In the same occurrence of subsequence C1a1Ĭ2 In each occurrence of subsequence C1a1, the presence of field :98a::SETT depends on the value of field :17B::COLL as follows:Ĭ3 In each occurrence of subsequence C1a1A, the presence of field :70C::RATS depends on the presence of field :94B::RATS as follows: | End of Sequence D Additional InformationĬ1 In each occurrence of subsequence C1a1, the presence of subsequence C1a1A depends on the value of field :17B::SECU// as follows: > Optional Repetitive Sequence D Additional Information | End of Sequence C Summary by Exposure Type | End of Subsequence C1 Summary by Counterparty | End of Subsequence C1a Transaction Details | End of Subsequence C1a1 Valuation Details | End of Subsequence C1a1A Securities Details

> Optional Repetitive Subsequence C1a1A Securities Details > Optional Repetitive Subsequence C1a1 Valuation Details > Mandatory Repetitive Subsequence C1a Transaction Details > Optional Repetitive Subsequence C1 Summary by Counterparty > Mandatory Repetitive Sequence C Summary by Exposure Type > Optional Repetitive Subsequence A2 Linkages | End of Subsequence A1 Collateral Parties > Optional Repetitive Subsequence A1 Collateral Parties Sequence D Additional Information contains exposure and collateral value per page and party information. In addition to the transaction details, it also contains valuation details followed by securities details. Detailed list of transactions could be displayed per counterparty. Sequence C Summary by Exposure Type contains information per exposure type which could be further broken down to counterparty level, in the reporting currency. In addition, it provides collateral-specific information. Sequence B Overall Summary contains the global collateral status of all transactions covered in the message, in the reporting currency, that is, the total of the exposure amount, of the posted collateral, of the margin amounts, of the accrued interest, of the fees or commissions and of the principals. Sequence A General Information provides general information, that is, the function of the message, the identification of the statement, the references of the linked messages, the identification of the parties, the safekeeping account.

Swift note collateral