequence B2 Trading Parties




B, any qualifier AMOR FAMT UNIT K36

1 0 1 B ORDR 258 264

2 0 1 B CANC 264

MINI

3 0 1 B MAXF


1 0 1 A ORDR 258 264

2 0 1 A CANC 264

1-1 35B 32



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE


8 0 1 F CANR

F and DSS not present VALI NOXO NOWA NOIN K22


1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI





1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT



2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 44


1 0 1 E FIAN

16S FIA 465

End of Subsequence B3 Financial Instrument Attributes 13a Order min Max Options Qualifier 476

1 0 n B CERT

2 0 1 A CLCL

3 0 1 A CLTY


1 0 1 E TPRO

16S ORDRDET 498

End of Sequence B Order Details

Optional Sequence C Settlement Details 0-1 16R SETDET 171 4950


1 1 1 F SETR

F and DSS not present BSBC BSBOBSBK COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SECB SECL SUBS SYND TBAC TRAD TRPO TURN

K22

2 0 n F STCO

F and DSS not present ASGN CLEN DIRT DLWM DRAW EXER FRCL KNOC NPAR PART PHYS SPCS SPDL SPST UNEX

K22

3 0 1 F STAM

4 0 1 F RTGS

F and DSS not present NRTG YRTG K22



5 0 1 F REGT

F and DSS not present NREG YREG K22

6 0 1 F BENE

F and DSS not present NBEN YBEN K22

7 0 1 F CASY

F and DSS not present BOKW CHEC GBSC GROS NETS USCH USFW K22

8 0 1 F DBNM 171

F and DSS not present INTE BRKR VEND K22

9 0 1 F REST


10 0 1 F LEOG

F and DSS not present YLEG NLEG K22

11 0 1 F SETS

F and DSS not present NSET YSET K22

12 0 1 F REPT

F and DSS not present CADJ CALL PAIR RATE ROLP TOPU WTHD K22


1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence C1 Settlement Parties 0-n 16R SETPRTY 52


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 286

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 286

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 284, 252

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97




1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

16S SETPRTY 58

---| End of Subsequence C1 Settlement Parties

---> Repetitive Optional Subsequence C2 Cash Parties 0-n 16R CSHPRTY 59


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

16S CSHPRTY 65

---| End of Subsequence C2 Cash Parties

---> Repetitive Optional Subsequence C3 Amounts 0-n 16R AMT 66



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A CHAR

COUN



DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MARG

OTHR

POST

REGF

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

COAX

ACCA

ANTO

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT 71

---| End of Subsequence C3 Amounts 16S SETDET 72


---> Repetitive Optional Sequence D Other Parties 0-n 16R OTHRPRTY 171 73


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

VEND 171, 284



TRAG 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY 78

---| End of Sequence D Other Parties

Optional Sequence E RepoTwo Leg Transaction Details 0-1 16R REPO 79


1 0 1 A, B, C TERM

B and DSS not present OPEN K98


1 0 1 F RERT

F and DSS not present FIXE FORF VARI K22

2 0 1 F MICO


K22

3 0 1 F REPTREVA

F and DSS not present REVY REVNCADJ CALL PAIR RATE REPC REPO REPE ROLP TOPU WTHD

K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE



2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO 887

End of Sequence E RepoTwo Leg Transaction Details

5.4 MT 503 Collateral Claim m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

2 0 1 C SCTR 268

3 0 1 C RCTR 268

1-1 23G 208 *** 3

---> Repetitive Mandatory Subsequence A1 Agreement 1-n 16R AGRE 4


1 0 1 F AGRE 271

F and DSS not present AFBA BBAA DERV ISDA NONR K22


1 0 1 A AGRE


1 0 1 B AGRE


1 0 1 C AGRE 271

16S AGRE 9

---| End of Subsequence A1 Agreement 98a Order min Max Options Qualifier 10

1 0 1 A, C PREP




1 1 1 H COAL 297

H INIT TERM VARI K22

2 1 1 F, H COLA 94

F and DSS not present COMM CRPR CRSP CRTL EXTD FIXI FORX LIQU OTCD PAYM REPO SBSB SCRP SLOA SECL SLEB TCRP

K22

H COMM CRPR CRSP CRTL EXTD FIXI FORX LIQU OTCD PAYM REPO SBSB SCRP SECL SLOA SLEB TCRP

K22


1 1 1 P, Q, R PTYA

2 1 1 P, Q, R PTYB


1 0 1 C PACO



1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 17



Mandatory Sequence B Summary 1-1 16R SUMM 19


1 0 1 P, Q, R EXPP 297


1 1 1 B COVA

2 1 1 B CCAL

CRET

3 0 1 B TEXA 4

4 0 1 B TCRL 4

5 0 1 B PTYB



Optional Subsequence B1 Summary Details 0-1 16R SUMD 113 22

19a Order min Max Options Qualifier 3, 113 23

1 0 1 B THRS

THRU

2 0 1 B PRHA

3 0 1 B AEXP

4 0 1 B CORE

5 0 1 B RADD

6 0 1 B NRAD

7 0 1 B MITR

8 0 1 B ROUN


1 0 1 A, C VALE

2 0 1 A, C VALC

3 0 1 A RSET

16S SUMD 113 25

End of Subsequence B1 Summary Details 16S SUMM 26

End of Sequence B Summary

---> Repetitive Optional Sequence C Collateral Details 0-n 16R COLD 27


1 1 1 C COLR


1 1 1 H COLL 283

H BCOL CCOL SCOL K22

2 1 1 H INOU

H COLI COLO K22

3 0 1 F, H TYCO

F and DSS not present BPLG LOAN OTHR OUTT SPLG K22

H BPLG LOAN OTHR OUTT SPLG K22


1 0 1 A SETT

Optional Subsequence C1 Securities Collateral Details 0-1 16R SCOL 283 31

1-1 35B 32


1 1 1 B COLL






1 0 1 B OWNF

16S SCOL 35

End of Subsequence C1 Securities Collateral Details7

Optional Subsequence C2 Cash Collateral Details 0-1 16R CCOL 283 36


1 1 1 B DEPO


1 1 1 H DEPO 285

H CLNT FIXT K22


1 0 1 A TERM 285

16S CCOL 40

End of Subsequence C2 Cash Collateral Details

Optional Subsequence C3 Other Collateral Details 0-1 16R BCOL 283 41


1 1 1 H BCOL 272

H GCOL LCOL K22


1 1 1 A ISSU

2 0 1 A, B EXPI 272



1 1 1 P, Q, R ISSU


1 1 1 B GUAR

LOCR

16S BCOL 46

End of Subsequence C3 Other Collateral Details 16S COLD 47

---| End of Sequence C Collateral Details

Optional Sequence D Additional Information 0-1 16R ADDINFO 48


1 0 1 P, Q, R MEOR



2 0 1 P, Q, R MERE

16S ADDINFO 50

End of Sequence D Additional Information

5.5 MT 504 Collateral Proposal m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

2 0 1 C SCTR 268

3 0 1 C RCTR 268

1-1 23G 208 *** 3



1 0 1 F AGRE 271



1 0 1 A AGRE


1 0 1 B AGRE


1 0 1 C AGRE 271

16S AGRE 9


1 0 1 A, C PREP


1 1 1 H COAL

H INIT VARI K22

2 1 1 F, H COLA 94

F and DSS not present COMM CRPR CRSP CRTL EXTD FIXI FORX LIQU OTCD PAYM REPO SBSB SCRP SECL SLOA SLEB TCRP

K22

H COMM CRPR CRSP CRTL EXTD FIXI FORX LIQU OTCD PAYM REPO SBSB SCRP SLOA SECL SLEB TCRP

K22




1 1 1 P, Q, R PTYA

2 1 1 P, Q, R PTYB


1 0 1 C PACO



1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 17





1 1 1 P, Q, R EXPP


1 1 1 B COVA

2 1 1 B CCAL

3 0 1 B TEXA 4

4 0 1 B TCRL 4

5 0 1 B PTYB



1 0 1 B THRS

THRU

2 0 1 B PRHA

3 0 1 B AEXP

4 0 1 B CORE

5 0 1 B RADD

6 0 1 B NRAD

7 0 1 B MITR

8 0 1 B ROUN




1 0 1 A, C VALE

2 0 1 A, C VALC

3 0 1 A RSET

16S SUMD 113 25



---> Repetitive Mandatory Sequence C Collateral Details 1-n 16R COLD 97, 99, 149,

150 27


1 1 1 C COLR


1 1 1 H COLL 283


2 0 1 F, H TYCO




1 0 1 A SETT

Optional Subsequence C1 Securities Collateral Details 0-1 16R SCOL 97, 149, 283 31

1-1 35B 32


1 1 1 B COLL




1 0 1 B OWNF

Optional Subsequence C1a Settlements Details 0-1 16R SETDET 97, 149 35


1 1 1 H SCOL

H DVDS DVPT FOPT K22

2 0 n F STCO 248

F and DSS not present ASGN EXER FRCL KNOC NPAR NSSP PART PHYS SHOR SPCS SPDL SPST UNEX

K22

3 0 1 F TRCA



F and DSS not present CUST SAGE SPRI K22

4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY

F and DSS not present ABEC ARTI AUCL AVPS BELS BOFI BOJS BRLI CHEC DELS DKCS EAFD EBAC EPMS GBSC GROS HERM HSVP IRIS LIPS LVTS NETS NICS PCHS PEGE PNSF PVEV RIXS SAMO SEPI SITS SLBE SPGT TARG TBFF TOPN USCH USFW VIBE ZENG

K22

---> Repetitive Optional Subsequence C1a1 Settlements Parties 0-n 16R SETPRTY 248 37


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q, R PSET 284

2 0 1 S ALTE

S and DSS not present ARNU CCPT CORP DRLC TXID K95


1 0 1 A, B SAFE


K97


1 0 1 C PACO

16S SETPRTY 41

---| End of Subsequence C1a1 Settlements Parties



16S SETDET 42

End of Subsequence C1a Settlements Details 16S SCOL 43

End of Subsequence C1 Securities Collateral Details

Optional Subsequence C2 Cash Collateral Details 0-1 16R CCOL 99, 150, 283 44


1 1 1 B DEPO


1 1 1 H DEPO 285

H CLNT FIXT K22


1 0 1 A TERM 285

Optional Subsequence C2a Cash Settlement Details 0-1 16R CASHSET 99, 150 48


1 0 1 F STCO 249

F and DSS not present NSSP K22

---> Repetitive Optional Subsequence C2a1 Cash Parties 0-n 16R CSHPRTY 249 50


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

16S CSHPRTY 54

---| End of Subsequence C2a1 Cash Parties 16S CASHSET 55

End of Subsequence C2a Cash Settlement Details 16S CCOL 56

End of Subsequence C2 Cash Collateral Details



Optional Subsequence C3 Other Collateral Details 0-1 16R BCOL 283 57


1 1 1 H BCOL 272

H GCOL LCOL K22


1 1 1 A ISSU

2 0 1 A, B EXPI 272



1 1 1 P, Q, R ISSU


1 1 1 B GUAR

LOCR

16S BCOL 62

End of Subsequence C3 Other Collateral Details 16S COLD 63

---| End of Sequence C Collateral Details

Optional Sequence D Settlements Details 0-1 16R SETDET1 97, 149 64


1 1 1 H SCOL


2 0 n F STCO 250


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY




K22

---> Repetitive Optional Subsequence D1 Settlements Parties 0-n 16R SETPRTY1 250 66


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q, R PSET 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97


1 0 1 C PACO

16S SETPRTY1 70

---| End of Subsequence D1 Settlements Parties 16S SETDET1 71

End of Sequence D Settlements Details

Optional Sequence E Cash Settlement Details 0-1 16R CASHSET1 99, 150 72


1 0 1 F STCO 251




---> Repetitive Optional Subsequence E1 Cash Parties 0-n 16R CSHPRTY1 251 74


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

16S CSHPRTY1 78

---| End of Subsequence E1 Cash Parties 16S CASHSET1 79

End of Sequence E Cash Settlement Details

Optional Sequence F Additional Information 0-1 16R ADDINFO 80


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 82

End of Sequence F Additional Information

5.6 MT 505 Collateral Substitution m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

2 0 1 C SCTR 268

3 0 1 C RCTR 268

1-1 23G 208 *** 3





1 0 1 F AGRE 271



1 0 1 A AGRE


1 0 1 B AGRE


1 0 1 C AGRE 271

16S AGRE 9


1 0 1 A, C PREP


1 1 1 F, H COLA 94


K22


K22


1 1 1 P, Q, R PTYA

2 1 1 P, Q, R PTYB


1 0 1 C PACO



1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 17

---| End of Subsequence A2 Linkage 16S GENL 18




---> Repetitive Mandatory Sequence B Collateral Details 1-n 16R COLD 97, 99, 149,

150 19


1 1 1 C COLR


1 1 1 H COLL 283


2 1 1 H INOU

H COLI COLO K22

3 0 1 F, H TYCO




1 0 1 A SETT

Optional Subsequence B1 Securities Collateral Details 0-1 16R SCOL 97, 149, 283 23

1-1 35B 24


1 1 1 B COLL




1 0 1 B OWNF

Optional Subsequence B1a Settlements Details 0-1 16R SETDET 97, 149 27


1 1 1 H SCOL


2 0 n F STCO 248


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT




7 0 1 F BENE


8 0 1 F CASY


K22

---> Repetitive Optional Subsequence B1a1 Settlements Parties 0-n 16R SETPRTY 248 29


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q, R PSET 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97


1 0 1 C PACO

16S SETPRTY 33

---| End of Subsequence B1a1 Settlements Parties 16S SETDET 34

End of Subsequence B1a Settlements Details 16S SCOL 35

End of Subsequence B1 Securities Collateral Details

Optional Subsequence B2 Cash Collateral Details 0-1 16R CCOL 99, 150, 283 36


1 1 1 B DEPO




1 1 1 H DEPO 285

H CLNT FIXT K22


1 0 1 A TERM 285

Optional Subsequence B2a Cash Settlements Details 0-1 16R CASHSET 99, 150 40


1 0 1 F STCO 249


---> Repetitive Optional Subsequence B2a1 Cash Parties 0-n 16R CSHPRTY 249 42


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

16S CSHPRTY 46

---| End of Subsequence B2a1 Cash Parties 16S CASHSET 47

End of Subsequence B2a Cash Settlements Details 16S CCOL 48

End of Subsequence B2 Cash Collateral Details

Optional Subsequence B3 Other Collateral Details 0-1 16R BCOL 283 49


1 1 1 H BCOL 272

H GCOL LCOL K22


1 1 1 A ISSU

2 0 1 A, B EXPI 272





1 1 1 P, Q, R ISSU


1 1 1 B GUAR

LOCR

16S BCOL 54

End of Subsequence B3 Other Collateral Details

16S COLD 55

---| End of Sequence B Collateral Details

Optional Sequence C Settlements Details 0-1 16R SETDET1 97, 149 56


1 1 1 H SCOL


2 0 n F STCO 250


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


K22

---> Repetitive Optional Subsequence C1 Settlements Parties 0-n 16R SETPRTY1 250 58


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286



DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q, R PSET 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97


1 0 1 C PACO

16S SETPRTY1 62

---| End of Subsequence C1 Settlements Parties 16S SETDET1 63

End of Sequence C Settlements Details

Optional Sequence D Cash Settlement Details 0-1 16R CASHSET1 99, 150 64


1 0 1 F STCO 251


---> Repetitive Optional Subsequence D1 Cash Parties 0-n 16R CSHPRTY1 251 66


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE




1 0 1 C PACO

16S CSHPRTY1 70

---| End of Subsequence D1 Cash Parties 16S CASHSET1 71

End of Sequence D Cash Settlement Details



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 74




5.7 MT 506 Collateral and Exposure Statement



1-1 28E *** 2


1 1 1 C SEME

2 0 1 C SCTR 268

3 0 1 C RCTR 268

1-1 23G 208 *** 4



1 0 1 F AGRE 271



1 0 1 A AGRE


1 0 1 B AGRE


1 0 1 C AGRE 271

16S AGRE 10

---| End of Subsequence A1 Agreement


1 0 1 A, C PREP


1 1 1 F, H COLA 94


K22


K22


1 1 1 P, Q, R PTYA

2 1 1 P, Q, R PTYB




1 0 1 C PACO



1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 18





1 1 1 P, Q, R EXPP


1 1 1 B COVA

2 0 1 B TEXA 4

3 0 1 B TCRL 4

4 0 1 B PTYB


1 1 1 A, C VALE

2 1 1 A, C VALC

3 0 1 A RSET



1 0 1 B THRS

THRU

2 0 1 B PRHA

3 0 1 B AEXP

4 0 1 B CORE

5 0 1 B RADD

6 0 1 B NRAD

7 0 1 B MITR

8 0 1 B ROUN

9 0 1 B PRCV

10 0 1 B PEVA



11 0 1 B TPIN

12 0 1 B TPOU

13 0 1 B TACR

14 0 1 B TCHA

16S SUMD 113 26



---> Repetitive Mandatory Sequence C Exposure Valuation Details 1-n 16R EXPD 28


1 0 n C TRRF

2 0 n C CPTR


1 1 1 F, H COLA

F and DSS not present CCIR COMM CRPR CRSP CRTL EXTD FIXI FORW FORX OPTN OTCD REPO SBSB SCIR SCRP SECL SLOA SLEB TCRP

K22

H CCIR COMM CRPR CRSP CRTL EXTD FIXI FORW FORX OPTN OTCD REPO SBSB SCIR SCRP SECL SLOA SLEB TCRP

K22


1 0 1 A TRAD


1 0 1 P, Q, R CPTA

2 0 1 P, Q, R CPTB


1 1 1 B DEAL

2 1 1 B RECA

3 1 1 B MKTV

4 0 1 B ACRU

5 0 1 B CHAR


1 0 1 A DAAC


1 0 1 F MICO


K22


1 1 1 B EXCH



2 1 1 A MARG

3 1 1 A CHAI

Optional Subsequence C1 Securities Valuation Details 0-1 16R SECS 37


1 1 1 B MRKT

1-1 35B 39


1 1 1 B SECV



1 1 1 A SHAI

16S SECS 42

End of Subsequence C1 Securities Valuation Details

Optional Subsequence C2 Treasury Valuation Details 0-1 16R TREA 43


1 1 1 A STRT

2 1 1 A TERM


1 0 1 B CCAM

2 0 1 B INIM

3 0 1 B CONM


1 0 1 C COMI


1 0 1 B OPTI


16S TREA 48

End of Subsequence C2 Treasury Valuation Details

Optional Subsequence C3 Repo Valuation Details 0-1 16R REPV 49


1 1 1 A STRT

2 1 1 A TERM


1 1 1 B OPCA

2 0 1 B REPA




1 1 1 A REPO

16S REPV 53

End of Subsequence C3 Repo Valuation Details 16S EXPD 54

---| End of Sequence C Exposure Valuation Details

---> Repetitive Mandatory Sequence D Collateral Details 1-n 16R COLD 55


1 1 1 C COLR


1 1 1 H COLL 283



1 0 1 D SETT

D and DSS not present PEND SETT K25


1 1 1 B COLL

2 1 1 B RECA

3 1 1 B MKTV

4 0 1 B ACRU

5 0 1 B CHAR


1 0 1 A DAAC


1 0 1 F MICO


K22


1 1 1 B EXCH

2 1 1 A MARG

3 1 1 A CHAI

Optional Subsequence D1 Securities Collateral Details 0-1 16R SCOL 283 63


1 1 1 B MRKT

1-1 35B 65


1 1 1 B COLL





1 1 1 A SHAI


1 0 1 A EXPI


1 0 1 B PRIC

B and DSS not present LMAR FUND THEO VEND K94

2 0 1 B RATS 260



1 0 1 C RATS 260

16S SCOL 71

End of Subsequence D1 Securities Collateral Details

Optional Subsequence D2 Cash Collateral Details 0-1 16R CCOL 283 72


1 1 1 B DEPO


1 1 1 H DEPO 285

H CLNT FIXT K22


1 0 1 A TERM 285

16S CCOL 76

End of Subsequence D2 Cash Collateral Details

Optional Subsequence D3 Other Collateral Details 0-1 16R BCOL 283 77


1 1 1 H BCOL 272

H LCOL GCOL K22


1 1 1 A ISSU

2 0 1 A, B EXPI 272



1 1 1 P, Q, R ISSU


1 1 1 B GUAR

LOCR



16S BCOL 82

End of Subsequence D3 Other Collateral Details 16S COLD 83

---| End of Sequence D Collateral Details



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE


1 0 1 A TEXP

2 0 1 A TCOP

16S ADDINFO 87


5.8 MT 507 Collateral Status and Processing Advice m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

2 0 1 C SCTR 268

3 0 1 C RCTR 268

1-1 23G *** 3



1 0 1 F AGRE 271



1 0 1 A AGRE


1 0 1 B AGRE


1 0 1 C AGRE 271

16S AGRE 9

---| End of Subsequence A1 Agreement




1 0 1 A, C PREP


1 1 1 F, H COLA 94


K22


K22


1 1 1 P, Q, R PTYA

2 1 1 P, Q, R PTYB


1 1 1 D REST 129

D and DSS not present ACCT ACCP SUBR REJT K25

IPRC 129

D and DSS not present PACK REJT K25

CPRC 129

D and DSS not present CAND CANP DEND PACK REJT K25


1 0 1 B REJT

B and DSS not present CONL CPTY DISC DISE ICOL NARR ULNK K24

CAND

B and DSS not present CANI CANS NARR K24

DEND

B and DSS not present DCAN DPRG NARR K24


1 0 1 D REAS

2 0 1 C PACO

---> Repetitive Mandatory Subsequence A2 Linkages 1-n 16R LINK 129, 152 16


1 0 1 A, B LINK 129, 152,153

A 503 504 505 K13


1 1 1 C RELA 153

PREV

16S LINK 19

---| End of Subsequence A2 Linkages



16S GENL 20


---> Repetitive Optional Sequence B Collateral Details 0-n 16R COLD 129 21


1 1 1 C COLR


1 1 1 H COLL 69 70



1 1 1 D COLL 70

D and DSS not present ACCT REJT K25


1 0 1 B REJT

B and DSS not present CONL INEL NARR WBKG WSET K24


1 0 1 D REAS

Optional Subsequence B1 General Settlements Details 0-1 16R SETTL 69 70 27

Optional Subsequence B1a Settlements Details 0-1 16R SETDET 69 28


1 1 1 H SCOL


2 0 n F STCO 248


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY




K22

---> Repetitive Optional Subsequence B1a1 Settlements Parties 0-n 16R SETPRTY 248 30


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 293

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q, R PSET 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97


1 0 1 C PACO

16S SETPRTY 34

---| End of Subsequence B1a1 Settlements Parties 16S SETDET 35

End of Subsequence B1a Settlements Details

Optional Subsequence B1b Cash Settlements Details 0-1 16R CASHSET 69 36


1 0 1 F STCO 249




---> Repetitive Optional Subsequence B1b1 Cash Parties 0-n 16R CSHPRTY 249 38


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

16S CSHPRTY 42

---| End of Subsequence B1b1 Cash Parties 16S CASHSET 43

End of Subsequence B1b Cash Settlements Details 16S SETTL 44

End of Subsequence B1 General Settlements Details 16S COLD 45

---| End of Sequence B Collateral Details

Optional Sequence C Additional Information 0-1 16R ADDINFO 46


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 48

End of Sequence C Additional Information

5.9 MT 508 Intra-Position Advice m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

2 0 1 C CORP



1-1 23G 208 *** 3


1 0 1 A, C PREP

Optional Subsequence A1 Linkages 0-1 16R LINK 208 5


1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

POOL

16S LINK 8

End of Subsequence A1 Linkages 16S GENL 9


Mandatory Sequence B Intra-Position Details 1-1 16R INPOSDET 10


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97


1 0 1 B, C, F SAFE




1 1 1 B ESTT


1-1 35B 154

Optional Subsequence B1 Financial Instrument Attributes

0-1 16R FIA 165


1 0 1 B PLIS



1 0 1 F MICO




K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE


12a Order Min Max Options Qualifier 18

1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT



6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 276


1 0 1 E FIAN

16S FIA 28 End of Subsequence B1 Financial Instrument Attributes


1 0 1 A, C AVAL



2 1 1 A, C SETT


1 0 1 F CAEV

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CAPG CERT CHAN CLSA CMET CONS CONV COOP CPST DECR DETI DFLT DLST DRAW DRIP DSCL DTCH DVCA DVOP DVSC DVSE EXOF EXOP EXRI EXTM EXWA INCR INTR LIQU MCAL MEET MRGR ODLT OMET OTHR PARI PCAL PDEF PINK PLAC PPMT PRII PRIO REDM REDO REMK RHDI RHTS SHPR SMAL SOFF SPLF SPLR SUSP TEND TREC WRTH WTRC XMET

K22


1 0 1 E SPRO


A, any qualifier, and DSS not present

AVAI AWAS BLCA BLOK BLOT BLOV BORR CLEN COLA COLI COLO DIRT DRAW LOAN MARG NOMI OTHR PECA PEDA PLED REGO RSTR SPOS TRAN UNRG

K93

1 1 1 A FROM 281

2 1 1 A TOBA 281

16S INPOSDET 32

End of Sequence B Intra-Position Details



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 35


5.10 MT 509 Trade Status Message

MT 509 Trade Status Message




1 1 1 C SEME

1-1 23G (***) 3




1 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV

PROG

RELA

TRRF

COMM

ISSU

BMRB

ALMR

16S LINK 8


---> Repetitive Mandatory Subsequence A2 Status 1-n 16R STAT 237 9


1 1 1 D AFFM 237

D and DSS not present AFFI FORC NAFI K25

CPRC 237

D and DSS not present CAND CANP DEND EXCH INTE PACK PARF REJT REPR

K25

IPRC 237

D and DSS not present CAN1 CAN2 CAN3 CAND CANO COSE DONE DONF EXCH EXSE FORC INTE NOTC OPOD OVER PACK PAFI PART REJT REPR SESE SUSP UNDE

K25

MTCH 237

D and DSS not present MACH NMAT K25

RPRC 237

D and DSS not present DEND EXCH INTE PACK PART PEND REJT REPL REPR

K25



---> Repetitive Optional Subsequence A2a Reason 0-n 16R REAS 237 11


1 1 1 B NAFI 237

B and DSS not present NAFF K24

NMAT 237

B and DSS not present ADEA CADE CHAR CMIS CPCA DDAT DDEA DEAL DELN DEPT DMON DQUA DSEC DTRD EXEC FORF LATE LEOG MCAN NARR PHYS PLCE PODU REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST VASU

K24

REJT 237

B and DSS not present ADEA ASTM BATC BUSE CADE CASH CASY COMC DDAT DDEA DEPT DMON DQUA DSEC DTRD FEEE FORF ICAG ICUS IEXE IIND INNA LATE LEOG NARR NCRR NRGM NRGN ODNP PHYS PLCE QUNP REFE REPA REPO REPP RERT RSPR RTGS SAFE SETR SETS TERM TNAR TNIU TQHI TQNP TXST ULNK VASU

K24

REPR 237

B and DSS not present ADEA BATC BUSE CADE CASH CASY COMC DDAT DDEA DEPT DMON DQUA DSEC DTRD FEEE FORF ICAG ICUS IEXE IIND INNA LEOG NARR NCRR NRGM NRGN PHYS PLCE REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST ULNK VASU

K24


1 0 1 D REAS

16S REAS 14

---| End of Subsequence A2a Reason 16S STAT 15

---| End of Subsequence A2 Status 16S GENL 16


Optional Sequence B Trade Details 0-1 16R TRADE 17


1 0 1 A, B, C SETT


2 0 1 A, B, C TRAD

B and DSS not present VARI K98




1 0 1 A FXIB

FXIS


1 1 1 H BUSE


K22

2 0 n F PROC


3 0 n1 F RPOR


4 0 1 F PRIR


5 0 1 F SETG


6 1 1 H PAYM

H APMT FREE K22


1 0 1 P, R ACOW


1 0 1 A, B SAFE


K97

---> Repetitive Optional Subsequence B1 Trading Parties 0-n 16R TRADPRTY 23


1 1 1 P, Q, R BUYR

CLBR

INVE

SELL

STBR

INBR

BRCR

RQBR

DEAG

REAG

2 0 1 S ALTE



1 0 1 A, B SAFE

B and DSS not present ABRD CEND DVPA FUNG MARG NFUN K97



PHYS SHOR

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 n F TRCA

F and DSS not present AGEN BAGN CAGN CPRN ELIG OAGN PRAG PRIN PROF RETL

K22

2 0 1 F INCA


16S TRADPRTY 30

---| End of Subsequence B1 Trading Parties


1 0 1 A AFCA

2 0 1 A CANC

3 0 1 A ORDR

4 0 1 A PREX

5 0 1 A REMA

6 0 1 A REPL



1 0 1 B AFCA

2 0 1 B CANC

3 0 1 B ORDR

4 0 1 B PREX

5 0 1 B REMA

6 0 1 B REPL

1-1 35B 24

16S TRADE 25

End of Sequence B Trade Details



1 0 1 P, Q, R MEOR



2 0 1 P, Q, R MERE

16S ADDINFO 28


5.11 MT 510 Registration Status and Processing Advice m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G (***) 3


1 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA

16S LINK 8


---> Repetitive Mandatory Subsequence A2 Status 1-n 16R STAT 9


1 1 1 D CPRC


IPRC

D and DSS not present CAND CANP NOTC PACK REJT K25

RERC

D and DSS not present PACK REJT K25

---> Repetitive Optional Subsequence A2a Reason 0-n 16R REAS 11


1 1 1 B CAND

B and DSS not present CANI CANS CREG NARR K24



DEND

B and DSS not present DCAN DPRG NARR K24

REJT

B and DSS not present ADEA BPAR BREF DADR DORD DQUA DSEC LATE MCER MLEG NARR NRGN OWNT REQM REQW RREA SAFE SHAR SIGN STAM STAT

K24

PACK

B and DSS not present RQWV K24


1 0 1 D REAS

16S REAS 14




Optional Sequence B Registration Details 0-1 16R REGDET 17


1 0 1 D BREF

2 0 1 D BPAR

3 0 1 D SHAR


1 0 1 P, R, U OWND

NOMI

TRUS

2 0 n S ALTE



1 0 1 G ADDR

2 0 1 D CITY

3 0 1 C DOMI

4 0 1 G EMAI

5 0 1 D LOCA


1 0 1 B POST

2 0 1 B PBOX

3 0 1 B SNUM




1 0 1 A, C RMOD

2 0 1 A, C RREG

0-1 35B 23


1 0 1 B QREG



1 0 1 A SAFE

16S REGDET 26




1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 29


5.12 MT 513 Client Advice of Execution

MT 513 Client Advice of Execution




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 A, C PREP


1 1 1 F TRTR

F and DSS not present BASK BRKR FUND INDX LIST PALL PROG TRAD

K22



1 0 1 A, B LINK


1 1 1 C BASK



INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

COLR

ISSU

16S LINK 9



Optional Sequence B Partial Fill and/or Recap Details 0-1 16R RCAP 11

---> Repetitive Optional Subsequence B1 Partial Fill Details 0-n 16R PAFILL 12


1 1 1 B PAFI

B FAMT UNIT K36


1 1 1 A, B DEAL

A DISC PRCT PREM YIEL K90

B ACTU DISC PREM K90


1 0 1 F PRIC

F and DSS not present AVER AVOV COMB GREX NDIS NET1 NET2 NOGR NUND PARV RDAV

K22


1 0 1 A, B, C, E TRAD



1 0 1 B TRAD

B and DSS not present EXCH OTCO PRIM SECM VARI K94

16S PAFILL 18

---| End of Subsequence B1 Partial Fill Details 36a Order min Max Options Qualifier 19

B, any qualifier FAMT UNIT K36



1 1 1 B ORDR

2 1 1 B PREX

3 1 1 B REMI

16S RCAP 20

End of Sequence B Partial Fill and/or Recap Details

Mandatory Sequence C Order Details 1-1 16R ORDRDET 21


1 1 1 A, B, C, E TRAD


2 0 1 A, B, C SETT 276


3 0 1 C FORC

4 0 1 A, C NAVD




1 1 1 A, B DEAL

2 0 1 A, B MAUP

MADW

---> Repetitive Optional Subsequence C1 Reference Price Information 0-n 16R REFPRICE 24




1 1 1 A, B PRIC


1 0 1 F PRIC

F and DSS not present AVER AVOV COMB FAVG GREX MAVG NDIS NET1 NET2 NOGR NUND PARV RDAV TRAD

K22


1 0 1 A, C PRIC


C subfield3, any qualifier OPEN K69

D subfield3, any qualifier OPEN K69

E, any qualifier OPEN K69

F, any qualifier OPEN K69

J, any qualifier OPEN K69

1 0 1 A, B, C, D, PRIC



E. F, J


1 0 1 B PRIC

B and DSS not present LMAR THEO VEND FUND K94

16S REFPRICE 30

---| End of Optional Subsequence C1 Reference Price Information


1 0 1 A CORA

2 0 1 A COWA


1 0 1 A DAAC

2 0 1 A GIUP


1 0 1 B TRAD


2 0 1 B, C, F SAFE




1 0 1 A SETT 273, 276


1 1 1 H BUSE


K22

2 0 1 F PRIC

F and DSS not present AVER AVOV GREX NET1 NET2 PARV RDAV K22

3 0 1 F PROC


4 0 n F RPOR

F and DSS not present DEFR EXCH TTRE K22

5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN BLKO BTEX BTMI CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FORW FRAC GTDL HIST MAPR MONT NBFR NCRS NEGO NMPR PUTT SETI SPCU SPEX SPSI SSTI TRFR XBNS XCPN XDIV XRTS

K22



XWAR

8 0 1 F COST

F and DSS not present CLDI FLAT PERN PERU PWCD PWEU SOFT STEP

K22

9 0 1 F TOOR

F and DSS not present ALNO CARE COMB DISC DNIN DNRE ICEB LIWI LIWO LMTO MAKT MANH MTLO MUTO NOHE ORLI STLI STOP

BCSE BCSH BMIN

SLOS SPLU SSEX SSHO

K22

10 0 1 F TILI

F and DSS not present CLOS FAKI FIKI GDAY GTCA GTMO GTXO IOCA OPEN

K22

11 1 1 H PAYM

H APMT FREE K22

12 0 1 F CATB


13 0 n F TRCN


14 0 1 F TRSE

F and DSS not present AUCT CONT K22


1 0 1 A FXIB

FXIS

---> Repetitive Mandatory Subsequence C2 Confirmation Parties 1-n 16R CONFPRTY 37


1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

INVE

SELL

STBR

RQBR

2 0 1 S ALTE





1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1n F TRCA

F and DSS not present AGEN BAGN CAGN CPRN INFI MKTM MLTF OAGN PRAG PRIN RMKT SINT TAGT

K22

2 0 1 F INCA


16S CONFPRTY 44

---| End of Subsequence C2 Confirmation Parties 36a Order min Max Options Qualifier 45

1 1 1 B ADVI


1-1 35B 46

Optional Subsequence C3 Financial Instrument Attributes 0-1 16R FIA 47


1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS




6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF



3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 58


1 0 1 E FIAN

16S FIA

End of Subsequence C3 Financial Instrument Attributes 13a Order min Max Options Qualifier

1 0 n B CERT


1 0 1 E TPRO

16S ORDRDET

End of Sequence C Order Details

Optional Sequence D Settlement Details 0-1 16R SETDET 171


1 1 1 F SETR




K22

2 0 n F STCO


K22

3 0 1 F STAM

4 0 1 F RTGS


5 0 1 F REGT


6 0 1 F BENE


7 0 1 F CASY


8 0 1 F DBNM 171


9 0 1 F REST


10 0 1 F LEOG


11 0 1 F SETS


12 0 1 F REPT



1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence D1 Settlement Parties 0-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284 286

DEAG 284 286

DECU 284 286

DEI1 284 286

DEI2 284 286

REAG 284 286



RECU 284 286

REI1 284 286

REI2 284 286

SELL 284 286

C, P, Q PSET 284, 252

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

16S SETPRTY

---| End of Subsequence D1 Settlement Parties

---> Repetitive Optional Subsequence D2 Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

16S CSHPRTY




---> Repetitive Optional Subsequence D3 Amounts 0-n 16R AMT



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MACO

MARG

OTHR

POST

REGF

SETT 273, 276

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence D3 Amounts



16S SETDET

End of Sequence D Settlement Details

---> Repetitive Optional Sequence E Other Parties 0-n 16R OTHRPRTY 171


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171, 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY

---| End of Sequence E Other Parties

Optional Sequence F RepoTwo Leg Transaction Details 0-1 16R REPO 94


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA

F and DSS not present CADJ CALL PAIR RATE REPC REPO REPE ROLP TOPU WTHDREVY REVN

K22




1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO

End of Sequence F RepoTwo Leg Transaction Details

5.13 MT 514 Trade Allocation Instruction

MT 514 Trade Allocation Instruction




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 A, C PREP


1 1 1 F TRTR

F and DSS not present BASK BRKR FUND INDX LIST PALL PROG TRAD

K22




1 0 1 B ALLO

2 0 1 B TOAL



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

COLR

ISSU

BMRB

ALMR

16S LINK 11



Mandatory Sequence B Confirmation Details 1-1 16R CONFDET 13


1 1 1 A, B, C, E TRAD


2 0 1 A, B, C SETT 276





1 0 1 A, B DEAL 261



2 0 1 A, B MAUP

MADW


1 0 1 A CORA

2 0 1 A COWA


1 0 1 A DAAC

2 0 1 A GIUP


1 0 1 B TRAD


2 0 1 B, C, F SAFE




1 0 1 A SETT 273, 276

2 0 1 A SEBL


1 1 1 H BUSE


K22

2 0 1 F PRIC 261


K22

3 0 1 F PROC


4 0 n F RPOR


5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN BLKO BTEX BTMI CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FRAC GTDL MAPR MONT NBFR NCRS NEGO NMPR PUTT SETI SPCU SPEX SPSI SSTI TRFR XBNS XCPN XDIV XRTS XWAR

K22

8 0 1 F COST




K22

9 1 1 H PAYM

H APMT FREE K22

10 0 1 F CATB


11 0 n F TRCN



1 0 1 A FXIB

FXIS

---> Repetitive Mandatory Subsequence B1 Confirmation Parties 1-n 16R CONFPRTY 22


1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

INVE

SELL

STBR

RQBR

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL




1 0 1 F TRCA


16S CONFPRTY 29

---| End of Subsequence B1 Confirmation Parties 36a Order min Max Options Qualifier 30


1 1 1 B ALLO

2 0 1 B TQBT

1-1 35B 31



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP



2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO




2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 43


1 0 1 E FIAN

16S FIA

End of Subsequence B2 Financial Instrument Attributes 13a Order min Max Options Qualifier

1 0 n B CERT


1 0 1 E TPRO

16S CONFDET

End of Sequence B Confirmation Details

Optional Sequence C Settlement Details 0-1 16R SETDET 171


1 1 1 F SETR


K22

2 0 n F STCO


K22

3 0 1 F STAM

4 0 1 F RTGS


5 0 1 F REGT


6 0 1 F BENE


7 0 1 F CASY




8 0 1 F DBNM 171


9 0 1 F REST


10 0 1 F LEOG


11 0 1 F SETS


12 0 1 F REPT



1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence C1 Settlement Parties 0-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284 286

DEAG 284 286

DECU 284 286

DEI1 284 286

DEI2 284 286

REAG 284 286

RECU 284 286

REI1 284 286

REI2 284 286

SELL 284 286

C, P, Q PSET 284, 252

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO



16S SETPRTY


--> Repetitive Optional Subsequence C2 Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

16S CSHPRTY


---> Repetitive Optional Subsequence C3 Amounts 0-n 16R AMT



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL



LOCO

MACO

MARG

OTHR

POST

REGF

SETT 273, 276

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

COAX

ACCA

ANTO

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence C3 Amounts 16S SETDET


---> Repetitive Optional Sequence D Other Parties 0-n 16R OTHRPRTY 171


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171, 284

2 0 1 S ALTE





1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY


Optional Sequence E RepoTwo Leg Transaction Details 0-1 16R REPO


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF



2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO




5.14 MT 515 Client Confirmation of Purchase or Sale

MT 515 Client Confirmation of Purchase or Sale




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 A, C PREP


1 1 1 F TRTR

F and DSS not present BASK EMTR INDX LIST PALL PROG TRAD K22



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV 208, 253

PROG

RELA

TRRF

COMM

COLR

ISSU

BMRB

ALMR

16S LINK 9





---> Repetitive Optional Sequence B Partial Fill Details 0-n 16R PAFILL 11


1 1 1 B PAFI





1 1 1 A, B DEAL


1 0 1 F PRIC


K22


1 0 1 A, B, C, E TRAD



1 0 1 B TRAD


16S PAFILL 17

---| End of Sequence B Partial Fill Details

Mandatory Sequence C Confirmation Details 1-1 16R CONFDET 18


1 1 1 A, B, C, E TRAD


2 1 1 A, B, C SETT 276


3 0 1 A, C NAVD




1 1 1 A, B DEAL

2 0 1 A, B MAUP

MADW


1 0 1 A CORA

2 0 1 A COWA

3 0 1 A BAKL

4 0 1 A ENTF



5 0 1 A NAVR


1 0 1 A DAAC

2 0 1 A GIUP


1 0 1 B TRAD


2 0 1 B, C, F SAFE




1 0 1 A SETT 273, 276


1 1 1 H BUSE 253


K22

2 0 1 F PRIC

F and DSS not present AVER AVOV GREX NET1 NET2 PARV RDAV K22

3 0 1 F PROC

F and DSS not present CLOA CLOP OPEP K22

4 0 n F RPOR

F and DSS not present DEFR EXCH TRRE K22

5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN BLKO BTEX BTMI CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FORW FRAC GTDL HIST MAPR MONT NBFR NCRS NEGO NMPR PUTT SETI SPCU SPEX SPSI SSTI TRFR XBNS XCPN XDIV XRTS XWAR

K22

8 0 1 F COST


K22

9 1 1 H PAYM

H APMT FREE K22

10 0 1 F CATB


11 0 n F TRCN




12 0 1 H CAOP

H CASH DRIP K22

13 0 1 F ECIO

F and DSS not present EUSI EUSO UKWN K22

14 0 1 F TSTA

F and DSS not present TSIN TSIY UKWN K22


1 0 1 A FXIB

FXIS

---> Repetitive Mandatory Subsequence C1 Confirmation Parties 1-n 16R CONFPRTY 27


1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

INVE

SELL

STBR

RQBR

2 0 1 S ALTE

S and DSS not present ARNU CCPT CHTY CORP DRLC EMPL FIIN TXID

K95


1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL




1 0 1n F TRCA


K22

2 0 1 F INCA


16S CONFPRTY 34

---| End of Subsequence C1 Confirmation Parties 36a Order min Max Options Qualifier 35

1 1 1 B CONF


2 0 1 B ORDR


1-1 35B 36



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI





1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A DECL

7 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC






1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 48


1 0 1 E FIAN

16S FIA

End of Subsequence C2 Financial Instrument Attributes 13a Order min Max Options Qualifier

1 0 n B CERT


1 0 1 E TPRO

2 0 1 E RSTR

16S CONFDET

End of Sequence C Confirmation Details

Optional Sequence D Settlement Details 0-1 16R SETDET 171


1 1 1 F SETR


K22

2 0 n F STCO


K22

3 0 1 F STAM



4 0 1 F RTGS


5 0 1 F REGT


6 0 1 F BENE


7 0 1 F CASY

F and DSS not present BOKW CHEC GBSC GROS NETS USCH USFW

K22

8 0 1 F DBNM 171


9 0 1 F REST


10 0 1 F LEOG


11 0 1 F SETS


12 0 1 F REPT



1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence D1 Settlement Parties

0-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284 286

DEAG 284 286

DECU 284 286

DEI1 284 286

DEI2 284 286

REAG 284 286

RECU 284 286

REI1 284 286

REI2 284 286

SELL 284 286

C, P, Q PSET 284, 252

2 0 1 S ALTE





1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

16S SETPRTY

---| End of Subsequence D1 Settlement Parties

---> Repetitive Optional Subsequence D2 Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

16S CSHPRTY 69


---> Repetitive Optional Subsequence D3 Amounts 0-n 16R AMT



1 0 1 B ACRU

2 0 1 B STAM




1 1 1 A ACRU

AKTI

ANTO

BAKL

CBCH

CHAR

COUN

CREB

DEAL

DSCA

ENTF

EQUL

EUTR

EXEC

ISDI

LADT

LEVY

LIDT

LOCL

LOCO

LOTE

LYDT

MACO

MARG

OTHR

POST

PRMA

REFD

REGF

SETT 273, 276

SHIP

SPCN

STAM

STEX

SUBS

TRAN

TRAX

VATA



WITH

COAX

ACCA

ZWIS

ERFE

PRWI

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence D3 Amounts 16S SETDET

End of Sequence D Settlement Details

---> Repetitive Optional Sequence E Other Parties 0-n 16R OTHRPRTY 171


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171, 284

INPA

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 C PACO


1 0 1 C PROC



16S OTHRPRTY

---| End of Sequence E Other Parties

Optional Sequence F RepoTwo Leg Transaction Details 0-1 16R REPO


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO

End of Sequence F RepoTwo Leg Transaction Details





Option(s) Semantic Checking


20 M

21 O

23 M

31 M P

83 O C 67

35 M B

35 O A 7 (***)

31 O L

31 O X (***)

30 M

31 O F

87 O A, D 67

35 O N 7 (***)

33 O T (***)


37 O J

26 O H

33 O S (***)

32 O A, B 3

37 O A, B, C, D, E, F

57 O A, B, D 5

35 O S (***)

35 O B

87 O A, D


77 O D

72 O


5-100 MT 517 February 2007

5.16 MT 517 Trade Confirmation Affirmation

MT 517 Trade Confirmation Affirmation




1 1 1 C SEME

1-1 23G 208 259 *** 3


1 0 1 A, C PREP


1 1 1 P, Q, R AFFM

2 0 1 P, Q, R BUYR

3 0 1 P, Q, R SELL

4 0 1 P, Q, R DEAG

5 0 1 P, Q, R REAG


1 0 1 D AFFM

D and DSS not present FORC K25



1 0 1 A, B LINK 259


1 1 1 C BASK

INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

COLR

ISSU

16S LINK 9




February 2007 MT 518 5-101

5.17 MT 518 Market-Side Securities Trade Confirmation

MT 518 Market-Side Securities Trade Confirmation




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 A, C PREP


1 1 1 F TRTR




1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

COLR

ISSU

16S LINK 9


16S GENL 10



5-102 MT 518 February 2007

Mandatory Sequence B Confirmation Details 1-1 16R CONFDET 11


1 1 1 A, B, C, E TRAD


2 1 1 A, B, C SETT 276


3 0 1 A, C NAVD




1 1 1 A, B DEAL


1 0 1 A CORA

2 0 1 A COWA

3 0 1 A BAKL

4 0 1 A ENTF

5 0 1 A NAVR


1 0 1 A DAAC

2 0 1 A GIUP


1 0 1 B TRAD


2 0 1 B, C, F SAFE




1 0 1 A SETT 273, 276


1 1 1 H BUSE


K22

2 0 1 F PRIC


K22

3 0 1 F PROC


4 0 n F RPOR


February 2007 MT 518 5-103


5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN BLKO BTEX BTMI CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FORW FRAC HIST GTDL MAPR MONT NBFR NCRS NEGO NMPR PUTT SETI SPCU SPEX SPSI SSTI TRFR XBNS XCPN XDIV XRTS XWAR

K22

8 0 1 F COST


K22

9 1 1 H PAYM

H APMT FREE K22

10 0 1 F CATB


11 0 n F TRCN



1 0 1 A FXIB

FXIS



1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

INVE

SELL

STBR

RQBR

2 0 1 S ALTE



5-104 MT 518 February 2007


1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1n F TRCA


K22

2 0 1 F INCA


16S CONFPRTY 27



1 1 1 B CONF

1-1 35B 29



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


February 2007 MT 518 5-105


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN


5-106 MT 518 February 2007



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 41


1 0 1 E FIAN

16S FIA


1 0 n B CERT


1 0 1 E TPRO

2 0 1 E RSTR

16S CONFDET



February 2007 MT 518 5-107

Optional Sequence C Settlement Details 0-1 16R SETDET 171


1 1 1 F SETR


K22

2 0 n F STCO


K22

3 0 1 F STAM

4 0 1 F RTGS


5 0 1 F REGT


6 0 1 F BENE


7 0 1 F CASY


8 0 1 F DBNM 171


9 0 1 F REST


10 0 1 F LEOG


11 0 1 F SETS


12 0 1 F REPT



1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence C1 Settlement Parties 0-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284 286

DEAG 284 286

DECU 284 286


5-108 MT 518 February 2007

DEI1 284 286

DEI2 284 286

REAG 284 286

RECU 284 286

REI1 284 286

REI2 284 286

SELL 284 286

C, P, Q PSET 284, 252

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

16S SETPRTY


---> Repetitive Optional Subsequence C2 Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 A, C PROC


1 0 1 C PROC


February 2007 MT 518 5-109


1 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU

AKTI

ANTO

BAKL

CBCH

CHAR

COUN

CREB

DEAL

DSCA

ENTF

EQUL

EXEC

ISDI

LADT

LEVY

LIDT

LOCL

LOCO

LOTE

LYDT

MACO

MARG

OTHR

POST

PRMA

REFD

REGF


5-110 MT 518 February 2007

SETT 273, 276

SHIP

SPCN

STAM

STEX

SUBS

TRAN

TRAX

VATA

WITH

COAX

ACCA

ZWIS

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171, 284

INPA

2 0 1 S ALTE



1 0 1 A, B SAFE


K97


February 2007 MT 518 5-111

2 0 1 A CASH


1 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL


5-112 MT 519 February 2007

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO


5.18 MT 519 Modification of Client Details




1 1 1 C SEME

1-1 23G 208 (***) 3


1 0 1 A, C PREP



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA

16S LINK 9





1 1 1 D BREF

2 0 1 D BPAR

3 0 1 D SHAR


February 2007 MT 519 5-113


1 1 1 F OWNT


2 0 1 F BENT


3 0 1 F ADMT

F and DSS not present GIVE NGIV TIME K22

4 0 1 F CERT

F and DSS not present NTBK TOBK K22


1 0 1 A, C RMOD

0-1 35B 15


1 0 1 C REGI



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F REST


7 0 1 F PADI



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI


5-114 MT 519 February 2007



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC


February 2007 MT 519 5-115

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36


1 0 1 E FIAN

16S FIA 29


Optional Subsequence B2 Financial Instrument/Account 0-1 16R FIAC 30


1 0 1 P, R ACOW


1 0 1 A SAFE

16S FIAC 32

End of Subsequence B2 Financial Instrument Attributes 16S REGDET 33






1 1 1 B NEWA

PREV

2 0 1 B PERM

MAIL


5-116 MT 519 February 2007


1 0 1 F DIST


2 0 1 F TITL


K22


1 0 1 P, R, U OWND

NOMI

TRUS

2 0 n S ALTE

S and DSS not present ARNU CCPT CHTY CORP DRLC FIIN TXDITXID

K95


1 0 1 G ADDR

2 0 1 D CITY

3 0 1 C DOMI

4 0 1 G EMAI

5 0 1 D LOCA


1 0 1 B POST

2 0 1 B PBOX

3 0 1 B SNUM


1 0 1 C REGI

2 0 1 C PACO

16S ADDRESS 42




1 0 1 F OCCU

2 0 1 F LANG



1 0 1 U BIRT


1 0 1 A, C DBIR

2 0 1 A, C DFON


February 2007 MT 524 5-117


1 0 1 C BIRT

2 0 1 C NATO


1 0 1 C ADTX

16S PERSDET 49





1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 48


5.19 MT 524 Intra-Position Instruction m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP

Optional Subsequence A1 Linkages 0-1 16R LINK 208 5


1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

POOL

16S LINK 8

End of Subsequence A1 Linkages


5-118 MT 524 February 2007

16S GENL 9


Mandatory Sequence B Intra-Position Details 1-1 16R INPOSDET 10


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97


1 0 1 B, C, F SAFE




1 1 1 B SETT


1-1 35B 14


0-1 16R FIA 15


1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



February 2007 MT 524 5-119


1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS


5-120 MT 524 February 2007

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 276

70a Order Min Max Options Qualifier

1 0 1 E FIAN

16S FIA End of Subsequence B1 Financial Instrument Attributes


1 1 1 A, C SETT


1 0 1 E SPRO


A, any qualifier and DSS not present

AVAI AWAS BLOK NOMI OTHR REGO RSTR PLED SPOS UNRG

K93

1 1 1 A FROM 281

2 1 1 A TOBA 281

16S INPOSDET

End of Sequence B Intra-Position Details


February 2007 MT 526 5-121

Optional Sequence C Additional Information 0-1 16R ADDINFO


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO






20 M

21 O

23 M

83 O C

29 O A

29 O B


---->

35 M B

35 O A (***)

30 O

31 O F

87 O A, D

72 O

----| 1 minimum


5-122 MT 527 February 2007

5.21 MT 527 Triparty Collateral Instruction




1 1 1 C SEME

2 0 1 C CLCI 264

3 0 1 C TRCI 264

4 0 1 C SCTR 268

5 0 1 C RCTR 268

1-1 23G *** 208 3


1 0 1 A, C PREP

2 1 1 A, C EXRQ


1 1 1 F, H CINT

F and DSS not present AADJ CADJ DBVT DADJ INIT MADJ PADJ TERM

K22

H AADJ CADJ DBVT DADJ INIT MADJ PADJ TERM

K22

2 1 1 F, H COLA 265

F and DSS not present COMM CRSP EXTD OTCD REPO SECL SLOA SLEB

K22

H COMM CRSP EXTD OTCD REPO SECL SLOA SLEB

K22

3 1 1 H REPR

H RECE PROV K22

4 0 1 F PRSS

5 0 1 F PRIR


6 0 1 F AUTA

F and DSS not present AUTO MANU K22

7 0 1 F FSSA

F and DSS not present FSSN FSSY K22


February 2007 MT 527 5-123


1 0 n B PRBN

2 0 n B FSBN

3 0 n B EXBN

4 0 n B ELIG


1 0 1 D REST

D and DSS not present CONF DKNY K25

--> Repetitive Mandatory Subsequence A1 Collateral Parties

1-n 16R COLLPRTY


1 1 1 P, Q, R PTYA

CLPA

PTYB

TRAG


1 0 1 A, B SAFE


K97


1 0 1 F TRCA

F and DSS not present AGEN PRIN K22

16S COLLPRTY -----| End of Subsequence A1 Collateral Parties


1 0 1 E CINS

2 0 1 E NOTE

---> Repetitive Optional Subsequence A2 Linkages 0-n 16R LINK


1 0 1 A, B LINK


1 1 1 C RELA

PREV

16S LINK

---| End of Subsequence A2 Linkages 16S GENL



5-124 MT 527 February 2007

Conditional Sequence B Deal Transaction Details 0-1 16R DEALTRAN 208 265


1 0 1 B TRAD



1 0 1 B CONC

B N Y K17


1 1 1 A, B, C TERM



1 0 1 A TRAA 265

2 0 1 A TRTE

3 0 1 A VASO


1 0 1 A, C PRIC

2 0 1 A RSPR

3 0 1 A VSMR


1 0 1 F MICO


K22

16S DEALTRAN

End of Sequence B Deal Transaction Details

---> Repetitive Optional Sequence C Securities Movements 0-n 16R SECMOVE


1 1 1 H INOU

H COLI COLO K22

1-1 35B


1 1 1 B QSEC



B, any qualifier N Y K17

1 1 1 B COLL


1 0 1 C CSMV


February 2007 MT 528 5-125

16S SECMOVE

---| End of Sequence C Securities Movements

---> Repetitive Optional Sequence D Cash Movements 0-n 16R CASHMOVE


1 1 1 H INOU

H COLI COLO K22


1 1 1 A CASH


B N Y K17

1 0 1 B COLL


1 0 1 C CCMV

16S CASHMOVE

---| End of Sequence D Cash Movements

Optional Sequence E Additional Information 0-1 16R ADDINFO


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

3 0 1 P, Q, R ISSU

4 0 n C, P, Q, R INVE

16S ADDINFO


5.22 MT 528 ETC Client-Side Settlement Instruction m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 214 (***) 3


1 1 1 F TRTR



5-126 MT 528 February 2007


1 1 1 D MTCH


2 1 1 D AFFM

D and DSS not present AFFI NAFI K25


1 0 1 A, C MTCH

2 0 1 A, C AFFM

3 0 1 A, C PREP



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

POOL

COLR

BMRB

ALMR

16S LINK 11



Mandatory Sequence B Confirmation Details 1-1 16R CONFDET 71 13


1 1 1 A, B, C, E TRAD



February 2007 MT 528 5-127

2 1 1 A, B, C SETT 276


3 0 1 A, C ADEL


1 0 1 A, B DEAL 261




1 0 1 A DAAC

2 0 1 A GIUP


1 0 1 B TRAD



1 1 1 A SETT 275, 276


1 1 1 H BUSE

H BUYI SELL K22

2 0 1 F PRIC 261

F and DSS not present AVER AVOV COMB NDIS NET1 NET2 NOGR NUND PARV RDAV

K22

3 0 1 F PROC


4 0 n F RPOR


5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO

F and DSS not present BLKO BTEX BTMI CBNS CCPN CDIV CRST CRTS CWAR DIOR DORD FRAC GTDL MAPR NCRS NEGO NMPR SETI SPCU SPEX SPSI SSTI XBNS XCPN XDIV XRTS XWAR

K22

8 0 1 F COST

F and DSS not present CLDI FLAT PERN PWCD PWEU PERU SOFT STEP

K22

9 1 1 H PAYM

H APMT FREE K22

10 1 1 H REDE 270, 285

H DELI RECE K22


5-128 MT 528 February 2007

11 0 1 F INCA


12 0 1 F TRCA

F and DSS not present INFI MKTM MLTF RMKT SINT TAGT K22


1 0 1 A FXIB

FXIS



1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

SELL

STBR

RQBR

C, P, Q, R INVE

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA


16S CONFPRTY 28

---| End of Subsequence B1 Confirmation Parties


February 2007 MT 528 5-129


1 1 n1 B SETT 71


1-1 35B 30



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU


5-130 MT 528 February 2007

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


February 2007 MT 528 5-131


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 42


1 0 1 E FIAN

16S FIA


1 0 n B CERT


1 0 1 E TPRO

16S CONFDET


Mandatory Sequence C Settlement Details 1-1 16R SETDET


1 1 1 F SETR

F and DSS not present BSBC BSBOBSBK COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN

K22

2 0 n F STCO


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY



5-132 MT 528 February 2007

9 0 1 F DBNM 171 270 280 285


10 0 1 F TCPI

F and DSS not present PRIN AGEN K22

11 0 1 F FXCX 214

F and DSS not present FXYE FXNO SINO K22

12 0 1 F REST


13 0 1 F SETS


14 0 1 F LEOG


15 0 1 F TRAK

F and DSS not present UNTR TRAC K22

16 0 1 F REPT



1 0 1 B, C, F SAFE



---> Repetitive Mandatory Subsequence C1 Settlement Parties 1-n 16R SETPRTY


1 1 1 P, Q, R BUYR 270 284 286

DEAG 284 285

DECU 284 286

DEI1 284 286

DEI2 284 286

REAG 284 285

RECU 284 286

REI1 284 286

REI2 284 286

SELL 270 284 286

C, P, Q PSET 284, 252 280

2 0 1 S ALTE



1 0 1 A, B SAFE 252



February 2007 MT 528 5-133

PHYS SHOR


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

3 0 1 E DECL

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

2 0 1 E DECL

3 0 1 D REGI

16S CSHPRTY

---| End of Subsequence C2 Cash Partie




1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU

ANTO


5-134 MT 528 February 2007

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MACO

MARG

OTHR

POST

REGF

SETT 275, 276

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

COAX

ACCA

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284


February 2007 MT 528 5-135

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171 284

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 C PACO

2 0 1 E DECL

3 0 1 D REGI


1 0 1 C PROC

16S OTHRPRTY




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO


5-136 MT 529 February 2007

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO


5.23 MT 529 ETC Market-Side Settlement Instruction




1 1 1 C SEME

1-1 23G 208 214 (***) 3


1 1 1 F TRTR



1 1 1 D MTCH



1 0 1 A, C MTCH

2 0 1 A, C PREP

---> Repetitive Optional Subsequence A1 Linkages


February 2007 MT 529 5-137

0-n 16R LINK 208 7


1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV 208

PROG

RELA

TRRF

COMM

POOL

COLR

16S LINK 11



Mandatory Sequence B Confirmation Details 1-1 16R CONFDET 71 13


1 1 1 A, B, C, E TRAD


2 1 1 A, B, C SETT 276


3 0 1 A, C ADEL


1 0 1 A, B DEAL 261




1 0 1 A DAAC

2 0 1 A GIUP



5-138 MT 529 February 2007

1 0 1 B TRAD



1 1 1 A SETT 275, 276


1 1 1 H BUSE

H BUYI SELL K22

2 0 1 F PRIC 261


K22

3 0 1 F PROC


4 0 n F RPOR


5 0 1 F PRIR


6 0 1 F SETG


7 0 n F TTCO


K22

8 0 1 F COST

F and DSS not present CLDI FLAT PERN PWCD PWEU PERU SOFT STEP

K22

9 1 1 H PAYM

H APMT FREE K22

10 1 1 H REDE 270 285

H DELI RECE K22

11 0 1 F INCA


12 0 1 F TRCA



1 0 1 A FXIB

FXIS



1 1 1 P, Q, R AFFM


February 2007 MT 529 5-139

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

SELL

STBR

RQBR

C, P, Q, R INVE

2 0 1 S ALTE



1 0 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA


16S CONFPRTY 28


1 1 n1 B SETT 71


1-1 35B 30



1 0 1 B PLIS



5-140 MT 529 February 2007


1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC


February 2007 MT 529 5-141

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 42


1 0 1 E FIAN

16S FIA



5-142 MT 529 February 2007


1 0 n B CERT


1 0 1 E TPRO

16S CONFDET


Mandatory Sequence C Settlement Details 1-1 16R SETDET


1 1 1 F SETR

F and DSS not present BSBC BSBO BSBK COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN

K22

2 0 n F STCO


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 171 270 280 285


10 0 1 F TCPI


11 0 1 F FXCX 214


12 0 1 F REST


13 0 1 F SETS


February 2007 MT 529 5-143


14 0 1 F LEOG


15 0 1 F TRAK


16 0 1 F REPT



1 0 1 B, C, F SAFE



---> Repetitive Mandatory Subsequence C1 Settlement Parties 1-n 16R SETPRTY


1 1 1 P, Q, R BUYR 270 284 286

DEAG 284 285

DECU 284 286

DEI1 284 286

DEI2 284 286

REAG 284 285

RECU 284 286

REI1 284 286

REI2 284 286

SELL 270 284 286

C, P, Q PSET 284 252 280

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 D REGI

2 0 1 C PACO

3 0 1 E DECL


5-144 MT 529 February 2007

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PACO

2 0 1 E DECL

3 0 1 D REGI

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU

ANTO

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MACO


February 2007 MT 529 5-145

MARG

OTHR

POST

REGF

SETT 275 276

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

COAX

ACCA

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171 284

2 0 1 S ALTE



1 0 1 A, B SAFE



5-146 MT 529 February 2007

PHYS SHOR

2 0 1 A CASH


1 0 1 C PACO

2 0 1 E DECL

3 0 1 D REGI


1 0 1 C PROC

16S OTHRPRTY




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE


February 2007 MT 530 5-147

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO 84


5.24 MT 530 Transaction processing command m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G *** 3


1 0 1 A, C PREP


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

16S GENL 7


---> Repetitive Mandatory Sequence B Request Details 1-n 16R REQD 192, 193 8


1 0 1 C PREV 192

2 0 1 C POOL 192

3 0 1 C RELA 192

4 0 1 C TRRF 192

5 0 1 C COMM 192


1 0 1 F BORR 193

F and DSS not present LAMI NBOR RTRN YBOR K22

2 0 1 F CONP 193


5-148 MT 530 February 2007

F and DSS not present YCON K22

3 0 1 F LINK 193

F and DSS not present LINK UNLK SOFT K22

4 0 1 F PRIR 193


5 0 n F PROC 193

6 0 1 F PRTL 193

F and DSS not present NPAR PART K22

7 0 1 F RTGS 193


8 0 1 F SETT 193

F and DSS not present YPRE NPRE K22

---> Repetitive Optional Subsequence B1 Linkages 0-n 16R LINK 11


1 0 1 F LINK

F and DSS not present AFTE BEFO WITH K22


1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA

TRRF

COMM

16S LINK 15

End of Subsequence B1 Linkages

16S REQD 16

---| End of Sequence B Request Details

---> Repetitive Optional Sequence C Additional Information 0-n 16R ADDINFO 17


1 0 1 A CLAS


1 0 1 A, B SAFE


K97

0-1 35B 20



February 2007 MT 535 5-149

1 0 1 B SETT



1 0 1 A, C EFFD

2 0 1 A, C EXPI

3 0 1 A, C COFF


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 24

---| End of Sequence C Additional Information

5.25 MT 535 Statement of Holdings m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2


1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP

2 1 1 A, C STAT


1 1 1 F SFRE

F and DSS not present ADHO DAIL INDA MNTH WEEK YEAR K22

2 1 1 F CODE

F and DSS not present COMP DELT K22

3 1 1 F STTY 282

F and DSS not present ACCT CUST K22

4 1 1 F STBA

F and DSS not present CONT SETT TRAD K22




5-150 MT 535 February 2007

1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 11



1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97



1 1 1 B ACTI 266, 282

2 0 1 B AUDT

3 1 1 B CONS 256

16S GENL 14


---> Repetitive Optional Sequence B Sub-safekeeping account 0-n 16R SUBSAFE 266 15


1 0 1 P, R ACOW


1 0 1 A, B SAFE 256


K97


1 0 1 B, C, F SAFE





1 0 1 B ACTI 256 269

---> Repetitive Optional Subsequence B1 Financial Instrument 0-n 16R FIN 71 258 259

269, 282 19

1-1 35B 20


February 2007 MT 535 5-151

Optional Subsequence B1a Financial Instrument Attributes

0-1 16R FIA 21


1 0 1 B PLIS


2 0 1 D VAHA


1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE


5-152 MT 535 February 2007

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A VAHA

7 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE



February 2007 MT 535 5-153

5 0 1 B ORGV

B FAMT K36

0-n1 35B 342


1 0 1 E FIAN

16S FIA End of Subsequence B1a Financial Instrument Attributes


1 0 1 H CAOP

H CASH DRIP K22




1 0 1 A, B INDC

A, B, E MRKT

E UKWN K90


1 0 1 B PRIC



1 0 1 A, C PRIC

2 0 1 A, C LAST


1 1 n1 B AGGR 71

B and DSS not present AMOR FAMT UNIT K93

2 0 1 B AVAI


3 0 1 B NAVL


---> Repetitive Optional Subsequence B1b Sub-Balance 0-n 16R SUBBAL


B, any qualifier and DSS not present

AMOR FAMT UNIT K93

C, any qualifier AMOR FAMT UNIT K93

C subfield3, any qualifier AVAI NAVL K93

1 1 1 B AGGR 103 104 105

AWAS

COLA


5-154 MT 535 February 2007

B, C BLCA

BLOK

BLOT

BLOV

BODE

BORE

BORR

CLEN

COLI

COLO

DIRT

DRAW

LOAN

LODE

LORE

MARG

NOMI

OTHR

PDMT 258

PDUM 258

PECA

PEDA

PEND 258

PENR 259

PLED

PRMT 259

PRUM 259

REGO

RSTR

SPOS

TRAN

UNRG

2 0 1 B AVAI 105

3 0 1 B NAVL 105


1 0 1 B PRIC


2 0 1 B, C, F SAFE 103 104



February 2007 MT 535 5-155


3 0 1 B PLIS





1 0 1 A, B INDC

A, B, E MRKT

E UKWN K90


1 0 1 A, C PRIC

2 0 1 A, C LAST


1 0 1 A DAAC


1 0 1 A HOLD

2 0 1 A ACRU

3 0 1 A BOOK

4 0 1 A COVA


1 0 1 B EXCH


1 0 1 C SUBB

16S SUBBAL

---| End of Subsequence B1b Sub-Balance


1 0 1 A DAAC


1 0 1 A HOLD 282

2 0 1 A ACRU

3 0 1 A BOOK

4 0 1 A COVA


1 0 1 B EXCH


1 0 1 E HOLD

16S FIN

---| End of Subsequence B1 Financial Instrument


5-156 MT 535 February 2007

16S SUBSAFE

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

---> Repetitive Optional Sequence C Additional Information 0-n 16R ADDINFO


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE


1 0 1 A HOLP

2 0 1 A HOLS

3 0 1 A TOVA

16S ADDINFO

---| End of Sequence C Additional Information


February 2007 MT 536 5-157

5.26 MT 536 Statement of Transactions m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2


1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP


1 1 1 A, B STAT


1 0 1 F SFRE


2 0 1 F CODE


3 1 1 F STBA

F and DSS not present SETT TRAD K22



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 12

---| End of Subsequence A1 Linkages 95a Order min Max Options Qualifier 13

1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97


5-158 MT 536 February 2007



1 1 1 B ACTI 266

2 1 1 B CONS 256

16S GENL 15


---> Repetitive Optional Sequence B Sub-safekeeping Account 0-n 16R SUBSAFE 266 16


1 0 1 P, R ACOW


1 0 1 A, B SAFE 256


K97



1 0 1 B ACTI 256 269

---> Repetitive Optional Subsequence B1 Financial Instrument 0-n 16R FIN 269 19

1-1 35B 20




1 0 1 A, B INDC

MRKT


1 0 1 B PRIC



1 0 1 A, C PRIC



AMOR FAMT UNIT K93

1 0 1 B FIOP

INOP

2 0 1 B FICL

INCL

---> Repetitive Mandatory Subsequence B1a Transaction 1-n 16R TRAN 73 25


February 2007 MT 536 5-159

---> Repetitive Mandatory Subsequence B1a1 Linkages 1-n 16R LINK 73 26


1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA 73

TRRF

COMM

ASRF

16S LINK 29

---| End of Subsequence B1a1 Linkages

Optional Subsequence B1a2 Transaction Details 0-1 16R TRANSDET 71 30


1 0 1 B TRAD


2 0 1 B, C, F SAFE




1 1 n B PSTA 71



1 0 1 A DAAC


1 0 1 A PSTA 283

2 0 1 A ACRU


1 1 1 F TRAN

F and DSS not present BOLE COLL CORP SETT K22

2 1 1 H REDE

H DELI RECE K22

3 1 1 H PAYM 283

H APMT FREE K22

4 0 1 F CAEV


5-160 MT 536 February 2007

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CHAN CONV COOP CPST DECR DETI DLST DRAW DRIP DTCH DVOP DVSC DVSE EXOF EXOP EXRI EXWA INCR LIQU MCAL MRGR ODLT OTHR PARI PCAL PDEF PINK PLAC PPMT PRII PRIO REDM REDO REMK RHDI RHTS SMAL SOFF SPLF SPLR SUSP TEND WRTH

K22

SETR

F and DSS not present BSBC BSBOBSBK BYIY CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDM REDI RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN

K22

5 0 1 F TRCA


6 0 n F STCO

F and DSS not present ASGN BUTC EXER EXPI KNOC PHYS CLEN DIRT DLWM DRAW FRCL NPAR PART SHOR SPCS SPDL SPST UNEX

K22

7 0 1 F STAM

8 0 1 F RTGS


9 0 1 F REGT


10 0 1 F BENE


11 0 1 F CASY


12 0 1 F TCPI


13 0 1 F REPT

F and DSS not present CADJ CALL PAIR RATE REPC REPO REPE ROLP TOPU WTHD

K22

14 0 1 F MACL

F and DSS not present MAKT CLNT K22

15 0 1 F BLOC

F and DSS not present BLCH BLPA K22

16 0 1 F REST


17 0 1 F SETS


18 0 1 F NETT


February 2007 MT 536 5-161

F and DSS not present YNET NNET K22

19 0 1 F CCPT

F and DSS not present YCCP NCCP K22

20 0 1 F LEOG



1 1 1 A, C ESET

2 0 1 A, B, C SETT


3 0 1 A, B, C TRAD


4 0 1 A, C VALU


1 0 1 D MOVE

D and DSS not present REVE K25


1 0 1 E TRDE

---> Repetitive Optional Subsequence B1a2a Settlement Parties 0-n 16R SETPRTY 39


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284


1 0 1 A, B SAFE 252


K97


1 0 1 C PROC

16S SETPRTY 43

---| End of Subsequence B1a2a Settlement Parties 16S TRANSDET 44


5-162 MT 537 February 2007

End of Subsequence B1a2 Transaction Details 16S TRAN 45

---| End of Subsequence B1a Transaction 16S FIN 46

---| End of Subsequence B1 Financial Instrument 16S SUBSAFE 47

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



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 50


5.27 MT 537 Statement of Pending Transactions



1-1 28E *** 2


1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP

2 1 1 A, C STAT


1 0 1 F SFRE


2 0 1 F CODE


3 1 1 H STST 266

H STAT TRAN K22


February 2007 MT 537 5-163



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 11


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97



1 1 1 B ACTI 266

16S GENL 14


---> Repetitive Optional Sequence B Status 0-n 16R STAT 237 266 15


1 1 1 D IPRC 237

D and DSS not present CAND CANP CGEN CPRC PACK PPRC REPR K25

INMH 237


MTCH 237


SETT 237

D and DSS not present PEND PENF K25

---> Repetitive Optional Subsequence B1 Reason 0-n 16R REAS 237 17


1 1 1 B CAND 237

B and DSS not present CANI CANS CSUB NARR K24

CANP 237

B and DSS not present ADEA CONF NARR K24

CGEN 237

B and DSS not present TRAN SPLI RODE THRD COLL NARR K24


5-164 MT 537 February 2007

NMAT 237

B and DSS not present ADEA CADE CLAT CMIS CPCA DDAT DDEA DELN DEPT DMON DQUA DSEC DTRA DTRD FORF FRAP ICAG ICUS IEXE IIND LATE LEOG NARR NCRR NMAS RTGS PHYS PLCE PODU REPA REPO REPP REGD RERT RSPR SAFE SETR SETS TERM TXST VASU

K24

PACK 237

B and DSS not present ADEA NARR SMPG K24

PEND 237

B and DSS not present ADEA AWMO AWSH BATC BENO BLOC CAIS CERT CHAS CLAC CLHT CMON CPEC COLL CYCL DENO DEPO DISA DKNY DOCC DOCY FLIM FROZ FUTU GLOB GUAD IAAD INCA LAAW LACK LALO LATE LINK MINO MONY MUNO NARR NCON NEWI NMAS NOFX PART PHCK PHSE PRCY PREA REFS REGT REFU SBLO SDUT SETS TAMM YCOL

K24

PENF 237

B and DSS not present ADEA AWMO AWSH BATC BENO BLOC BYIY CAIS CANR CERT CHAS CLAC CLAT CLHT CMON COLL CPEC CYCL DENO DEPO DISA DKNY DOCC DOCY FLIM FROZ GLOB GUAD IAAD INCA LAAW LACK LALO LATE LINK MINO MLAT MONY MUNO NARR NCON NEWI NOFX OBJT PART PHCK PHSE PRCY PREA REFS REGT SBLO SDUT STCD SETS YCOL

K24

PPRC 237

B and DSS not present ADEA BLOC CAIS CERT COLL DENO DOCY FLIM GLOB LACK LALO MINO MONY MUNO NARR NOFX YCOL

K24

REPR 237

B and DSS not present BATC CADE CAEV CASH CASY DDAT DDEA DEPT DMON DQUA DSEC DTRD FORF ICAG ICUS IEXE IIND LEOG MINO MUNO NARR NCRR PHYS PLCE REFE REPA REPO REPP RERT RSPR RTGS SAFE SETR SETS TERM TXST VASU

K24


1 0 1 D REAS

16S REAS 20

---| End of Subsequence B1 Reason

---> Repetitive Mandatory Subsequence B2 Transaction 1-n 16R TRAN 73 21


February 2007 MT 537 5-165

---> Repetitive Mandatory Subsequence B2a Linkages 1-n 16R LINK 73 22


1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA 73

TRRF

COMM

ASRF

16S LINK 25

---| End of Subsequence B2a Linkages

Optional Subsequence B2b Transaction Details 0-1 16R TRANSDET 71 26


1 0 1 B TRAD


2 0 1 B, C, F SAFE



1-1 35B 28


1 1 n B PSTA 71



1 0 1 A PSTA 283

2 0 1 A OCMT


1 1 1 F TRAN


2 1 1 H REDE 285

H DELI RECE K22

3 1 1 H PAYM 283

H APMT FREE K22

4 0 n F STCO


K22

5 0 1 F TRCA


5-166 MT 537 February 2007


6 0 1 F STAM

7 0 1 F RTGS


8 0 1 F REGT


9 0 1 F BENE


10 0 1 F CASY


11 0 1 F TCPI


12 0 1 F REPT


K22

13 0 1 F MACL


14 0 1 F BLOC


15 0 1 F REST


16 0 1 F SETS


17 0 1 F NETT


18 0 1 F CCPT


19 0 1 F LEOG


20 0 1 F CAEV


K22

SETR


February 2007 MT 537 5-167

F and DSS not present BSBC BSBOBBSK BSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN PREA

K22


1 0 1 A, C EXSE

2 1 1 A, B, C SETT

B and DSS not present OPEN UKWN K98

3 0 1 A, C ADEL

4 0 1 A, B, C TRAD


5 0 1 A, C EXVA


1 0 1 E TRDE

---> Repetitive Optional Subsequence B2b1 Settlement Parties 0-n 16R SETPRTY 285 34


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 285

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 285

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284


1 0 1 A, B SAFE 252


K97


1 0 1 C PROC

16S SETPRTY 38

---| End of Subsequence B2b1 Settlement Parties 16S TRANSDET 39

End of Subsequence B2b Transaction Details


5-168 MT 537 February 2007

16S TRAN 40

---| End of Subsequence B2 Transaction 16S STAT 41

---| End of Sequence B Status

---> Repetitive Optional Sequence C Transactions 0-n 16R TRANS 266, 74 42

---> Repetitive Mandatory Subsequence C1 Linkages 1-n 16R LINK 74 43


1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA 74

TRRF

COMM

ASRF

16S LINK 46

---| End of Subsequence C1 Linkages

Optional Subsequence C2 Transaction Details 0-1 16R TRANSDET 72 47


1 0 1 B TRAD


2 0 1 B, C, F SAFE



1-1 35B 49


1 1 n B PSTA 72



1 0 1 A PSTA 283

2 0 1 A OCMT


1 1 1 F TRAN


2 1 1 H REDE 285

H DELI RECE K22


February 2007 MT 537 5-169

3 1 1 H PAYM 283

H APMT FREE K22

4 0 n F STCO


K22

5 0 1 F TRCA


6 0 1 F STAM

7 0 1 F RTGS


8 0 1 F REGT


9 0 1 F BENE


10 0 1 F CASY


11 0 1 F TCPI


12 0 1 F REPT


K22

13 0 1 F MACL


14 0 1 F BLOC


15 0 1 F REST


16 0 1 F SETS


17 0 1 F NETT


18 0 1 F CCPT


19 0 1 F LEOG


20 0 1 F CAEV

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CHAN CONV COOP CPST DECR DETI DLST DRAW DRIP DTCH DVOP DVSC DVSE EXOF EXOP EXRI EXWA INCR LIQU MCAL MRGR ODLT OTHR PARI PCAL PDEF PINK PLAC

K22


5-170 MT 537 February 2007

PPMT PRII PRIO REDM REDO REMK RHDI RHTS SCOP SMAL SOFF SPLF SPLR SUSP TEND WRTH

SETR

F and DSS not present BSBC BSBOBSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN PREA

K22


1 0 1 A, C EXSE

2 1 1 A, B, C SETT


3 0 1 A, C ADEL

4 0 1 A, B, C TRAD


5 0 1 A, C EXVA


1 0 1 E TRDE

---> Repetitive Optional Subsequence C2a Settlement Parties 0-n 16R SETPRTY 285 55


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 285

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 285

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284


1 0 1 A, B SAFE 252


K97


1 0 1 C PROC

16S SETPRTY 59

---| End of Subsequence C2a Settlement Parties


February 2007 MT 537 5-171

16S TRANSDET 60

End of Subsequence C2 Transaction Details

---> Repetitive Optional Sequence C3 Status 0-n 16R STAT 237 61


1 1 1 D IPRC 237

D and DSS not present CAND CANP CGEN CPRC PACK PPRC REPR K25

INMH 237


MTCH 237


SETT 237


---> Repetitive Optional Subsequence C3a Reason 0-n 16R REAS 237 63


1 1 1 B CAND 237


CANP 237

B and DSS not present ADEA NARR CONF K24

CGEN 237

B and DSS not present COLL NARR RODE SPLI THRD TRAN K24

NMAT 237

B and DSS not present ADEA CADE CLAT CMIS CPCA DDAT DDEA DELN DEPT DMON DQUA DSEC DTRA DTRD FORF FRAP ICAG ICUS IEXE IIND LATE LEOG NARR NCRR NMAS RTGS PHYS PLCE PODU REPA REPO REPP REGD RERT RSPR SAFE SETR SETS TERM TXST VASU

K24

PACK 237

B and DSS not present ADEA SMPG NARR K24

PEND 237

B and DSS not present ADEA AWMO AWSH BATC BENO BLOC CAIS CERT CHAS CLAC CLHT CMON CPEC COLL CYCL DENO DEPO DISA DKNY DOCC DOCY FLIM FROZ FUTU GLOB GUAD IAAD INCA LAAW LACK LALO LATE LINK MINO MONY MUNO NARR NCON NEWI NMAS NOFX PART PHCK PHSE PRCY PREA REFS REGT REFU SBLO SDUT SETS TAMM YCOL

K24

PENF 237


5-172 MT 538 February 2007


K24

PPRC 237


K24

REPR 237


K24


1 0 1 D REAS

16S REAS 66

---| End of Subsequence C3a Reason 16S STAT 67

---| End of Subsequence C3 Status 16S TRANS 68

---| End of Sequence C Transactions



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 71


5.28 MT 538 Statement of Intra-Position Advices m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2



February 2007 MT 538 5-173

1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP


1 1 1 A, B STAT


1 0 1 F SFRE


2 0 1 F CODE




1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

POOL

16S LINK 12



1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97



1 1 1 B ACTI 266

16S GENL 15


---> Repetitive Optional Sequence B Financial Instrument 0-n 16R FIN 266 16

1-1 35B 17


5-174 MT 538 February 2007


0-1 16R FIA 18


1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU


February 2007 MT 538 5-175

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36


5-176 MT 538 February 2007

0-n1 35B 2930


1 0 1 E FIAN

16S FIA End of Subsequence B1 Financial Instrument Attributes

---> Repetitive Mandatory Subsequence B2 Sub-Balance 1-n 16R SUBBAL


1 0 1 B, C, F SAFE




1 1 1 A FROM 281

A and DSS not present AVAI AWAS BLCA BLOK BLOT BLOV BORR CLEN COLA COLI COLO DIRT DRAW LOAN MARG NOMI OTHR PECA PEDA PLED REGO RSTR SPOS TRAN UNRG

K93

---> Repetitive Mandatory Subsequence B2a Intra-Position Movement 1-n 16R INPOS

Optional Subsequence B2a1 Linkages 0-1 16R LINK


1 0 1 A, B LINK


1 1 1 C PREV

RELA

POOL

16S LINK

End of Subsequence B2a1 Linkages 36a Order min Max Options Qualifier

1 1 1 B ESTT



1 1 1 A TOBA 281

A and DSS not present AVAI AWAS BLCA BLOK BLOT BLOV BORR CLEN COLA COLI COLO DIRT DRAW LOAN MARG OTHR NOMI PECA PEDA PLED REGO RSTR SPOS TRAN UNRG

K93


1 1 1 A, C SETT

2 0 1 A, C AVAL


February 2007 MT 540 5-177


1 0 1 F CAEV

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CAPG CERT CHAN CLSA CMET CONS CONV COOP CPST DECR DETI DFLT DLST DRAW DRIP DSCL DTCH DVCA DVOP DVSC DVSE EXOF EXOP EXRI EXTM EXWA INCR INTR LIQU MCAL MEET MRGR ODLT OMET OTHR PARI PCAL PDEF PINK PLAC PPMT PRII PRIO REDM REDO REMK RHDI RHTS SHPR SMAL SOFF SPLF SPLR SUSP TEND TREC WRTH WTRC XMET

K22


1 0 1 E SPRO

16S INPOS

---| End of Subsequence B2a Intra-Position Movement 16S SUBBAL

---| End of Subsequence B2 Sub-Balance 16S FIN

---| End of Sequence B Financial Instrument



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO


5.29 MT 540 Receive Free m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208, 214 *** 3


1 0 1 A, C PREP


1 0 1 B SETT 290

2 0 1 B TOSE 290, 299


5-178 MT 540 February 2007

3 0 1 B TORE 299

4 0 1 B TODE 299



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREA

PREV 208

RELA

TRRF

COMM

COLR

CERT


1 0 1 B PAIR


16S LINK



Mandatory Sequence B Trade Details 1-1 16R TRADDET


1 0 1 B TRAD



1 1 1 A, B, C SETT


2 0 1 A, B, C, E TRAD


3 0 1 A, C ADEL

4 0 1 A, B, C CERT


1 0 1 A, B DEAL


February 2007 MT 540 5-179




1 0 1 A DAAC

1-1 35B

Optional Subsequence B1 Financial Instrument Attributes 0-1 16R FIA


1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU


5-180 MT 540 February 2007

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


February 2007 MT 540 5-181


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 30


1 0 1 E FIAN

16S FIA


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR

F and DSS not present LAMI NBOR YBOR K22

5 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN CBNS CCPN CDIV CRTS CWAR GTDL MAPR NEGO NMPR SPCU SPEX XBNS XCPN XDIV XRTS XWAR

K22

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 A FXIS


1 0 1 D MTCH


2 0 1 D AFFM



1 0 1 E FXIN

2 0 1 E SPRO


5-182 MT 540 February 2007

16S TRADDET


---> Repetitive Mandatory Sequence C Financial Instrument/Account 1-n 16R FIAC 71, 288, 289


1 1 n1 B SETT 71



1 0 1 A SETT 288, 289


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH

3 0 1 A, B REGI


K97


1 0 1 B, C, F SAFE



16S FIAC

---| End of Sequence C Financial Instrument/Account

Optional Sequence D RepoTwo Leg Transaction Details 0-1 16R REPO


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22


February 2007 MT 540 5-183

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A, SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO 55

End of Sequence D RepoTwo Leg Transaction Details

Mandatory Sequence E Settlement Details 1-1 16R SETDET 56


1 0 n F STCO

F and DSS not present ASGN BUTC CLEN DIRT DLWM DRAW EXER FRCL KNOC NPAR PART PHYS SPCS SPDL SPST UNEX

K22

2 1 1 F SETR 50

F and DSS not present BSBC BSBOBSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN

K22


5-184 MT 540 February 2007

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 171 270 291


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F FXCX 214


13 0 1 F BLOC


14 0 1 F REST


15 0 1 F SETS


16 0 1 F NETT


17 0 1 F CCPT


18 0 1 F LEOG


19 0 1 F COLA

F and DSS not present COMM CRSP FUTR OPTN REPO SECL SECB SWAP

K22

20 0 1 F COOW

F and DSS not present CLNT BRKR K22

21 0 1 F TRAK


22 0 1 F REPT



February 2007 MT 540 5-185

---> Repetitive Mandatory Subsequence E1 Settlement Parties 1-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 270 284, 286

C, P, Q PSET 252, 284 , 291

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY

---| End of Subsequence E1 Settlement Parties

---> Repetitive Optional Subsequence E2 Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE




5-186 MT 540 February 2007

1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY

---| End of Subsequence E2 Cash Parties

---> Repetitive Optional Subsequence E3 Amounts 0-n 16R AMT



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

BOOK 287

CHAR 287

COUN 287

DEAL 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SETT 287, 289

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287


February 2007 MT 540 5-187

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence E3 Amounts 16S SETDET

End of Sequence E Settlement Details

---> Repetitive Optional Sequence F Other Parties 0-n 16R OTHRPRTY 171


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171 284

n C, P, Q, R INVE 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY

---| End of Sequence F Other Parties


5-188 MT 541 February 2007

5.30 MT 541 Receive Against Payment m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 214, 208 *** 3


1 0 1 A, C PREP


1 0 1 B SETT 290

2 0 1 B TOSE 290, 299

3 0 1 B TORE 299

4 0 1 B TODE 299



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREA

PREV 208

RELA

TRRF

COMM

COLR


1 0 1 B PAIR


16S LINK




February 2007 MT 541 5-189

Mandatory Sequence B Trade Details 1-1 16R TRADDET 13


1 0 1 B TRAD



1 1 1 A, B, C SETT 276


2 0 1 A, B, C,E TRAD


3 0 1 A, C ADEL


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



5-190 MT 541 February 2007


1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT


February 2007 MT 541 5-191

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 30


1 0 1 E FIAN

16S FIA


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22

6 0 1 F INCA



5-192 MT 541 February 2007

7 0 1 F TRCA



1 0 1 A FXIS


1 0 1 D MTCH


2 0 1 D AFFM



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET


---> Repetitive Mandatory Sequence C Financial Instrument/Account 1-n 16R FIAC 71 288, 289


1 1 n1 B SETT 71



1 0 1 A SETT 288, 289


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 B, C, F SAFE



16S FIAC



February 2007 MT 541 5-193



1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO



5-194 MT 541 February 2007

Mandatory Sequence E Settlement Details 1-1 16R SETDET


1 0 n F STCO


K22

2 1 1 F SETR 50


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 171 270 291


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F FXCX 214


13 0 1 F BLOC


14 0 1 F REST


15 0 1 F SETS


16 0 1 F NETT


17 0 1 F CCPT


February 2007 MT 541 5-195


18 0 1 F LEOG


19 0 1 F COLA


K22

20 0 1 F COOW


21 0 1 F TRAK


22 0 1 F REPT




1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 270 284, 286

C, P, Q PSET 252, 284 , 291

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


5-196 MT 541 February 2007

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY


---> Repetitive Mandatory Subsequence E3 Amounts 1-n 16R AMT



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

CHAR 287

COUN 287

DEAL 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287


February 2007 MT 541 5-197

OTHR 287

POST 287

REGF 287

SETT 287, 289, 292, 276

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171 284

C, P, Q, R INVE 284

2 0 1 S ALTE



1 0 1 A CASH


5-198 MT 541 February 2007

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY



February 2007 MT 542 5-199

5.31 MT 542 Deliver Free m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208, 214 *** 3


1 0 1 A, C PREP


1 0 1 B SETT 290

2 0 1 B TOSE 290, 299

3 0 1 B TORE 299

4 0 1 B TODE 299



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREA

PREV 208

RELA

TRRF

COMM

COLR

CERT


1 0 1 B PAIR


16S LINK 11




5-200 MT 542 February 2007



1 0 1 B TRAD



1 1 1 A, B, C SETT


2 0 1 A, B, C, E TRAD


3 0 1 A, C ADEL

4 0 1 A, B, C CERT


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B 18



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



February 2007 MT 542 5-201


1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT


5-202 MT 542 February 2007

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 30


1 0 1 E FIAN

16S FIA 32



1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22


February 2007 MT 542 5-203

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 A FXIB


1 0 1 D MTCH


2 0 1 D AFFM



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET




1 1 n1 B SETT 71



1 0 1 A SETT 288, 289


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH

3 0 1 A, B REGI


K97


1 0 1 B, C, F SAFE


5-204 MT 542 February 2007



16S FIAC




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO


February 2007 MT 542 5-205

16S REPO




1 0 n F STCO

F and DSS not present ASGN CLEN DIRT DLWM DRAW EXER FRCL KNOC NPAR PART PHYS SHOR SPCS SPDL SPST UNEX

K22

2 1 1 F SETR 50


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 171 270 293


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F FXCX 214


13 0 1 F BLOC


14 0 1 F REST


15 0 1 F SETS



5-206 MT 542 February 2007

16 0 1 F NETT


17 0 1 F CCPT


18 0 1 F LEOG


19 0 n F RTRN

F and DSS not present UNRE DQUA DMON PART SAFE DUEB PARD K22

20 0 1 F COLA


K22

21 0 1 F COOW


22 0 1 F TRAK


23 0 1 F REPT




1 1 1 P, Q, R BUYR 270 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 293

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284 , 293

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC



February 2007 MT 542 5-207

1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

BOOK 287

CHAR 287

COUN 287

DEAL 287


5-208 MT 542 February 2007

EUTR 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SETT 287, 289

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284


February 2007 MT 543 5-209

VEND 171 284


2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY


5.32 MT 543 Deliver Against Payment m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208, 214 *** 3


1 0 1 A, C PREP


1 0 1 B SETT 290

2 0 1 B TOSE 290, 299

3 0 1 B TORE 299

4 0 1 B TODE 299



1 0 1 F LINK



1 0 1 A, B LINK



5-210 MT 543 February 2007

1 1 1 C POOL

PREA

PREV 208

RELA

TRRF

COMM

COLR


1 0 1 B PAIR


16S LINK 11





1 0 1 B TRAD



1 1 1 A, B, C SETT 276


2 0 1 A, B, C, E TRAD


3 0 1 A, C ADEL


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B



1 0 1 B PLIS



1 0 1 F MICO


February 2007 MT 543 5-211


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT


5-212 MT 543 February 2007

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 30


1 0 1 E FIAN

16S FIA



February 2007 MT 543 5-213


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 A FXIB


1 0 1 D MTCH


2 0 1 D AFFM



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET


---> Repetitive Mandatory Sequence C Financial Instrument/Account 1-n 16R FIAC 71, 288, 289 38


1 1 n1 B SETT 71



1 0 1 A SETT 288, 289


1 0 1 D DENC



5-214 MT 543 February 2007

1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 B, C, F SAFE



16S FIAC


Optional Sequence D RepoTwo Leg Transaction Details 0-1 16R REPO 47


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI



February 2007 MT 543 5-215

1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO 55


Mandatory Sequence E Settlement Details 1-1 16R SETDET 56


1 0 n F STCO


K22

2 1 1 F SETR 50


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 171 270 293


10 0 1 F TCPI


5-216 MT 543 February 2007


11 0 1 F MACL


12 0 1 F FXCX 214


13 0 1 F BLOC


14 0 1 F REST


15 0 1 F SETS


16 0 1 F NETT


17 0 1 F CCPT


18 0 1 F LEOG


19 0 n F RTRN

F and DSS not present UNRE DQUA DMON PART SAFE DUEB PARD K22

20 0 1 F COLA


K22

21 0 1 F COOW


22 0 1 F TRAK


23 0 1 F REPT




1 1 1 P, Q, R BUYR 270 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 293

RECU 284, 286

REI1 284, 286

REI2 284, 286


February 2007 MT 543 5-217

SELL 284, 286

C, P, Q PSET 252, 284, 293

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY



5-218 MT 543 February 2007




1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

CHAR 287

COUN 287

DEAL 287

EUTR 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SETT 287, 289, 292, 276

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262


February 2007 MT 544 5-219

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 171 284

C, P, Q, R INVE 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY


5.33 MT 544 Receive Free Confirmation m-M Tag Block Id. Options Conditional No.

Mandatory Sequence A General Information 1-1 16R GENL 73 1


1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP



5-220 MT 544 February 2007

1 0 1 H PREC

H PRCA PRSE K22

2 0 1 F PARS

F and DSS not present PAIN PARC K22

---> Repetitive Mandatory Subsequence A1 Linkages 1-n 16R LINK 73 6


1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA 73

TRRF

COMM

COLR

CERT

16S LINK 10





1 0 1 B TRAD



1 0 1 A, B, C SETT

B and DSS not present SEOP WDIS WIDI WISS K98

2 0 1 A, B, C, E TRAD


3 1 1 A, B, C ESET

4 0 1 A, B, C CERT


1 0 1 A, B DEAL




February 2007 MT 544 5-221


1 0 1 A DAAC

1-1 35B 17



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV


5-222 MT 544 February 2007

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT



February 2007 MT 544 5-223

4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 29


1 0 1 E FIAN

16S FIA


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET




1 1 n1 B ESTT 71


2 0 1 B PSTT


3 0 1 B RSTT


5-224 MT 544 February 2007



1 0 1 A ESTT 288, 289

2 0 1 A PSTT

3 0 1 A RSTT


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH

3 0 1 A, B REGI


K97


1 0 1 B, C, F SAFE



16S FIAC




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22



February 2007 MT 544 5-225

1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO




1 0 n F STCO


K22

2 1 1 F SETR


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


5-226 MT 544 February 2007


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 291


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F BLOC


13 0 1 F REST


14 0 1 F SETS


15 0 1 F NETT


16 0 1 F CCPT


17 0 1 F LEOG


18 0 1 F COLA


K22

19 0 1 F COOW


20 0 1 F REPT




1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286


February 2007 MT 544 5-227

REAG 284

RECU 284. 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284 ,291

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI


5-228 MT 544 February 2007

3 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

BOOK 287

CHAR 287

COUN 287

DEAL 287

ESTT 287, 289

EUTR 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


February 2007 MT 544 5-229


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT



---> Repetitive Optional Sequence F Other Parties 0-n 16R OTHRPRTY


1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 284


2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY



5-230 MT 545 February 2007

5.34 MT 545 Receive Against Payment Confirmation m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP


1 0 1 H PREC

H PRCA PRSE K22

2 0 1 F PARS




1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA 73

TRRF

COMM

COLR

16S LINK





1 0 1 B TRAD



February 2007 MT 545 5-231


1 0 1 A, B, C SETT 276


2 0 1 A, B, C, E TRAD


3 1 1 A, B, C ESET


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



5-232 MT 545 February 2007


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC


February 2007 MT 545 5-233

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 29


1 0 1 E FIAN

16S FIA


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 E FXIN

2 0 1 E SPRO


5-234 MT 545 February 2007

16S TRADDET




1 1 n1 B ESTT 71


2 0 1 B PSTT


3 0 1 B RSTT



1 0 1 A ESTT 288, 289

2 0 1 A PSTT

3 0 1 A RSTT


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 B, C, F SAFE



16S FIAC




1 0 1 A, B, C TERM



1 0 1 F RERT


February 2007 MT 545 5-235


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO




1 0 n F STCO


K22

2 1 1 F SETR


5-236 MT 545 February 2007

F and DSS not present BSBC BSBOBSBK BYIY CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN

K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 291


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F BLOC


13 0 1 F REST


14 0 1 F SETS


15 0 1 F NETT


16 0 1 F CCPT


17 0 1 F LEOG


18 0 1 F COLA


K22

19 0 1 F COOW


20 0 1 F REPT


February 2007 MT 545 5-237




1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 291

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284, 291

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



5-238 MT 545 February 2007


1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

CHAR 287

COUN 287

DEAL 287

ESTT 287, 289, 292, 276

EUTR 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SHIP 287

SPCN 287

STAM 287


February 2007 MT 545 5-239

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 284

C, P, Q, R INVE 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC


5-240 MT 546 February 2007

16S OTHRPRTY


5.35 MT 546 Deliver Free Confirmation m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP


1 0 1 H PREC

H PRCA PRSE K22

2 0 1 F PARS




1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA 73

TRRF

COMM

COLR

CERT

16S LINK




February 2007 MT 546 5-241



1 0 1 B TRAD



1 0 1 A, B, C SETT


2 0 1 A, B, C, E TRAD


3 1 1 A, B, C ESET

4 0 1 A, B, C CERT


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



5-242 MT 546 February 2007


1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT


February 2007 MT 546 5-243

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 29


1 0 1 E FIAN

16S FIA


1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR


5 0 n F TTCO


K22

6 0 1 F INCA


5-244 MT 546 February 2007


7 0 1 F TRCA



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET




1 1 n1 B ESTT 71


2 0 1 B PSTT


3 0 1 B RSTT



1 0 1 A ESTT 288, 289

2 0 1 A PSTT

3 0 1 A RSTT


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH

3 0 1 A, B REGI


K97


1 0 1 B, C, F SAFE




February 2007 MT 546 5-245

16S FIAC




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO



5-246 MT 546 February 2007



1 0 n F STCO


K22

2 1 1 F SETR


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 293


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F BLOC


13 0 1 F REST


14 0 1 F SETS


15 0 1 F NETT


16 0 1 F CCPT


17 0 1 F LEOG


February 2007 MT 546 5-247


18 0 1 F COLA


K22

19 0 1 F COOW


20 0 1 F REPT




1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 293

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284, 293

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY



5-248 MT 546 February 2007



1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

BOOK 287

CHAR 287

COUN 287

DEAL 287

ESTT 287, 289

EUTR 287

EXEC 287

ISDI 287

LEVY 287


February 2007 MT 546 5-249

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 284


2 0 1 S ALTE




5-250 MT 547 February 2007

1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY


5.36 MT 547 Deliver Against Payment Confirmation m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP


1 0 1 H PREC

H PRCA PRSE K22

2 0 1 F PARS




1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C POOL

PREV 208

RELA 73

TRRF

COMM


February 2007 MT 547 5-251

COLR

16S LINK





1 0 1 B TRAD



1 0 1 A, B, C SETT 276


2 0 1 A, B, C, E TRAD


3 1 1 A, B, C ESET


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


5-252 MT 547 February 2007


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN




February 2007 MT 547 5-253

1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 B TSMT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 29


1 0 1 E FIAN

16S FIA



1 0 1 F PROC


2 0 n1 F RPOR


3 0 1 F PRIR


4 0 1 F BORR



5-254 MT 547 February 2007

5 0 n F TTCO


K22

6 0 1 F INCA


7 0 1 F TRCA



1 0 1 E FXIN

2 0 1 E SPRO

16S TRADDET




1 1 n1 B ESTT 71


2 0 1 B PSTT


3 0 1 B RSTT



1 0 1 A ESTT 288, 289

2 0 1 A PSTT

3 0 1 A RSTT


1 0 1 D DENC


1 0 n B CERT


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 B, C, F SAFE


February 2007 MT 547 5-255



16S FIAC




1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO


5-256 MT 547 February 2007

16S REPO




1 0 n F STCO


K22

2 1 1 F SETR


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F DBNM 293


10 0 1 F TCPI


11 0 1 F MACL


12 0 1 F BLOC


13 0 1 F REST


14 0 1 F SETS


15 0 1 F NETT



February 2007 MT 547 5-257

16 0 1 F CCPT


17 0 1 F LEOG


18 0 1 F COLA


K22

19 0 1 F COOW


20 0 1 F REPT




1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 293

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284, 293

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


5-258 MT 547 February 2007

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY





1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

ANTO 287

CHAR 287

COUN 287

DEAL 287

ESTT 287, 289, 292, 276

EUTR 287

EXEC 287


February 2007 MT 547 5-259

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT





1 1 1 P, Q, R EXCH 284

MEOR 284

MERE 284

TRRE 284

TRAG 284

VEND 284

C, P, Q, R INVE 284

2 0 1 S ALTE


5-260 MT 547 February 2007



1 0 1 A CASH

2 0 1 A SAFE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


1 0 1 C PROC

16S OTHRPRTY



February 2007 MT 548 5-261

5.37 MT 548 Settlement Status and Processing Advice




1 1 1 C SEME

1-1 23G *** 3


1 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C POOL

PREV

RELA 73

TRRF

COMM

16S LINK 8


---> Repetitive Mandatory Subsequence A2 Status 1-n 16R STAT 237 9


1 1 1 D CPRC 237


IPRC 237

D and DSS not present CAND CANP CGEN CPRC PACK PPRC REJT REPR

K25

MTCH 237


SETT 237


SPRC 237

D and DSS not present REJT K25

CALL 237


5-262 MT 548 February 2007

D and DSS not present DEND CACK K25

INMH 237


---> Repetitive Optional Subsequence A2a Reason 0-n 16R REAS 237 11


1 1 1 B CAND 237

B and DSS not present CANI CANS CANT CANZ CSUB NARR K24

CANP 237

B and DSS not present ADEA CONF NARR K24

CACK 237

B and DSS not present ADEA CALR CALI CALP CALD K24

CGEN 237


DEND 237

B and DSS not present ADEA DCAN DCAL DFOR DPRG DREP DSET LATE NARR

K24

NMAT 237

B and DSS not present ADEA CADE CLAT CMIS CPCA DDAT DDEA DELN DEPT DMON DQUA DSEC DTRA DTRD FORF FRAP ICAG ICUS IEXE IIND LATE LEOG NARR NCRR NMAS PHYS PLCE PODU REGD REPA REPO REPP RERT RSPR RTGS SAFE SETR SETS TERM TXST VASU

K24

PACK 237

B and DSS not present ADEA NARR SMPG K24

PEND 237

B and DSS not present ADEA AWMO AWSH BATC BENO BLOC CAIS CERT CHAS CLAC CLHT CMON COLL CPEC CYCL DENO DEPO DKNY DISA DOCC DOCY FLIM FROZ FUTU GLOB GUAD IAAD INCA LAAW LACK LALO LATE LINK MINO MONY MUNO NARR NCON NEWI NMAS NOFX PART PHCK PHSE PRCY PREA REFS REGT REFU SBLO SDUT SETS TAMM YCOL

K24

PENF 237


K24


February 2007 MT 548 5-263

PPRC 237


K24

REJT 237

B and DSS not present ADEA BATC CADE CAEV CASH CASY DDAT DDEA DEPT DMON DQUA DSEC DTRD FORF ICAG ICUS IEXE IIND LATE LEOG MINO MISM MUNO NARR NCRR NRGM NRGN PHYS PLCE REFE REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST VASU

K24

REPR 237


K24


1 0 1 D REAS

16S REAS 14




Optional Sequence B Settlement Transaction Details 0-1 16R SETTRAN 71 17


1 0 1 B TRAD


2 0 1 B, C, F SAFE



1-1 35B 19


1 1 n1 B SETT 71



1 0 1 A OCMT

2 0 1 A SETT 283



5-264 MT 548 February 2007

1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97


1 1 1 F SETR

F and DSS not present BSBC BSBOBSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SBRE SECB SECL SLRE SUBS SYND TBAC TRAD TRPO TURN PREA

K22

2 1 1 H REDE 285

H DELI RECE K22

3 1 1 H PAYM 283

H APMT FREE K22

4 0 n F STCO


K22

5 0 1 F TRCA


6 0 1 F STAM

7 0 1 F RTGS


8 0 1 F REGT


9 0 1 F BENE


10 0 1 F CASY


11 0 1 F TCPI


12 0 1 F REPT


K22

13 0 1 F MACL


14 0 1 F BLOC


15 0 1 F REST


February 2007 MT 548 5-265


16 0 1 F SETS


17 0 1 F NETT


18 0 1 F CCPT


19 0 1 F LEOG


20 0 1 F COLA


K22

21 0 1 F COOW



1 0 1 A, C EXSE

2 1 1 A, B, C SETT


3 0 1 A, C ADEL

4 0 1 A, B, C, E TRAD


5 0 1 A, C EXVA


1 0 1 E SPRO

---> Repetitive Optional Subsequence B1 Settlement Parties 0-n 16R SETPRTY 285 26


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 285

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 285

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284


1 0 1 A, B SAFE 252


5-266 MT 549 February 2007


K97


1 0 1 C PROC

16S SETPRTY 30

---| End of Subsequence B1 Settlement Parties 16S SETTRAN 31

End of Sequence B Settlement Transaction Details



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

3 0 1 C, P, Q, R INVE

16S ADDINFO 34


5.38 MT 549 Request for Statement/Status Advice m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C STAT 279


1 0 1 A, B STAT 279


1 1 1 A REQU

A 509 510 535 536 537 538 548 558 567 575 576 577 584 586 589

K13


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97


February 2007 MT 549 5-267


1 0 1 F CODE


2 0 1 F SFRE


3 0 1 F STTY

F and DSS not present ACCT CUST K22

4 0 1 F STBA

F and DSS not present CONT SETT TRAD K22 -----> Repetitive Optional Subsequence A1 Linkages

0-n 16R LINK 208 7


1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 10 -----| End of Subsequence A1 Linkages

16S GENL


---> Repetitive Optional Sequence B Statement by Status/Reason and/or by Financial Instrument

0-n 16R BYSTAREA 237 280


1 0 1 D AFFM 237


CPRC 237

D and DSS not present CAND CANP DEND EXCH INTE PACK PARF REJT REPR

K25

DPRC 237

D and DSS not present DRRE NORE PEND K25

EPRC 237

D and DSS not present COMP PEND RECD K25

INMH 237


IPRC 237


5-268 MT 549 February 2007

D and DSS not present CAN1 CAN2 CAN3 CAND CANO CANP CGEN COSE CPRC DFLA DONE DONF EXCH EXSE FORC FUTU INTE NOIN NOTC OPOD OVER PACK PAFI PART PPRC REJT REPR SESE STIN SUSP TREA UNDE

K25

MTCH 237


SETT 237


RPRC 237

D and DSS not present DEND EXCH INTE PACK PART PEND REJT REPL REPR

K25

RERC 237

D and DSS not present REJT PACK K25

CALL 237

D and DSS not present DEND CACK K25

ESTA

D and DSS not present PWAL SUAP APPD UNAC WHOU CLDE K25


1 0 n B NMAT 237

B and DSS not present ADEA CADE CHAR CLAT CMIS CPCA DDAT DDEA DEAL DELN DEPT DMON DQUA DSEC DTRA DTRD EXEC FORF FRAP ICAG ICUS IEXE IIND LATE LEOG MCAN NARR NCRR NMAS PHYS PLCE PODU REGD REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST VASU

K24

2 0 n B PEND 237

B and DSS not present ADEA AUTH AWMO AWSH BATC BENO BLOC CAIS CHAS CLAC CLHT CMON COLL CONF CPEC CYCL DENO DEPO DISA DKNY DOCC DOCY DQUA FLIM FROZ FUTU GLOB GUAD IAAD INCA IPNC LAAW LACK LALO LATE LINK MCER MINO MONY MUNO NARR NCON NEWI NMAS NOFX NPAY NSEC OVER PART PHCK PHSE PENR PRCY PREA REFS REGT REFU SBLO SDUT SETS TAMM VLDA YCOL

K24

3 0 n B PENF 237


February 2007 MT 549 5-269


K24

4 0 n B REJT 237

B and DSS not present ADEA BATC BPAR BREF BUSE CADE CAEV CANC CASH CASY COMC DADR DCAN DDAT DDEA DEPT DMON DORD DPRG DQUA DSEC DTRD EVNM FEEE FORF IACT ICAG ICOP ICUS IEXE IIND INIR INNA INTV INVA LACK LATE LEOG MCRA MINO MLEG MUNO NARR NCRR NMTY NRGM NRGN OPNM OPTY OWNT OVER PHYS PLCE REFE REFT REPA REPO REPP REQM REQW TERM RERT RREA RSPR RTGS SAFE SETR SETS SHAR SIGN STAM STAT TXST ULNK VASU

K24

5 0 n B DEND 237

B and DSS not present ADEA DCAN DCAL DFOR DPRG DREP DSET IPNC LATE NARR

K24

6 0 n B CAND 237

B and DSS not present CANI CANO CANS CANT CANZ CSUB CREG NARR

K24

7 0 n B CANP 237

B and DSS not present ADEA CONF DQUA NARR K24

8 0 n B DRRE 237

B and DSS not present NARR K24

9 0 n B NAFI 237


10 0 n B PACK 237

B and DSS not present ADEA LATE NARR NSTP OVER RQWV SMPG

K24

11 0 n B CACK 237

B and DSS not present ADEA CALR CALI CALP CALD K24

12 0 n B REPR 237

B and DSS not present ADEA BATC BUSE CADE CAEV CASH CASY COMC DDAT DDEA DEPT DMON DQUA DSEC DTRD FEEE FORF ICAG ICUS IEXE IIND INNA LEOG MINO MUNO NARR NCRR NRGM NRGN PHYS PLCE REFE REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST ULNK VASU

K24

13 0 n B PPRC 237


5-270 MT 558 February 2007


K24

14 0 n B CGEN 237


0-n 35B

16S BYSTAREA

---| End of Sequence B Statement by Status/Reason and/or by Financial Instrument

---> Repetitive Optional Sequence C By Instruction Reference 0-n 16R REF 280


1 1 n C PREV

TRRF

COMM

RELA

MAST

BASK

INDX

LIST

PROG

POOL

CORP

16S REF

---| End of Sequence C By Instruction Reference

Optional Sequence D Additional Information 0-1 16R ADDINFO


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO


5.39 MT 558 Triparty Collateral Status and processing Advice m-M Tag Block Id. Options Conditional No.




February 2007 MT 558 5-271

1 1 1 C SEME

2 0 1 C CLCI

3 0 1 C TRCI

4 0 1 C SCTR 268

5 0 1 C RCTR 268

1-1 23G *** 208 3


1 0 1 A, C PREP

2 1 1 A, C EXRQ


1 1 1 F, H CINT

F and DSS not present INIT PADJ DADJ AADJ CADJ TERM MADJ K22

H INIT PADJ DADJ AADJ CADJ TERM MADJ K22

2 1 1 F, H COLA 265


K22

H COMM CRSP EXTD OTCD REPO SECL SLOA SLEB

K22

3 1 1 H REPR

H RECE PROV K22

4 0 1 F PRSS

5 0 1 F PRIR


6 0 1 F AUTA


7 0 1 F FSSA

F and DSS not present FSSN FSSY K22


1 0 n B PRBN

2 0 n B FSBN

3 0 n B EXBN

4 0 n B ELIG

-----> Repetitive Mandatory Subsequence A1 Collateral Parties

1-n 16R COLLPRTY 7


1 1 1 P, Q, R PTYA

CLPA

PTYB

TRAG


5-272 MT 558 February 2007


1 0 1 A, B SAFE


K97

16S COLLPRTY 10 -----| End of Subsequence A1 Collateral Parties


1 0 1 D CPRC


IPRC

D and DSS not present CAND FUTU PACK CANP REJT TREA K25

MTCH


RPRC

D and DSS not present REPL PEND DEND PACK REJT K25


1 0 1 B CAND


DEND

NMAT

B and DSS not present CPCA K24

PEND

REJT



1 0 1 B CAPP


1 0 1 A RMAG


1 0 1 D REAS

2 0 1 E CINS



1 0 1 A, B LINK


1 1 1 C RELA

PREV


February 2007 MT 558 5-273

16S LINK 19



Mandatory Sequence B Deal Transaction Details 1-1 16R DEALTRAN 21


1 1 1 A, B, C TERM



1 0 1 A TRAA 265

2 0 1 A TRTE


1 0 1 A, C PRIC

2 0 1 A RSPR


1 0 1 F MICO


K22

16S DEALTRAN 26

End of Sequence B Deal Transaction Details

---> Repetitive Optional Sequence C Securities Movements 0-n 16R SECMOVE 27


1 1 1 H INOU

H COLI COLO K22

1-1 35B 29


1 1 1 B QSEC



1 0 1 D MOVE

D and DSS not present LIMB CASH CURR NLEG EXCL TAXE AMT1 MANU WAIT FUTU

K25



1 1 1 B COLL

2 0 1 B SMAF

3 0 1 B TYPP


5-274 MT 559 February 2007


1 0 1 C TSMV

2 0 1 C CSMV


1 0 1 A MAGV

16S SECMOVE 35

---| End of Sequence C Securities Movements

---> Repetitive Optional Sequence D Cash Movements 0-n 16R CASHMOVE 36


1 1 1 H INOU

H COLI COLO K22


1 1 1 A CASH


1 0 1 C TCMV

2 0 1 C CCMV


1 0 1 D MOVE



1 1 1 B CMAF

2 0 1 B COLL

16S CASHMOVE 42

---| End of Sequence D Cash Movements



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 45





19 M 1, 3

23 M


February 2007 MT 564 5-275

53 O A, C, D 14

57 O A, B, D 5, 14

72 O

---->

20 M

35 M A (***)

35 M B

35 O C, D

35 O E

35 O U (***)

31 O E

31 O L

31 O C

31 O S

80 O C

33 O T (***)

35 O L

32 O M 3

32 O G 3

71 O C

71 O B

36 O

34 M A 1, 2, 3

75 O

72 O

----| 1 - 10

5.41 MT 564 Corporate Action Notification m-M Tag Block Id. Options Conditional No.



1 1 1 C CORP

2 1 1 C SEME

1-1 23G 202 208 *** 3


1 0 1 F CAEP

F and DSS not present DISN REOR GENL K22


5-276 MT 564 February 2007

21 1 1 F CAEV 201 203 199 206

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CAPG CERT CHAN CLSA CMET CONS CONV CPST DECR DETI DFLT DLST DRAW DRIP DSCL DTCH DVCA DVOP DVSC DVSE EXOF EXOP EXRI EXTM EXWA INCR INTR LIQU MCAL MEET MRGR ODLT OMET OTHR PARI PCAL PDEF PINK PLAC PPMT PRED PRII PRIO REDM REDO REMK RHDI RHTS SMAL SOFF SPLF SPLR SUSP TEND TREC WRTH WTRC XMET SHPR COOP

K22

32 1 1 F CAMV

F and DSS not present CHOS MAND VOLU K22


1 0 1 A, C PREP


1 1 1 D PROC

D and DSS not present COMP ENTL INFO PREC PREU K25



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C CORP

PREV 208

RELA

CACN

16S LINK 11



Mandatory Sequence B Underlying Securities 1-1 16R USECU 13

1-1 35B 14



1 0 1 B PLIS


February 2007 MT 564 5-277



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


K, any qualifier UKWN K92

1 0 1 A, K PRFC

2 0 1 A, K NWFC

3 0 1 A, K INTR

4 0 1 A, K NXRT

5 0 1 A, K DECL


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

16S FIA 23



5-278 MT 564 February 2007

---> Repetitive Mandatory Subsequence B2 Account Information 1-n 16R ACCTINFO 71, 294 24


1 0 1 P, R ACOW


1 1 1 A, C SAFE 294

C GENR K97


1 0 1 B, C, F SAFE

B and DSS not present SHHE ALLP K94




AMOR FAMT UNIT K93


C subfield3, any qualifier ELIG NELG K93

1 0 n1 B ELIG 71

2 0 1 B, C BLOK

3 0 1 B, C BORR

4 0 1 B, C COLI

5 0 1 B, C COLO

6 0 1 B, C LOAN

7 0 n B, C PEND

8 0 n B, C PENR

9 0 1 B, C REGO

10 0 1 B, C SETT

11 0 1 B, C SPOS

12 0 1 B, C TRAD

13 0 1 B, C TRAN

14 0 1 B, C NOMI

15 0 1 B, C UNBA

16 0 1 B, C INBA

16S ACCTINFO 28

---| End of Subsequence B2 Account Information 16S USECU 29

End of Sequence B Underlying Securities

Optional Sequence C Intermediate Securities 0-1 16R INTSEC 201 202 30

1-1 35B 31


February 2007 MT 564 5-279


1 0 1 B, E QINT 202

B UNIT K36

E UNIT K36



AMOR FAMT UNIT K93



1 0 1 B, C UNBA

2 0 1 B, C INBA


1 0 1 F DISF

F and DSS not present DIST RDDN RDUP STAN K22

2 0 1 F SELL

F and DSS not present NREN RENO K22


1 0 1 D RTUN

2 0 1 D ADSR


B, any qualifier ACTU K90

1 0 1 B INDC

MRKT



OPEN UKWN ONGO K98

1 1 1 A, B EXPI

2 1 1 A, B POST


C subfield3, any qualifier OPEN UKWN ONGO K69

D subfield3, any qualifier OPEN UKWN ONGO K69

E, any qualifier OPEN UKWN ONGO K69

F, any qualifier OPEN UKWN ONGO K69

1 0 1 A, B, C, D, E, F

TRDP

2 0 1 A, B, C, D, E, F

SEAD

16S INTSEC 39

End of Sequence C Intermediate Securities


5-280 MT 564 February 2007

Optional Sequence D Corporate Action Details 0-1 16R CADETL 203, 206, 277,

278, 280 40



OPEN UKWN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD COAP CORD COUC CVPR DIVR EARL EFFD EQUL EXPI EXRQ FBDM FCDM FDAT FDDT FXDT IFIX INST LBDM LCDM LOTO MATU MEET MFIX MKDT PAYD PODT PROD QUOT RDDT RDTE REDM REGI RESU SPLT SUBS TAXB TSDT VALU UNCO WUCO XDTE MET2 MET3

K98

D subfield4, any qualifier ACTU BUSE K98

1 0 1 A, B, C, D ANOU

2 0 1 A, B, C, D AVAL

3 0 1 A, B, C, D CERT

4 0 1 A, B, C, D COUC

5 0 1 A, B, C, D XDTE

6 0 1 A, B, C, D DIVR

7 0 1 A, B, C, D EARL

8 0 1 A, B, C, D EFFD

9 0 1 A, B, C, D EXRQIFIX

10 0 1 A, B, C, D FDDT

11 0 1 A, B, C, D FXDT

12 0 1 A, B, C, D MKDT

13 0 1 A, B, C, D PAYD

14 0 1 A, B, C, D PODT

15 0 1 A, B, C, D PROD

16 0 1 A, B, C, D REDM

17 0 1 A, B, C, D SUBS

18 0 1 A, B, C, D QUOT

19 0 1 A, B, C, D MEET

20 0 1 A, B, C, D RDDT

21 0 1 A, B, C, D RDTE

22 0 1 A, B, C, D TSDT

23 0 1 A, B, C, D EXPI

24 0 1 A, B, C, D REGI

25 0 1 A, B, C, D RESU

26 0 1 A, B, C, D SPLT

27 0 1 A, B, C, D LOTO

28 0 1 A, B, C, D CVPR


February 2007 MT 564 5-281

29 0 1 A, B, C, D CEXD

30 0 1 A, B, C, D CORD

31 0 1 A, B, C, D UNCO

32 0 1 A, B, C, D WUCO

33 0 1 A, B, C, D FDAT

34 0 1 A, B, C, D TAXB

35 0 1 A, B, C, D MET2

36 0 1 A, B, C, D MET3

37 0 1 A, B, C, D EQUL

38 0 1 A, B, C, D ECDT

39 0 1 A, B, C, D MFIX

40 0 1 A, B, C, D COAP

41 0 1 A, B, C, D MATU






J, any qualifier OPEN UKWN ONGO K69

1 0 1 A, B, C, D, E, F, J

PRIC

2 0 1 A, B, C, D, E, F, J

REVO

3 0 1 A, B, C, D, E, F, J

PWAL

4 0 1 A, B, C, D, E, F, J

INPE

5 0 1 A, B, C, D, E, F, J

CSPD

6 0 1 A, B, C, D, E, F, J

BLOK

7 0 1 A, B, C, D, E, F, J

SEAD

8 0 1 A, B, C, D, E, F, J

PARL

9 0 1 A, B, C, D, E, F, J

TRDP

10 0 1 A, B, C, D, E, F, J

CLCP


1 0 1 A DAAC


5-282 MT 564 February 2007


E subfield4, any qualifier ACTU INDI K92

1 0 1 A, B, K EXCH

K OPEN UKWN K92

2 0 1 A, K RDIS

K OPEN UKWN K92

3 0 1 D, K, L ADSR

K OPEN UKWN K92

4 0 1 D, K, L ADEX

K OPEN UKWN K92

5 0 1 D, K, L, M, N

NEWO

K OPEN UKWN K92

6 0 1 D, K, L, M, N

NWRT

K OPEN UKWN K92

7 0 n A, E, F, J, K NETT 277, 278

E FLFR UNFR TXFR TXDF SOIC INTR INCO CAPO TXBL

K92

J FLFR UNFR TXFR TXDF SOIC INTR INCO CAPO TXBL

K92

K OPEN UKWN K92

8 0 n A, E, F, J, K GRSS 277, 278, 280

E FLFR UNFR TXFR TXDF SOIC INTR INCO CAPO TXBL LTCG STCG

K92

J FLFR UNFR TXFR TXDF SOIC INTR INCO CAPO TXBL LTCG STCG

K92

K NILP OPEN UKWN K92

9 0 n A, E, F, J, K TAXC 277 278

E AVFI IMPU PREC TIER K92

J AVFI IMPU PREC TIER K92

K OPEN UKWN K92

10 0 n J TAXE 278, 280

J LIDT WITF WITL K92

11 0 1 A, F, K NRES

K OPEN UKWN K92

12 0 1 A, K TAXR

K OPEN UKWN K92

13 0 1 A, F, K WITF

K OPEN UKWN K92


February 2007 MT 564 5-283

14 0 1 A, F, K WITL

K OPEN UKWN K92

15 0 1 A, F, K LADT

K OPEN UKWN K92

16 0 1 A, F, K LIDT

K OPEN UKWN K92

17 0 1 A, F, K LOTE

K OPEN UKWN K92

18 0 1 A, F, K LYDT

K OPEN UKWN K92

19 0 1 A, F, K CHAR

K OPEN UKWN K92

20 0 1 A, F, K FLFR

K OPEN UKWN K92

21 0 1n A, F, J, K INTR

J SCHD USCD K92


22 0 1 A, F, K ATAX

K OPEN UKWN K92

23 0 1 A, K RATE

K OPEN UKWN K92

24 0 1 F, K BIDI

K OPEN UKWN K92

25 0 1 F, K FDIV

K OPEN UKWN K92

26 0 1 A, K INCE

K OPEN UKWN K92

27 0 1 F, K PDIV

K OPEN UKWN K92

28 0 1 A, K SOFE

K OPEN UKWN K92

29 0 1 A, K TXIN

K OPEN UKWN K92

30 0 1 A, K TXPR

K OPEN UKWN K92

31 0 1 A, K TXRC

K OPEN UKWN K92

32 0 1 A, K PROR

K OPEN UKWN K92


5-284 MT 564 February 2007

33 0 1 A, K PTSC

K OPEN UKWN K92

34 0 1 A, K FISC

K OPEN UKWN K92

35 0 1 A, K RINR

K OPEN UKWN K92

36 0 1 A, K RSPR

K OPEN UKWN K92



B, any qualifier ACTU DISC PLOT PREM K90

E, any qualifier OPEN UKWN K90

F subfield2, any qualifier ACTU DISC PLOT PREM K90

F subfield5, any qualifier AMOR FAMT UNIT K90

J subfield2, any qualifier ACTU DISC PLOT PREM K90

1 0 1 A, B, E INDC

MRKT

2 0 1 A, B, E EXER

3 0 1 A, B, E ISSU

4 0 1 A, B, E, F, J OFFR

5 0 1 A, B, E PRPP

6 0 1 B TDMT

7 0 1 A, B, E CINL

8 0 1 A, B, E MAXP

9 0 1 A, B, E MINP



C, any qualifier QALL K36

1 0 1 B, C BOLQ

2 0 1 B MIEX

3 0 1 B MILT

4 0 1 B, C QTSO

5 0 1 B, C FOLQ

6 0 1 B NBLT

7 0 1 B NEWD


1 0 n A, B COUP


February 2007 MT 564 5-285



1 0 1 B CERT

2 0 1 B RCHG

3 0 1 B COMP


1 0 1 F DIVI

F and DSS not present FINL INTE REGR SPEC K22

2 0 1 F CONV

F and DSS not present FINL INTE K22

3 0 1 F DITY

F and DSS not present ROLL K22

4 0 n F OFFE

F and DSS not present DISS ERUN FCFS FINL MINI PART SQUE K22

5 0 1 F SELL

F and DSS not present NREN RENO K22

6 0 1 F TAKOESTA

F and DSS not present COND UNCOPWAL SUAP APPD UNAC WHOU CLDE

K22

7 0 n1 F ADDB

F and DSS not present ACLA ATXF CLAI CNTR NAMC NPLE SCHM TAXR

K22

8 0 n F CHAN 199

F and DSS not present BERE CERT DECI DEPH GPPH GTGP GTPH NAME PHDE REBE TERM

K22

9 0 1 F RHDI 206

F and DSS not present BIDS BONU DRIP DVCA DVOP DVSC DVSE EXRI INTR LIQU PRIO SOFF

K22

10 0 1 F ECIO


11 0 1 F TDTA

F and DSS not present TDIN TDIY UKWN K22

12 0 1 F ELCT

F and DSS not present SEQD DRCT K22


1 0 1 G MEET

2 0 1 G MET2

3 0 1 G MET3

4 0 1 G NPLI


5-286 MT 564 February 2007


1 0 1 E ADTX 203

2 0 1 E TXNR

3 0 n E INCO

4 0 n E COMP

5 0 1 E OFFO

6 0 1 E, G WEBB

7 0 n E TAXE

8 0 n E DISC

9 0 1 E NAME 199

16S CADETL 51


---> Repetitive Optional Sequence E Corporate Action Options 0-n 16R CAOPTN 206, 277, 278,

280 52


1 1 1 A CAON

A 3!n and NOT = 000 K13


1 1 1 F CAOP 279

F and DSS not present ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI 144A

K22

2 0 1 F DISF

F and DSS not present BUYU CINL DIST RDDN RDUP STAN K22

3 0 n F OFFE


4 0 n F OPTF

F and DSS not present COND PROR QREC QOVE OPLF VVPR K22

5 0 1 F RHDI 206

F and DSS not present BIDS BONU DRIP DVOP EXRI PRIO K22

6 0 1 F OSTA

F and DSS not present CANC INTV K22

7 0 1 F NELP

F and DSS not present ACLI NELC NELS ONEL K22


1 0 1 A OPTN




February 2007 MT 564 5-287

1 1 1 B DFLT

STIN

2 0 1 B RCHG

3 0 1 B CERT

4 0 1 B WTHD

5 0 1 B CHAN

0-1 35B 597



OPEN UKWN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD COAP CORD COUC CVPR DIVR EARL EFFD EQUL EXCR EXPI EXRQ FBDM FCDM FDAT FDDT FXDT INST LBDM LCDM LOTO MEET MKDT PAYD PODT PROD QUOT RDDT RDTE REDM REGI RESU SPLT SUBS TAXB TSDT UNCO VALU XDTE MET2 MET3

K98


1 0 1 A, B, C, D ANOU

2 0 1 A, B, C, D AVAL

3 0 1 A, B, C, D CERT

4 0 1 A, B, C, D COUC

5 0 1 A, B, C, D XDTE

6 0 1 A, B, C, D DIVR

7 0 1 A, B, C, D EARL

8 0 1 A, B, C, D EFFD

9 0 1 A, B, C, D EXRQ UNCO

10 0 1 A, B, C, D FDDT

11 0 1 A, B, C, D FXDT

12 0 1 A, B, C, D MKDT

13 0 1 A, B, C, D PAYD

14 0 1 A, B, C, D PODT

15 0 1 A, B, C, D PROD

16 0 1 A, B, C, D REDM

17 0 1 A, B, C, D SUBS

18 0 1 A, B, C, D QUOT

19 0 1 A, B, C, D MEET

20 0 1 A, B, C, D RDDT

21 0 1 A, B, C, D RDTE

22 0 1 A, B, C, D TSDT

23 0 1 A, B, C, D EXPI


5-288 MT 564 February 2007

24 0 1 A, B, C, D REGI

25 0 1 A, B, C, D RESU

26 0 1 A, B, C, D SPLT

27 0 1 A, B, C, D LOTO

28 0 1 A, B, C, D CVPR

29 0 1 A, B, C, D CEXD

30 0 1 A, B, C, D EXCRCOAP

3130 0 1 A, B, C, D CORD

3231 0 1 A, B, C, D FDAT

3332 0 1 A, B, C, D TAXB

3433 0 1 A, B, C, D MET2

3534 0 1 A, B, C, D MET3

3635 0 1 A, B, C, D EQUL






J, any qualifier OPEN UKWN ONGO K69

1 0 1 A, B, C, D, E, F, J

BLOK

2 0 1 A, B, C, D, E, F, J

PRIC

3 0 1 A, B, C, D, E, F, J

REVO

4 0 1 A, B, C, D, E, F, J

PWAL

5 0 1 A, B, C, D, E, F, J

TRDPSUSP

6 0 1 A, B, C, D, E, F, J

SEAD

7 0 1 A, B, C, D, E, F, J

PARL



1 0 1 A, B, K EXCH

K OPEN UKWN K92

2 0 1 A, K RDIS

K OPEN UKWN K92

3 0 1 D, K, L ADSR

K OPEN UKWN K92


February 2007 MT 564 5-289

4 0 1 D, K, L ADEX

K OPEN UKWN K92

5 0 1 D, K, L, M, N

NEWO

K OPEN UKWN K92

6 0 1 D, K, L, M, N

NWRT

K OPEN UKWN K92

7 0 n A, E, F, J, K NETT 277, 278


K92


K92

K OPEN UKWN K92

8 0 n A, E, F, J, K GRSS 277, 278, 280


K92


K92


9 0 n A, E, F, J, K TAXC 277 278



K OPEN UKWN K92

10 0 n J TAXE 278, 280


11 0 1 A, F, K NRES

K OPEN UKWN K92

12 0 1 A, K TAXR

K OPEN UKWN K92

13 0 1 A, F, K WITF

K OPEN UKWN K92

14 0 1 A, F, K WITL

K OPEN UKWN K92

15 0 1 A, F, K LADT

K OPEN UKWN K92

16 0 1 A, F, K LIDT

K OPEN UKWN K92

17 0 1 A, F, K LOTE

K OPEN UKWN K92

18 0 1 A, F, K LYDT


5-290 MT 564 February 2007

K OPEN UKWN K92

19 0 1 A, F, K CHAR

K OPEN UKWN K92

20 0 1 A, F, K FLFR

K OPEN UKWN K92

21 0 1 A, F, K INTR


22 0 1 A, F, K ATAX

K OPEN UKWN K92

23 0 1 A, F, K INDX

K OPEN UKWN K92

24 0 1 F, K BIDI

K OPEN UKWN K92

25 0 1 A, K RATE

K OPEN UKWN K92

26 0 1 F, K FDIV

K OPEN UKWN K92

27 0 1 A, K INCE

K OPEN UKWN K92

28 0 1 A, K OVEP

K OPEN UKWN K92

29 0 1 F, K PDIV

K OPEN UKWN K92

30 0 1 A, K SOFE

K OPEN UKWN K92

31 0 1 A, K TXIN

K OPEN UKWN K92

32 0 1 A, K TXPR

K OPEN UKWN K92

33 0 1 A, K TXRC

K OPEN UKWN K92

34 0 1 A, K PROR

K OPEN UKWN K92

35 0 1 A, K PTSC

K OPEN UKWN K92

36 0 1 A, K FISC

K OPEN UKWN K92

37 0 1 A, F, K INTP



February 2007 MT 564 5-291







1 0 1 A, B, E INDC

MRKT

E OPEN UKWN K90

2 0 1 A, B, E EXER

E OPEN UKWN K90

3 0 1 A, B, E ISSU

E OPEN UKWN K90

4 0 1 A, B, E, F, J OFFR

E OPEN TBSP UNSP UKWN K90

5 0 1 A, B, E PRPP

E OPEN UKWN K90

6 0 1 B TDMT

7 0 1 A, B, E CINL

E OPEN UKWN K90

8 0 1 A, B, E OSUB

E OPEN UKWN K90

9 0 1 A, B MAXP

10 0 1 A, B MINP



1 0 1 B MIEX

2 0 1 B MILT

3 0 1 B NBLT

4 0 1 B NEWD

---> Repetitive Optional Subsequence E1 Securities Movement 0-n 16R SECMOVE 72294, 277,

278, 280 6365


1 1 1 H CRDB

H CRED DEBT K22

2 0 1 F TEMP

F and DSS not present TEMP K22

3 0 1 F NELP

F and DSS not present ACLI NELC NELS ONEL K22


5-292 MT 564 February 2007

1-1 35B 65

Optional Subsequence E1a Financial Instrument Attributes 0-1 16R FIA 66


1 0 1 B PLIS



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


K, any qualifier UKWN K92

1 0 1 A, K PRFC

2 0 1 A, K NWFC

3 0 1 A, K INTR

4 0 1 A, K NXRT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV


February 2007 MT 564 5-293

B FAMT K36

16S FIA 74

End of Subsequence E1a Financial Instrument Attributes 36a Order min Max Options Qualifier 775

1 0 n1 B ENTL 72



1 0 1 F DISF



1 0 1 A OPTN


C subfield3, any qualifier ONGO OPEN UKWN K69

D subfield3, any qualifier ONGO OPEN UKWN K69

E, any qualifier ONGO OPEN UKWN K69

F, any qualifier ONGO OPEN UKWN K69

J, any qualifier ONGO OPEN UKWN K69

1 0 1 A, B, C, D, E, F, J

BLOK

2 0 1 A, B, C, D, E, F, J

PRIC

3 0 1 A, B, C, D, E, F, J

REVO

34 0 1 A, B, C, D, E, F, J

PWAL

45 0 1 A, B, C, D, E, F, J

TRDP








1 0 1 A, B, E INDC

MRKT

2 0 1 A, B, E EXER

3 0 1 A, B, E ISSU

4 0 1 A, B, E, F, J OFFR

5 0 1 A, B, E PRPP

6 0 1 A, B, E CINL


5-294 MT 564 February 2007



1 0 1 D, K, L ADEX

K OPEN UKWN K92

2 0 1 D , K, L, M, N

NEWO

K OPEN UKWN K92

3 0 1 A, B, K EXCH

K OPEN UKWN K92

4 0 1 A, K RDIS

K OPEN UKWN K92

5 0 1 D, K, L ADSR

K OPEN UKWN K92

6 0 1 D, K, L, M, N

NWRT

K OPEN UKWN K92

7 0 n A, E, F, J, K NETT 277, 278


K92


K92

K OPEN UKWN K92

8 0 n A, E, F, J, K GRSS 277, 278, 280


K92


K92


9 0 n A, E, F, J, K TAXC 277 278



K OPEN UKWN K92

10 0 n J TAXE 278, 280


11 0 1 A, F, K NRES

K OPEN UKWN K92

12 0 1 A, K TAXR

K OPEN UKWN K92

13 0 1 A, F, K LADT

K OPEN UKWN K92

14 0 1 A, F, K LIDT


February 2007 MT 564 5-295

K OPEN UKWN K92

15 0 1 A, F, K LOTE

K OPEN UKWN K92

16 0 1 A, F, K LYDT

K OPEN UKWN K92

17 0 1 A, F, K WITF

K OPEN UKWN K92

18 0 1 A, F, K WITL

K OPEN UKWN K92

179 0 1 A, F, K CHAR

K OPEN UKWN K92

20 0 1 A, F, K FLFR

K OPEN UKWN K92

821 0 1 A, F, K INTR


22 0 1 A, F, K ATAX

K OPEN UKWN K92

923 0 1 A, K RATE

K OPEN UKWN K92

24 0 1 F, K FDIV

K OPEN UKWN K92

25 0 1 A, K INCE

K OPEN UKWN K92

26 0 1 F, K PDIV

K OPEN UKWN K92

1027 0 1 A, K SOFE

K OPEN UKWN K92

28 0 1 A, K TXIN

K OPEN UKWN K92

29 0 1 A, K TXPR

K OPEN UKWN K92

30 0 1 A, K TXRC

K OPEN UKWN K92

1131 0 1 A, K PROR

K OPEN UKWN K92

1232 0 1 A, K PTSC

K OPEN UKWN K92

33 0 1 A, K FISC

K OPEN UKWN K92


5-296 MT 564 February 2007



UKWN OPEN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD COAP CORD COUC CVPR DIVR EARL EFFD EQUL EXCR EXRQ EXPI FBDM FCDM FDAT FDDT FXDT INST LBDM LCDM LOTO MEET MKDT PAYD PODT PPDT PROD QUOT RDDT RDTE REGI RESU SPLT REDM SUBS TAXB TSDT VALU UNCO XDTE MET2 MET3

K98


1 1 1 A, B, C, D PAYD

2 0 1 A, B, C, D ANOU

3 0 1 A, B, C, D AVAL

4 0 1 A, B, C, D CERT

5 0 1 A, B, C, D COUC

6 0 1 A, B, C, D XDTE

7 0 1 A, B, C, D DIVR

8 0 1 A, B, C, D EARL

9 0 1 A, B, C, D EFFD

109 0 1 A, B, C, D EXPI

11 0 1 A, B, C, D EXRQ

102 0 1 A, B, C, D FDAT

113 0 1 A, B, C, D FDDT

124 0 1 A, B, C, D FXDT

15 0 1 A, B, C, D MKDT

136 0 1 A, B, C, D PODT

147 0 1 A, B, C, D PPDT

158 0 1 A, B, C, D PROD

19 0 1 A, B, C, D REDM

1620 0 1 A, B, C, D REGI

1721 0 1 A, B, C, D RESU

1822 0 1 A, B, C, D SPLT

1923 0 1 A, B, C, D SUBS

2024 0 1 A, B, C, D QUOT

215 0 1 A, B, C, D MEET

226 0 1 A, B, C, D RDTE

237 0 1 A, B, C, D TSDT

248 0 1 A, B, C, D LOTO

259 0 1 A, B, C, D CVPR

2630 0 1 A, B, C, D CEXD


February 2007 MT 564 5-297

31 0 1 A, B, C, D EXCR

2732 0 1 A, B, C, D CORD

2833 0 1 A, B, C, D TAXB

2934 0 1 A, B, C, D VALU

3035 0 1 A, B, C, D MET2

3136 0 1 A, B, C, D MET3

327 0 1 A, B, C, D EQUL

33 0 1 A, B, C, D UNCO

34 0 1 A, B, C, D COAP

16S SECMOVE 82

---| End of Subsequence E1 Securities Movement

---> Repetitive Optional Subsequence E2 Cash Movements 0-n 16R CASHMOVE 294 8385


1 1 1 H CRDB

H CRED DEBT K22

2 0 1 H CONT

H ACTU K22


1 0 1 A CASH


1 0 1 B ENTL 276

2 0 1 B RESU 262

3 0 1 B OCMT

4 0 1 B CAPG

5 0 1 B INDM

6 0 1 B CINL

7 0 1 B CHAR

8 0 1 B FLFR

9 0 1 B UNFR

10 0 1 B TXFR

11 0 1 B TXDF

12 0 1 B SOIC

13 0 1 B GRSS

14 0 1 B INTR

15 0 1 B MKTC

16 0 1 B NETT

17 0 1 B PRIN

18 0 1 B REIN


5-298 MT 564 February 2007

19 0 1 B TAXC

20 0 1 B TAXR

21 0 1 B WITF

22 0 1 B WITL

23 0 1 B REDP

24 0 1 B LADT

25 0 1 B LIDT

26 0 1 B LOTE

27 0 1 B LYDT

28 0 1 B ATAX

29 0 1 B INCE

30 0 1 B COUN

31 0 1 B EXEC

32 0 1 B ISDI

33 0 1 B LEVY

34 0 1 B LOCL

35 0 1 B LOCO

36 0 1 B PAMM

37 0 1 B POST

38 0 1 B REGF

39 0 1 B SHIP

40 0 1 B SOFE

41 0 1 B SPCN

42 0 1 B STAM

43 0 1 B STEX

44 0 1 B SUBS

45 0 1 B TRAN

46 0 1 B TRAX

47 0 1 B VATA

48 0 1 B FISC

49 0 1 B MFDV

50 0 1 B TXRC

51 0 1 B EUTR



UKWN K98

1 1 1 A, B, C PAYD 276

2 0 1 A, B, C VALU 276


1 0 1 B EXCH 262


February 2007 MT 564 5-299








1 0 1 A, B, E INDC

MRKT

2 0 1 A, B, E EXER

3 0 1 A, B, E ISSU

4 0 1 A, B, E, F, J OFFR

5 0 1 A, B, E PRPP

6 0 1 B TDMT

7 0 1 A, B, E CINL

8 0 1 A, B, E MAXP

9 0 1 A, B, E MINP

16S CASHMOVE 90

---| End of Subsequence E2 Cash Movements 70a Order min Max Options Qualifier 91

1 0 1 E ADTX 279

2 0 1 E TXNR

3 0 n E INCO

4 0 n E COMP

5 0 n E NSER

6 0 n E TAXE

7 0 n E DISC

16S CAOPTN 92

---| End of Sequence E Corporate Action Options

Optional Sequence F Additional Information 0-1 16R ADDINFO 203 93


1 0 n E DECL

2 0 n E ADTX 203

3 0 n E TXNR

4 0 n E REGI

5 0 n E INCO

6 0 n E COMP

7 0 n E PACO


5-300 MT 565 February 2007

8 0 n E TAXE

9 0 n E DISC


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

3 0 n P, Q, R ISAG

4 0 n P, Q, R PAYA

5 0 n P, Q, R CODO

16S ADDINFO 96


5.42 MT 565 Corporate Action Instruction m-M Tag Block Id. Options Conditional No.



1 1 1 C CORP

2 1 1 C SEME

1-1 23G 208 *** 3


1 1 1 F CAEV

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CAPG CERT CHAN CLSA CMET CONS CONV CPST DECR DETI DFLT DLST DRAW DRIP DSCL DTCH DVCA DVOP DVSC DVSE EXOF EXOP EXRI EXTM EXWA INCR INTR LIQU MCAL MEET MRGR ODLT OMET OTHR PARI PCAL PDEF PINK PLAC PPMT PRED PRII PRIO REDM REDO REMK RHDI RHTS SMAL SOFF SPLF SPLR SUSP TEND TREC WTRC WRTH XMET SHPR COOP

K22


1 0 1 A, C PREP



1 0 1 F LINK



1 0 1 A, B LINK


February 2007 MT 565 5-301


1 1 1 C CORP

PREV 208

RELA

16S LINK 10



Mandatory Sequence B Underlying Securities 1-1 16R USECU 12

0-1 35B 13



1 0 1 B PLIS



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


1 0 1 A PRFC

2 0 1 A NWFC

3 0 1 A INTR

4 0 1 A NXRT


5-302 MT 565 February 2007


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

16S FIA 22


---> Repetitive Mandatory Subsequence B2 Account Information 1-n 16R ACCTINFO 71 23


1 0 1 P, R ACOW


1 1 1 A SAFE


1 0 1 B, C, F SAFE





AMOR FAMT UNIT K93



1 0 n1 B ELIG 71

2 0 1 B, C BLOK

3 0 1 B, C BORR

4 0 1 B, C COLI

5 0 1 B, C COLO

6 0 1 B, C LOAN

7 0 n B, C PEND

8 0 n B, C PENR

9 0 1 B, C REGO

10 0 1 B, C SETT

11 0 1 B, C SPOS

12 0 1 B, C TRAD


February 2007 MT 565 5-303

13 0 1 B, C TRAN

14 0 1 B, C NOMI

16S ACCTINFO 27

---| End of Subsequence B2 Account Information

16S USECU 28


---> Repetitive Optional Sequence C Beneficial Owners' Details 0-n 16R BENODET 29


1 1 1 P, R, V OWND

2 0 n S ALTE

S and DSS not present ARNU CCPT CORP DRLC FIIN TXID K95


1 0 1 C DOMI

2 0 1 C NDOM


1 1 1 B OWND



1 0 1 E DECL

16S BENODET 34

---| End of Sequence C Beneficial Owners' Details

Mandatory Sequence D Corporate Action Instruction 1-1 16R CAINST 72 35


1 1 1 A CAON

A UNS or (3!n and NOT = 000) K13


1 1 1 F, H CAOP 279

F and DSS not present ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI TAXI 144A MKDW MKUP

K22

H ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI TAXI 144A MKDW MKUP

K22

2 0 1 F DISF


5-304 MT 565 February 2007

F and DSS not present BUYU CINL DIST EXPI K22

3 0 n F CHAN

F and DSS not present NAME CERT TERM BERE REBE PHDE DEPH GTGP GTPH GPPH

K22


1 0 1 A FXIB

2 0 1 A FXIS

3 0 1 A OPTN

0-1 35B 39




1 1 n1 C, B QINS 72

n C, B QREC 72

2 0 1 B COND

3 0 1 B QOVE


1 0 1 A, C EXRQ


1 0 1 A OFFR

2 0 1 A, F OSUB

3 0 1 A TAXB



B, any qualifier ACTU DISC PREM PLOT K90




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 A, B ISSU

4 0 1 A, B, E, F, J OFFR

E OPEN TBSP UNSP UKWN K90

5 0 1 A, B PRPP


February 2007 MT 566 5-305


1 0 n E COMP

2 0 n E DLVR

3 0 n E FXIN

4 0 n E INST 279

5 0 n E DISC

16S CAINST 45

End of Sequence D Corporate Action Instruction



1 0 n E ADTX

2 0 n E TXNR

3 0 n E REGI

4 0 n E PACO

5 0 n E DISC


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 49


5.43 MT 566 Corporate Action Confirmation m-M Tag Block Id. Options Conditional No.



1 1 1 C CORP

2 1 1 C SEME

1-1 23G 208 *** 3


1 1 1 F CAEV 199 206


5-306 MT 566 February 2007


K22


1 0 1 A, C PREP



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C CORP

PREV 208

RELA

CACN

16S LINK 10


16S GENL 11


Mandatory Sequence B Underlying Securities 1-1 16R USECU 71 12


1 0 1 P, R ACOW


1 1 1 A SAFE


1 0 1 B, C, F SAFE



1-1 35B 15


February 2007 MT 566 5-307



1 0 1 B PLIS



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


1 0 1 A PRFC

2 0 1 A NWFC

3 0 1 A INTR

4 0 1 A NXRT

5 0 1 A DECL


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36


5-308 MT 566 February 2007

16S FIA 24



AMOR FAMT UNIT K93



1 0 n1 B ELIG 71

2 0 1 B, C BLOK

3 0 1 B, C BORR

4 0 1 B, C COLI

5 0 1 B, C COLO

6 0 1 B, C LOAN

7 0 n B, C PEND

8 0 n B, C PENR

9 0 1 B, C REGO

10 0 1 B, C SETT

11 0 1 B, C SPOS

12 0 1 B, C TRAD

13 0 1 B, C TRAN

14 0 1 B, C NOMI

15 0 1 B, C CONB

16S USECU 26


Optional Sequence C Corporate Action Details 0-1 16R CADETL 206, 277, 278,

280 27



OPEN UKWN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD CORD COUC CVPR DIVR EARL EFFD EQUL EXPI EXRQ FBDM FCDM FDDT FXDT INST LBDM LCDM LOTO MEET MKDT PAYD PODT PROD QUOT RDDT RDTE REDM REGI RESU SPLT SUBS TAXB TSDT VALU UNCO WUCO XDTE

K98


1 0 1 A, B, C, D ANOU

2 0 1 A, B, C, D AVAL

3 0 1 A, B, C, D CERT

4 0 1 A, B, C, D COUC


February 2007 MT 566 5-309

5 0 1 A, B, C, D XDTE

6 0 1 A, B, C, D DIVR

7 0 1 A, B, C, D EARL

8 0 1 A, B, C, D EFFD

9 0 1 A, B, C, D EXRQ

910 0 1 A, B, C, D FDDT

101 0 1 A, B, C, D FXDT

112 0 1 A, B, C, D MKDT

123 0 1 A, B, C, D PAYD

134 0 1 A, B, C, D PODT

145 0 1 A, B, C, D PROD

156 0 1 A, B, C, D REDM

167 0 1 A, B, C, D SUBS

178 0 1 A, B, C, D QUOT

189 0 1 A, B, C, D MEET

1920 0 1 A, B, C, D RDDT

201 0 1 A, B, C, D RDTE

212 0 1 A, B, C, D TSDT

223 0 1 A, B, C, D EXPI

234 0 1 A, B, C, D REGI

245 0 1 A, B, C, D RESU

256 0 1 A, B, C, D SPLT

267 0 1 A, B, C, D LOTO

278 0 1 A, B, C, D CVPR

289 0 1 A, B, C, D CEXD

3290 0 1 A, B, C, D CORD

301 0 1 A, B, C, D UNCO

312 0 1 A, B, C, D WUCO

323 0 1 A, B, C, D TAXB

334 0 1 A, B, C, D EQUL






1 0 1 A, B, C, D, E, F

BLOK

2 0 1 A, B, C, D, E, F

PRIC

3 0 1 A, B, C, D, REVO


5-310 MT 566 February 2007

E, F

4 0 1 A, B, C, D, E, F

PWAL

5 0 1 A, B, C, D, E, F

INPE

6 0 1 A, B, C, D, E, F

CSPD

7 0 1 A, B, C, D, E, F

SEAD

8 0 1 A, B, C, D, E, F

PARL

9 0 1 A, B, C, D, E, F

CLCP



1 0 1 A, B EXCH

2 0 1 A RDIS

3 0 1 D, L ADSR

4 0 1 D, L ADEX

5 0 1 D, L, M, N NEWO

6 0 1 D, L, M, N NWRT

7 0 n A, E, F, J NETT 277, 278


K92


K92

8 0 n A, E, F, J GRSS 277, 278, 280


K92


K92

9 0 n A, E, F, J TAXC 277 278



10 0 n J TAXE 278, 280


11 0 1 A, F NRES

12 0 1 A TAXR

13 0 1 A, F WITF

14 0 1 A, F WITL

15 0 1 A, F LADT

16 0 1 A, F LIDT


February 2007 MT 566 5-311

17 0 1 A, F LOTE

18 0 1 A, F LYDT

19 0 1 A, F CHAR

20 0 1 A, F FLFR

21 0 1n A, F, J INTR

J SCHD USCD K92

22 0 1 A, F ATAX

23 0 1 F BIDI

24 0 1 A RATE

25 0 1 F FDIV

26 0 1 A INCE

27 0 1 F PDIV

28 0 1 A SOFE

29 0 1 A TXIN

30 0 1 A TXPR

31 0 1 A TXRC

32 0 1 A PROR

33 0 1 A PTSC

34 0 1 A FISC







1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 A, B ISSU

4 0 1 A, B, F, J OFFR

5 0 1 A, B PRPP

6 0 1 B TDMT

7 0 1 A, B CINL

8 0 1 A, B MAXP

9 0 1 A, B MINP




1 0 1 B, C BOLQ


5-312 MT 566 February 2007

2 0 1 B, C QTSO

3 0 1 B, C FOLQ

4 0 1 B NBLT

5 0 1 B NEWD


1 0 n A, B COUP



1 0 1 B CERT

2 0 1 B RCHG

3 0 1 B COMP


1 0 1 F DIVI

F and DSS not present FINL INTE REGR SPEC K22

2 0 1 F CONV

F and DSS not present FINL INTE K22

3 0 1 F DITY

F and DSS not present ROLL K22

4 0 n F OFFE


5 0 1 F TAKO

F and DSS not present COND UNCO K22

56 0 1n F ADDB

F and DSS not present ACLA ATXF CLAI CNTR NAMC NPLE SCHM TAXR

K22

67 0 n F CHAN 199

F and DSS not present BERE CERT DECI DEPH GPPH GTGP GTPH NAME PHDE REBE TERM

K22

78 0 1 F RHDI 206

F and DSS not present BIDS BONU DRIP DVCA DVOP DVSC DVSE EXRI INTR LIQU PRIO SOFF

K22

89 0 1 F ECIO


109 0 1 F TDTA

F and DSS not present TDIN TDIY UKWN K22


1 0 1 E ADTX

2 0 1 E TXNR

3 0 n E INCO

4 0 n E COMP


February 2007 MT 566 5-313

5 0 1 E OFFO

6 0 1 E NAME 199

7 0 n E TAXE

16S CADETL 37

End of Sequence C Corporate Action Details

Mandatory Sequence D Corporate Action Confirmation 1-1 16R CACONF 277, 278, 280 38


1 1 1 A CAON



1 1 1 F, H CAOP

F and DSS not present ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI 144A MKDW MKUP

K22

H ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI 144A MKDW MKUP

K22

2 0 n F OPTF

F and DSS not present COND OPLF PROR QOVE QREC VVPR K22

3 0 1 F DISF



1 0 1 A OPTN



OPEN UKWN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD CORD COUC CVPR DIVR EARL EFFD EXPI EXRQ FBDM FCDM FDDT FXDT INST LBDM LCDM LOTO MEET MKDT PAYD PODT PROD QUOT RDDT RDTE REDM REGI RESU SPLT SUBS TAXB TRAD TSDT UNCO VALU XDTE

K98


1 0 1 A, B, C, D ANOU

2 0 1 A, B, C, D AVAL

3 0 1 A, B, C, D CERT

4 0 1 A, B, C, D COUC

5 0 1 A, B, C, D XDTE


5-314 MT 566 February 2007

6 0 1 A, B, C, D DIVR

7 0 1 A, B, C, D EARL

8 0 1 A, B, C, D EFFD

9 0 1 A, B, C, D EXRQ

109 0 1 A, B, C, D FDDT

101 0 1 A, B, C, D FXDT

112 0 1 A, B, C, D MKDT

123 0 1 A, B, C, D PAYD

134 0 1 A, B, C, D PODT

145 0 1 A, B, C, D PROD

156 0 1 A, B, C, D REDM

167 0 1 A, B, C, D SUBS

178 0 1 A, B, C, D QUOT

189 0 1 A, B, C, D MEET

1920 0 1 A, B, C, D RDDT

201 0 1 A, B, C, D RDTE

212 0 1 A, B, C, D TSDT

223 0 1 A, B, C, D EXPI

234 0 1 A, B, C, D REGI

245 0 1 A, B, C, D RESU

256 0 1 A, B, C, D SPLT

267 0 1 A, B, C, D LOTO

278 0 1 A, B, C, D CVPR

289 0 1 A, B, C, D CEXD

2930 0 1 A, B, C, D CORD

301 0 1 A, B, C, D TAXB

312 0 1 A, B, C TRAD

32 0 1 A, B, C, D UNCO






1 0 1 A, B, C, D, E, F

BLOK

2 0 1 A, B, C, D, E, F

PRIC

3 0 1 A, B, C, D, E, F

REVO

4 0 1 A, B, C, D, E, F

PWAL


February 2007 MT 566 5-315

5 0 1 A, B, C, D, E, F

SEAD

6 0 1 A, B, C, D, E, F

PARL



1 0 1 A, B EXCH

2 0 1 A RDIS

3 0 1 D, L ADSR

4 0 1 D, L ADEX

5 0 1 D, L, M, N NEWO

6 0 1 D, L, M, N NWRT

7 0 n A, E, F, J NETT 277, 278


K92


K92

8 0 n A, E, F, J GRSS 277, 278, 280


K92


K92

9 0 n A, E, F, J TAXC 277 278



10 0 n J TAXE 278, 280


11 0 1 A, F NRES

12 0 1 A TAXR

13 0 1 A, F WITF

14 0 1 A, F WITL

15 0 1 A, F LADT

16 0 1 A, F LIDT

17 0 1 A, F LOTE

18 0 1 A, F LYDT

19 0 1 A, F CHAR

20 0 1 A, F FLFR

21 0 1 A, F INTR

22 0 1 A, F ATAX

23 0 1 A, F INDX


5-316 MT 566 February 2007

24 0 1 F BIDI

25 0 1 A RATE

26 0 1 F FDIV

27 0 1 A INCE

28 0 1 A OVEP

29 0 1 F PDIV

30 0 1 A SOFE

31 0 1 A TXIN

32 0 1 A TXPR

33 0 1 A TXRC

34 0 1 A PROR

35 0 1 A PTSC

36 0 1 A FISC

37 0 1 A, F INTP







1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 A, B ISSU

4 0 1 A, B, F, J OFFR

5 0 1 A, B PRPP

6 0 1 B TDMT

7 0 1 A, B CINL

8 0 1 A, B OSUB

9 0 1 A, B MAXP

10 0 1 A, B MINP


1 0 1 B TRAD


---> Repetitive Optional Subsequence D1 Securities Movement 0-n 16R SECMOVE 72277, 278,

280 4748


1 1 1 H CRDB

H CRED DEBT K22


February 2007 MT 566 5-317

2 0 1 F TEMP

F and DSS not present TEMP K22

1-1 35B 49

Optional Subsequence D1a Financial Instrument Attributes 0-1 16R FIA 50


1 0 1 B PLIS



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


1 0 1 A PRFC

2 0 1 A NWFC

3 0 1 A INTR

4 0 1 A NXRT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5-318 MT 566 February 2007


5 0 1 B ORGV

B FAMT K36

16S FIA 58

End of Subsequence D1a Financial Instrument Attributes 36a Order min Max Options Qualifier 5960

1 1 n1 B PSTA 72



1 0 1 B, C, F SAFE




1 0 1 F DISF



1 0 1 A OPTN






1 0 1 A, B, C, D, E, F

BLOK

2 0 1 A, B, C, D, E, F

PRIC

3 0 1 A, B, C, D, E, F

REVO

34 0 1 A, B, C, D, E, F

PWAL







1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 A, B ISSU


February 2007 MT 566 5-319

4 0 1 A, B, F, J OFFR

5 0 1 A, B PRPP

6 0 1 A, B CINL



1 0 1 D, L ADEX

2 0 1 D , L, M, N NEWO

3 0 1 A, B EXCH

4 0 1 A RDIS

5 0 1 D, L ADSR

6 0 1 D, L, M, N NWRT

7 0 n A, E, F, J NETT 277, 278


K92


K92

8 0 n A, E, F, J GRSS 277, 278, 280


K92


K92

9 0 n A, E, F, J TAXC 277, 278



10 0 n J TAXE 278, 280


11 0 1 A, F NRES

12 0 1 A TAXR

13 0 1 A, F LADT

14 0 1 A, F LIDT

15 0 1 A, F LOTE

16 0 1 A, F LYDT

17 0 1 A, F WITF

18 0 1 A, F WITL

179 0 1 A, F CHAR

20 0 1 A, F FLFR

218 0 1 A, F INTR

22 0 1 A, F ATAX

239 0 1 A RATE

24 0 1 F FDIV

25 0 1 A INCE


5-320 MT 566 February 2007

26 0 1 F PDIV

2710 0 1 A SOFE

28 0 1 A TXIN

29 0 1 A TXPR

30 0 1 A TXRC

3111 0 1 A PROR

3212 0 1 A PTSC

33 0 1 A FISC



UKWN OPEN ONGO K98

D, any qualifier ANOU AVAL CERT CEXD CORD COUC CVPR DIVR EARL EFFD EXRQ EXPI FBDM FCDM FDDT FXDT INST LBDM LCDM LOTO MEET MKDT PAYD PODT PPDT PROD QUOT RDDT RDTE REDM REGI RESU SPLT SUBS TAXB TSDT UNCO VALU XDTE

K98


1 1 1 A, C POST

2 0 1 A, B, C, D AVAL

3 0 1 A, B, C, D DIVR

4 0 1 A, C VALU

5 0 1 A, B, C, D PPDT

6 0 1 A, B, C, D ANOU

7 0 1 A, B, C, D CERT

8 0 1 A, B, C, D COUC

9 0 1 A, B, C, D XDTE

10 0 1 A, B, C, D EARL

11 0 1 A, B, C, D EFFD

112 0 1 A, B, C, D EXPI

13 0 1 A, B, C, D EXRQ

124 0 1 A, B, C, D FDDT

135 0 1 A, B, C, D FXDT

16 0 1 A, B, C, D MKDT

147 0 1 A, B, C, D PAYD

158 0 1 A, B, C, D PODT

169 0 1 A, B, C, D PROD

20 0 1 A, B, C, D REDM

2117 0 1 A, B, C, D REGI

2218 0 1 A, B, C, D RESU

2193 0 1 A, B, C, D SPLT


February 2007 MT 566 5-321

204 0 1 A, B, C, D SUBS

215 0 1 A, B, C, D QUOT

226 0 1 A, B, C, D MEET

237 0 1 A, B, C, D RDTE

248 0 1 A, B, C, D TSDT

259 0 1 A, B, C, D LOTO

3260 0 1 A, B, C, D CVPR

3127 0 1 A, B, C, D CEXD

3228 0 1 A, B, C, D CORD

3293 0 1 A, B, C, D TAXB

30 0 1 A, B, C, D UNCO

--> Repetitive Optional Subsequence D1b Receive/Deliver

0-n 16R RECDEL 67


1 1 1 P, Q, R BUYR

DEAG

DECU

REAG

RECU

SELL

C, P, Q PSET

2 0 n S ALTE



1 0 1 A SAFE


1 0 1 C PROC


1 0 1 E PACO

16S RECDEL

---| End of Subsequence D1b Receive/Deliver

16S SECMOVE

---| End of Subsequence D1 Securities Movement

---> Repetitive Optional Subsequence D2 Cash Movements 0-n 16R CASHMOVE


1 1 1 H CRDB

H CRED DEBT K22


5-322 MT 566 February 2007

2 0 1 H CONT

H ACTU CONT K22


1 0 1 A CASH

CHAR

TAXE

---> Repetitive Optional Subsequence D2a Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5

BENM

CLAM

2 0 1 S ALTE



1 0 1 A CASH


1 0 1 C PROC


1 0 1 E PACO

16S CSHPRTY

---| End of Subsequence D2a Cash Parties 19a Order min Max Options Qualifier 3 84

1 1 1 B PSTA 276

2 0 1 B RESU 262

3 0 1 B OCMT

4 0 1 B CAPG

5 0 1 B INDM

6 0 1 B CINL

7 0 1 B CHAR

8 0 1 B FLFR

9 0 1 B UNFR

10 0 1 B TXFR

11 0 1 B TXDF

12 0 1 B SOIC

13 0 1 B GRSS

14 0 1 B INTR

15 0 1 B MKTC

16 0 1 B NETT


February 2007 MT 566 5-323

17 0 1 B PRIN

18 0 1 B REIN

19 0 1 B TAXC

20 0 1 B TAXR

21 0 1 B WITF

22 0 1 B WITL

23 0 1 B REDP

24 0 1 B ATAX

25 0 1 B LADT

26 0 1 B LIDT

27 0 1 B LOTE

28 0 1 B LYDT

29 0 1 B INCE

30 0 1 B COUN

31 0 1 B EXEC

32 0 1 B ISDI

33 0 1 B LEVY

34 0 1 B LOCL

35 0 1 B LOCO

36 0 1 B MFDV

37 0 1 B PAMM

38 0 1 B POST

39 0 1 B REGF

40 0 1 B SHIP

41 0 1 B SOFE

42 0 1 B SPCN

43 0 1 B STAM

44 0 1 B STEX

45 0 1 B SUBS

46 0 1 B TRAN

47 0 1 B TRAX

48 0 1 B VATA

49 0 1 B FISC

50 0 1 B TXRC

51 0 1 B EUTR

52 0 1 B CABF

53 0 1 B CACF

54 0 1 B NDIP

55 0 1 B NTAX


5-324 MT 566 February 2007


1 1 1 A, C POST 276

2 0 1 A, C VALU


1 0 1 B EXCH 262







1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER

3 0 1 A, B ISSU

4 0 1 A, B, F, J OFFR

5 0 1 A, B PRPP

6 0 1 B TDMT

7 0 1 A, B CINL

8 0 1 A, B OSUB

Optional Subsequence D2b Tax Voucher Details 0-1 16R TAXVODET 88


1 01 1 C TAVO


1 0 1 A, C BAGA

2 0 1 A, C BAST

16S TAXVODET 91

End of Optional Subsequence D2b Tax Voucher Details 16S CASHMOVE

---| End of Subsequence D2 Cash Movements 16S CACONF

End of Sequence D Corporate Action Confirmation

Optional Sequence E Additional Information 0-1 16R ADDINFO


1 0 n E DECL

2 0 n E ADTX

3 0 n E TXNR


February 2007 MT 566 5-325

4 0 n E REGI

5 0 n E INCO

6 0 n E COMP

7 0 n E PACO

8 0 n E TAXE


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

3 0 n P, Q, R ISAG

4 0 n P, Q, R PAYA

5 0 n P, Q, R CODO

16S ADDINFO 97



5-326 MT 567 February 2007

5.44 MT 567 Corporate Action Status and Processing Advice m-M Tag Block Id. Options Conditional No.



1 1 1 C CORP

2 1 1 C SEME

1-1 23G ***129 3


1 1 1 F CAEV


K22


1 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C CORP

PREV

RELA

CACN

16S LINK 9




1 1 1 D CPRC 237



February 2007 MT 567 5-327

EPRC 237

D and DSS not present COMP PEND RECD K25

IPRC 237, 129

D and DSS not present CAND DEND DFLA NOIN PACK PEND REJT STIN

K25

ESTA

D and DSS not present PWAL SUAP APPD UNAC WHOU CLDE K25



1 1 1 B PEND 237

B and DSS not present ADEA AUTH DQUA LACK LATE MCER MONY NARR NPAY NSEC OVER PENR VLDA

K24

REJT 237

B and DSS not present ULNK ADEA CANC DCAN DPRG NARR LACK LATE SAFE DSEC DQUA INIR INTV INVA REFT EVNM NMTY OPNM OPTY OVER

K24

CAND 237

B and DSS not present CANI CANO CANS CSUB NARR K24

DEND 237

B and DSS not present ADEA DCAN DPRG IPNC LATE NARR K24

CANP 237

B and DSS not present ADEA DQUA LATE NARR K24

PACK 237

B and DSS not present ADEA LATE NARR NSTP OVER K24


1 0 1 D REAS

16S REAS 15




Optional Sequence B Corporate Action Details 0-1 16R CADETL 71, 129 18


1 0 1 A CAON 129



5-328 MT 567 February 2007


1 0 1 F, H CAOP 129

F and DSS not present ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MKDW MKUP MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI TAXI 144A

K22

H ABST AMGT ATCH BEAR BSPL BUYA CASE CASH CEXC CTEN CONN CONV CONY DETH EXER LAPS MKDW MKUP MNGT MPUT NOAC NOQU OFFR OTHR OVER PROX QINV REGD REGS SECU SLLE SPLI TAXI 144A

K22


1 0 1 P, R ACOW


1 0 1 A SAFE

2 0 1 A CASH


1 0 1 B, C, F SAFE



0-1 35B 23



AMOR FAMT UNIT K36

1 0 n1 B STAQ 71

QREC 71


1 0 1 B CAPG

2 0 1 B INDM

3 0 1 B CINL

4 0 1 B CHAR

5 0 1 B FLFR

6 0 1 B UNFR

7 0 1 B TXFR

8 0 1 B TXDF

9 0 1 B SOIC

10 0 1 B GRSS

11 0 1 B INTR

12 0 1 B MKTC

13 0 1 B NETT

14 0 1 B PRIN


February 2007 MT 567 5-329

15 0 1 B REIN

16 0 1 B TAXC

17 0 1 B TAXR

18 0 1 B WITF

19 0 1 B WITL

20 0 1 B REDP

21 0 1 B LADT

22 0 1 B LIDT

23 0 1 B LOTE

24 0 1 B LYDT

25 0 1 B ATAX

26 0 1 B COUN

27 0 1 B EXEC

28 0 1 B ISDI

29 0 1 B LEVY

30 0 1 B LOCL

31 0 1 B LOCO

32 0 1 B PAMM

33 0 1 B POST

34 0 1 B REGF

35 0 1 B SHIP

36 0 1 B SOFE

37 0 1 B SPCN

38 0 1 B STAM

39 0 1 B STEX

40 0 1 B SUBS

41 0 1 B TRAN

42 0 1 B TRAX

43 0 1 B VATA

44 0 1 B TXRC



AMOR FAMT UNIT K93

1 0 1 B ELIG

2 0 1 B INBA

3 0 1 B UNBA

16S CADETL

End of Sequence B Corporate Action Details


5-330 MT 568 February 2007



1 0 n E ADTX

2 0 n E INCO

3 0 n E COMP

4 0 n E PACO


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO


5.45 MT 568 Corporate Action Narrative m-M Tag Block Id. Options Conditional No.



1 1 1 C CORP

2 1 1 C SEME

1-1 23G 208 *** 3


1 1 1 F CAEV


K22


1 0 1 A, C PREP



1 0 1 F LINK



February 2007 MT 568 5-331


1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 10



Optional Sequence B Underlying Securities 0-1 16R USECU 71 12


1 0 1 P, R ACOW


1 1 1 A, C SAFE

C GENR K97


1 0 1 B, C, F SAFE



0-1 35B 15



1 0 1 B PLIS



1 0 1 F MICO


K22


1 0 1 A, C CLAS


1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU


5-332 MT 568 February 2007

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A PUTT

8 0 1 A DDTE

9 0 1 A CONV


1 0 1 A PRFC

2 0 1 A NWFC

3 0 1 A INTR

4 0 1 A NXRT


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

16S FIA 24



AMOR FAMT UNIT K93



1 0 n1 B ELIG 71

2 0 1 B, C BLOK

3 0 1 B, C BORR

4 0 1 B, C COLI

5 0 1 B, C COLO

6 0 1 B, C LOAN

7 0 n B, C PEND

8 0 n B, C PENR

9 0 1 B, C REGO

10 0 1 B, C SETT

11 0 1 B, C SPOS

12 0 1 B, C TRAD


February 2007 MT 569 5-333

13 0 1 B, C TRAN

14 0 1 B, C NOMI

15 0 1 B, C CONB

16S USECU 26


Mandatory Sequence C Additional Information 1-1 16R ADDINFO 27


1 0 n E, F ADTX 192

2 0 n E, F REGI 192

3 0 n E, F INCO 192

4 0 n E, F COMP 192

5 0 n E PACO 192

6 0 n E, F WEBB 192

7 0 n E, F TAXE 192

8 0 n E, F DISC 192


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 30


5.46 MT 569 Triparty Collateral and Exposure Statement m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2


1 1 1 C SEME

1-1 23G 208 *** 43


1 0 1 A, C PREP


1 1 1 F STBA

F and DSS not present EOSP FUTM K22

2 1 1 F, H COLA 265


K22


5-334 MT 569 February 2007

H COMM CRSP EXTD OTCD REPO SLOA SECL SLEB

K22

3 1 1 H REPR

H RECE PROV K22

4 0 1 F PRSS

-----> Repetitive Mandatory Subsequence A1 Collateral Parties

1-n 16R COLLPRTY 6


1 1 1 P, Q, R PTYA

CLPA

PTYB

TRAG


1 0 1 A, B SAFE

B and DSS not present ABRD CEND DVPA MARG PHYS SHOR FUNG NFUN

K97

16S COLLPRTY 9 -----| End of Subsequence A1 Collateral Parties


1 0 1 E COLL



1 0 1 A, B LINK


1 1 1 C RELA

PREV 208

16S LINK 14





1 1 1 A COVA

2 1 1 A TEXA

3 0 1 A MARG

4 0 1 A TACR

5 0 1 A TCHA


February 2007 MT 569 5-335

6 0 1 A TPRI

7 0 1 A TPIN

8 0 1 A TPOU


1 0 1 A MARG


1 0 1 D GCST

D and DSS not present EXCS DEFI FLAT K25


1 1 1 A, C VALN

16S SUMM 21


---> Repetitive Optional Sequence C Transaction Valuation Details 0-n 16R TRANVAL 265 22


1 1 1 A COVA

2 1 1 A TEXA

3 0 1 A MARG

4 0 1 A TACR

5 0 1 A TPRI

6 0 1 A TPIN

7 0 1 A TPOU


1 0 1 A MARG

---> Repetitive Mandatory Subsequence C1 Transaction Details 1-n 16R TRANSDET 265 25


1 1 1 C SCTR

2 0 1 C RCTR


1 1 1 A, B, C TERM



1 1 1 A COVA

2 0 1 A TRAA 265

3 0 1 A MARG

4 0 1 A TACR

5 0 1 A TPRI

6 0 1 A TRTE


5-336 MT 569 February 2007

7 0 1 A TPIN

8 0 1 A TPOU


1 0 1 F MICO


K22

2 0 1 F AUTA



1 0 1 A, C PRIC

2 0 1 A MARG

3 0 1 A RSPR


1 0 1 D TRAN

D and DSS not present DEFI EXCS FLAT K25

---> Repetitive Mandatory Subsequence C1a Valuation Details 1-n 16R VALDET 32



1 1 1 B COLL 272

2 1 1 B SECU 266


1 0 1 A, C SETT 272


1 1 1 A LICO

2 0 1 A RELC

3 1 1 A MKTP

4 1 1 A MKTB

5 0 1 A ACRU

6 0 1 A CLPR


1 1 1 B EXCH

2 1 1 A VAFC


1 0 1 A DAAC

2 0 1 B QAGE


1 0 1 F MICO


K22


February 2007 MT 569 5-337

Optional Subsequence C1a1 Securities Details 0-1 16R SECDET 266 39

1-1 35B 40


1 1 1 B SECV



1 0 1 D SETT

D and DSS not present SETT PEND K25


1 0 1 A DENO



LMAR FUND THEO VEND K94

1 0 1 B PRIC

2 0 1 B RATS 260


1 0 1 C RATS 260

16S SECDET 46

End of Subsequence C1a1 Securities Details 16S VALDET 47

---| End of Subsequence C1a Valuation Details 16S TRANSDET 48

---| End of Subsequence C1 Transaction Details 16S TRANVAL 49

---| End of Sequence C Transaction Valuation Details ----->Repetitive Optional Sequence D Additional Information

0-n 16R ADDINFO 50


1 0 1 A TEXP

2 0 1 A TCOP


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 52 -----| End of Sequence D Additional Information


5-338 MT 574 IRS 1441 NRA / IRSLST February 2007

5.47 MT 574 IRS 1441 NRA / IRSLST This Message format is defined with the tag 119:IRSLST



1-1 28E *** 2


1 1 1 C SEME

2 0 1 C CORP

1-1 23G *** 4


1 1 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C PREV

RELA

16S LINK 9



1 0 1 P, R ACOW


1 0 1 A SAFE



1 1 1 B INRE

16S GENL 12


---> Repetitive Mandatory Sequence B Beneficial Owner Details 1-n 16R BENODET 13


1 0 1 A SAFE


1 1 1 F RECT

F and DSS = “/IRSX/” 0001 0002 0003 0004 0005 0006 0007 0008 0009 0010 0011 0012 0013 0014 0015 0020

K22


February 2007 MT 574 IRS 1441 NRA / IRSLST 5-339

2 1 1 F ACCL

F and DSS = “/IRSX/” FBEN FBRA FELT FIMY USEX USNX K22

3 1 1 F DOCT

F and DSS = “/IRSX/” W8BE W8IM W8EC W8EX W9US OTHR K22

---> Repetitive Mandatory Subsequence B1 Address 1-n 16R ADDRESS 16



1 1 1 B PERM

MAIL


1 1 1 T OWND

BIMY

2 0 n S ALTE

S and DSS not present EINX FTIN ITIN QEIN SSNX K95


1 1 1 G ADDR

2 1 1 D CITY

3 1 1 D LOCA

4 0 1 C RESI

5 0 1 C COUN


1 0 1 B POST

16S ADDRESS 21

---| End of Subsequence B1 Address

---> Repetitive Optional Subsequence B2 Income Report 0-n 16R INCOME 22


1 1 1 F ITYP

F and DSS = “/IRSX/” 0001 0002 0003 0004 0005 0029 0030 0031 0006 0007 0008 0009 0010 0011 0012 0013 0014 0015 0016 0017 0018 0019 0020 0024 0025 0026 0027 0028 0032 0050

K22

2 0 1 F ETYP

F and DSS = “/IRSX/” 0001 0002 0003 0004 0005 0006 0007 0008 0009 K22


1 1 1 A TAXR

2 0 1 A WITF

3 0 1 A WITL



5-340 MT 574 IRS 1441 NRA / W8BENO February 2007

1 1 1 A GRSS

2 1 1 A NETT

3 1 1 A TAXR

4 0 1 A WITF

5 0 1 A WITL

16S INCOME 26

---| End of Subsequence B2 Income Report 16S BENODET 27

---| End of Sequence B Beneficial Owner Details



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE


1 0 1 E ADTX

16S ADDINFO 30


5.48 MT 574 IRS 1441 NRA / W8BENO This Message format is defined with the tag 119:W8BENO



1-1 28E *** 2


1 1 1 C SEME

1-1 23G *** 4


1 1 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C PREV


February 2007 MT 574 IRS 1441 NRA / W8BENO 5-341

RELA

16S LINK 9



---> Repetitive Mandatory Sequence B Beneficial Owner Account 1-n 16R BENODET 11


1 0 1 A SAFE


1 1 1 F BENT

F and DSS = “/IRSX/” CORR DISR ESTA FOCT FOGU INDV INTL PATN TRUS TXEX

K22

---> Repetitive Mandatory Subsequence B1 Address 1-n 16R ADDRESS 14



1 1 1 B PERM

MAIL


1 1 1 T OWND

2 0 n S ALTE

S and DSS not present EINX FTIN ITIN SSNX K95


1 1 1 G ADDR

2 1 1 D CITY

3 1 1 D LOCA

4 0 1 C RESI

5 0 1 C COUN


1 0 1 B POST

16S ADDRESS 19

---| End of Subsequence B1 Address

Optional Subsequence B2 Claim of Tax Treaty Benefits 0-1 16R TREATBENF 20


1 0 1 C RESI




5-342 MT 574 IRS 1441 NRA / W8BENO February 2007

1 0 1 B UTIN

2 0 1 B BOTB

3 0 1 B BOBD

4 0 1 B BORE


1 0 1 E COMP

16S TREATBENF 24

End of Subsequence B2 Claim of Tax Treaty Benefits

Mandatory Subsequence B3 Notional Principal Contracts 1-1 16R NOPRINC 25



1 1 1 B NPCC

16S NOPRINC 27

End of Subsequence B3 Notional Principal Contracts

Mandatory Subsequence B4 Certified Signature 1-1 16R CERTSIGN 28


1 1 1 Q CERT

16S CERTSIGN 30

End of Subsequence B4 Certified Signature 16S BENODET 31

---| End of Sequence B Beneficial Owner Account



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE


1 0 1 E ADTX

16S ADDINFO 34



February 2007 MT 575 5-343

5.49 MT 575 Report of Combined Activity m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2


1 0 1 A STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP


1 1 1 A, B STAT


1 0 1 F SFRE


2 0 1 F CODE




1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 12


1 0 1 P, R ACOW


1 0 1 A, B SAFE


K97



1 1 1 B ACTI 266

16S GENL 15



5-344 MT 575 February 2007

---> Repetitive Optional Sequence B Cash Account Activity 0-n 16R CASHACCT 266 16


1 0 1 P, R ACOW


1 1 1 A CASH

---> Repetitive Mandatory Subsequence B1 Activity Information Per Currency 1-n 16R ACTCURR 18


1 1 1 A ACCT



1 1 1 B ACTI 295


1 1 1 D FIOP

INOP

2 1 1 D FICL

INCL

---> Repetitive Optional Subsequence B1a Activity Information Per Transaction 0-n 16R ACTINFO 295 22

---> Repetitive Mandatory Subsequence B1a1 Linkages 1-n 16R LINK 23


1 0 1 A, B LINK


1 1 1 C PREV

RELA

ASRF

COMM

POOL

TRRF

16S LINK 26

---| End of Subsequence B1a1 Linkages

Optional Subsequence B1a2 Cash Only Movement Details 0-1 16R CASHDET 296 27


1 1 1 A PSTA


1 0 1 B UNDL


February 2007 MT 575 5-345


0-1 35B 30


1 1 1 F TRAN

F and DSS not present CASH CORP K22

2 1 1 H CRDB

H CRED DEBT K22

3 0 1 F CAEV

F and DSS not present ACTV ATTI BIDS BONU BPUT BRUP CAPG CHAN CLSA CMET CONS CONV COOP CPST DECR DETI DFLT DLST DRAW DRIP DSCL DTCH DVCA DVOP DVSC DVSE EXOF EXOP EXRI EXTM EXWA GENE INCR INTR LIQU MCAL MEET MRGR ODLT OMET OTHR PARI PCAL PDEF PINK PLAC PPMT PRED PRII PRIO REDM REDO REMK RHDI RHTS SHPR SMAL SOFF SPLF SPLR SUSP TEND TREC WRTH XMET

K22

CASH

F and DSS not present CCFA CHAR CHKA CLLE CLRA DCRE ECKA FEXA FMVA IMFA INTA STAM TAXA TCFA TCKA VDAA WITH

K22


1 1 1 A, B, C ESET



1 0 1 E TRDE

16S CASHDET 34

End of Subsequence B1a2 Cash Only Movement Details

Optional Subsequence B1a3 Cash and Securities Movement Details 0-1 16R CASHSECDET 296 35


1 0 1 A, B SAFE


K97


1 1 1 A PSTA

2 0 1 A ACRU

3 0 1 A DEAL


1 1 1 B PSTA




5-346 MT 575 February 2007

1 0 1 A DAAC

1-1 35B 40


1 1 1 F TRAN


2 1 1 H REDE

H DELI RECE K22

3 0 1 F CAEV


K22

SETR


K22

4 0 n F STCO

F and DSS not present ASGN EXER EXPI KNOC PHYS CLEN DIRT DLWM DRAW FRCL NPAR PART SPCS SPDL UNEX

K22

5 0 1 F TRCA


6 0 1 F STAM

7 0 1 F RTGS


8 0 1 F REGT


9 0 1 F BENE


10 0 1 F CASY


11 0 1 F TCPI


12 0 1 F REPT


K22

13 0 1 F MACL


February 2007 MT 575 5-347


14 0 1 F BLOC


15 0 1 F REST


16 0 1 F SETS


17 0 1 F NETT


18 0 1 F CCPT


19 0 1 F LEOG



1 1 1 A, C ESET

2 0 1 A, B, C SETT


3 0 1 A, B, C TRAD



1 0 1 D MOVE



1 0 1 E TRDE

16S CASHSECDET 45

End of Subsequence B1a3 Cash and Securities Movement Details

---> Repetitive Optional Subsequence B1a4 Settlement Parties 0-n 16R SETPRTY 46


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286


5-348 MT 575 February 2007

C, P, Q PSET 252, 284


1 0 1 A, B SAFE 252


K97

16S SETPRTY 49

---| End of Subsequence B1a4 Settlement Parties 16S ACTINFO 50

---| End of Subsequence B1a Activity Information Per Transaction 16S ACTCURR 51

---| End of Subsequence B1 Activity Information Per Currency 16S CASHACCT 52

---| End of Sequence B Cash Account Activity

---> Repetitive Optional Sequence C Free Asset Activity 0-n 16R FREEASS 266 53

---> Repetitive Mandatory Subsequence C1 Linkages 1-n 16R LINK 54


1 0 1 A, B LINK


1 1 1 C PREV

RELA

ASRF

COMM

POOL

TRRF

16S LINK 57

---| End of Subsequence C1 Linkages

Optional Subsequence C2 Transaction Details 0-1 16R TRANSDET 58


1 0 1 P, R ACOW


1 0 1 A, B SAFE


K97


1 1 1 B PSTA


February 2007 MT 575 5-349



1 0 1 A DAAC

1-1 35B 62


1 1 1 F TRAN


2 0 1 H REDE

H DELI RECE K22

3 0 1 F CAEV


K22

SETR


K22

4 0 n F STCO

F and DSS not present ASGN EXER EXPI KNOC PHYS CLEN DIRT DLWM DRAW FRCL NPAR PART SPCS SPDL SPST UNEX

K22

5 0 1 F TRCA


6 0 1 F STAM

7 0 1 F RTGS


8 0 1 F REGT


9 0 1 F BENE


10 0 1 F TCPI


11 0 1 F REPT


K22

12 0 1 F MACL


5-350 MT 575 February 2007


13 0 1 F BLOC


14 0 1 F REST


15 0 1 F SETS


16 0 1 F NETT


17 0 1 F CCPT


18 0 1 F LEOG



1 1 1 A, C ESET

2 0 1 A, B, C SETT


3 0 1 A, B, C TRAD



1 0 1 D MOVE



1 0 1 E TRDE

---> Repetitive Optional Subsequence C2a Settlement Parties 0-n 16R SETPRTY 67


1 1 1 P, Q, R BUYR 284, 286

DEAG 284

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 253, 284



February 2007 MT 576 5-351

1 0 1 A, B SAFE 253


K97

16S SETPRTY 70

---| End of Subsequence C2a Settlement Parties 16S TRANSDET 71

End of Subsequence C2 Transaction Details 16S FREEASS 72

---| End of Sequence C Free Asset Activity



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 75


5.50 MT 576 Statement of Open Orders

MT 576 Statement of Open Orders



1-1 28E (***) 2


1 0 1 A STAT


1 1 1 C SEME

1-1 23G 208 (***) 5


1 1 1 A, C STAT

2 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C PREV 208


5-352 MT 576 February 2007

RELA

16S LINK 10


1 0 1 P, R ACOW


1 0 1 A, B SAFE 267


K97



1 1 1 B ACTI 266

16S GENL 13


---> Repetitive Optional Sequence B Financial Instrument 0-n 16R FIN 266, 267 14

1-1 35B 15



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS


February 2007 MT 576 5-353

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC


5-354 MT 576 February 2007




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36


1 0 1 E FIAN

16S FIA 28


---> Repetitive Optional Subsequence B2 Order Details 0-n 16R ORDER 267, 258 29


1 0 1 A, C ORDR


1 0 1 B ORDR 258


2 0 1 B REMI


19a Order min Max Options Qualifier 3, 258

1 0 1 A ORDR 258

2 0 1 A REMI


1 0 1 A FXIB

FXIS


February 2007 MT 576 5-355

---> Repetitive Optional Subsequence B2a Linkages 0-n 16R LINK


1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

MAST

PREV

PROG

RELA

ISSU

BMRB

ALMR

16S LINK


---> Repetitive Optional Subsequence B2b Price 0-n 16R PRIC




1 1 1 A, B DEAL

LIMI

STOP


1 0 1 F PRIC

F and DSS not present COMB NDIS NET1 NET2 NOGR NUND PARV K22

16S PRIC

---| End of Subsequence B2b Price 22a Order min Max Options Qualifier 43

1 1 1 H BUSE


K22

2 0 1 F TOOR

F and DSS not present ALNO CARE COMB DISC DNIN DNRE ICEB LIWI LIWO LMTO MAKT MANH MTLO MUTO NOHE ORLI STLI STOP BCSE BCSH BMIN SLOS SPLU SSEX SSHO

K22

3 0 1 F TILI


5-356 MT 576 February 2007

F and DSS not present CLOS FIKI GDAY GTCA GTHD GTMO GTNM GTXO IOCA OPEN

K22

4 0 1 F TRTR


5 0 n F TTCO

F and DSS not present BLKO BTEX CALL CBNS CCPN CDIV CLBR CLEN CRST CRTS CWAR DIOR DIRT DORD FORW FRAC GTDL HIST MONT NBFR NCRS PUTT SPCU SPEX TRFR XBNS XCPN XDIV XRTS XWAR

K22

6 0 1 F COST

F and DSS not present CLDI FLAT PERU PERN PWCD PWEU SOFT STEP

K22

7 1 1 H PAYM

H APMT FREE K22

8 0 1 F REST



1 0 1 A, C EXPI

2 0 1 A, C NAVD

---> Repetitive Optional Subsequence B2c Trading Parties 0-n 16R TRADPRTY 267


1 1 1 P, Q, R BUYR

CLBR

INVE

SELL

STBR

INBR

BRCR

RQBR

2 0 1 S ALTE



1 0 1 A, B SAFE 267


K97


1 0 1 A, C PROC


February 2007 MT 577 5-357


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA


16S TRADPRTY

---| End of Subsequence B2c Trading Parties 16S ORDER

---| End of Subsequence B2 Order Details

16S FIN




1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO





28 M

20 M

21 O

83 O A, C, D

67 M A 37

35 O A (***)

35 M B

35 M F

72 O


5-358 MT 578 February 2007

5.52 MT 578 Settlement Allegement m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 0 1 A, C PREP



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

POOL

TRRF

COMM

COLR

16S LINK 9





1 0 1 B TRAD



1 1 1 A, B, C SETT


2 0 1 A, B, C TRAD


3 0 1 A, C ADEL


February 2007 MT 578 5-359




1 0 1 A, B DEAL


1 0 1 A DAAC

1-1 35B 16



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR


5-360 MT 578 February 2007

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


February 2007 MT 578 5-361


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 28


1 0 1 E FIAN

16S FIA



1 0 n1 F RPOR


2 1 1 H PAYM 283

H APMT FREE K22

3 1 1 H REDE 285

H DELI RECE K22

4 0 1 F PROC


5 0 1 F PRIR


6 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN CBNS CCPN CDIV CRTS CWAR GTDL SPCU SPEX XBNS XCPN XDIV XRTS XWAR

K22

16S TRADDET


Mandatory Sequence C Financial Instrument/Account 1-1 16R FIAC


1 1 1 B SETT



1 0 1 D DENC


1 0 n B CERT


5-362 MT 578 February 2007


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97

2 0 1 A CASH


1 0 1 B, C, F SAFE



16S FIAC

End of Sequence C Financial Instrument/Account



1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


February 2007 MT 578 5-363


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO




1 1 1 F SETR

F and DSS not present BSBC BSBOBSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SECB SECL SUBS SYND TBAC TRAD TRPO TURN PREA

K22

2 0 n F STCO


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F TCPI


10 0 1 F MACL


11 0 1 F REST


5-364 MT 578 February 2007


12 0 1 F SETS


13 0 1 F NETT


14 0 1 F CCPT


15 0 1 F LEOG


16 0 1 F REPT




1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 285

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 285

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284

2 0 1 S ALTE



1 0 1 A, B SAFE 252


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO


February 2007 MT 578 5-365

16S SETPRTY




1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY


---> Repetitive Optional Subsequence E3 Amounts 0-n 16R AMT 283



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287

CHAR 287

COUN 287

DEAL 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287


5-366 MT 578 February 2007

POST 287

REGF 287

SETT 287, 283

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

ANTO 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT



Optional Sequence F Additional Information 0-1 16R ADDINFO


1 0 1 C, P, Q, R INVE

2 0 1 P, Q, R MEOR

3 0 1 P, Q, R MERE

4 0 1 P, Q, R EXCH

5 0 1 P, Q, R TRRE

6 0 1 S ALTE


7 0 1 P, Q, R TRAG

16S ADDINFO



February 2007 MT 579 5-367




28 M

20 M

21 M

35 M F


5-368 MT 581 February 2007




20 M

21 M

23 M

30 O

35 M H (***)

35 O B

80 M C

34 O B 3

72 O





20 M

21 O

23 M

35 M A (***)

35 M B

79 O


32 O G 3

71 O B

36 O

34 OR A 3, 32

53 O A, C, D 14

56 O A, D 5, 81

57 O A, B, D 5, 14, 81


February 2007 MT 584 5-369


35 OR S 32 (***)

35 OR B 32

83 O A, C, D

87 O A, B, D

5.56 MT 584 Statement of ETC Pending Trades m-M Tag Block Id. Options Conditional No.


1-1 28E (***) 2


1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 (***) 5


1 1 1 A, C STAT

2 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 10


1 0 1 P, R ACOW


1 0 1 A, B SAFE 267


K97



1 1 1 B ACTI 269


5-370 MT 584 February 2007

16S GENL 13


---> Repetitive Optional Sequence B Financial Instrument 0-n 16R FIN 265, 267, 269 14

1-1 35B 15



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU


February 2007 MT 584 5-371

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX



5-372 MT 584 February 2007

3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 287


1 0 1 E FIAN

16S FIA


---> Repetitive Mandatory Subsequence B2 Status 1-n 16R STAT 237 267


1 0 1 C MAST 268


1 1 1 D AFFM 237


IPRC 237

D and DSS not present CAN1 CAN2 CAN3 CAND CANO COSE DONE DONF EXCH EXSE INTE NOTC OPOD OVER PACK PAFI PART REPR REJT SESE SUSP UNDE

K25

MTCH 237



1 0 1 B NAFI 237


NMAT 237

B and DSS not present ADEA CADE CHAR CLAT CMIS CPCA DDAT DDEA DEAL DELN DEPT DMON DQUA DSEC DTRA DTRD EXEC FORF FRAP ICAG ICUS IEXE IIND LATE LEOG MCAN NARR NCRR PHYS PLCE PODU REGD REPA REPO REPP TERM RERT RTGS RSPR SAFE SETR SETS TXST VASU

K24

REJT 237


February 2007 MT 584 5-373

B and DSS not present ADEA BATC BUSE CADE CAEV CASH CASY DDAT DDEA DEPT DMON DQUA DSEC DTRD FORF ICAG ICUS IEXE IIND INNA LATE LEOG MINO MUNO NARR NCRR PHYS PLCE REFE REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST ULNK VASU

K24

---> Repetitive Optional Subsequence B2a Linkages 0-n 16R LINK 268


1 0 1 A, B LINK


1 1 1 C BASK

INDX

LIST

PREV

PROG

RELA

ASRF

COMM

POOL

TRRF

BMRB

ALMR

16S LINK


---> Repetitive Optional Subsequence B2b Trade Details 0-n 16R TRADET 71, 267


1 1 1 A, B, C TRAD


2 0 1 A, B, C SETT 276


3 0 1 A, C ADEL


1 1 1 H BUSE

H BUYI SELL K22

2 1 1 H REDE

H DELI RECE K22

3 1 1 H PAYM


5-374 MT 584 February 2007

H APMT FREE K22

4 0 1 F PRIC


K22

5 0 1 F PROC


6 0 n F RPOR


7 0 1 F PRIR


8 0 1 F SETG


9 0 n F TTCO


K22

10 0 1 F COST


K22

11 0 1 F SETR


K22

12 0 n F STCO


K22

13 0 1 F TRCA


14 0 1 F STAM

15 0 1 F RTGS


16 0 1 F REGT


17 0 1 F BENE


18 0 1 F CASY


19 0 1 F TCPI


February 2007 MT 584 5-375


20 0 1 F REST


21 0 1 F LEOG


22 0 1 F SETS


23 0 1 F TRAK


24 0 1 F REPT



1 0 1n B TRAD 71



1 0 1 A SETT 273, 276


1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence B2b1 Confirmation Parties 0-n 16R CONFPRTY 267


1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

SELL

STBR

RQBR

C, P, Q, R INVE

2 0 1 S ALTE



1 0 1 A, B SAFE 267


K97

2 0 1 A CASH


5-376 MT 584 February 2007


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA


16S CONFPRTY

---| End of Subsequence B2b1 Confirmation Parties

---> Repetitive Optional Subsequence B2b2 Amounts 0-n 16R AMT


1 1 1 A ACRU

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MACO

MARG

OTHR

POST

REGF

SETT 273, 276

SHIP

SPCN

STAM

STEX

TRAN

TRAX

VATA

WITH

2 0 1 A RESU 262


February 2007 MT 584 5-377

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence B2b2 Amounts 16S TRADET

---| End of Subsequence B2b Trade Details 16S STAT

---| End of Subsequence B2 Status 16S FIN


---> Repetitive Optional Sequence C Status 0-n 16R STAT 265, 267, 269


1 1 1 C BASK

INDX

LIST

MAST

PROG


1 1 1 D AFFM


IPRC

D and DSS not present CAN1 CAN2 CAN3 CAND CANO COSE DONE DONF EXSE NOTC OPOD OVER PACK PAFI PART REJT SESE UNDE

K25

MTCH



1 0 1 B NAFI


NMAT

B and DSS not present CADE CHAR CLAT CMIS CPCA DDAT DDEA DEAL DELN DEPT DMON DQUA DSEC DTRA DTRD EXEC FORF FRAP ICAG ICUS IEXE IIND LATE LEOG MCAN NARR NCRR PHYS PLCE PODU REGD REPA REPO REPP TERM RERT RTGS RSPR SAFE SETR SETS TXST VASU

K24


5-378 MT 584 February 2007

REJT

B and DSS not present BATC CADE CAEV CASH CASY DDAT DDEA DEPT DMON DQUA DSEC DTRD FORF ICAG ICUS IEXE IIND LATE LEOG MINO MUNO NARR NCRR PHYS PLCE REFE REPA REPO REPP TERM RERT RSPR RTGS SAFE SETR SETS TXST ULNK VASU

K24

---> Repetitive Mandatory Subsequence C1 Financial Instrument 1-n 16R FIN 267

1-1 35B

Optional Subsequence C1a Financial Instrument Attributes 0-1 16R FIA


1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS


6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP


February 2007 MT 584 5-379

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 1 A, B LOTS

4 0 1 A, B VERN



1 0 1 B CONV

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


5-380 MT 584 February 2007


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 787


1 0 1 E FIAN

16S FIA

End of Subsequence C1a Financial Instrument Attributes

---> Repetitive Optional Subsequence C1b Linkages 0-n 16R LINK


1 0 1 A, B LINK


1 1 1 C PREV

RELA

ASRF

COMM

POOL

TRRF

BMRB

ALMR

16S LINK

---| End of Subsequence C1b Linkages

---> Repetitive Optional Subsequence C1c Trade Details 0-n 16R TRADET 72, 267


1 1 1 A, B, C TRAD


2 0 1 A, B, C SETT 276


3 0 1 A, C ADEL


1 1 1 H BUSE


February 2007 MT 584 5-381

H BUYI SELL K22

2 1 1 H REDE

H DELI RECE K22

3 1 1 H PAYM

H APMT FREE K22

4 0 1 F PRIC


K22

5 0 1 F PROC


6 0 n F RPOR


7 0 1 F PRIR


8 0 1 F SETG


9 0 n F TTCO


K22

10 0 1 F COST


K22

11 0 1 F SETR


K22

12 0 n F STCO


K22

13 0 1 F TRCA


14 0 1 F STAM

15 0 1 F RTGS


16 0 1 F REGT


17 0 1 F BENE


5-382 MT 584 February 2007


18 0 1 F CASY

F and DSS not present CHEC GBSC GROS NETS USCH USFW K22

19 0 1 F TCPI


20 0 1 F REST


21 0 1 F LEOG


22 0 1 F SETS


23 0 1 F TRAK


24 0 1 F REPT



1 0 1n B TRAD 72



1 0 1 A SETT 273, 276


1 0 1 A FXIB

FXIS

---> Repetitive Optional Subsequence C1c1 Confirmation Parties 0-n 16R CONFPRTY 267


1 1 1 P, Q, R AFFM

BRCR

BUYR

CLBR

ETC1

ETC2

INBR

SELL

STBR

RQBR

C, P, Q, R INVE

2 0 1 S ALTE



February 2007 MT 584 5-383


1 0 1 A, B SAFE 267


K97

2 0 1 A CASH


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 C PACO

2 0 1 E DECL


1 0 1 F TRCA


16S CONFPRTY

---| End of Subsequence C1c1 Confirmation Parties

---> Repetitive Optional Subsequence C1c2 Amounts 0-n 16R AMT


1 1 1 A ACRU

CHAR

COUN

DEAL

EXEC

ISDI

LEVY

LOCL

LOCO

MACO

MARG

OTHR

POST

REGF

SETT 273, 276

SHIP

SPCN

STAM

STEX

TRAN


5-384 MT 586 February 2007

TRAX

VATA

WITH

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence C1c2 Amounts 16S TRADET

---| End of Subsequence C1c Trade Details 16S FIN

---| End of Subsequence C1 Financial Instrument 16S STAT

---| End of Sequence C Status



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 108


5.57 MT 586 Statement of Settlement Allegements m-M Tag Block Id. Options Conditional No.


1-1 28E *** 2


1 0 1 A, J STAT


1 1 1 C SEME

1-1 23G 208 *** 5


1 0 1 A, C PREP


February 2007 MT 586 5-385

2 1 1 A, C STAT


1 0 1 F SFRE


2 0 1 F CODE




1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 11


1 0 1 P, R ACOW


1 1 1 A, B SAFE


K97



1 1 1 B ACTI 266

16S GENL 14


---> Repetitive Optional Sequence B Allegement Details 0-n 16R ALLDET 266, 287 15

---> Repetitive Optional Subsequence B1 Linkages 0-n 16R LINK 16


1 0 1 A, B LINK


1 1 1 C PREV

RELA

POOL

TRRF

COMM


5-386 MT 586 February 2007

ASRF

COLR

16S LINK 19

---| End of Subsequence B1 Linkages 25a Order min Max Options Qualifier 20

1 0 1 D ALLE

D and DSS not present REMO CAND K25


1 0 1 B TRAD



1 1 1 A, B, C SETT


2 0 1 A, B, C TRAD


3 0 1 A, C ADEL


1 0 1 A, B DEAL




1 0 1 A DAAC

1-1 35B 25



1 0 1 B PLIS



1 0 1 F MICO


K22

2 0 1 F FORM


3 0 1 F PFRE


4 0 1 F PREF


5 0 1 F PAYS



February 2007 MT 586 5-387

6 0 1 F PADI


7 0 1 F CFRE



1 0 1 A, C CLAS

2 0 1 B OPST


3 0 1 B OPTI



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A CALD

7 0 1 A CONV

8 0 1 A PUTT

9 0 1 A DDTE

10 0 1 A FCOU

11 0 1 A NWFC


1 0 1 A PRFC

2 0 1 A CUFC

3 0 1 A NWFC

4 0 1 A INTR

5 0 1 A NXRT

6 0 1 A INDX


1 0 1 A, B COUP

2 0 1 A, B POOL

3 0 n A, B, K LOTS

4 0 1 A, B VERN



1 0 1 B CONV


5-388 MT 586 February 2007

2 0 1 B FRNF

3 0 1 B COVE

4 0 1 B CALL

5 0 1 B PUTT

6 0 1 B WRTS

7 0 1 B ODDC




1 0 1 A, B INDC

MRKT

2 0 1 A, B EXER


1 0 1 B MINO


2 0 1 B MIEX


3 0 1 B MILT


4 0 1 B SIZE


5 0 1 B ORGV

B FAMT K36

0-n1 35B 387


1 0 1 E FIAN

16S FIA


1 0 n1 F RPOR


2 1 1 H PAYM 283

H APMT FREE K22

3 1 1 H REDE 285

H DELI RECE K22

4 0 1 F PROC


5 0 1 F PRIR



February 2007 MT 586 5-389

6 0 n F TTCO

F and DSS not present BCRO BCRP BCPD BCFD BCBL BCBN CBNS CCPN CDIV CRTS CWAR GTDL SPCU SPEX XBNS XCPN XDIV XRTS XWAR

K22

Mandatory Subsequence B3 Financial Instrument/Account 1-1 16R FIAC


1 1 1 B SETT



1 0 1 D DENC


1 0 n B CERT


1 0 1 A CASH


1 0 1 B, C, F SAFE



16S FIAC

End of Subsequence B3 Financial Instrument/Account

Optional Subsequence B4 RepoTwo Leg Transaction Details 0-1 16R REPO


1 0 1 A, B, C TERM



1 0 1 F RERT


2 0 1 F MICO


K22

3 0 1 F REPTREVA


K22


1 0 1 C SECO

2 0 1 C REPO


5-390 MT 586 February 2007


1 0 1 C VASU

2 0 1 A REPO

3 0 1 A, F RSPR

4 0 1 A, C PRIC

5 0 1 A SLMG

6 0 1 A SHAI


1 0 1 B CADE

2 0 1 B TOCO


1 0 1 A FORF

2 0 1 A REPATRTE

3 0 1 A REPP

4 0 1 A ACRU

5 0 1 A DEAL

6 0 1 A TAPC


1 0 1 C REPOSECO

16S REPO

End of Subsequence B4 RepoTwo Leg Transaction Details

Mandatory Subsequence B5 Settlement Details 1-1 16R SETDET


1 1 1 F SETR

F and DSS not present BSBC BSBOBSBK CNCB COLL CONV FCTA INSP ISSU OWNE OWNI MKDW MKUP NETT NSYN PAIR PLAC PORT REAL REDI REDM RELE REPU RODE RPTO RVPO SBBK SECB SECL SUBS SYND TBAC TRAD TRPO TURN PREA

K22

2 0 n F STCO


K22

3 0 1 F TRCA


4 0 1 F STAM

5 0 1 F RTGS


6 0 1 F REGT


February 2007 MT 586 5-391


7 0 1 F BENE


8 0 1 F CASY


9 0 1 F TCPI


10 0 1 F MACL


11 0 1 F REST


12 0 1 F SETS


13 0 1 F NETT


14 0 1 F CCPT


15 0 1 F LEOG


16 0 1 F REPT


---> Repetitive Mandatory Subsequence B5a Settlement Parties 1-n 16R SETPRTY


1 1 1 P, Q, R BUYR 284, 286

DEAG 284, 285

DECU 284, 286

DEI1 284, 286

DEI2 284, 286

REAG 284, 285

RECU 284, 286

REI1 284, 286

REI2 284, 286

SELL 284, 286

C, P, Q PSET 252, 284

2 0 1 S ALTE



1 0 1 A, B SAFE 252


5-392 MT 586 February 2007


K97


1 0 1 A, C PROC


1 0 1 C PROC


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S SETPRTY

---| End of Subsequence B5a Settlement Parties

---> Repetitive Optional Subsequence B5b Cash Parties 0-n 16R CSHPRTY


1 1 1 P, Q, R ACCW 5, 284

BENM 284

PAYE 5, 284

2 0 1 S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE


1 0 1 E DECL

2 0 1 D REGI

3 0 1 C PACO

16S CSHPRTY

---| End of Subsequence B5b Cash Parties

---> Repetitive Optional Subsequence B5c Amounts 0-n 16R AMT 283



1 0 1 B ACRU

2 0 1 B STAM


1 1 1 A ACRU 287


February 2007 MT 586 5-393

CHAR 287

COUN 287

DEAL 287

EXEC 287

ISDI 287

LEVY 287

LOCL 287

LOCO 287

MARG 287

OTHR 287

POST 287

REGF 287

SETT 283, 287

SHIP 287

SPCN 287

STAM 287

STEX 287

TRAN 287

TRAX 287

VATA 287

WITH 287

COAX 287

ACCA 287

ANTO 287

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 A, C VALU


1 0 1 B EXCH 262

16S AMT

---| End of Subsequence B5c Amounts 16S SETDET

End of Subsequence B5 Settlement Details 16S ALLDET

---| End of Sequence B Allegement Details


5-394 MT 587 February 2007



1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

3 0 1 C, P, Q, R INVE

4 0 1 P, Q, R EXCH

5 0 1 P, Q, R TRRE

6 0 1 S ALTE


7 0 1 P, Q, R TRAG

16S ADDINFO


5.58 MT 587 Depositary Receipt Instruction m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME

1-1 23G 208 *** 3


1 1 1 H DERE 297

H CONV ISSU RELE RELS K22

2 0 1 F CNVF 297

F and DSS not present AMDR EUDR GLDR INDR RADR K22

3 0 1 F CNVT 297


4 0 1 F PRIR



1 0 1 A, C CLAS

B DRTY

B and DSS not present AMDR EUDR GLDR INDR RADR K12


1 0 1 A, C PREP




February 2007 MT 587 5-395

1 0 1 B PRER



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 12



Mandatory Sequence B Details of Depositary Receipt 1-1 16R DRDETL 14


1 0 1 P, R ACOW


1 0 1 A SAFE


1 1 2 A, C ISSU 263

RELD 263

---> Repetitive Mandatory Subsequence B1 Details of Financial Instrument 1-n 16R FIDETL 17

1-1 35B 18

Optional Subsequence B1a Financial Instrument Attributes 0-1 16R FIA 19


1 0 1 B PLIS



1 0 1 A, C CLAS

B DRTY



1 0 1 A DENO


5-396 MT 587 February 2007


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A OPTI


1 0 1 A INTR

2 0 1 A NXRT



1 0 1 B MINO

2 0 1 B MIEX

3 0 1 B MILT

16S FIA 26

End of Subsequence B1a Financial Instrument Attributes 36a Order min Max Options Qualifier 27


1 0 1 B QSEC


1 0 1 D CONV

16S FIDETL 29

---| End of Subsequence B1 Details of Financial Instrument 16S DRDETL 30

End of Sequence B Details of Depositary Receipt

---> Repetitive Mandatory Sequence C Depositary Receipt Parties 1-n 16R DRPRTY 31


1 1 1 P, Q, R BENE

DEBA

DRCU

DRDE

DRRE

INST

ORCU

ORDE

ORRE

2 0 n S ALTE


February 2007 MT 588 5-397



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM

4 0 1 A TAXE

5 0 1 A SAFE


1 0 1 E PACO

16S DRPRTY 35

---| End of Sequence C Depositary Receipt Parties

Optional Sequence D Legal Restrictions/Additional Information 0-1 16R ADDINFO 36


1 0 n E ADTX

2 0 n E LEGL

3 0 n E PACO

4 0 n E PREL

5 0 n E REGI

6 0 n E AMNT

7 0 n E DECL


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE


1 0 1 A CHAR

2 0 1 A OCMT

16S ADDINFO 40

End of Sequence D Legal Restrictions/Additional Information

5.59 MT 588 Depositary Receipt Confirmation m-M Tag Block Id. Options Conditional No.



1 1 1 C SEME


5-398 MT 588 February 2007

1-1 23G 208 *** 3


1 1 1 H DERE 297

H CONV EUDR ISSU RELE RELS K22

2 0 1 F CNVF 297


3 0 1 F CNVT 297



1 0 1 A, C CLAS

B DRTY



1 0 1 A, C PREP



1 1 1 B PRER 298



1 0 1 F LINK



1 0 1 A, B LINK


1 1 1 C PREV 208

RELA

16S LINK 12


16S GENL 13


Mandatory Sequence B Details of Depositary Receipt 1-1 16R DRDETL 14


1 0 1 P, R ACOW


1 0 1 A SAFE


February 2007 MT 588 5-399


1 1 2 A, C ISSU 263

RELD 263

2 0 1 A, C SETT

---> Repetitive Mandatory Subsequence B1 Details of Financial Instrument 1-n 16R FIDETL 17

1-1 35B 18

Optional Subsequence B1a Financial Instrument Attributes 0-1 16R FIA 19


1 0 1 B PLIS



1 0 1 A, C CLAS

B DRTY



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A OPTI


1 0 1 A INTR

2 0 1 A NXRT



1 0 1 B MINO

2 0 1 B MIEX

3 0 1 B MILT

16S FIA 26

End of Subsequence B1a Financial Instrument Attributes 36a Order min Max Options Qualifier 27


1 0 1 B QSEC


5-400 MT 588 February 2007


1 0 1 D CONV

16S FIDETL 29

---| End of Subsequence B1 Details of Financial Instrument 16S DRDETL 30

End of Sequence B Details of Depositary Receipt

---> Repetitive Optional Sequence C Pre-Release Details 0-n 16R PREDET 298 31

0-1 35B 32



1 0 1 B PLIS



1 0 1 A, C CLAS

B DRTY



1 0 1 A DENO


1 0 1 A COUP

2 0 1 A EXPI

3 0 1 A FRNR

4 0 1 A MATU

5 0 1 A ISSU

6 0 1 A OPTI


1 0 1 A INTR

2 0 1 A NXRT



1 0 1 B MINO

2 0 1 B MIEX

3 0 1 B MILT

16S FIA 40

End of Subsequence C1 Financial Instrument Attributes 36a Order min Max Options Qualifier 41



February 2007 MT 588 5-401

1 0 1 B PREQ


1 0 1 E PREL

---> Repetitive Optional Subsequence C2 Pre-Release Amounts 0-n 16R AMT 43


1 1 1 A CHAR

PREC

2 0 1 A RESU 262

3 0 1 A OCMT


1 0 1 B EXCH 262

16S AMT 46

---| End of Subsequence C2 Pre-Release Amounts 16S PREDET 47

---| End of Sequence C Pre-Release Details

--->Repetitive Mandatory Sequence D Depositary Receipt Parties 1-n 16R DRPRTY 48


1 1 1 P, Q, R BENE

DEBA

DRCU

DRDE

DRRE

INST

ORCU

ORDE

ORRE

2 0 n S ALTE



1 0 1 A SAFE


1 0 1 E PACO

16S DRPRTY 52

---| End of Sequence D Depositary Receipt Parties


5-402 MT 588 February 2007

---> Repetitive Optional Sequence E Cash Movements 0-n 16R CASHMOVE 53


1 1 1 H CRDB

H CRED DEBT K22

---> Repetitive Optional Subsequence E1 Cash Parties 0-n 16R CSHPRTY 55


1 0 1 P, Q, R ACCW 5

BENM

2 0 1 S ALTE



1 0 1 A CASH

CHAR

COMM

TAXE


1 0 1 E PACO

16S CSHPRTY 59



1 1 1 A PSTA

2 0 1 A GRSS

3 0 1 A NETT

4 0 1 A RESU 262

5 0 1 A OCMT

6 0 1 A CHAR

7 0 1 A EXEC

8 0 1 A LOCO

9 0 1 A OTHR

10 0 1 A REGF

11 0 1 A SPCN

12 0 1 A STAM

13 0 1 A STEX

14 0 1 A TRAX

15 0 1 A VATA


1 0 1 A, C VALU


February 2007 MT 589 5-403

2 0 1 A, C POST


1 0 1 B EXCH 262

16S CASHMOVE 63

---| End of Sequence E Cash Movements

Optional Sequence F Legal Restrictions/Additional Information 0-1 16R ADDINFO 64


1 0 n E ADTX

2 0 n E LEGL

3 0 1 E PACO

4 0 n E REGI

5 0 n E AMNT

6 0 n E DECL


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 67

End of Sequence F Legal Restrictions/Additional Information

5.60 MT 589 Depositary Receipt Status and Processing Advice




1 1 1 C SEME

1-1 23G *** 3


1 1 1 H DERE 297

H CONV ISSU RELE RELS K22

2 0 1 F CNVF 297


3 0 1 F CNVT 297



1 0 1 A, C CLAS

B DRTY


5-404 MT 589 February 2007



1 0 1 A, C PREP



1 0 1 A, B LINK


1 1 1 C PREV

RELA

16S LINK 10




1 1 1 D CPRC


DPRC

D and DSS not present DRRE NORE PEND K25

IPRC

D and DSS not present CAND CANP PACK REJT K25



1 1 1 B DRRE

B and DSS not present NARR K24

PEND

B and DSS not present BYIY CAIS DOCC DOCY LACK MCER MONY NARR NEWI NOFX REFU TAMM

K24

REJT

B and DSS not present IACT ICOP ICUS MCRA NARR ULNK K24


1 0 1 D REAS

16S REAS 16





February 2007 MT 589 5-405

Optional Sequence B Depositary Receipt Details 0-1 16R DRDETL 19


1 0 1 A, C ISSU

2 0 1 A, C RELD


1 0 1 P, R ACOW


1 0 1 A SAFE

---> Repetitive Optional Subsequence B1 Details of Financial Instrument 0-n 16R FIDETL 22

1-1 35B 23


1 0 1 A, C CLAS

B DRTY




1 1 1 B QSEC

16S FIDETL 26

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

---> Repetitive Optional Subsequence B2 Depositary Receipt Parties 0-n 16R DRPRTY 27


1 1 1 P, Q, R BENE

DEBA

DRCU

DRDE

DRRE

INST

ORCU

ORDE

ORRE

2 0 n S ALTE



1 0 1 A CASH

2 0 1 A CHAR

3 0 1 A COMM


5-406 MT 589 February 2007

4 0 1 A TAXE

5 0 1 A SAFE


1 0 1 E PACO

16S DRPRTY 31

---| End of Subsequence B2 Depositary Receipt Parties 16S DRDETL 32

End of Sequence B Depositary Receipt Details



1 0 n E ADTX


1 0 1 P, Q, R MEOR

2 0 1 P, Q, R MERE

16S ADDINFO 36









15 M A 1

20 M

21 M

22 M

94 O A (***) 5

82 M A, D, J (***) 6

87 M A, D, J (***) 7

83 O A, D, J (***) 8

30 M

26 M C (***)

26 O H 11

33 M G 2 (***)

71 O C

72 O


15 OR B 93 15

32 OR F 89 (***) 32

86 O A, B, D 5 17

87 OR A, B, D 5, 32

34 OR P 2, 3 32

53 O A, B, D 5

56 O A, B, D 5 21

57 OR A, B, D 5, 32




15 OR C 93 23

32 OR F 89 32 (***)

86 O A, B, D 5 25

87 OR A, B, D 5, 32

34 OR R 2, 3 32

56 O A, B, D 5 28

57 OR A, B, D 5, 32




20 M

21 M

22 M

94 O A (***) 4

82 M A, D, J (***) 5

87 M A, D, J (***) 6

83 O A, D, J (***) 7

23 M 79 (***)

30 M

26 M C 87 (***)

31 O C 79

31 M G

32 M F 89 (***)

32 M B 2

33 M B (***)

34 M P, R 2, 3, +20

53 O A, B, D 5, 20

56 O A, B, D 5 18

57 M A, B, D 5

72 O

+20 Semantic 20 applies to ’P’ option only






26 M C (***)

25 O

30 M

72 O

---->

20 M

21 M

23 M

26 O D

32 M F 89 (***)

82 O A, B, D 5

86 O A, B, D 5

87 O A, B, D 5

88 M A, B, D 5

72 O

----| 1 - 10




20 M

26 M C 87 (***)

25 O

30 M

72 O

---->

21 M

23 M

26 O D

32 M F 89 (***)

82 O A, B, D 5

87 M A, B, D 5

88 O A, B, D 5

72 O

----| 1 - 10






20 M

21 M

26 M C 87 (***)

25 O

26 O D

30 M

32 M F 89 (***)

82 O A, D 5

87 O A, D 5

88 O A, D 5

72 O




20 M

21 M

26 M C 87 (***)

25 O

26 O D

30 M

32 M F 89 (***)

82 O A, D 5

87 O A, D 5

72 O






20 M

26 M C 87 (***)

25 O

28 M

60 M F, M 80, 89 (***)

---->

61 O 89, 91 (***)

----|

62 M F, M 80, 89 (***)

64 O 80, 89 (***)

---->

65 O 80, 89 (***)

----|




27 M

20 M

31 M C

30 O

------->

23 M 85, 86 (***)

----->

26 M C 87 (***)

---->

68 M B, C 3, 85, 86, 89 (***)

----| -----|

72 O

-------|







20 M

21 O 35

23 M 47, 48, 51

27 O

29 O A

29 O B 35

88 M D

32 M A 3

Sequence ’B’ Optional 47, 48, 66

---->

26 OR P 32

31 O F 36

32 O P 3, 60

33 OR P, R 3, 60 32

71 O C 53

34 O P, R 3, 53, 60

57 O A, B, D 5

72 O

----|

Sequence ’C’ Mandatory 66

---->

26 M N

32 O E

31 M F

31 O R 51

32 M B 3, 61

33 M B 3, 61

57 O A, B, D 5

72 O

----|







20 M

21 O 35

27 O

29 O A

29 O B 35

88 M D

32 M A 3


---->

26 M P, N

31 M F

33 O B 3, 55

36 O 54

37 M G

37 O M

37 O R

37 O A, B, C, D, E, F 54

34 O P, R 3, 55

57 O A, B, D 5

72 O

----|







20 M

21 O 35

29 O A

29 O B 35

88 M D

32 M A 3

71 O B 29


---->

23 OR 32

31 OR F 38 32

33 O B 2, 3

34 OR B 2, 3 32

37 O A, B, C, D, E, F

72 O

----|


71 O C 29

33 M A 2, 3

34 O A 2, 3

57 O A, B, D 5

72 O







20 M

21 O 35

23 M 45, 46

29 O A

29 O B 35

88 M D

32 M A 3

26 O P


---->

31 O F 36, 57

33 O B 2, 3

34 O N 2, 3, 57, 58

37 O A, B, C, D, E, F

72 O

----|


32 M A 2, 3

32 O N 2, 3, 43, 44, 45

33 O N 2, 3, 43, 44, 46, 57, 58

34 O N 2, 3

34 O P, R 2, 3, 44

57 O A, B, D 5

71 O C

72 O






20 M

21 O 35

27 O

29 O A

29 O B 35

88 M D

32 O A, B 3

79 M







27 M

40 M A (***)

20 M

23 O

31 O C

40 M E 181 (***)

31 M D

51 O A, D 5

50 M

59 M

32 M B 3

39 O A 105

39 O B 105 (***)

39 O C

41 M A, D 5 (***)

42 O C 90

42 O A, D 5, 90

42 O M 90

42 O P 90

43 O P

43 O T

44 O A

44 O E

44 O F

44 O B

44 O C 106



44 O D 106

45 O A

46 O A

47 O A

71 O B

48 O

49 M (***)

53 O A, D 5

78 O

57 O A, B, D 5

72 O




27 M

20 M

45 O B

46 O B

47 O B




40 M A (***)

20 M

31 M D

50 M

59 M

32 M B 3

39 O A 105

39 O B 105 (***)

39 O C

41 O A, D 5 (***)

44 O A

44 O E

44 O F

44 O B



44 O C 106

44 O D 106

45 O A

57 O A, B, D 5

79 O

72 O




20 M

21 M

23 O 16

52 O A, D 5, 16

31 O C

30 O

26 O E

59 M

31 O E 30

32 O B 2, 3, 12, 30

33 O B 2, 3, 12, 30

34 O B 2, 3, 12, 30

39 O A 30, 105

39 O B 30, 105 (***)

39 O C 30

44 O A 30

44 O E 30

44 O F 30

44 O B 30

44 O C 30, 106

44 O D 30, 106

79 O 30

72 O 30






27 M

40 M B (***)

20 M

21 M

23 O

31 M C

40 M E 181 (***)

31 M D

52 O A, D 5, 6

50 O B 6

51 O A, D 5

50 M

59 M

32 M B 3

39 O A 105

39 O B 105 (***)

39 O C

41 M A, D 5 (***)

42 O C 90

42 O A, D 5, 90

42 O M 90

42 O P 90

43 O P

43 O T

44 O A

44 O E

44 O F

44 O B

44 O C 106

44 O D 106

45 O A

46 O A

47 O A

71 O B

48 O

49 M (***)



53 O A, D 5

78 O

57 O A, B, D 5

72 O




27 M

20 M

21 M

45 O B

46 O B

47 O B




27 M

40 M B (***)

20 M

21 M

31 O C

40 M E 181 (***)

31 M D

52 O A, D 5, 6

50 O B 6

50 M

59 M

32 M B 3

39 O A 105

39 O B 105 (***)

39 O C

41 M A, D 5 (***)

42 O C 90

42 O A, D 5, 90

42 O M 90



42 O P 90

43 O P

43 O T

44 O A

44 O E

44 O F

44 O B

44 O C 106

44 O D 106

45 O A

46 O A

47 O A

71 O B

48 O

49 M (***)

78 O

57 O A, B, D 5

72 O




27 M

20 M

21 M

45 O B

46 O B

47 O B






20 M

21 M

25 O 77

30 M

32 O B, D 3,+78, 276

57 O A, D 5, 77,78

71 O B

72 O

+78 - Applies to ’D’ option only.




20 M

21 M

30 M

32 M B 3

72 O




20 M

21 M

32 M A 2,3

73 O 17

33 O A, B 2,3,17, 276

57 O A, B, D 5

72 O

77 M J

77 M B






20 M

25 O

40 M F (***)

31 O D

58 O A, D 5, 184

59 O 184

32 M B 3

39 O A 105

39 O B 105 (***)

39 O C

41 M A, D 5 (***)

42 O C 90

42 O A, D 5, 90

42 O M 90

42 O P 90

71 O A (***)

71 O B

72 O




20 M

21 M

31 O C

52 M A, D 5

32 M B 3

33 O B 3

71 O B

34 M A, B 3, 276

57 O A, B, D 5

58 O A, D 5

72 O






20 M

21 O

30 M

31 O E 15

32 O B 2,3,12,15

33 O B 2,3,12,15

34 O B 2,3,12,15

39 O A 15,105

39 O B 15,105 (***)

39 O C 15

72 O 15

77 O A 15




20 M

21 M

32 M B 2,3

33 O B 3,13

71 O B 13

73 O 13

34 O B 2,3,13

57 O A, B, D 5

72 O

77 M J




20 M

21 M

23 M



30 M

32 O B 2,3,18

71 O B 18

33 O A, B 2,3,18, 276

53 O A, B, D 5

54 O A, B, D 5

72 O




20 M

21 M

32 M A, B 2,3

33 O B 3

71 O B

73 O

34 O A, B 2,3, 276

53 O A, B, D 5, 14

57 O A, B, D 5, 14

58 O A, D 5

72 O 19

77 O A 19




20 M

21 M

32 M B 2,3

33 M A 2,3, 276

53 O A,B,D 5

54 O A,B,D 5

72 O






27 M

20 M

23 M

30 O

40 M C 181 (***)

77 M C

72 O




27 M

20 M

21 M

23 M

30 O

26 O E

31 M C

77 M C

72 O




20 M

21 M

25 O 77

30 M

32 O B, D 3,33,+78, 276

57 O A, B, D 5, 77,78

71 O B 33

72 O

+78 Applies to ’D’ option only.






20 M

21 M

25 O 77

30 O

32 O B, D 3,33,+78, 276

33 O B 2,3,34

34 O B 2,3

39 O C 34

57 O A, B, D 5, 77,78

71 O B 33

72 O

+78 Applies to ’D’ option only.







20 M

51 M A, C 5


----->

23 M

30 O

---->

26 M A

----|

33 M B 2, 3

73 O

-----|


34 M B 2, 3, 59

16 M A

32 M A 2, 3, 59, 276

52 O A, D 5

53 O A, B, D 5

54 O A, B, D 5

72 O






20 M

28 M

------->

51 M A, C 5

----->

23 M

30 O

---->

26 M A

----|

33 M B 2, 3

73 O

-----|

34 M B 2, 3

16 M A

-------|




20 M

28 M

32 M A 3, 276

52 O A, D 5

53 O A, B, D 5

54 O A, B, D 5

72 O





20 M

50 M

51 M A, C, D 5



30 O

33 M B 2,3


---->

26 M A

----|

33 M A 2,3

77 M A


34 O B 2,3

32 M B 2,3

57 O A, B, D 5

59 M

79 M




20 M

21 M

57 O A, B, D 5

33 M B 3

59 M

72 O




20 M

21 M 62

30 M

51 O A, C 5

59 O 62



Sequence ’A’ Optional 39

23 OR 32

---->

26 OR A 32

----|

33 OR B 2, 3 32


34 O B 2, 3, 41


73 O 41

32 O A 2, 3, 41, 276

57 O A, B, D 5

72 O




20 M

51 M A, C 5

-----> ---->

68 M A 1, 3, 42

----|

19 M 1, 3, 42

-----|

72 O




20 M

21 O

23 M

30 M

51 O A, C 5



-------> ----->

68 M A 1, 3, 42

---->

26 M B

----| -----|

19 M 1, 3, 42

-------|

72 O




20 M

21 O

51 O A, C 5

------->

30 O

----->

23 M

---->

32 O B 3

----| -----|

-------|

72 O




20 M

30 M

51 M A, C 5

52 M A, C 5

-------> ----->

68 M A 1, 3, 42

---->

26 M B

----| -----|



19 M 1, 3, 42

-------|

72 O




20 M

30 O

51 M A, C 5

-------> ----->

68 M A 1, 3, 42

---->

26 M B

----| -----|

19 M 1, 3, 42

-------|

77 M B

72 O








20 M

21 M

25 M

32 M A 3, 276

52 O A, D 5

72 O




20 M

21 M

25 M

32 M A 3, 276

50 O A, F, K 6, 257 (***) 5

52 O A, D 5, 6

56 O A, D 5

72 O






20 M

---->

12 M 22 (***)

25 M

34 O F 3, 22, 23, 40

34 O F 3, 22, 23, 40

----|




20 M

----->

23 O 83

25 O 83

30 M

---->

37 M H

----| -----| 1 - 10

72 O




20 M

21 O

25 M

28 M C

60 M F, M 3, 27

---->

61 O 24 (***)

86 O 24

----|

62 M F, M 3, 27

64 O 3, 27



---->

65 O 3, 27

----|

86 O




20 M

21 O

25 M

28 M

13 O D

60 O F 3, 27

90 O D 3, 27

90 O C 3, 27

62 M F 3, 27

64 O 3, 27

---->

65 O 3, 27

----|

86 O




20 M

21 O

25 M

28 M C

34 M F 3, 23, 27

34 O F 3, 23, 27

13 M D

---->

61 O (***)

86 O

----|



90 O D 3, 27

90 O C 3, 27

86 O




20 M

25 M

28 M C

60 M F, M 3, 27

---->

61 O (***)

----|

62 M F, M 3, 27

64 O 3, 27




20 M

79 O

91 M A




20 M

21 M

91 M B




20 M

21 M

91 M C






20 M

21 M

91 M D




20 M

21 M

79 M

91 M E




20 M

21 M

79 M

91 M F




20 M

79 O

91 M G




20 M

21 M

79 O

91 M H






20 M

25 M

28 M C

60 M F, M 3,27

---->

61 O (***)

----|

62 M F, M 3,27

64 O 3,27




20 M

---->

25 M

62 M F 3

----|




20 M

25 M

28 M C

60 M F, M 3, 27

---->

61 O (***)

----|

62 M F, M 3, 27

64 O 3, 27






20 M

---->

12 M (***)

25 M

----|




20 M

57 O A, B, D 5

59 M

75 O




20 M

21 M

59 O

79 M


February 2007 MT n90 10-1

Chapter 10 MT n9x Messages

10.1 MT n90 Sequence of



20 M (*)

21 M

25 M

32 M C, D 3

52 O A, D 5

71 M B

72 O

(*) for financial messages n=1,2,3,4,5,6,7,8,9




20 M (*)

21 M

32 M B 3

52 O A, D 5

57 O A, B, D 5

71 M B

72 O



10-2 MT n92 February 2007




20 M (*)

21 M

11 M S

79 O 25

Copy of any field(s) of the original message

25 (**)


(**) Where “Copy of any field(s) of the original message” appears, it indicates that the field(s) specified in either § (1) or (2) below must be present, but not both (NAK code T13) : (1) non-generic fields (i.e. fields defined in Part III, chap.3, without a constant ":" as the first data character), except the fields 16R, 16S, 23G (non-generic fields used exclusively in ISO 15022 msg), (2) generic fields (i.e. fields defined in Part III, chap.3, with a constant ":" as the first data character), and optionally any of the following non-generic fields : 20, 21, 11R, 11S, 75, 76, 77A, 79 (i.e. non-generic fields defined in MTn92, n95, and n96), 16R, 16S, 23G, 28E, 35B (i.e. non-generic fields defined in the ISO 15022 messages). It also means that the copied fields from a previous message will be validated only for syntax, no validation will be performed on the field sequence, Mandatory/Optional, and conditional relationship(s).

- In addition, some specific validations for common group messages are performed:

- special field exceptions are validated (see Part III, Chapter 4, where an ’*’ notation is mentioned when a field exception is to be validated for all types of messages appended in common groups n92, n95 or n96).

- the presence of field 77 with options F, G, S and T is to be checked and refused (NAK code T13).

- in generic fields, code words values and qualifiers values are not validated, only a syntax/format check is performed.



10.4 MT n95

10.4.1 MT n95 (cat 1 & 2) Sequence of



20 M (*)

21 M

75 M

77 O A

11 O R, S

79 O <REJT/RETN/79> |

3, 31

50x[’CrLf’50x]0-34

31


31 (**)

(*) for financial messages n=1,2








10.4.2 MT n95 (cat 3 to 9) Sequence of



20 M (*)

21 M

75 M

77 O A

11 O R, S

79 O 31


31 (**)

(*) for financial messages n=3,4,5,6,7,8,9











20 M (*)

21 M

76 M

77 O A

11 O R, S

79 O 31


31 (**)










20 M (*)

12 M

77 M E




10.7 MT n99

10.7.1 MT n99 (cat 1 & 2) Sequence of



20 M (*)

21 O

79 M <REJT/RETN/79> |

3

50x[’CrLf’50x]0-34

(*) for financial messages n=1,2

10.7.2 MT n99 (cat 3 to 9) Sequence of



20 M (*)

21 O

79 M

(*) for financial messages n=3,4,5,6,7,8,9

Documents

SWIFT Table of Message Types 2007