WIXLIB

Settlements Custody ClientsNovember 2018MT54X Settlement Instructionsand Confirmations FormattingGuidelines(incl. the Standard Release 2018)

Contents1 General Recommendations32 Modular Structure: Provided by Credit Suisse43 MT54X Settlement Instructions Formatting Guidelines5Sequence A – General Information5Sequence B – Trade Details6Sequence C – Financial Instrument/Account8Sequence D – Two Leg Transaction Details (not to be used, will be ignored)9Sequence E – Settlement Details10Sequence F – Other Parties134 Handling of Settlement Parties145 Examples of Settlement Instructions155.1 Swiss Market15MT540 Instruction to Receive Free of Payment15MT541 Instruction to Receive Against Payment15MT542 Instruction to Deliver Free of Payment16MT543 Instruction to Deliver Against Payment165.2 Foreign MarketsExample for CanadaMT541 Instruction to Receive Against PaymentExample for UK with Stamp DutyMT541 Instruction to Receive Against PaymentExample for T2S Settlement NetherlandsMT541 Instruction to Receive Against Payment171717181818186 Confirmations197 Examples of Settlement Confirmations197.1 Swiss Market19MT544 Confirmation of Receipt Free of Payment19MT545 Confirmation of Receipt Against Payment20MT546 Confirmation of Delivery Free of Payment20MT547 Confirmation of Delivery Against Payment217.2 Foreign MarketsExample for CanadaMT545 Confirmation of Receipt Against PaymentExample for UK with Stamp DutyMT545 Confirmation of Receipt Against PaymentExample for T2S Settlement NetherlandsMT545 Confirmation of Receipt Against Payment222222232324242

1General RecommendationsApart from the mandatory specifications (messagespecifications and user guidelines) and the SMPGmarket practice recommendations, the following rulescorresponding to the SWIFT MT Standards ISO 15022November 2018 should be noted:For the identification of the financial instrument (placedin Field:35B:) please use the ISIN.The trade date has to be present in the format YYYYMMDDFor the deal price (:90A:) only percentage (PRCT) andactual amount (ACTU) are necessaryFor safekeeping-account and cash-account information,the correct format must be used: 4!n-7!n-2!n-3!n whereeach part must be filled with leading zeros if not matchingthe format: e.g. safekeeping account: 0835-0123456-05000 (for cash account: 0835-0123456-01-012)If you wish to provide in your instruction the Place ofSafekeeping (custodian of Credit Suisse), make sure thatyou use the correct format: i.e. :94F::SAFE//NCSD/INSECHZZXXX (wrong format will trigger repair costs).Please contact your custody account manager for furtherinformation.Examples of settlement instruction formats are provided at the endof this document. We reserve the right to make changes to thisversion at any time. If you require additional information for aspecific market, kindly refer to our settlement instruction guides(Quick tmlThe status processing is explained in the separate documenton MT548/MT537.3

2A:Modular Structure: Provided by Credit SuisseGeneral Information(Mandatory)Includes: sender’s reference, function of the message, date and time of theinstructionA1 Linkages(Optional)References a related instruction, or provides a collective reference identifyinga set of instructionsB:Includes: place of trade, settlement and trade date, ISIN, price and currencyof the dealTrade Details(Mandatory)B1 Financial InstrumentAttributes(Optional)Contains attributes of the financial instrumentC:Includes: quantity of financial instrument, safekeeping account, cash account,place of safekeepingFinancial Instrument/Account(Mandatory)C1 Quantity Breakdown(Optional)Contains details of the lotD:Two Leg TransactionDetails(Optional)Covers the repo detailsE:Settlement Details(Mandatory)Includes: settlement indicatorE1 Settlement Parties(Mandatory)Identifies the parties involved in receiving and delivering the financial instrumentE2 Cash Parties(Optional )Contains information about cash partiesE3 Amounts(Optional )Information about settlement amount and possible exchange rateF:Contains information about other partiesOther Parties(Optional)4

3MT54X Settlement Instructions FormattingGuidelinesThe following tables describe the ISO 15022 SWIFT messagetypes that you will be sending us. The following footnotes areused throughout the tables to clarify distinctions of fieldinformation applicable to settlement instructions:R3 Repetitive fielda4 Will be replaced by the chosen option e.g. 95a:,Option P95P: or 98a:, Option A98A:StatusM MandatoryO OptionalO5 Use of these Qualifiers can be mandatory dependingon the market. Please refer to our respective marketguides.STP Straight Through Processing (no STP exceptiongenerated, manual intervention necessary)Sequence A – General InformationStatus1 TagQualifierCodeField NameExample ContentCommentsRep.3Mandatory Sequence A General InformationM16RM20CM23GGENLSEMENEWMPREAStart of Block:16R:GENLSender’s Message Reference:20C::SEME//16xFunction of the MessageNew Message (Release)Message Preadvising (Hold)Cancellation e do not use any subfunctionsas your swift instruction would not beprocessed.3CANCO98a4PREPPreparation Date/TimeO99BSETTCurrent Settlement InstructionNumberTotal of Linked SettlementInstructionsTOSE4Only applicable for T2S.For other transactions this information will beignored.5Optional, Repetitive Subsequence A1 LinkagesM16RO22FLINKLINKStart of Block:16R:LINKAFTEBEFOINFOWITHLinkage Type Indicator:22F::LINK//AFTEAFTE supported for SECOM and T2Stransactions.BEFO, WITH and INFO not to be used untilfurther notice.O13a4LINKLinked MessageM20CPOOLPool ReferencePREAPreadvice Message ReferencePrevious Message ReferenceRelated Message ReferenceDeal Reference:20C::PREV//16xOnly to be used for T2S pool trades.For other trades will be ignored.To be used for Hold/ReleaseMandatory for cancellation requestsPREVRELACommon Reference6789Common Referenceto be used as optional matching criteria(T2S only).TRRFAny other qualifiers will be ignored.COMMCorporate Action ReferenceCORPO36BM16SQuantity of FinancialInstrumentPAIRTURNLINKNot to be used; TURN no STP2,PAIR will be ignored.10End of Block11End of Block12End of Subsequence A1 LinkagesM16SGENLEnd of Sequence A General Information5

Sequence B – Trade DetailsStatus1 TagQualifierCodeField NameExample ContentCommentsRep.3Mandatory Sequence B Trade DetailsM16RO94a4TRADTRADDET Start of Block:16R:TRADDETEXCHPlace of TradeStock exchangeOver the CounterPrimary MarketSecondary Market94B::TRAD//EXCH/XSWXQualifier CLEAR not to be used,will be ignored.TRAD/VARI will be ignored.Format L not to be used, will be ignored.14Settlement Date/TimeTrade Date/Time:98A::SETT//20150114Only option A will be supported.Options B, C and E: additionalinfo will be ignored.15Deal PriceActual ,3Information will be stored in our system.16:90A::DEAL//YIEL/N11,2Negative amount with YIEL canbe TPREMYIELO99AM35BDAACNumber CountIdentification of the FinancialInstrument:35B:ISIN CH0012410517:35B:/CH/120320413Not to be used, will be ignored.17When available ISIN must be used(market practice rules).18Optional Subsequence B1 Financial Instrument Attributes (Not to be used, will be ignored)M16RFIAStart of Block19O94BPLISEXCHOTCOPlace of TRSEMIWEEKFULLNILLPARTMethod of OCALLPUTOComputation IndicatorForm of SecuritiesIndicatorPayment FrequencyIndicatorVariable Rate ChangeFrequency IndicatorPayment Status IndicatorClassification TypeOption Style22Option TypeO11ADENOCurrencyof TEFCOUCoupon DateExpiry DateFloating Rate NoteReset DateMaturity DateIssue DateCall DatePut DateDated DateFirst Coupon DateO92APRFCCUFCNWFCINTRNXRTINDXYTMRPrevious FactorCurrent FactorNext FactorInterest RateNext Interest RateIndex FactorYield To Maturity Rate25O13a4COUPPOOLCoupon NumberPool Number26O17BFRNFNYFloating Rate Note FlagCallable FlagPutable Flag27DISCPRCTIndicative PriceMarket Price28CALLPUTTO90a4INDCMRKT6

O36BO35BO70EM16SEXERPREMYIELACTUDISCExercise PriceMINOAMORFAMTUNITMinimum Nominal QuantityContract Size29Identification of the FinancialInstrument30Financial Instrument AttributeNarrative31End of Block32SIZEFIANFIAEnd of Sequence B1 Financial Instrument CHNMATAFFINAFISPROTrade Transaction ConditionIndicator:22F::TTCO//CCPNCodes CBNS, CCPN, CDIV, CRTS, CWAR,SPCU, SPEX, XBNS, XCPN, XDIV, XRTSand XWARare processed STP2.RPOR/EXCH and RPOR/TRREno STP2.Any other qualifiers/codes will be ignored.33Currency to BuyCurrency to Sell:11A::FXIB/USDIf qualifier present no STP2.34If qualifier present no STP2.35If qualifier present no STP2.36Matching StatusAffirmation StatusSettlement InstructionProcessing NarrativeTRADDET End of Block:70E::SPRO//10*35x37End of Sequence B Trade Details7

Sequence C – Financial Instrument/AccountStatus1 TagQualifierCodeField NameExample ContentCommentsRep.3Mandatory Sequence C Financial a4OOFIACStart of Block:16R:FIACFAMTUNITAMORQuantity of FinancialInstrument to be Settled:36B::SETT//FAMT/200000038Only FAMT and UNIT to be used,AMOR no STP2.39Denomination ChoiceAny input will be ignored.40CERTCertificate NumberAny input will be ignored.41ACOWAccount OwnerAny input will be ignored.42SAFESafekeeping Account:97A::SAFE//0835-0123456-05- Only Option A is supported.000Option B no STP2.4397a4CASHCash Account:97A::CASH//0835-0123456-01- Optional, if account is provided,000the cash will be booked on the mentionedaccount.Options A and E are supported.4394a4SAFEPlace of Safekeeping:94F::SAFE//NCSD/INSECHZZXXX SHHE can be used, please contact yourdedicated account manager if you want to usethis code.If Option C present no STP2.44CUSTICSDNCSDSHHEOptional Repetitive Subsequence C1 Quantity Breakdown (Not to be used, will be Start of Block45Lot Number46Quantity of Financial Instrumentin the Lot47Lot Date/Time48Book/Lot Price49Type of Price Indicator50End of Block51End of Subsequence C1 Quantity BreakdownM16SFIACEnd of Block52End of Sequence C Financial Instrument/Account8

Sequence D – Two Leg Transaction Details (not to be used, will be ignored)Status1 TagQualifierCodeField NameExample ContentCommentsRep.3Optional Sequence D Two Leg Transaction DetailsM16R4O98aO22FREPOStart of Block53TERMRERAOPENClosing Date/TimeRate Change NRate Type55MICOREVALEGAOMATINTRMATAMATNGIVETAKEMethod of InterestComputation IndicatorRevaluation IndicatorLegal FrameworkIndicatorMaturity Date ModificationIndicatorInterest Payment IndicatorO20CSECOREPOSecond Leg ReferenceTransaction Reference56O92a4VASUREPORSPRPRICSLMGSHAIVariable Rate SupportRepurchase RateSpread RatePricing RateStock Loan MarginSecurities Haircut57O99BCADETOCOTransaction Call DelayTotal Number of CollateralInstructions58O19AFORFTRTEForfeit AmountTermination TransactionAmountPremium AmountAccrued Interest AmountDeal AmountTermination Amount per Pieceof Collateral59Second Leg Narrative60End of Block61REPPACRUDEALTAPCO70CM16SSECOREPOEnd of Sequence D Two Leg Transaction Details9