SWIFT ISO MESSAGES STANDARD

Transcription

1 BNP PARIBAS SECURITIES SERVICES Global Custody SWIFT ISO MESSAGES STANDARD Securities Messages Contract Notes, Settlement Confirmations &, Statements Repting Userguide Updated on July no changes have been made

2 Global Custody Repting Guide This userguide was prepared exclusively f the benefit and internal use of BNP Paribas Securities Services clients and does not carry any right of publication disclosure other than to BNP Paribas Securities Services clients. Neither this rept n any of its contents may be used f any other purpose without the pri written consent of BNP Paribas Securities Services. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 2 of 53

3 Global Custody Repting Guide Table of contents 1 Introduction MT 515: Client Confirmation of Purchase Sale (Contract Note) MT : Settlement Confirmations MT 548: Settlement and Processing Advice MT 535: Statement of Holdings MT 536: Statement of Transactions Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 3 of 53

4 Global Custody Repting Guide 1 Introduction We are pleased to present our SWIFT ISO Messages Standard f securities messages. If you have any queries on the content of this document, please do not hesitate to contact us f me details. This userguide only covers SWIFT messages from the global custody activity line of BNP Paribas Securities Services (). Reading indications : The userguide describes sequence by sequence and field by field the global custody messages that is sending to you. F every field the following infmation is given : - field code (SWIFT nm) - : mandaty (M) optional (O) ; a field mandaty f SWIFT is mandaty f, but some optional fields f SWIFT are mandaty f - Qualifier (SWIFT nm) - definition (SWIFT definition) - Content (SWIFT description) - Fmat and example (SWIFT fmat, examples are related to activity) - Comment ( specific) : please read this column carefully, explanation, use and restrictions are detailed here. The of a sequence of a field is as follows : - «is transmitted» blank: we send this data to you - «is not transmitted» : we do not send this data to you. In 2014, please note that there are no changes in the SWIFT release on optional tags f the following types of messages: MT515 MT540 MT541 MT542 MT543 MT MT548 Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 4 of 53

5 Global Custody Repting Guide 2 MT 515: Client Confirmation of Purchase Sale (Contract Note) Purpose: sends this message to you to confirm the details of a purchase sale of funds and securities Mandaty Sequence A General Infmation Qualifier Definition Content Fmat and example Comment 16R M GENL Start of block :16R:GENL 20C M SEME Sender s reference 20C:SEME // Trade identifier :4!c//16x (cresponding to the MT52X reference) 23G M NEWM Function of the 23G:NEWM (f a new trade) 23G: :4!c[/4!c] CANC (f a cancellation) message CANC 98a O PREP Preparation date/time 98C: PREP//YYYYMMDDHHMMSS Option A: :4!c//8!n Option C: :4!c//8!n6!n Option C is used 22F M TRTR Trade transaction type The indicat contains the following code: TRAD: trade Repetitive Mandaty Subsequence A1 Linkages 98C:PREP//YYYYMMDDHH MMSS :4!c/[8c]/4!c :TRTR//TRAD Code TRAD is transmitted 20C M RELA PREV Qualifier Definition Content Fmat and example Comment 16R M LINK Start of block :16R:LINK Reference RELA: related reference :4!c//16x PREV: previous reference :RELA//your reference :RELA//NONREF The code RELA PREV is always transmitted: - If known, with your reference. - If not known with the code NONREF. Meover: F a cancellation, the code PREV is transmitted. Otherwise, the code RELA is transmitted Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 5 of 53

6 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment 16S M LINK End of block :16S:LINK End of Subsequence A1 Linkages Qualifier Definition Content Fmat and example Comment 16S M GENL End of block :16S:GENL End of Sequence A General Infmation Repetitive Optional Sequence B Partial Fill Details This sequence is not transmitted End of Sequence B Partial Fill Details Mandaty Sequence C Confirmation Details Qualifier Definition Content Fmat and example Comment 16R M CONFDET Start of block :16R:CONFDET 98a M TRAD Trade date and time 98A::TRAD//YYYYMMDD V17 : 98C::TRAD//YYYYMMDDhhmmss Option A: :4!c//8!n Option B: :4!c/[8c]/4!c Option C: :4!c//8!n6!n In option A: Qualifier TRAD followed by // with trade date at which the deal was agreed. In option C Qualifier TRAD followed by // with trade date/time at which the deal was Option A is transmitted Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 6 of 53

7 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment agreed. 98a M SETT Settlement date 98A :SETT//YYYYMMDD Option A: :4!c//8!n Option B: :4!c/[8c]/4!c Option C: :4!c//8!n6!n Option A is transmitted 90a M DEAL Deal price In option A, the amount type code contains the following code: PRCT: percentage price In option B, the amount type code contains the following code: ACTU: actual amount 99A :DAAC//[N]3!n :4!c//[N]3!n 99A O DAAC Number of days accrued 94B O TRAD Place of trade The place code contains the following code: VARI: various places 22a M BUSE Buy/sell indicat The indicat contains one of the following codes: BUYI: buy SELL: sell :98A:SETT//YYYYMMDD Option A: :4!c//4!c/15d Option B: :4!c//4!c/3!a15d :90B::DEAL//ACTU/EUR1500, :4!c/[8c]/4!c[/30x] :94B::TRAD//VARI/US Option F: :4!c/[8c]/4!c Option H: :4!c//4!c F a Subscription to Funds: 22H::BUSE//SUBS F a Redemption to Funds: 22H::BUSE//REDM F a Purchase: 22H::BUSE//BUYI F a Sale: 22H::BUSE//SELL TAG 22H::BUSE with Indicat FPOO IPOO Option A is transmitted with PRCT and option B is transmitted with ACTU. 90A (If percentage) : :DEAL //PRCT /percentage 90B (if there s a price) : :DEAL //ACTU /currency + price (if there s a price) The code VARI followed by the ISO country code is transmitted. Code BUYI SELL is transmitted. Change of definition of qualifier f BUSE qualifier IPOO - Transaction is an IPO (Initial Public Offering) bid der. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 7 of 53

8 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment 22a M PAYM Payment indicat The indicat contains one of the following codes: APMT: against payment FREE: free 22a O TTCO Trade transaction condition indicat The indicat contains the following code: BLKO: block der Repetitive Mandaty Subsequence C1 Confirmation Parties Your account details. 95a M BUYR SELL IPPO if 90a::DEAL (Sequence C) 36B::ORDR (Sequence C) 19A::SETT (Sequence D3) is present at least once Option F: :4!c/[8c]/4!c Option H: :4!c//4!c Option F: :4!c/[8c]/4!c Option H: :4!c//4!c :22F:TTCO//BLKO Option H is used. Infmation transmitted f a block trade. Qualifier Definition Content Fmat and example Comment 16R M CONFPRTY Start of block :16R:CONFPRTY Party BUYR: buyer SELL: seller 97a O SAFE Safekeeping account 97A : :SAFE // Safekeeping Account (reduced extended) 97A f a CEDEL Account : :SAFE //23 Option P: :4!c//4!a2!a2!c[3!c] Option R: :4!c/8c/34x Option Q: :4!c//4*35x :95Q::BUYR//xxx :95Q::SELL//. 95Q::INVE/name Option A: :4!c//35x Option B: :4!c/[8c]/4!c/35x The qualifier BUYR (f a purchase) SELL (f a sale) is transmitted with option Q; the party is followed by the account s name a dot if not available. Option A is transmitted. Your safekeeping a/c #. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 8 of 53

9 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment 97A::SAFE//99999 avec = NOIND 97A O CASH Cash account 97A : :CASH // Cash Account (reduced extended IBAN) 22F O TRCA Indicat f execution place 70a O DECL Declaration details Narrative 97A f a CEDEL Account : :CASH //23 TRCA//RMKT f 'Regulated market' TRCA//MLTF f 'Multi lateral trading facility' TRCA //SINT f 'Systematic Internaliser Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 9 of 53 :4!c//35x Option C: :4!c//4*35x Option D: :4!c//6*35x Option E: :4!c//10*35x :90E::DECL// french tax authities ref +reperty number :90E::DECL// with contractual settlement 16S M CONFPRTY End of block :16S:CONFPRTY Details of your counterparty. 95a M BUYR SELL Option E is used. The narrative is sent f French tax reperty contractual settlement purposes. Qualifier Definition Content Fmat and example Comment 16R M CONFPRTY Start of block :16R:CONFPRTY Party BUYR: buyer SELL: seller Option P: :4!c//4!a2!a2!c[3!c] Option R: :4!c/8c/34x Option Q: :4!c//4*35x :95Q::BUYR//xxxx The qualifier BUYR (f a purchase) SELL (f a sale), cresponding to your counterparty, is transmitted with option Q; the party is followed by the account s # and name only a dot if not available.

10 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment yyyyyyyyy :95Q::SELL//. 16S M CONFPRTY End of block :16S:CONFPRTY End of Subsequence C1 Confirmation Parties Qualifier Definition Content Fmat and example Comment 36B M CONF Quantity of financial instrument confirmed :CONF //FAMT / Quantity of Securities :CONF //UNIT /Quantity of Securities Depending on the quantity fmatting rules 35B M Indentification of financial instrument 35B If it s an ISIN code : ISIN + ISIN code security description 35B F a local security s code : Quantity type code contains one of the following codes: AMOR: amtised face amount FAMT: face amount UNIT: number of shares :4!c//4!c/15d [ISIN1!e12!c] [4*35x] AMOR is not transmitted. F an ISIN code, infmation is transmitted as follows : ISIN + ISIN code Security description F a local code, infmation is transmitted as follows : Local code type + local code Security description Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 10 of 53

11 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment Type de codification locale +security s code Optional Subsequence C2 Financial Instrument Attributes This subsequence is not transmitted End of Subsequence C2 Financial Instrument Attributes Qualifier Definition Content Fmat and example Comment 16S M CONFDET End of block :16S:CONFDET End of Sequence C Confirmation Details Optional Sequence D Settlement Details Qualifier Definition Content Fmat and example Comment 16R M SETDET Start of block :16R:SETDET 22F M SETR Indicat The type of settlement transaction contains one of the following codes: TRAD: transaction related to the settlement of a trade, SECL: settlement of a securities lending, SECB: settlement of a securities browing. 22F O STCO Indicat RPTO: (repting) relates to a transaction that is f repting purposes only. Repetitive Optional Subsequence D1 Settlement Parties :4!c/[8c]/4!c :22F:SETR//TRAD :22F:SETR//SECL :22F:SETR//SECB :22F:STCO//RPTO This subsequence is not transmitted Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 11 of 53

12 Global Custody Repting Guide End of Subsequence D1 Settlement Parties Repetitive Optional Subsequence D2 Cash Parties This subsequence is not transmitted End of Subsequence D2 Cash Parties Repetitive Optional Subsequence D3 Amounts Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A M DEAL Trade amount :DEAL// Sign Currency code + Amount (Gross amount) :4!c//[N]3!a/3!a/15d 98a O VALU Value date :98A :VALU //YYYYMMDD Option A: :4!c//8!n Option C: :4!c//8!n6!n 16S M AMT End of block :16S:AMT Gross amount. DEAL is expressed In the trade currency. Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O ACRU Accrued interests :4!c//[N]3!a/3!a/15d ACRU is expressed in the trade currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O EXEC Executing broker s commission :4!c//[N]3!a/3!a/15d 16S M AMT End of block :16S:AMT EXEC is the broker s fees instructed by the client and is expressed in the trade currency. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 12 of 53

13 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O LOCL Local tax :4!c//[N]3!a/3!a/15d Impôt de Bourse. LOCL is repted to clients of France only and is expressed in the fees currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O CHAR Charges/fees :4!c//[N]3!a/3!a/15d Bank fees (VAT excluded). CHAR is expressed in the fees currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O VATA Value added tax :4!c//[N]3!a/3!a/15d VAT on bank fees. VATA is expressed in the fees currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A M SETT Settlement amount :4!c//[N]3!a/3!a/15d Settlement amount in the counterparty s settlement currency. 19A O RESU Resulting amount :4!c//[N]3!a/3!a/15d Settlement amount in your repting currency. Infmation transmitted if this currency is different from your repting currency. 98a O VALU Value date Option A: :4!c//8!n Option C: :4!c//8!n6!n Option A is transmitted. 92B O EXCH Exchange rate :4!c//3!a/3!a/15d Exchange rate between your repting currency and the settlement currency of your counterparty if a fex transaction was done. 16S M AMT End of block :16S:AMT Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 13 of 53

14 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O STAM Stamp duty :4!c//[N]3!a/3!a/15d Stamp duty. STAM is expressed in the trade currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O TRAX Transaction tax. :4!c//[N]3!a/3!a/15d Other taxes instructed by the client excluded accrued interests, broker s commission, stamp duty. TRAX is expressed in the trade currency. 16S M AMT End of block :16S:AMT Qualifier Definition Content Fmat and example Comment 16R M AMT Start of block :16R:AMT 19A O OTHR Other amount :4!c//[N]3!a/3!a/15d Settlement amount in trade currency. Infmation transmitted if the settlement currency of your counterparty is different from the trade currency. 19A O RESU Resulting amount :4!c//[N]3!a/3!a/15d Settlement amount in the settlement currency of your counterparty. 92B O EXCH Exchange rate :4!c//3!a/3!a/15d Exchange rate between the trade currency and the settlement currency of your counterparty. 16S M AMT End of block :16S:AMT End of Subsequence D3 Amounts Qualifier Definition Content Fmat and example Comment 16S M SETDET End of block :16S:SETDET Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 14 of 53

15 Global Custody Repting Guide End of Sequence D Settlement Details Repetitive Optional Sequence E Other Parties Qualifier Definition Content Fmat and example Comment 16R M OTHRPRTY Start of block :16R:OTHRPRTY 95a M MERE Party Option P: :4!c//4!a2!a2!c[3!c] Option R: :4!c/8c/34x Option Q: :4!c//4*35x 70a O PACO PART Narrative PACO : party contact narrative PART : party narrative :95Q:MERE//xxxxx :95Q:MERE//. Option C: :4!c//4*35x Option D: :4!c//6*35x Option Q transmitted. The safekeeping account name is transmitted. If not found, a dot is transmiited. Option C is used f PACO. Option D is used f PART. 20C O PROC Processing reference :4!c//16x Infmation not transmitted 16S M OTHRPRTY End of block :16S:OTHRPRTY End of Sequence E Other Parties Optional Sequence F Repo Details This subsequence will be available from the 21 September 2004 on. Qualifier Definition Content Fmat and example Comment 16R M REPO Start of block :16R:REPO 98a M TERM Closing date Option A: :TERM//8!n Option B: :TERM//OPEN 22F M REPT Repurchase type indicat CALL : Change in the closing date REPC : Closing leg of a repo REPO : Opening leg of a repo ROLP : Repo rollover extending the :98A:TERM// :98B:TERM//OPEN :REPT//4!c :22F::REPT//REPO :22F::REPT//REPC Repurchase date. If not established yet unknown the option B and the code OPEN are used. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 15 of 53

16 Global Custody Repting Guide Qualifier Definition Content Fmat and example Comment closing date :22F::REPT//CALL :22F::REPT//ROLP 16S M REPO End of block :16S:REPO End of Sequence F Repo Details Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 16 of 53

17 Global Custody Repting Guide 3 MT : Settlement Confirmations Purpose: - MT 544: sends this message to you to confirm the receipt free of payment of securities. - MT 545: sends this message to you to confirm the receipt against payment of securities. - MT 546: sends this message to you to confirm the delivery free of payment of securities. - MT 547: sends this message to you to confirm the delivery against payment of securities. Mandaty Sequence A General Infmation Qualifier Definition Content Fmat and Example Comment 16R M GENL Start of block Qualifier GENL :16R:GENL 20C M SEME Sender s reference Qualifier SEME followed by // :20C::SEME//16x number reference 23G M NEWM RVSL Function of the message NEWM : to confirm a new settlement transaction RVSL : to confirm a reversal of a previously sent settlement transaction :23G:4!c[/4!c] :23G:NEWM :23G:RVSL 98a O PREP Preparation date and time Qualifier PREP followed by preparation :98C:PREP// date/time 22a M PARS Indicat Qualifier PARS (partial settlement indicat) followed by //PAIN (partial settlement) //PARC (previously partially confirmed).no additionnal settlement will take place. 22F M Repetitive Mandaty Subsequence A1 Linkages 0 :22F:PARS//PAIN :22F:PARS//PARC There are as many subsequences as there are qualifiers (PREV, RELA, POOL, COMM and TRRF). Used only f partial settlement: PARC f the last partial settlement PAIN otherwise Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 17 of 53

18 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comment 16R M LINK Start of block Qualifier LINK :16R:LINK 13A O LINK Number Id of the MT of the linked transaction :13A::LINK//3!c :13A::LINK// Infmation transmitted if qualifier RELA is present in the tag :20C:. It provides the message type of the related instruction C M RELA Reference of your Reference of the MT54X related :20C::RELA//16x Your reference instruction message 20C M PREV Reference of our instruction f REVERSAL only Reference of our instruction :20C::PREV//16x Infmation transmitted f a reversal only 20C M POOL Reference of pool f block :20C::POOL//16x trade 20C M COMM Common reference :20C::COMM//16x 20C M CORP Cpate Action :20C::CORP//16x CA on flow reference 20C M TRRF Deal reference :20C::TRRF//16x 16S M LINK End of block Qualifier LINK :16S:LINK Your reference f a "pool der" Infmation transmitted only f a "pool der" End of Subsequence A1 Linkages Qualifier Definition Content Fmat and Example Comments 16S M GENL End of block Qualifier GENL :16S:GENL End of Sequence A Mandaty Sequence B Trade Details Qualifier Definition Content Fmat and Example Comments 16R M TRADDET Start of block Qualifier TRADDET :16R:TRADDET 94a O TRAD Place of trade Place :94B::TRAD//:4!c[8c]4!c[/30x] Sent if client's instruction includes the infmation 94a O CLEA Code BOC of Clearing Code BIC :94H::CLEA//4!a2!a2! Sent if client's instruction includes the infmation 98A O SETT Theitical settlement date In option A: Qualifier SETT : theitical settlement date :98A::SETT// Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 18 of 53

19 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 98A O TRAD Trade date and time In option A: Qualifier TRAD followed by // with trade date at which the deal was agreed. In option C Qualifier TRAD followed by // with trade date/time at which the deal was agreed. :98A::TRAD// A M ESET Effective settlement date In option A: Qualifier ESET : effective settlement date 90a O DEAL Deal price Qualifier DEAL followed by //PRCT to rept a deal price in percentage fm Qualifier DEAL followed by //ACTU to rept a deal price as an amount of currency per unit 35B M Identification of financial instrument per share ISIN code + security description non ISIN Identifier using ISO 2-digit country code followed by the national numbering scheme :98A::ESET// :90A::DEAL//PRCT//15d :90B::DEAL//ACTU//xxx15d Fmat 1 : :35B:ISIN US0000xxxxx Sht Name Fmat 2: :35B:/US/xxxxx Sht Name 22F O TRCA Indicat f execution place TRCA//RMKT f 'Regulated market' TRCA//MLTF f 'Multi lateral trading facility' TRCA//SINT f 'Systematic Internaliser 22F O TTCO Special execution date :22F::TTCO//XXXX Special execution code to ensure eligibility f dividend Optional Subsequence B1 Financial Instrument Attributes This subsequence is not transmitted End of Subsequence B1 Financial Instrument Attributes Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 19 of 53

20 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 70E O SPRO Settlement instruction processing narrative :70E::SPRO//CONTRACTUA L SETTLEMENT :70E::SPRO//CONTRACTUA L CANCELLATION Infmation transmitted if there is a contractual settlement a cancellation of a contractual settlement a reversal a partial settlement a registration. :70E::SPRO//REVERSAL :70E::SPRO//PARTIAL SETTLED :70E::SPRO//PARTIAL REVERSED :70E::SPRO//IN PROCESS OF REGISTRATION 16S M TRADDET End of transaction details sequence Qualifier TRADDET :16S:TRADDET End of Sequence B Trade Details Repetitive Mandaty Sequence C Financial Instrument/Account This sequence is not repetitive. Qualifier Definition Content Fmat and Example Comment 16R M FIAC Start of block Qualifier FIAC :16R:FIAC 36B M ESTT Quantity of financial instrument settled :36B::4!c//4!c/15d 36B O RSTT Quantity of financial instrument remaining to be deposited into financial instrument specified account Qualifier ESTT followed by // FAMT (face amount) //UNIT (number of shares) Qualifier RSTT followed by // FAMT (face amount) //UNIT (number of shares) : 36B::ESTT//FAMT/ , :36B::ESTT//UNIT/1000, :36B::4!c//4!c/15d : 36B::RSTT//FAMT/ , :36B::RSTT//UNIT/1000, Infmation transmitted f a partial settlement except if it is the last one. 19A O RSTT Remaining amount settled :19A::4!c//[N]3!a15d Infmation transmitted only f a partial settlement if it is not the last one; bank fees are Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 20 of 53

21 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comment 97A M SAFE Safekeeping account In option A: Qualifier SAFE followed by // and the Safekeeping a/c holding securities. Account number is on 21 characters (long fm) from 5 to 11 characters (sht fm). 97A M CASH Cash account In option A: Qualifier CASH followed by // the cash account to indicate if the cash account is different from the default one. 94a O SAFE Place of safekeeping In option F: qualifier SAFE followed by //ICSD/BIC code of ICSD //CUST/BIC code of ' subcustodian //NCSD/BIC code of a NCSD SHHE/Name of a place 16S M FIAC End of block The code wd : FIAC :16S:FIAC End of Sequence C Financial Instrument / Account Optional Sequence D Repo Details Clients of France: :97A::SAFE//11c :97A::SAFE//21!c Clients of other locations: :97A::SAFE//Account # Clients of France: :97A::CASH//11c :97A::CASH//21!c Clients of other locations: :97A::CASH//Accountnr :94F::SAFE//ICSD/MGTCBEB E :94F::SAFE//NCSD/SICVFRP P :94F::SAFE//CUST/Subcustodian BIC code :94B::SAFE//SHHE/Safekeepi ng place name not included. Your securities account. Your cash account. Clients of France: account in trade currency. Clients of other locations: account in settlement currency. The place where your securities are held. Qualifier Definition Content Fmat and Example Comment 16R M REPO Start of block Qualifier REPO :16R:REPO 98a M TERM Closing date Option A: Qualifier TERM followed by // and a closing date a maturity date of the repo Option B: :98A::TERM//YYYYMMDD :98B::TERM//OPEN Code UKNW is not transmitted. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 21 of 53

22 Global Custody Repting Guide Qualifier TERM followed by //OPEN if date has not been established. 22F M REPT Repurchase type indicat REPT followed by //REPO if related to the opening leg of a repo by //REPC Qualifier Definition Content Fmat and Example Comment 22F M RERT Repurchase maturity rate type: Qualifier RERT//FIXE when repurchase rate is fixed Qualifier RERT//VARI when repurchase rate is variable 92a M VASU Rate of repo REPO 92a O RSPR Margin over under an index determining the repurchase rate if related to the closing leg of a repo. :22F::RERT//FIXE :22F::RERT//VARI Repurchase rate: If fixed rate, then option A : Qualifier REPO followed by // and rate If variable rate, then option C : Qualifier VASU followed by //EONIA If variable rate not flat, Option A : Qualifier RSPR followed by // and margin 99B M CADE Repurchase call delay Qualifier CADE followed by m number of days notice. If non callable, //999 19A O FORF Repo with ffeit amount FORF followed by currency and a fixed amount :22F::REPT//REPO :22F::REPT//REPC :92C::VASU//EONIA :92A::REPO//+-nn,nnnnn :92A::RSPR//+-nn,nnnn :99B::CADE//nnn 16S M REPO End of block Qualifier REPO :16S:REPO End of Sequence D Repo Details Mandaty Sequence E Settlement Details :19A::FORF//EURamount, F clients of France only. Infmation transmitted f a repo on a french security. F clients of France only. Infmation transmitted f a repo on a french security. F clients of France only. Infmation transmitted f a repo on a french security. F clients of France only. Infmation transmitted f a repo on a french security. F clients of France only. Infmation transmitted f a repo on a french security. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 22 of 53

23 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 16R M SETDET Start of block Qualifier SETDET :16R:SETDET 22F O STCO Settlement transaction Qualifier STCO followed by: :22F::STCO//PART Infmation transmitted f a partial a physical condition //PART if settled partially //PHYS if settled physically :22F::STCO//PHYS settlement 22F M SETR Type of settlement transaction Qualifier SETR followed by: //TRAD in case of a plain-vanilla trade //REPU in case of a repo //SECL in case of securities lending //SECB in case of securities browing //OWNE in case of an external own account transfer. //RVPO in case of reverse repo //COLI in case of Collateral transaction in //COLO in case of C ollateral transaction out //ETFT in case of Exchange Trade Funds (ETF) :22F::SETR//TRAD :22F::SETR//REPU :22F::SETR//SECL :22F::SETR//SECB :22F::SETR//OWNE :22F::SETR//RVPO :22F::SETR//COLI :22F::SETR//COLO ETFT relates to an ETF creation redemption Repetitive Mandaty Subsequence E1 Settlement Parties Receipt confirmation (MT 544 & 545) : Only the ce parties (seller, elivering agent and place of settlement) are always transmitted. The deliverer's custodian is transmitted only if it was included in your instruction. Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M DEAG Delivering agent party Option P : DEAG followed by the BIC code of the counterparty's settlement agent :95P::DEAG//WBWCDEHHX XX The choice of the fmat is made accding to the existing market practices. Please refer to our documentation contact us. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 23 of 53

24 Global Custody Repting Guide Option R: DEAG followed by Data Source Scheme and proprietary code Option Q: DEAG followed by the name of the counterparty's settlement agent 97a O SAFE Safekeeping account Option A: Option B: SAFE followed by Data Source Scheme and proprietary code Qualifier Definition Content Fmat and Example Comments :95R::DEAG/DAKV/3049 :95Q::DEAG// M.M.WARBURG U.CO KOMMANDITGESELLS :97A::4!c//35x :97B::4!c/[8c]/4!c/35x :97A::SAFE// S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Option A is used. Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M DECU Deliverer's custodian Option P : DECU followed by the BIC code of the deliverer's custodian Option R: DECU followed by Data Source Scheme and proprietary :95P::DECU//PARBFRPP :95Q::DECU// Paris :95R::DECU/SICV/030 code Option Q: DECU followed by the name of deliverer's custodian 97a O SAFE Safekeeping Account Option A: Option B: SAFE followed by Data Source Scheme and proprietary code :97A::4!c//35x :97B::4!c/[8c]/4!c/35x :97A::SAFE// S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Option A is transmitted Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R : SETPRTY 95a O SELL Seller Option P : SELL followed by BIC code of the counterparty s client Optio Q: SELL followed by the name of the counterparty Option R: SELL followed by Data 95P::SELL//MSLNGB2XXXX 95Q::SELL//MORGAN STANLEY SECURITIES LTD :95R::SELL/DTCYID/xxxx The choice of the fmat is made accding to the existing market practices. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 24 of 53

25 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments Source Scheme and proprietary code 97a O SAFE Account Option A :97A::SAFE//35x The account of the counterparty at its settlement agent is populated accding to the existing market practices. 16S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M PSET Place of Settlement Option P : PSET followed by a BIC code Option C: PSET followed by a 2- digit ISO country code :95P::PSET//MGTCBEBE :95P::PSET//INSECHZZ :95C::PSET//CH Option C is used f a physical settlement. Option R is not transmitted. 16S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Delivery confirmation (MT 546 & 547) : Similar to the receipt with the following changes: REAG instead of DEAG RECU instead of DECU BUYR instead of SELL. End of Subsequence E1 Settlement Parties Repetitive Optional Subsequence E2 Cash Parties Subsequences are transmitted only if the securities and cash agents are different. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 25 of 53

26 Global Custody Repting Guide Receive against payment confirmation (MT545): Qualifier Definition Content Fmat and Example Comments 16R M CSHPRTY Start of block Qualifier CSHPRTY :16R:CSHPRTY 95a M ACCW Account with institution Option P: ACCW followed by BIC code of institution which receives money Option R: ACCW followed by Data :95P::ACCW//CITIUS33XXX :95Q::ACCW//CITIBANK NEW YORK Source Scheme and proprietary code Option Q: ACCW followed by name of institution which receives money 97A O CASH Cash account Account held by the party specified in :97A::CASH//A/C10990xx this subsequence 16S M CSHPRTY End of block Qualifier CSHPRTY :16S:CSHPRTY Qualifier Definition Content Fmat and Example Comments 16R M CSHPRTY Start of block Qualifier CSHPRTY :16R:CSHPRTY 95a O BENM Beneficiary of money Option P: BENM followed by BIC code of beneficiary of money Option R: BENM followed by Data Source Scheme and proprietary code :95P::BENM//PARBFRPP :95Q::BENM// Paris :95R::BENM/SICV/030 Option Q: BENM followed by name of beneficiary of money 97A O CASH Cash account number :97A::CASH//A/Cxxxx 16S M CSHPRTY End of block Qualifier CSHPRTY :16S:CSHPRTY Deliver against payment confirmation (MT 547): Qualifier Definition Content Fmat and Example Comments 16R M CSHPRTY Start of block Qualifier CSHPRTY :16R:CSHPRTY 95a M PAYE Paying institution Option P: PAYE followed by BIC code of the institution which delivers Money :95P::PAYE//CITIUS33XXX :95Q::PAYE//CITIBANK NEW Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 26 of 53

27 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments Option R: PAYE followed by Data YORK Source Scheme and proprietary code Option Q: PAYE followed by name of the institution which delivers money 16S M CSHPRTY End of block Qualifier CSHPRTY :16S:CSHPRTY End of Subsequence E2 Cash Parties Repetitive Mandaty Subsequence E3 Amounts Qualifier Definition Content Fmat and Example Comments 16R M AMT Start of block Qualifier AMT :16R:AMT 19A M ESTT Settled amount Qualifier ESTT followed by // and currency and amount :19A::ESTT//EUR10000, Net amount in counterparty's settlement currency to be paid except bank fees, local tax and value added tax on bank fees. F a partial settlement, it is the proptinal 19A M RESU Resulting amount Qualifier RESU followed by // and currency and amount :19A::RESU//USD1311,07 amount. Settlement amount in your repting currency (bank fees excluded). 98a O VALU Value date Qualifier VALU followed by // and cash value date :98A::VALU// B M EXCH Rate Qualifier EXCH followed by //EUR/Settlement Currency/FX Rate :92B::EXCH//EUR/USD/0,86 16S M AMT End of block Qualifier AMT :16S:AMT Exchange rate between your repting currency and the settlement currency of your counterparty. Qualifier Definition Content Fmat and Example Comments 16R M AMT Start of block Qualifier AMT :16R:AMT 19A O CHAR Charges/fees Qualifier CHAR followed by // and currency and amount :19A::CHAR//USD10, Bank fees (VAT excuded). 98a O VALU Value date Qualifier VALU followed by // and cash value date :98A::VALU// Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 27 of 53

28 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 16S M AMT End of block Qualifier AMT :16S:AMT Qualifier Definition Content Fmat and Example Comments 16R M AMT Start of block Qualifier AMT :16R:AMT 19A O VATA Value added tax Qualifier VATA followed by // and :19A::VATA//EUR19,5 Value added tax on bank fees. currency and amount 98a O VALU Value date Qualifier VALU followed by // and cash :98A::VALU// value date 92B O EXCH Rate Infmation not transmitted 16S M AMT End of block Qualifier AMT :16S:AMT Qualifier Definition Content Fmat and Example Comments 16R M AMT Start of block Qualifier AMT :16R:AMT 19A O LOCL Local tax Qualifier LOCL followed by // and currency and amount :19A::LOCL//EURxx,x Local tax only transmitted f clients of France. 98a O VALU Value date Qualifier VALU followed by // and cash :98A::VALU// value date 16S M AMT End of block Qualifier AMT :16S:AMT Change of Usage Rule (MT544, MT545, MT546) Flag 17B is only to be used in a sequence E3 with settlement amount field 19A::ESTT//[N]3!a15d as it indicates whether the concerned settlement amount includes the accrued interest and/ the stamp duty amount and/ the brokerage amount. End of Subsequence E3 Amounts Qualifier Definition Content Fmat and Example Comments 16S M SETDET End of block Qualifier SETDET :16S:SETDET End of Sequence E Settlement Details Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 28 of 53

29 Global Custody Repting Guide Repetitive Optional Sequence F Other Parties Sequence not transmitted. End of Sequence F Other Parties Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 29 of 53

30 Global Custody Repting Guide 4 MT 548: Settlement and Processing Advice Purpose: sends this message to you to advise the of a settlement instruction. Mandaty Sequence A General Infmation Qualifier Definition Content Fmat and Example Comments 16R M GENL Start of block Qualifier GENL :16R:GENL 20C M SEME Sender s reference number Qualifier SEME followed by // and reference :20C::SEME//16x 23G M CAST Function of the message Qualifier CAST : cancellation request :23G:CAST CAST is transmitted f a cancellation request. INST is transmitted f all other cases. INST Qualifier INST : transaction :23G:INST The codes COPY, CODU, DUPL are not 98a M PREP Preparation date and time :98C:PREP// Repetitive Mandaty Subsequence A1 Linkages transmitted. Option C is used. Qualifier Definition Content Fmat and Example Comments 16R M LINK Start of block Qualifier LINK :16R:LINK 13A O LINK Number Id of the MT of the Qualifier LINK :13A::LINK//541 linked transaction (540, 541, 542, 543). 20C M RELA Reference of your Reference of the MT54X/fax :20C::RELA//16x instruction 16S M LINK End of block Qualifier LINK :16S:LINK Qualifier Definition Content Fmat and Example Comments 16R M LINK Start of block Qualifier LINK :16R:LINK 13A O LINK Number Id of the MT of the linked transaction 20C M PREV Reference of the Reference of initial MT54x :20C::PREV//16x Infmation transmitted only f a cancellation Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 30 of 53

31 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments cresponding iginal request instruction 16S M LINK End of block Qualifier LINK :16S:LINK Qualifier Definition Content Fmat and Example Comments 16R M LINK Start of block Qualifier LINK :16R:LINK 13A O LINK Number Id of the MT of the linked transaction Infmation not transmitted 20C M POOL Reference of pool f the block trade :20C::POOL//16x Your reference to identify the pool der 16S M LINK End of block Qualifier LINK :16S:LINK Qualifier Definition Content Fmat and Example Comments 16R M LINK Start of block Qualifier LINK :16R:LINK 13A O LINK Number Id of the MT of the linked transaction 20C M COMM Refernce Common reference :20C::COMM/16x 16S M LINK End of block Qualifier LINK :16S:LINK End of Subsequence A1 Linkages Repetitive Mandaty Subsequence A2 Qualifier Definition Content Fmat and Example Comments 16R M STAT Start of block Qualifier STAT :16R:STAT 25D M Please refer to SWIFT userguide contact us to have the list of codes. :25D::SETT//PENF :25D::IPRC//REPR :25D::IPRC//CGEN etc REPR to indicate a to be repaired CGEN to indicate a generated eg a transaction has been generated not under a client s instruction ( transfmation, split...) CPRC, MTCH, SPRC, CALL, INMH are also used Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 31 of 53

32 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments Repetitive Optional Subsequence A2a Reason Qualifier Definition Content Fmat and Example Comments 16R M REAS Start of block Qualifier REAS :16R:REAS 24B M Reason Please refer to SWIFT userguide contact us to have the list of codes. :24B::PENF//NDEL CAND, CANP, CACK, CGEN, DEND, MOPN, NMAT, PACK, PEND, PPRC, REJT, REPR, 24B O PEND Reason CDLR (Conditional Delivery Awaiting Release) CSDH (CSD Hold) CVAL (CSD Validation) INBC (Incomplete Number Count) 24B O PENF Reason CDLR (Conditional Delivery Awaiting Release) CSDH (CSD Hold) CVAL (CSD Validation) INBC (Incomplete Number Count) :24B::PEND//CDLR :24B::PEND//CSDH :24B::PEND//CVAL :24B::PEND//INBC :24B::PENF//CDLR :24B::PENF//CSDH :24B::PENF//CVAL :24B::PENF//INBC PRSY CDLR: Instruction is in a hold/frozen/preadvice mode infrastructure platfm is awaiting release CHSD: Central securities deposity has set the instruction in a hold/frozen/preadvice mode. CVAL: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platfm. INBC: Not all the instructions part of a pool have been received CDLR: Instruction is in a hold/frozen/preadvice mode infrastructure platfm is awaiting release CHSD: Central securities deposity has set the instruction in a hold/frozen/preadvice mode. CVAL: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platfm. INBC: Not all the instructions part of a pool have been received 24B O CAND Reason CTHP (Cancelled By Third Party) :24B::CAND//CTHP CTHP: Instruction has been cancelled by a third party 24B O NMAT Reason ACRU (Accrued Interest Amount) :24B::NMAT//ACRU ACRU: Accrued interest amount does not match 24B O CANP Reason CDAC (Conditional Delivery Cancellation Pending) INBC (Incomplete Number Count) :24B::CANP//CDAC :24B::CANP//INBC CDAC: Conditional Delivery is still pending awaiting the cancellation from at least another party INBC: Not all the instructions part of a pool have been received. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 32 of 53

33 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 24B O REJT Reason INVB (Balance Rejection) INVL (Link Rejection) INVN (Number Rejection) VALR (Rule Rejection) :24B::REJT//INVB :24B::REJT//INVL :24B::REJT//INVN :24B::REJT//VALR INVB: Unrecognised, invalid missing balance INVL: Unrecognised, invalid missing link. INVN: Unrecognised, invalid missing lot/subbalance number. VALR: Account servicer validation rule rejection. 70D O REAS Reason narrative Please refer to SWIFT userguide contact us to have the list of codes. :70D: REAS//The counterparty has not delivered :70D: REAS//0540/Trade date is a holiday weekend This is the description of the reason. 16S M REAS Start of block Qualifier REAS :16S:REAS Fex repting on some exotic currencies: :70D::REAS//FX CONFIRMATION EXCH//CC1/CC2/rate RESU//CC2amount VALU//YYYYMMDD Repting of fex operations made on some exotic cuurencies (example on the left) : The reason and codes are : IPRC//PACK and PACK//NARR Explanation of the fmat on the left example : CC1 is the local currency code (3 alphabetical characters), CC2 is the client currency code (3 alphabetical characters), rate is the exchange rate (15 digits max. included the comma), amount is the settlement amount in client currency, YYYYMMDD is the value date of the fex transaction. End of Subsequence A2a Reason Qualifier Definition Content Fmat and Example Comments 16S M STAT End of block Qualifier STAT :16S:STAT End of Subsequence A2 Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 33 of 53

34 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 16S M GENL End of block Qualifier GENL :16S:GENL End of Sequence A General Infmation Optional Sequence B Settlement Transaction Details Qualifier Definition Content Fmat and Example Comments 16R M SETTRAN Start of block Qualifier SETTRAN :16R: SETTRAN 94B O CLEA Place Place of Clearing :94H::CLEA/[8c]/4!c[/30x] 94B O TRAD Place Place of Trade :94B::TRAD/[8c]/4!c[/30x] Code "EXCH" f the Stock Exchange trades - Code "OTCO" f Over The Counter trades - Code "PRIM" f the Primary Market trades 94B O SAFE Place Place of Trade :94B::SAFE/[8c]/4!c[/30x] 35B M Identification of financial instrument 36B M SETT Quantity of financial instrument to be settled ISIN code + security description non ISIN Identifier using ISO 2-digit country code followed by the national numberi ng scheme Qualifier SETT followed by : //FAMT face amount //UNIT number of shares. 19A O/M SETT Settlement amount Qualifier SETT followed by // and currency and amount Fmat 1 : :35B:ISIN US0000xxxxx Sht Name Fmat 2: :35B:/US/xxxx Sht Name Fmat 3: :35B:/XX/Sht Name :36B::SETT//UNIT/1000, :36B::SETT//FAMT/ , :19A::SETT//EUR10000, The following fmat is transmitted : Fmat 1 : ISIN + ISIN code + sht name (if ISIN code is known) Fmat 2: /ISO 2-digit country/local code + sht name (if ISIN code is not known and local code is known) Fmat 3: /XX/Sht name (if ISIN and local codes are not known) *Valid Industry ID required STP The codes can be AMOR, FAMT UNIT Mandaty f an against payment transaction. Bank fees are not included. 97A M SAFE Account In option A: Qualifier SAFE followed by // and the safekeeping a/c holding securities. Account number is on 21 characters (long fm) from 5 to 11 characters (sht fm). :97A::SAFE//11c :97A::SAFE//21!c :97A::SAFE//99999L :97A::SAFE// L :97A::SAFE//35x :97A::SAFE/[8c]/4!c/35x Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 34 of 53

35 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 22F M SETR Type of settlement Qualifier SETR followed by: :22F::SETR//TRAD transaction //TRAD in case of a plain-vanilla trade //REPU in case of a repo :22F::SETR//REPU // RVPO in case of reverse repo :22F::SETR//SECL //SECL in case of a securities lending :22F::SETR//SECB //SECB in case of a securities browing :22F::SETR//OWNE //OWNE in case of an external own account transfer :22F ::SETR//RVPO 22H M REDE Receive/Deliver indicat Qualifier REDE followed by //DELI (deliver) //RECE (receive) :22H:REDE//DELI 22H M PAYM Payment indicat Qualifier PAYM followed by :22H:PAYM//APMT //APMT (against payment) //FREE (free of payment) 98A M SETT Date/Time SETT : settlement date/time :98A:SETT// E O SPRO Settlement instruction :70E::SPRO//CASH/XXXX processing narrative :70E::SPRO//TRAD/ :70E::SPRO//SHARES BACK FROM REGISTRATION Code "DELI" if the instruction is a delivery Code "RECE" if the instruction is a receipt Code can be "APMT" f "Against Payment" Code can be "FREE" f "Free of payment" Line 1: Your cash account Line 2: Trade date Line 3: To indicate that the shares are back from registration Optional Subsequence B1 Settlement Parties Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M DEAG REAG Delivering agent party Receiving agent party Option P: DEAG followed by the BIC code of the counterparty's settlement agent Option R: DEAG followed by Data Source Scheme and proprietary code Option Q: DEAG followed by the name of the counterparty's :95P::DEAG//WBWCDEHHX XX :95R::DEAG/DAKV/3049 :95Q::DEAG// M.M.WARBURG U.CO KOMMANDITGESELLS The choice of the fmat is made accding to the existing market practices. Please refer to our documentation contact us. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 35 of 53

36 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments settlement agent 97a O SAFE Safekeeping account Option B: SAFE followed by Data Source Scheme and proprietary code :95P::REAG//4!a2!a2!c[3!c] :97A::4!c//35x :97B::4!c/[8c]/4!c/35x :97A::SAFE// S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Option A is used. Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M DECU RECU Deliverer's custodian Receiver's Custodian Option P : DECU followed by the BIC code of the deliverer's custodian Option R: DECU followed by Data Source Scheme and proprietary code Option Q: DECU followed by the name of the deliverer's custodian 97a O SAFE Safekeeping account Option B: SAFE followed by Data Source Scheme and proprietary code :95P::DECU//PARBFRPP :95Q::DECU// Paris :95R::DECU/SICV/030 :95P::RECU//4!a2!a2!c[3!c] :97A::4!c//35x :97B::4!c/[8c]/4!c/35x :97A::SAFE// S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Option A is used. Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M BUYR SELL :95P::BUYR//4!a2!a2!c[3!c] Seller Option P : SELL followed by the BIC code of the counterparty Option Q: SELL followed by the name of the counterparty Option R: SELL followed by Data Source Scheme and proprietary code :95P::SELL//MSLNGB2XXXX :95Q::SELL//MORGAN STANLEY SECURITIES LTD :95R::SELL//DTCYID/xxx 97a O SAFE Account Option A :97A::SAFE//35x 16S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY The choice of the fmat is made accding to the existing market practices. Please refer to our documentation contact us. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 36 of 53

37 Global Custody Repting Guide Qualifier Definition Content Fmat and Example Comments 16R M SETPRTY Start of block Qualifier SETPRTY :16R:SETPRTY 95a M PSET Place of settlement Option P: PSET followed by // and a BIC code Option C: PSET followed by // and a 2-iso digit ISO country :95P::PSET//MGTCBEBE :95P::PSET//INSECHZZ :95C::PSET//CH Option C is used f a physical settlement. Option R is not used. 16S M SETPRTY End of block Qualifier SETPRTY :16S:SETPRTY Delivery Similar to the receipt case with the following changes: REAG instead of DEAG RECU instead of DECU BUYR instead of SELL End of Optional Subsequence B1 Settlement Parties Qualifier Definition Content Fmat and Example Comments 16S M SETTRAN End of block Qualifier SETTRAN :16S:SETTRAN End of sequence B Settlement Transaction Details Optional Subsequence C Additional Infmation Qualifier Definition Content Fmat and Example Comments 16R M ADDINFO Start of block Start Additionnal Infmation :16S:ADDINFO Sequence 95A O MEOR Party :95Q::MEOR//4*35x Party that generated the message, if other than sender 16S M ADDINFO End of Block End of Additionnal Infmation Sequence :16S:ADDINFO Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 37 of 53

38 Global Custody Repting Guide End of Subsequence C Additional Infmation Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 38 of 53

39 Global Custody Repting Guide 5 MT 535: Statement of Holdings Purpose : sends this message to you to rept on the quantity and identification of securities which holds f you. Mandaty Sequence A General Infmation Qualifier Definition Content Fmat and Example Comments 16R M GENL Start of Block :16R:GENL 28E M Page number / Continuation indicat Continuation indicat contains one of the foolowing codes : LAST : last page :5n/4!c :28E:00012/MORE MORE : intermediate page ONLY : only page 20C M SEME Reference :4!c//16x 23G M NEWM Function of the message 98C M STAT Statement date/time This is a new statement :20C::SEME//16x 4!c[/4!c] :23G:NEWM Option A : :4!c//8!n Option C : :4!c//8!n6!n Only the function NEWM is used. Option C is transmitted. 22F M STTY Statement type The indicat contains one of the following codes : ACCT : accounting CUST : custody 22F M CODE Complete/update indicat The indicat contains one of the following codes : COMP : the statement gives complete infmation DELT : the statement contains changes not yet repted 22F M STBA Statement basis The indicat contains one of the following codes : CONT : contractual SETT : settled TRAD : traded :98C::STAT// :4!c//4!c :22F::STTY//CUST :4!c//4!c :22F::CODE//COMP :4!c//4!c :22F::STBA//SETT :22F::STBA//CONT Code CUST is transmitted Code COMP is transmitted Code SETT is transmitted f clients in actual settlement accounting: only settled positions are repted. Cde CONT is transmitted f clients in contractual accounting: settled and pending positions are repted. Code TRAD is not used. Set. & Rec._515_544_547_548_535_536_Updated_10_2015.docx Page 39 of 53