ALERT BROKER/DEALER DIRECT

Transcription

1 ALERT BROKER/DEALER DIRECT MESSAGE SPECIFICATION VERSION 4.1 FEBRUARY 28, 2018

2 Copyright 2018 DTCC. All rights reserved. This work (including, without limitation, all text, images, logos, compilation and design) is proprietary and protected by copyright, and is for the exclusive use of users authorized by DTCC. If this work is received from DTCC in any electronic medium, authorized users of this work are granted a limited, non-exclusive, nontransferable, non-sublicensable and freely revocable license to make reproductions and transmissions necessary for downloading and storage of this work on the users' computers and to print one or more paper copies from the electronic version for their own use. Other than to this limited extent, no part of this work (including any paper copies thereof or print versions thereof) may be printed, copied, altered, modified, posted, reproduced, displayed, published, sold, licensed, used or distributed (including by transmission) in any form or by any means, or stored in any information storage and retrieval system, without DTCC's prior written permission. All product or service names are the property of their respective owners. The services described herein are provided under the DTCC brand name by certain affiliates of The Depository Trust & Clearing Corporation ( DTCC ). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see for more information on DTCC, its affiliates and the services they offer. Publication Code: AL418 Service: ALERT Broker/Dealer Direct Title: Message Specification

3 TABLE OF CONTENTS Preface 8 Introduction 8 Audience 8 Related Documents and Training 8 Questions? 9 1. Overview 10 Introduction 10 What is ALERT? 10 How do Broker/Dealers use ALERT? 10 Quick Overview of the ALERT Direct Interface 10 ALERT Components 11 Data Validation 11 Business Rules 11 Syntax Rules 11 Semantic Rules 12 Handling Validation Errors 12 Data Validation Error 12 VALIDATION_Errors Field Grouping 13 Recommended Workflow 14 Processing Account-Level Alerts 14 Processing Account-Detail Alerts Involving Multiple Methods 15 Processing Account-Detail Alerts Involving a Single Method 16 Processing Informational Alerts 17 Tips Related to ALERT Messages 18 Continuation Messages 18 Advice Against Padding Message Fields 18 <CHANGED> attribute Messages 19

4 Introduction 19 Get alerts 19 30: Get Account Alert Summary by Institution 19 Notes 19 31: Get Account Alert Summary by Cross-Reference 19 Notes 20 32: Get Account Alerts by Institution 20 Possible Changes to Account 20 Notes 20 33: Get Account Alerts by Institution Cross-Reference 21 Possible Changes to Account 21 Notes 21 2F: Get Alert Sum 21 Notes 21 A8: Get Delivery Alert Summary 21 Notes 21 2B: Get Delivery Alerts 22 Possible Changes for Deliveries 22 Notes 22 Discard Alerts 22 36: Discard Account Alerts 22 Notes 23 68: Discard Account Alerts by Institution All 23 Notes 23 89: Discard Account Alerts by Institution Cross-Reference 23 Note 23 8B: Discard Account Alerts by Institution Security 23 Note 23 67: Discard Account Alerts Non-Cross-Referenced 23

5 Note 23 34: Discard Delivery Alerts 23 Note 23 Get and Update Cross-References 23 5A: Get Cross-References by Account 24 Response 24 Notes 24 5B: Get Cross-References by BIA 24 Response 24 Notes 24 5C: Get Cross-References by Institution 24 Response 24 Notes 24 5D: Update Cross-References 24 Notes 25 Get Account Data 25 3B: Get General Account Info by Acronym and Access Code 25 Notes 26 3C: Get General Account Information by BIA 26 Notes 26 97: Get Delivery by Account 26 Notes : Get Method by Account Mapped 26 Response 26 Notes 27 64: Get Account Security List 27 Notes 27 A1: Get Confirms by Acronym and Access Code 27 Notes 27

6 Get Delivery Data 28 97: Get Delivery by Account 28 39: Get List of Settlement Model Names for an Acronym 28 Notes 29 41: Get Delivery 29 Notes 29 Get Method Data 29 48: Get Method by Account Mapped 29 47: Get Method by Delivery 29 Response 29 Notes 29 Get Miscellaneous Data 30 80: Get Subscriber List Acronym Response 30 Notes 30 40: Get Host Counts 30 Response 30 Note 30 Getting and Updating Alert Suppression List 30 9B: Get Suppress List 31 Notes 31 50: Update Suppress List 31 Notes 31 Create, Update, and Delete Methods 31 49: Create Method 31 Notes 32 4A: Update Method 32 Notes 32 Effective Date and Revision Date 32 Updating Method Details 33

7 Error Codes 33 4B: Delete Method 33 Notes 33 A. Data Dictionary 34 Account fields (Gen_Fld Data elements) 34 Standing Settlement Instructions fields (Universal Meth_Fld data elements) 36 Alternate Definitions for ID Fields 47 Confirm fields (Confn_Data_Field data elements) 52 Data Field Definitions 55 Legal Entity 60 B. Error Codes 62 ALERT Host Error Codes 62 Error Texts 65 C. Summary of Change Types 73

8 PREFACE Introduction This document describes how to develop a direct interface to the ALERT platform. Audience This document is intended for Java programmers and system architects who are developing a direct interface to the ALERT platform by using one of the following: Internet Leased line on DTCC s private network or on a managed third-party network supported by DTCC. Related Documents and Training For related documents and videos, and all documents referenced in this document, go to the Learning Center. Preface 8

9 Questions? The Client Contact Center (CCC) provides general assistance and technical help. Visit to: Enter a service request or check the status of an existing service request Search our knowledge base Obtain contact information Preface 9

10 1. OVERVIEW Introduction This chapter introduces the ALERT platform. It describes the interface, components, and data validation. Recommended workflow models illustrate the process for retrieving and processing account-level, accountdetail, and informational alerts. What is ALERT? The ALERT platform is the industry s largest global database for the maintenance of standing settlement instructions and account information. Clients use the ALERT platform to reduce trade failures and security and cash settlement delays. The ALERT platform maintains an extensive rules-based engine on a market-by-market basis to combat against invalid instructions being stored for community consumption. The ALERT platform scans its database throughout the day to highlight invalid instructions to their SSI owners. The ALERT platform enables investment managers, broker/dealers, and custodian banks to transmit complete, automated account, settlement, and collateral instructions between counterparties, using standardized formats. The ALERT platform facilitates Straight Through Processing (STP) by enriching account and settlement instructions for other DTCC solutions. These solutions include the CTM TM service, the OASYS TM TradeMatch service, and the TradeSuiteID TM service. How do Broker/Dealers use ALERT? Broker/dealers use the ALERT platform to: Load and maintain their own settlement instructions View investment manager account details Cross-reference or link their internal account numbers to the investment manager accounts to which they have been granted access. After the investment manager adds account information, attaches accounts to a settlement model, or changes settlement instructions, an alert is sent to the broker/dealer. The broker/dealer can retrieve these alerts and reconcile the information with their internal systems. You can receive: Account alerts, generated when an investment manager changes account information. Delivery alerts, when settlement models are changed. Quick Overview of the ALERT Direct Interface The ALERT Direct interface is a real-time message handling application. It allows you to establish a direct connection between your host system and the ALERT host. This connection enables: Real-time update and retrieval of ALERT platform data. Higher transfer rates than with the ALERT platform's web interface. The ALERT Direct interface e potentially eliminates the need for the ALERT platform's web interface. Overview 10

11 ALERT Components The ALERT Direct interface includes these components: Message handling and translation The ALERT Direct interface processes incoming and outgoing messages from clients. These messages are processed in the ALERT platform XML message format. An ALERT Direct interface connection is achieved using a client-side transport API, which connects to a host-side middleware layer. The middleware layer provides seamless load balancing and resiliency. Message validation An ALERT Direct interface adds two types of data-validation capability to the ALERT host. Syntactical validation (for ALERT platform XML messages) Content validation for all incoming messages Live feed The Live Feed component records all incoming ALERT platform messages for all ALERT platform interfaces. This record makes troubleshooting easy during your implementation phase. Data Validation You must validate settlement instruction data intended for the ALERT database before saving it. You can validate each new or updated settlement instruction data field against one or more data validation rules. There are three rule types: Business rules Syntax rules Semantic rules If a data value does not pass validation, the ALERT platform returns an error and the new or updated data value is not saved. You cannot save your new or updated settlement instructions in the ALERT platform until all data fields in the message meet all applicable validation rules. For information on the data validation rules, see the online help. Business Rules A business rule states whether a field is mandatory or not allowed and, if so, the conditions (if any) under which it occurs. The ALERT platform validates a field against a business rule by determining whether the condition is present. If it is, the ALERT platform ensures that the field either has a value or is empty, as appropriate. The conditions in a business rule can be either or both of the following: The value of another data field in the data set being revised; for example, a specific value, empty, or not empty A specific combination of country, security, and method Some examples of business rules are: If Local Agent BIC and Sub Agent Name 1 are empty, then ID 1 is mandatory. If Corresp BIC has a value and Relationship = C, then Corresp Security A/C # is not allowed. Syntax Rules Syntax rules validate the format of the field. These rules ensure that details such as data type and field length are correct. A field is validated against a syntax rule by checking its value against the syntax stated in the rule. All fields have a default syntax rule for field length, and many fields receive additional syntax validation. If Overview 11

12 the field value meets the syntax specification, the field passes validation, otherwise it fails and an error is returned. An example of syntax checking is the validation of a settlement instruction field that requires a BIC. The field value is checked to ensure that it consists of either eight or eleven contiguous characters structured as follows: Characters 1-4: a client code Characters 5-6: an ISO country code Characters 7-8: a location code Characters 9-11: an optional branch code If the field value meets these specifications, it passes syntax validation. Semantic Rules Semantic rules are used to check whether field values are valid. The ALERT host validates a field against a semantic rule. It checks its value against a predefined list of values to determine whether it appears on the list. If the field value is on the list, the field passes validation, otherwise it fails and an error is returned. An example of semantic checking is the validation of a settlement instruction field that requires a BIC. The field value is checked against a current BIC directory to ensure that it exists in the directory. Another example is the semantic validation of the ID 1, ID 2, and ID 3 fields when Method = DTC. In this case, the ID 1, ID 2, and ID 3 fields must contain particular values in the DTCC Master ID file. Handling Validation Errors There are two elements to consider when coding validation error handling in the ALERT Direct interface: The data validation error: ALERT platform host error The VALIDATION_ERRORS field grouping in ALERT platform response messages Data Validation Error If any settlement instruction data field in an ALERT message fails validation, the message fails validation and the ALERT platform returns error In this case, the data specified in the message is not created or updated, and the message must be re-sent with the correct data values. The ALERT host always returns error when a message fails validation, regardless of which field failed or why it failed. However, to assist you in remedying the error, the error s text varies depending on the reason for the failure. A mapping number identifies each error text and associates it with a specific validation rule. For example, if the Custodian BIC field contains an invalid BIC, error uses error text 0108, which reads: Custodian BIC is not a valid BIC However, if it is the Local Agent BIC field that contains an invalid BIC, error uses error text 0129, which reads: Local Agent BIC is not a valid BIC Finally, if it is the Sub Agent Country field that contains an invalid value, error uses error text 0146, which reads: Sub Agent Country is not a valid country code To identify the error texts associated with a given field, see the table in Primary Data Validation Rules. To identify the field and mapping number associated with a given error text, see Error Texts. Overview 12

13 Note The number associated with a specific error text is only a mapping number. It is not an ALERT host error number VALIDATION_Errors Field Grouping When the ALERT host detects a validation error in a message, it includes in its response message a DTD element field grouping called VALIDATION_ERRORS. This field grouping contains one ERROR element for each validation error. For example: <!DOCTYPE ALERT_MESSAGE PUBLIC "smacreate_method5" "Create_Method5.dtd"> <ALERT_MESSAGE> <RESPONSE> <Error_Response> <Error_number>50055</Error_number> <Error_message>Required fields not valid; Maintenance Failed</Error_ message> <VALIDATION_ERRORS> <ERROR field="institution_bic">institution BIC is not a valid BIC</ERROR> <ERROR field="institution_phone">institution Phone is mandatory</error> </VALIDATION_ERRORS> </RESPONSE> </ALERT_MESSAGE> The message cannot pass validation until all errors reported in the VALIDATION_ERRORS field grouping are corrected. Overview 13

14 Recommended Workflow This section describes some recommended workflow models for retrieving and processing account-level, account-detail, and informational alerts. Processing Account-Level Alerts Figure 1.1 below illustrates the recommended workflow for retrieving and processing all instances of crossreferenced account-level alerts. The same workflow is recommended for non-cross-referenced accounts by substituting message 2F for message 31 and message 32 for message 33 in this workflow. Note Message B1 Get_Legal_Entity_Data has been retired. Message 3B Get_Account_by_Access_Code contains the Buy Side Legal Entity Identifier. Figure 1.1 Recommended Workflow for Account-Level Alerts Overview 14

15 Processing Account-Detail Alerts Involving Multiple Methods Figure 1.2 illustrates the recommended workflow for retrieving and processing the account-detail alerts that involve multiple methods: NEW: <method>. Figure 1.2 Recommended Workflow for Account-detail Alerts With Multiple Methods Overview 15

16 Processing Account-Detail Alerts Involving a Single Method Figure 1.3 illustrates the recommended workflow for retrieving and processing the account-detail alerts that involve a single method: CHG:<method> and NEW:<method>. Figure 1.3 Recommended Workflow for Account-Detail Alerts with a Single Method Overview 16

17 Processing Informational Alerts Figure 1.4 illustrates the recommended workflow for retrieving and processing the informational alerts: DEL:<method>, DELETED ACCOUNT, DELIVERY DELETED, and REN:<old_access_code>. This workflow applies to the DEL:<method> alert received from an investment manager. Figure 1.4 Recommended Workflow for Informational Alerts Once an informational alert has been retrieved, additional communications with the ALERT host are not required (except for discarding the alert). The only other processing that you may want to include in your application is your own internal processing; for example, updating your local database. Overview 17

18 Tips Related to ALERT Messages Continuation Messages As of the 2010 migration of the ALERT platform to Java API, coding for continuation messages became unnecessary. The continuation tags were not removed from the DTDs to avoid disruption to clients upgrading from older versions of the ALERT platform. These tags continue to be present on the messages, but the ALERT platform does not return continuation data. Any use of these fields on the request message will result in data based on a contained search. Advice Against Padding Message Fields The ALERT database does not store trailing spaces that follow BIA numbers or data within a data element. For example, if a broker/dealer sends a BIA number, such as with trailing spaces, the BIA number is returned to the broker/dealer as with no trailing spaces. Padding is not recommended. <CHANGED> attribute If the <CHANGED> attribute is returned, it indicates that the associated data element has changed within the last seven days. The <CHANGED> attribute is used in these messages: Account message 3B and message 3C Confirm message A1 Method data messages message 47, message 48, message 49, and message 4messages 47 and 48 The value of the <CHANGED> attribute is always YES. Note DTCC recommends that if one or more data elements among those retained in a response contain the <CHANGED> attribute, you replace all data elements returned in that response in your local database. This ensures that your local database contains the most current values. Overview 18

19 2. MESSAGES Introduction This chapter describes the ALERT platform messages. Note Refer to latest DTDs to determine the appropriate version numbers. Get alerts You can get alerts for the following: Account alerts for specified institution. You can use: o Message 30, Get Account Alert Summary by Institution o Message 32, Get Account Alerts by Institution Account alerts for cross-referenced institutions only. You can use: o Message 31, Get Account Alert Summary Xref, to get a count of account alerts that exist for each cross-referenced investment manager o Message 33, Get Account Alerts by Institution Xref, to get all individual account alerts for a specified investment manager. Account alerts for all institutions. You can use: o Message 2F, Get Account Alert Summary All, to get a list of acronyms and count of alerts for each investment manager. o Message 32, Get Account Alerts by Institution-All, to get all individual account alerts for a specified investment manager. Delivery alerts. You can use: o Message A8, Get Delivery Alert Summary, to get a count of delivery alerts by account. o Message 2B, Get Delivery Alerts, to get all outstanding alerts on delivery instructions. After you get the alerts, look up the types of alert changes. For more information, see Summary of Change Types on page : Get Account Alert Summary by Institution Message 30 gets a summary of outstanding account alerts generated by the specified investment manager for the requesting broker/dealer. Notes Mandatory request field: Acronym The error codes: _1_20002, and : Get Account Alert Summary by Cross-Reference Message 31 finds out how many outstanding alerts exist from investment managers that have been crossreferenced by the requesting broker/dealer. This message counts only alerts that contain markets crossreferenced by the broker/dealer. Messages 19

20 Notes Mandatory request field: None The error codes are: _1_, 20002, and : Get Account Alerts by Institution Message 32 gets all account alerts from the specified investment manager. The account alerts returned in the response are presented in a nested format as follows: The response contains a list of accounts for which there are outstanding account alerts. Identifiers for each account includes: investment manager acronym, access code, and account description. For each account returned in the response, the following types of changes are possible: o Changes to the account delivery instructions o Changes to general account information and confirms address information o Account rename notifications o Account deletion notifications o New account notifications Each account can have multiple changes. Each change includes the following information: country, security, and a change description. For each change, any BIA numbers that reference the specified account are included. Possible Changes to Account The changes, returned by message 32 and message 33, are possible for any given delivery. Each alert contains a Changes field that provides information on the change that caused the generation of the alert. For example, for an account alert, the following types of changes are possible: Account was renamed. The changes field displays TITLE. Account was deleted. The changes field displays DELETED ACCOUNT. New account was created. The changes field displays NEW ACCOUNT. Each account can have multiple changes. Each change consists of the following information: country, security type, priority, and a change description. In addition, for each change, any BIA numbers that reference the specified account are included. Summary of Change Types on page 73 describes the types of changes that cause an alert and the messages you can use to get this information. Notes Mandatory request field: Acronym The results can be filtered further, based on additional parameters supplied in the request message. BIAs: The response message includes all BIAs for one change. If the change was to the general account information or the account was renamed or deleted, the response has a security of GEN. Description The Description field is an array of two data elements, with one data element per line, terminated by a line delimiter. Priority: The Priority field will be one of the following: o Confirm alert : Priority = Confirm id (1 8) o Account alert : Priority = 0 (hardcoded) o SI alert : Priority = 1 (hardcoded) The error codes are: _1_, 20001, 20002, 20023, 30005, and Messages 20

21 33: Get Account Alerts by Institution Cross-Reference Message 33 gets all cross-referenced account alerts from the specified investment manager. The account alerts returned in the response are presented in a nested format as follows: The response contains a list of accounts for which there are outstanding account alerts. Each account is identified by investment manager acronym, access code, and account description. For each account returned in the response, the following types of changes are possible: o Changes to the account delivery instructions o Changes to general account information and confirms address information o Account rename notifications o Account deletion notifications o New account notifications Each account can have multiple changes. Each change includes the following information: country, security, priority, and a change description. For each change, only relevant BIA numbers are included. Possible Changes to Account For a list of the possible changes, see 32: Get Account Alerts by Institution on the previous page for message 32. Notes Mandatory request fields: Acronym. The results can be filtered further, based on additional parameters supplied in the request message. BIAs: All BIAs for one change will be included in the message. If the change was to the general account information or if the account was renamed or deleted, the response has a security of GEN. Description: The Description field is an array of two data elements, with one data element per line, terminated by a line delimiter. Priority: The Priority field will be one of the following: o Confirm alert : Priority = Confirm id (1 8) o Account alert : Priority = 0 (hardcoded) o SI alert : Priority = 1 (hardcoded) The error codes are: _1_, 20001, 20002, 20023, 30005, and F: Get Alert Sum Message 2F gets a list of how many account alerts there are from each investment manager for the requesting broker/dealer. Notes Mandatory request fields: None. The error codes are: _1_, 20002, and A8: Get Delivery Alert Summary Message A8 gets a count of delivery alerts by custodians or broker/dealers. Notes Mandatory request fields: None. Filtering: You can use any combination of Acronym, Model_owner, Model_name, Country, or Security Messages 21

22 fields to filter the delivery alerts count. The error codes are: _1_, 20001, 20002, 20023, 30005, and B: Get Delivery Alerts Message 2B gets all custodian or broker/dealer delivery alerts that have been sent to the requesting broker/dealer, based on the filters used. Possible Changes for Deliveries These changes, returned by message 2B, Get Delivery Alerts, are possible for any given delivery. New Method Added The Changes field displays NEW:<method>. Method Detail Changed The Changes field displays CHG:<method>. Deleted Method The Changes field displays DEL:<method>. Notes Mandatory request fields: None. You can use any combination of data in the Acronym, Model_owner, Model_name, Country, or Security_ type fields to filter the delivery alerts. The error codes are: _1_, 20001, 20002, 20023, 30005, and Discard Alerts You can discard alerts as follows: Account alerts manually. After you get the alerts, use message 36, Discard Account Alerts, to discard them. All account alerts from a specified institution. Use message 68, Discard Account Alerts by Institution All. Account alerts by specified institution and cross-reference. Use message 89, Discard Account Alerts by Institution Xref. Account alerts by specified institution and security type. Use message 8B, Discard Account Alerts by Institution Security. Account alerts for non-cross-referenced accounts. Use message 67, Discard Account Alerts Non- Xref. Delivery alerts. You first get the delivery alerts using message 2F or 2B and note the alert IDs. Then use message 34, Discard Delivery Alerts, and discard specific alerts. 36: Discard Account Alerts Message 36 discards the account alerts specified in this message. To discard account alerts manually: 1. Get the alerts as described in these sections: Get alerts on page 19 and reference "Account alerts for specified institution. Discard Alerts above Get alerts on page 19 and reference "Account alerts for all institutions, and note the alert IDs. 2. Use these alert IDs to populate message 36 and discard specific alerts. The Alert_id referred to here come from a response message to a "Get Account Alerts" message. Messages 22

23 Notes Mandatory request fields: Alertid. The error codes are: _1_, 703, 20002, and : Discard Account Alerts by Institution All Message 68 deletes all account alerts sent by the specified investment manager to the requestor. Notes Mandatory request fields: Acronym. The error codes are: _1_, 20002, and : Discard Account Alerts by Institution Cross-Reference Message 89 discards all account alerts from the specified investment manager that correspond to crossreferenced accounts. Note Mandatory request fields: Acronym. The error codes are: _1_, 20001, 20002, and B: Discard Account Alerts by Institution Security Message 8B discards all account alerts from the specified investment manager for methods pertaining to the specified security. Note Mandatory request fields: Acronym and Security. The error codes are: _1_, 20001, 20002, 20003, 20023, 20036, and : Discard Account Alerts Non-Cross-Referenced Message 67 deletes all account alerts that do not correspond to accounts that have been cross-referenced by the requestor. Note Mandatory request fields: None. The error codes are: _1_, 20001, 20002, and : Discard Delivery Alerts Message 34 discards the delivery alerts specified in the request. Note Mandatory request fields: Alertid. You can discard alerts in batches of 100 (or fewer) at a time. The error codes are: _1_, 20001, 20002, 20014, and Get and Update Cross-References You can get and manage cross-references as follows: Messages 23

24 Cross-references for specified accounts. Use message 5A, Get Cross References by Account. Cross-references for account by broker/dealer internal account number (BIA). Use message 5B, Get Cross References by BIA. Cross-references for specified institution. Use message 5C, Get Cross References by Institution. Add, update, or delete specified cross-references. Use message 5D, Update Cross-References. 5A: Get Cross-References by Account Message 5A gets all cross-reference numbers assigned by the broker/dealer to one account. Response The response contains a list of markets and cross-references for an account. Each account is identified by investment manager acronym, access code, account description, and markets that have associated broker/dealer internal numbers (BIAs). A market is defined as a country-security pair. Notes Mandatory request fields: Acronym and Access Code. The error codes are: _1_, 20002, 20003, and B: Get Cross-References by BIA Message 5B gets all accounts cross-referenced to a specified broker/dealer internal account number (BIA). Response The response contains a list of accounts for which a specific cross-reference exists. Each account is identified by investment manager acronym, access code, account description, and markets that have associated broker/dealer internal numbers (BIAs). Notes Mandatory request fields: BIA. The error codes are: _1_, 20002, 20005, 20006, 20011, and C: Get Cross-References by Institution Message 5C gets all cross-references for the specified investment manager. Response The response contains a list of markets and cross-references for each account. Each account is identified by investment manager acronym, access code, account description, and markets that have associated broker/dealer internal numbers (BIAs). Market is defined as a country-security pair. Notes Mandatory request fields: Acronym. The results can be filtered further, based on additional parameters supplied in the request message. The error codes are: _1_, 20001, 20002, 20023, 30005, and D: Update Cross-References Message 5D adds or deletes the specified cross-references. Messages 24

25 Notes Each cross-reference change is handled individually, so all correct changes succeed. Invalid updates are returned in the error reply. When inserting a cross-reference number, verify that the account, country, and security exist. You cannot update an existing BIA directly. Instead, delete the original BIA and add a BIA. New BIAs are limited to 20 characters. "ALL" may be used in the Country field, Security field, or both. o Country or Security type The BIA corresponds to all methods for the specified account, regardless of its country or security, respectively. o Both Country and Security type The BIA corresponds to all methods for the specified account. Note OASYS service users only: "ALL" is not a valid country. If "ALL" is used for either the country or security field, the OASYS service does not get the BIA. Message 5D uses an operations code (Operation_code) to specify the type of update to make. Use both forms of the code within the same message. o o Use a + (plus sign) in the Operation_code field to create. Use a (minus sign) in the Operation_code field to delete. The error reply lists BIA changes with which there were problems. Only one error message is returned. It lists the requested operations that failed. The error codes are: _1_, 20001, 20002, 20003, 20009, 20031, 20033, 25004, 30005, and Get Account Data Use the messages described in this section to get the following: Refresh all general account information. You use: Message 3B, Get General Account Info by Acronym and Access Code. Message 3C, Get General Account Info by broker/dealer internal account number (BIA). General account information and all delivery details. You use: Message 3B, Get General Account Info by Acronym and Access Code, to refresh all general account information. Message 97, Get Delivery by Account, to get the delivery (a list of clearing methods) for the account. Message 48, Get Method by Account Mapped, populated with information received from the reply to message 97, to get the method details. Account security list. Use message 64, Get Account Security List. Account confirmations by specified institution acronym and access code. Use message A1, Get Confirms by Acronym and Access Code. 3B: Get General Account Info by Acronym and Access Code Message 3B gets the general account information and the Legal Entity Identifier for the specified investment manager acronym and access code. The right to get the general account information is limited. Broker/dealers can get only accounts to which they have been granted access by the owner. Messages 25

26 Notes Mandatory request fields: Acronym and Access Code. The <CHANGED> attribute is used rather than a change map. The account version flag in the request message is ignored in the latest release. The error codes are: 20001, 20002, 20003, 20009, and C: Get General Account Information by BIA Message 3C gets general account information and the Legal Entity Identifier for the specified broker/dealer internal account number (BIA). Broker/dealers can only get accounts to which they have been granted access by the owner. Caution Versions 4 and 7 of message 3C are currently out-of-scope. Notes Mandatory request fields: BIA. The <CHANGED> attribute, rather than a change map, is used. The error codes are: 20001, 20002, 20003, 20009, and : Get Delivery by Account Message 97 gets the delivery list (a list of clearing methods used for settling trades) for an account. To specify the account, use either the BIA field or the Acronym and Access_code fields. You cannot use all three fields in the same request. Notes Mandatory request fields: BIA or Acronym and Access_code. The results can be filtered further, based on additional parameters supplied in the request message. The methods returned in the response are filtered based on two scenarios: o The broker/dealer's suppress list o The country, security, method, or any combination of these, specified in the request message ALL can be used in either, or both, of the Country and Security fields to return data from multiple SI combinations. The error codes are: _1_, 20001, 20002, 20003, 20010, 20023, 20033, 20041, 30005, and : Get Method by Account Mapped Message 48 gets detail data related to a clearing method based on the specified acronym and the account the combination of the account-specific and model data. Account-specific data always overrides model data. Response The data returned by this message is made up of a sequence of method data fields. The elements are returned in the order specified in the DTD. Data elements that do not contain any data are not returned (unless their <CHANGED> attribute is "YES"). Each data element may have its <CHANGED> attribute set to "YES" to indicate that it has been modified in the past seven days. Messages 26

27 Notes Mandatory request fields: Acronym, Access_code, Country, Security, Method. The Priority field is ignored in this release. The requests can be filtered further, based on additional parameters supplied in the request message. Eff date values show the current date or future effective date. Previous releases returned the first effective date instead of the current date. Universal data elements All methods created by an ALERT platform 3.0 client use the universal data elements. (See Meth_Fld Data Elements (Universal).) Populate only those lines required to settle in a given market. However, you may enter data in any line in any method. Priority will be hard-coded to 1 on the response message. The error codes are: _1_, 20001, 20002, 20003, 20023, 20036, 20037, 30005, and : Get Account Security List Message 64 gets the list of the securities that the specified account uses. Notes Mandatory request fields: Acronym and Access_code. The results can be filtered further, based on additional parameters supplied in the request message. The error codes are: _1_, 20001, 20002, 20003, 20023, 30005, and A1: Get Confirms by Acronym and Access Code Message A1 gets the confirmation information for a specified investment manager acronym and access code. Notes Mandatory request fields: Acronym and Access_code. The results can be filtered further, based on additional parameters supplied in the request message. Account version will be ignored in this release. If Conf_id field is set to 0 then all confirmations will be sent. Access Broker/dealers can get only those account confirmations to which they have been granted account access by the owner. <CHANGED> This attribute is used to denote data that has changed within the past 7 days. The error codes are: _1_, 20001, 20002, 20003, 20009, and Confirm Recipient Category Codes Data element number 22 in this message is used for a 2-byte confirm recipient category code. Table 2.1 on page 27 lists the ALERT platform version 3.0 confirm recipient category codes, which are also used in version 4.0 of the ALERT platform. Table 2.1 ALERT 3.0 Confirm Recipient Category Codes Category Customer Executing broker/dealer Clearing broker/dealer Global custodian Sub-custodian Interested party Code H I J K L M Messages 27

28 Table 2.1 ALERT 3.0 Confirm Recipient Category Codes (continued) Category Other Investment manager I/M domestic I/M international I/M equity I/M domestic equity I/M domestic bond I/M international equity I/M international bond I/M government bond I/M international and government bond X I/M Europe I/M Europe and UK I/M Far East I/M Pacific Rim I/M North America I/M Latin America I/M emerging market I/M Japan Beneficial owner Get Delivery Data Code N O P Q R S T U V W Y Z AA AB AC AD AE AF AG Use the messages described in this section to get the following: Delivery for specified account or generic delivery. Use message 97, Get Delivery by Account. List of delivery names that the specified custodian or broker/dealer owns. Use message 39, Get List of Deliveries for an Acronym. 97: Get Delivery by Account Message 97 gets the delivery list for a specified account or a generic delivery. For more information, see 97: Get Delivery by Account on page : Get List of Settlement Model Names for an Acronym Message 39 gets a list of the settlement model names that a specified custodian or broker/dealer owns. The right to get these settlement model names is limited: Any client can request the settlement model for a broker/dealer. Custodians may not request settlement models that a different custodian owns. Broker/dealers can request settlement models for any custodian acronym. Messages 28

29 Notes Mandatory request fields: Acronym. The results can be filtered further, based on additional parameters supplied in the request message. The error codes are: _1_, 20001, 20002, 20003, 20023, and : Get Delivery Message 41 gets a list of the methods available for all active markets. You can filter the methods that are returned. The filters are: Country Security Method You cannot filter by suppress list. Notes Mandatory request fields: Delivery_owner and Delivery_name. The results can be filtered further, based on additional parameters supplied in the request message. See message 97: Get Delivery by Account on page 26 to view this list for an account. The Error codes are 1, 20001, 20002, 20009, 20023, 20037, 30005, and Get Method Data Use the messages described in this section to get the following: Method data (get or add) or method based on acronym and access code. Use message 48, Get Method by Account Mapped, Get Method by Account Unmapped. Method by specified delivery. Use message 47, Get Method by Delivery. 48: Get Method by Account Mapped To get or add method data or get settlement instruction data based on an acronym and access code, use message 48, Get Method by Account Mapped. For more information, see 1448: Get Method by Account Mapped on page : Get Method by Delivery Message 47 gets the currently effective clearing method based on the specified delivery, including: Account data Latest accepted version; either the account or template owner made the changes Settlement model data Latest data Sell Side Legal Entity Identifier - Latest data Response The <CHANGED> attribute is used rather than a change map. Notes Mandatory request fields: Delivery_Owner, Delivery_Name, Country, Security, Method. The Priority field is ignored in this release. The results can be filtered further, based on additional parameters supplied in the request message. Messages 29

30 Clearing method structure and rules Clearing methods used in a custodian or broker/dealer settlement model have the same structure and rules as methods in an investment manager account. The error codes are: _1_, 20001, 20002, 20003, 20023, 20036, 20037, 30005, and Get Miscellaneous Data Use the messages described in this section to get the following: Get subscriber list for specified user types. Use message 80, Get Subscriber List Acronym Response. Get official ALERT time or test the application. Use message 40, Get Host Counts. 80: Get Subscriber List Acronym Response Message 80 gets a list of the subscribers of the specified user types. Notes Mandatory request fields: User_types. To indicate the user types you want in the list, supply one of these letters in the User_types field: o A agent custodians o B broker/dealers o I investment managers The error codes are: _1_, 20023, and : Get Host Counts Message 40 gets the number of: Mail messages sent to the requestor Completed reports Delivery alerts pending for the requestor User-type-specific alert count, and current time and offset from GMT of the host system Caution All versions of Message 40 are for this currently out-of-scope. DTCC will consider supporting this message in a future phase. Response The response contains one of these alert counts: The number of account alerts for a broker/dealer. The number of custodian account number alerts for an investment manager. An alert count of 0 for custodians. The host time is given in seconds since midnight January 1, 1970 GMT. The offset is in seconds calculated as local time minus GMT. Note The error code is:_1_. Getting and Updating Alert Suppression List Use the messages described in this section to do the following: Messages 30

31 Get the account alert suppression list. You use: Message 9B, Get Suppress List. For more information, see 9B: Get Suppress List on page 31. Add and delete account alert suppression entries. You use: Message 50, Update Suppress List. For more information, see 50: Update Suppress List on page 31. 9B: Get Suppress List Message 9B gets the account alert suppression list for the requestor. Notes Mandatory request fields: None. The results are filtered, based on additional parameters supplied in the request message. ALL: Any filter field may have ALL in the response to indicate that all entries of that type are being suppressed. Acronym: The Acronym field may also contain one of these values: ALLBANK: Suppresses alerts for all custodians ALLBROK: Suppresses alerts for all broker/dealers The error codes are: _1_, 703, 20001, 20002, 20015, 20023, 30005, and : Update Suppress List Message 50 adds and deletes alert suppression entries for the requestor s list. Suppression list entries also block retrievals of country and security types for account or alert retrievals. Notes Mandatory request fields: Operation, User, Country and Security. You can enter a country, security, acronym, "ALL" broker/dealers, or "ALL" custodians on your alert suppression list. As a result, alerts for those items on the list are not sent to you. ALL: Any two of these fields may have ALL as their values: User, Country, and Security_type. You cannot use ALL in all three fields simultaneously. User: The User field may also contain one of these values: ALLBANK: Suppresses alerts for all banks ALLBROK: Suppresses alerts for all broker/dealers Operation: The operation value is either + to add the item or to delete the item. Error reply: The error reply lists suppression list entries with which there were problems. Only one error is returned, containing a list of requested operations that caused an error. The error codes are: _1_, 20001, 20002, 30005, and Create, Update, and Delete Methods Use the messages described in this section to get the following: Create new method. Use message 49, Create Method. Update existing method. Use message 4A, Update Method. Delete method. Use message 4B, Delete Method. Retrieve method. To retrieve legal entity data, include the Omgeo_ID in message 49, Create Method and message 4A, Update Method. 49: Create Method Message 49 creates a new settlement method in the specified delivery for the country and security specified. For a description of the fields, see the Data Dictionary on page 34. Messages 31

32 Caution All versions of message 49 are currently out-of-scope. DTCC will support this message in a future phase. Notes Country and Security fields ALL is not valid for the Country or Security fields in this message. Country, Security, and Method field combinations in settlement models You can use a particular settlement method only once in a market in a settlement model. For example, you cannot create two USA, Equities, DTC instructions in one settlement model. Payment currency data elements in Meth_fld see the ALERT Common Reference Data. Effective Date, Revision Date, and Priority in the Response When a method is created, the reply to the creation request contains: o Effective date The effective date is required but its data is informational only. The date is updated automatically when the request is processed at the host. o Revision date-time stamp The creation time of the method, in this format: <Rev_date Month = "06" Day = "18" Year = "1999" Hours = "01" Minutes = "14" Seconds = "47" AM or PM = "PM"></Rev_date> o Priority Returns the ID of the newly created method. Used for identification when the delivery has more than one specific method entry per market. Store the priority number and the revision date-time stamp as text. You need this data later to update the method. For information about updating methods, see 4A: Update Method below. The error codes are: _1_, 20001, 20002, 20009, 20023, 20027, 20028, 20038, 20050, 25005, 30001, 30002, 30003, 30004, 30005, 30006, 30007, 30011, 30014, 30021, 50055, and A: Update Method Message 4A updates the specified settlement instruction. Caution All versions of Message 4A are currently out-of-scope. ALERT will support this message in a future phase. Notes Send only the data elements that need updating. To delete a specific field, send the corresponding empty element. There is no need to send the <CHANGED> attribute explicitly. Country and Security fields ALL is not valid for the Country or Security fields. Payment currency data elements in Meth_fld see the ALERT Common Reference Data. Effective Date and Revision Date The effective date is required but is for information only. The date is updated automatically when the hosts processes the request. The revision date in the request must match the revision date received in the response to a Get Method request on the method. If the revision date stored on the host does not match the one in the request, the update will not be performed. This is intended to prevent multiple users under the same acronym from making contradictory modifications to the method. You can update method details only if you supply the date the method was last revised. When a method is created or updated, the reply message includes the revision date with time stamp and the method priority. The revision date returned when a method is created has this format: Messages 32

33 <Rev_date Month = "06" Day = "18" Year = "1999" Hours = "01" Minutes = "14" Seconds = "47" AM or PM = "PM"></Rev_date> Updating Method Details Supply the date in the Rev_date element. For the example used in this topic, supply this revision date: <Rev_date Month = "06" Day = "18" Year = "1999" Hours = "01" Minutes = "14" Seconds = "47" AM or PM = "PM"></Rev_date> Do not include unchanged data elements. If they are included, the original data value may be re-sent. To delete a specific field, send up the corresponding empty element. Error Codes The error codes are: _1_, 20001, 20002, 20003, 20009, 20023, 20027, 20028, 20036, 20037, 20038, 20050, 25005, 30001, 30002, 30003, 30004, 30005, 30006, 30007, 30011, 30014, 30021, 50055, and B: Delete Method Message 4B deletes the specified clearing method that the requestor owns. Alerts will be sent to all ALERT platform clients advising them that the clearing method has been deleted. When the last method is deleted from the model, the model is also deleted from the ALERT host when the message is processed. Caution This message has been deprecated and is out-of-scope for all versions. DTCC will support this message in a future phase. Notes Country and Security fields ALL is not valid for the Country or Security fields in this message. The error codes are: _1_, 20001, 20002, 20009, Messages 33

34 A. DATA DICTIONARY Account fields (Gen_Fld Data elements) Table A.1 lists the Gen_Fld data field data elements. Table A.1 Account Fields (Gen_Fld Data elements) Name ALERT Field Name Datatype Maximum Length Definition Access_Code_Legal_ Entity_Identifier Access Code Legal Entity Identifier char 35 The Legal Entity Identifier that corresponds to the underlying fund. Account_Name_1 Account Name 1 char 55 The first 55 characters (of 110 characters total) of the formal name by which the fund is known. The investment manager assigns this name. Account_Name_2 Account Name 2 char 55 The second 55 characters (of 110 characters total) of the formal name by which the fund is known. The investment manager assigns this name. Account_Type Account Type char [Not relevant] List of fund types. Values: Cash (default) Margin Short Prime Broker Other Charity_Acct_Ref Charity A/C Ref char 30 A name that identifies the charity account. Allowed only when the United Kingdom (GB) is selected as Country. This field is not available if you use DTD version 6 or less. Client_of_IA Client of Investment Advisor char 1 Specifies whether an investment advisor manages the fund. An account not managed by an investment advisor can be selfmanaged or directed. Contact_Name Contact Name char 40 The name of the contact at the investment manager. Contact_Phone Contact Phone char 25 The phone number of the contact at the investment manager. Data Dictionary 34

35 Table A.1 Account Fields (Gen_Fld Data elements) (continued) Name ALERT Field Name Datatype Maximum Definition Length BuySide_LEI Buy Side Legal Entity Identifier char 20 Investment manager's 20- character alphanumeric legal entity identifier. Country_of_Origin Country of Origin char 3 The country of origin of the fund; that is, where the fund is registered for domicile. Custodian_Internal_ Custodian Internal char 38 No longer supported. Acct A/C# Institution_BIC BIC char 11 The BIC of the investment manager or broker/dealer, executing/trading broker. In SWIFT, the investment manager or broker/dealer or executing/trading broker is known as the BUYR/SELL. Institution_Name Institution/Executing char 35 The name of the investment Broker Data Name manager or broker/dealer, executing/trading broker. Large_Trader_ID Large Trader ID char 35 Code mandated by the SEC for entities classified as Large Traders. Mail_Broker_Confirm Mail Broker Confirm char 1 Value hardcoded to N. to Client Mail_Original_Confirm Mail Original char 1 Value hardcoded to N. Confirm with Advice of Cancel/Correction Markit_Entity_Identifier Markit Entity char 35 No longer supported. Identifier Omni_Access_Code Omni Access Code char 12 Access code to omnibus account for block settlement of multiple accounts. This field is not available if using DTD version 6 or less. Send_Monthly_ Statement_to_Agent Send Monthly Statement to Agent char 1 Value hardcoded to N. Data Dictionary 35

36 Table A.1 Account Fields (Gen_Fld Data elements) (continued) Name ALERT Field Name Datatype Maximum Definition Length Short_Name Short Name char 50 An abbreviated fund name that the investment manager can assign. If this field is unpopulated, the ALERT platform copies the Account name (up to the first 50 characters) into it. Suppress_Broker_ Suppress Broker char 1 Value hardcoded to N. Account_Statement Account Statement Tax_Exempt Tax Exempt char 1 (Y)es or (N)o indicates whether the account is tax exempt. Not allowed if the value for Withholding is Y. Tax_ID Tax ID char 30 The tax ID number that the tax authorities provided for the fund. Tax_ID_Expir_Date Tax ID Expiration Date (Germany only) char [Not relevant] This field appears only when the country of origin is Germany. Tax IDs must have an expiration date. The Tax ID Expiration Date must be a date greater than the current date. Type of Fund Type of Fund char 16 List of client account types. Includes drop-down list with values such as Bank Portfolio, Bank Trust, and Pension Fund. Tax_Withhold Withholding char 1 (Y)es or (N)o indicates whether taxes are withheld. Not allowed if the value for TaxExempt is Y. US_Tax_ID_or_SSN US Tax ID or SSN char 3 Indicates the tax ID type. Values are: SSN (Social Security Number) and TIN (Tax Identification Number). Available only when the value of Country of Origin is UNITED STATES. Standing Settlement Instructions fields (Universal Meth_Fld data elements) Table A.2 lists the universal data elements for the Meth_Fld data field. Data Dictionary 36

37 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) Name ALERT Field Name Datatype Max. Length Definition AC_No_at_Global_ Custodian AC_No_at_Local_Agent Global Custodian (formerly Security A/C) Local Agent (formerly Sub A/C#) char 35 The account number of one of the following: The fund at the subcustodian/subagent (one level of clearing) or at the global custodian (multiple levels of clearing) The executing/trading broker at the clearing agent (one level or clearing) or at the clearing broker (multiple levels of clearing) In this context, fund means mutual fund complex, pension fund, and so on. The investment manager manages the fund's investments SWIFT uses the following labels to identify the parties: BUYR/SELL = Investment manager or executing/trading broker REAG/DEAG = Subcustodian/subagent or clearing agent RECU/DECU = Global custodian or clearing broker char 35 The account number of the global custodian or clearing broker at the next level in the settlement chain. For two levels of clearing, which is the typical case, this is the name of the global custodian's account number at the subcustodian/subagent or the clearing broker's account number at the clearing agent. If there is an intermediary, it is the name of the global custodian's or clearing broker's account at the intermediary. For one level of clearing, the global custodian or clearing broker information must be left blank. SWIFT uses the following labels to identify the parties: RECU/DECU = Global custodian or clearing broker REAG/DEAG = Subcustodian/subagent or clearing agent REI1/DEI1 = Intermediary AC_Ref_1 A/C Ref 1 char 35 The first 35 characters (of 70 characters total) of one of the following: The name of the fund's account at the subcustodian/subagent (one level of clearing) or at the global custodian (multiple levels of clearing) The name of the executing/trading broker's account at the clearing agent (one level of clearing) or at the clearing broker (multiple levels of clearing) In this context, fund means mutual fund complex, pension fund, and so on. The investment manager manages the fund's investments. SWIFT uses the following labels to identify the parties: BUYR/SELL = Investment manager or executing/trading broker REAG/DEAG = Subcustodian/subagent or clearing agent RECU/DECU = Global custodian or clearing broker Data Dictionary 37

38 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition AC_Ref_2 A/C Ref 2 char 35 The second 35 characters (of 70 characters total) of one of the following: The name of the fund's account at the subcustodian/subagent (one level of clearing) or at the global custodian (multiple levels of clearing) The name of the executing/trading broker's account at the clearing agent (one level of clearing) or at the clearing broker (multiple levels of clearing) In this context, fund means mutual fund complex, pension fund, and so on. The investment manager manages the fund's investments.\ SWIFT uses the following labels to identify the parties: BUYR/SELL = Investment manager or executing/trading broker REAG/DEAG = Subcustodian/subagent or clearing agent RECU/DECU = Global custodian or clearing broker Alternate_Cash_AC_No Alternate Cash A/C # char 35 The alternate cash account number of one of the following: The fund, given to it by the next party in the settlement chain. The global custodian, given to it by the next party in the settlement chain. The executing/trading broker/dealer, given to it by the next party in the settlement chain. In this context, fund means mutual fund complex, pension fund, and so on. The investment manager manages the fund's investments. SWIFT uses the following labels to identify the parties: BUYR/SELL = Investment manager or executing/trading broker REAG/DEAG = Subcustodian/subagent or clearing agent RECU/DECU = Global custodian or clearing broker Alternate_Currency Alternate Currency char 3 The alternate currency if settlement takes place in a currency other than the one specified in the Payment Currency field. For example: US$ in Singapore. The sender of a SWIFT settlement instruction can use the value in this field to populate an indicator in a message. It instructs the recipient (custodian) to buy (FXIB) or sell (FXIS) the currency necessary to settle the trade. Cash_AC_no Cash A/C# char 35 The cash account number of one of the following: The fund at the subcustodian/subagent (one level of clearing) or at the global custodian (multiple levels of clearing) The executing/trading broker at the clearing agent (one level of clearing) or at the clearing broker (multiple levels of clearing) In this context, fund means mutual fund complex, pension fund, and so on. The investment manager manages the fund's investments. SWIFT uses the following labels to identify the parties: BUYR/SELL = Investment manager or executing/trading broker REAG/DEAG = Subcustodian/subagent or clearing agent RECU/DECU = Global custodian or clearing broker Data Dictionary 38

39 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition Corresp_Address_1 Corresp_Address_2 Correspondent Address 1 Correspondent Address 2 char 35 The first 35 characters of the street address of the cash correspondent bank. The global custodian or executing/trading broker or clearing broker chooses a correspondent bank when it does not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. char 35 The second 35 characters of the street address of the cash correspondent bank. The global custodian or executing/trading broker or clearing broker chooses the correspondent bank when it does not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. Corresp_BIC Correspondent BIC char 11 The BIC of the cash correspondent bank. The global custodian or executing/trading broker chooses a correspondent bank when it does not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. Corresp_Cash_A_No Correspondent Cash A/C# char 35 The cash account of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker chooses the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. Corresp_City Correspondent City char 35 The city of the address of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker choose the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. Corresp_Country Corresp_Locality Corresp_Name_1 Correspondent Country Correspondent Locality Correspondent Name 1 char 2 The country of the address of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker choose the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. char 35 The locality of the address of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker choose the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. char 35 The first 35 characters of the name of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker choose the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. Populate this field for all levels of clearing. In SWIFT, the cash correspondent bank is known as ACCW/BENM. Data Dictionary 39

40 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition Corresp_Name_2 Corresp_Post_Code Corresp_Sec_AC_No Correspondent Name 2 Correspondent Post Code Correspondent Security A/C# char 35 The second 35 characters (of 70 characters total) of the name of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker choose the cash corespondent bank when they do not clear cash through the subcustodian or clearing agent. Populate this field for all levels of clearing. In SWIFT, the cash correspondent bank is known as ACCW/BENM. char 15 The post code, zip code, or equivalent of the cash correspondent bank. The global custodian, executing/trading broker, or clearing broker chooses the cash correspondent bank when they do not clear cash through the subcustodian or clearing agent. In SWIFT, the cash correspondent bank is known as ACCW/BENM. char 35 The correspondent's security account number. Custodian_Address_1 Custodian Address 1 char 35 The first 35 characters (of 70 characters total) of the street address of the global custodian or clearing broker. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_Address_2 Custodian Address 2 char 35 The second 35 characters (of 70 characters total) of the street address of the global custodian or clearing broker. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_BIC Custodian BIC char 11 The BIC of the global custodian or clearing broker. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_City Custodian City char 35 The city of the global custodian or clearing broker's address. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_Country Custodian Country char 2 The country of the global custodian or clearing broker's address. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_Locality Locality char 35 The locality of the global custodian or clearing broker's address. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Data Dictionary 40

41 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition Custodian_Name_1 Custodian Name 1 char 35 The first 35 characters (of 70 characters total) of the name of the global custodian or clearing broker. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_Name_2 Custodian Name 2 char 35 The second 35 characters (of 70 characters total) of the name of the global custodian or clearing broker. For one level of clearing, the global custodian or clearing broker information must be left blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. Custodian_Post_Code Custodian Post Code char 15 The post code, zip code, or equivalent of the global custodian or clearing broker's address. For one level of clearing, leave the global custodian or clearing broker information blank. In SWIFT, the global custodian or clearing broker is known as the RECU/DECU. ID_1 Depository (ID1) char 35 The membership ID of the clearing agent at the depository. It is also referred to as the local market code identifier, such as a DTC Participant number or a CHESS PID number, other than a BIC. You complete it for certain countries according to Securities Market Practice Group (SMPG) recommended guidelines. The name of this field changes to the relevant name for the local identifier when certain methods are selected. If a market-specific field label is not available, the label is Depository. For US-DTC settlement instructions, ID 1 (DTC #) is required and validated against DTC master files. ID_2 ID 2 char 35 Another means of identification used by a depository, such as a DTC Agent ID number or a CHESS HID number. The name of this field changes to the relevant name for the local identifier when certain methods are selected. ID_3 ID 3 char 35 Another means of participant identification used by a depository, such as a DTC Institution ID number. The name of this field changes to the relevant name for the local identifier when certain methods are selected. ID_4 ID 4 char 35 Another means of identification that a depository can use. Only applicable in settlement instructions for India and Brazil when the method is one of the following: Central Depository Services Ltd. (INCSD) National Securities Depository Ltd. (NSDL) The Reserve Bank of India (RBI). Companhia Brasilieira de Liquidacao e Custodia (BOVESPA) This field is not available if you use DTD version 6 or less. Data Dictionary 41

42 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition ID_5 ID 5 char 35 Another means of identification that a depository can use. Only applicable in settlement instructions for India and Brazil when the method is one of the following: Central Depository Services Ltd. (INCSD) National Securities Depository Ltd. (NSDL) The Reserve Bank of India (RBI). Companhia Brasilieira de Liquidacao e Custodia (BOVESPA) This field is not available if you use DTD version 6 or less. Institution_BIC Institution_Contact Institution_Name Institution/Executing Broker BIC Institution/Executing Broker Data Contact Institution/Executing Broker Data Name char 11 The BIC of the investment manager or broker/dealer, executing/trading broker. In SWIFT, the investment manager or broker/dealer or executing/trading broker is known as the BUYR/SELL. char 35 The name of the contact of the investment manager or broker/dealer, executing/trading broker. char 70 The name of the investment manager or broker/dealer, executing/trading broker. Institution_Phone Institution Phone char 20 The telephone number of the investment manager or broker/dealer, executing/trading broker. IP_1_AC_No Interested Party 1 A/C# char 25 The DTC account number of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_1_BIC Interested Party 1 BIC char 11 The DTC BIC of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_1_Contact Interested Party 1 Contact char 35 The DTC name of the contact at the first interested party. It is used to send trade confirmation s by DTC. (Can be used in other markets.) IP_1_ID Interested Party 1 ID char 8 The DTC ID of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) The first interested party s ID when DTC is used as the clearing method. Used to send trade confirmations by DTC. IP_1_Name Interested Party 1 Name IP_1_Phone Interested Party 1 Phone IP_1_Special_Instr_1 Interested Party 1 Spec Instr 1 IP_1_Special_Instr_2 Interested Party 1 Spec Instr 2 IP_2_AC_No Interested Party 2 A/C# char 35 The DTC name of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 20 The DTC phone of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 35 The DTC special instructions of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 35 Additional DTC special instructions of the first interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 25 The DTC account number of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_2_BIC Interested Party 2 BIC char 11 The DTC BIC of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) Data Dictionary 42

43 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition IP_2_Contact Interested Party 2 Contact char 35 The DTC name of the contact at the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_2_ID Interested Party 2 ID char 8 The DTC ID of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_2_Name Interested Party 2 Name IP_2_Phone Interested Party 2 Phone IP_2_Special_Instr_1 Interested Party 2 Spec Instr 1 IP_2_Special_Instr_2 Interested Party 2 Spec Instr 2 IP_3_AC_No Interested Party 3 A/C# char 35 The DTC name of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 20 The DTC phone of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) Used to send trade confirmations by DTC. char 35 The DTC special instructions of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 35 Additional DTC special instructions of the second interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 25 The DTC account number of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_3_BIC Interested Party 3 BIC char 11 The DTC BIC of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_3_Contact Interested Party 3 Contact char 35 The DTC name of the contact at the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_3_ID Interested Party 3 ID char 8 The DTC ID of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) IP_3_Name Interested Party 3 Name IP_3_Phone Interested Party 3 Phone IP_3_Special_Instr_1 Interested Party 3 Spec Instr 1 IP_3_Special_Instr_2 Interested Party 3 Spec Instr 2 char 35 The DTC name of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 20 The DTC phone of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 35 The DTC special instructions of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) char 35 Additional DTC special instructions of the third interested party. It is used to send trade confirmations by DTC. (Can be used in other markets.) Participant_Name_1 Participant Name 1 char 35 The first 35 characters of the name of the member/participant in ID 1, also known in SWIFT as the REAG/DEAG. Participant_Name_2 Participant Name 2 char 35 The second 35 characters of the name of the member/participant in ID 1, also known in SWIFT as the REAG/DEAG. Payment_Currency Payment Currency char 3 The currency in which settlement takes place. Data Dictionary 43

44 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition PSET Place of Settlement char 11 The central depository's BIC, known as the PSET by SWIFT. Per the SMPG, use the stock exchange BIC when no CSD exists in a market. Use Country Code only for physical settlements. Country Code is the same as the country in the Country-Security-Method combination, but requires the ISO country format. Reg_Address_1 Reg_Address_2 Registration Address 1 Registration Address 2 char 35 The first 35 characters of the beneficial owner's street. It is part of the post-settlement process. It is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) char 35 The second 35 characters of the beneficial owner's street. It is part of the post-settlement process. It is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) Reg_BIC Registration BIC char 11 The beneficial owner s BIC. Reg_City Registration City char 35 The beneficial owner's city. It is part of the post-settlement process; it is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) Reg_Country Registration Country char 2 The beneficial owner's country. It is part of the post-settlement process; it is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) Reg_Locality Registration Locality char 35 The beneficial owner's state or province. It is part of the post-settlement process; it is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) Reg_Name_1 Registration Name 1 char 140 The beneficial owner name of the securities held at the depository when omnibus accounts are not permitted or used. It is part of the postsettlement process; it is used when securities are settling in physical form by the subcustodian. (The subcustodian is known as the REAG/DEAG by SWIFT.) Reg_Post_Code Relationship Registration Post Code Correspondent Relationship char 15 The beneficial owner's post code, zip code, or equivalent. It is part of the post-settlement process; it is used when the clearing agent settles securities in physical form. (The clearing agent is known as the REAG/DEAG by SWIFT.) char 1 Defines the party details stored in the Correspondent fields. Can be set either to C (Correspondent), which indicates a cash correspondent in the settlement chain, or S (Subagent), which indicates an intermediary in the settlement chain. For example, it could be used to allow for the listing of a cash correspondent or another subcustodian level. Data Dictionary 44

45 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition Settlement_Contact Settlement Contact char 35 The name of the contact at the clearing agent (one level of clearing), or at the clearing broker/dealer (two or more levels of clearing). The clearing agent is known as the REAG/DEAG by SWIFT. The clearing broker/dealer is known as the RECU/DECU by SWIFT. Settlement_Phone Settlement Phone char 20 The phone number of the contact at the clearing agent (one level of clearing), or at the clearing broker/dealer (two or more levels of clearing). The clearing agent is known as the REAG/DEAG by SWIFT. The clearing broker/dealer is known as the RECU/DECU by SWIFT. Special_Instr_1 Special Instr 1 char 35 Special instructions related to the settlement contact from the Settlement Contact and Settlement Phone fields. Can also be used for any other miscellaneous information relating to the settlement not entered elsewhere in the instruction. Special_Instr_2 Special Instr 2 char 35 Additional special instructions related to the settlement contact from the Settlement Contact and Settlement Phone fields. Can also be used for any other miscellaneous information relating to the settlement not entered elsewhere in the instruction. Sub_AC_Ref_1 Local A/C Ref 1 char 35 The first 35 characters of the name of the global custodian's or clearing broker's account at the next level in the settlement chain. Typically, there are two levels of clearing. For two levels, it is the name of the global custodian's account at the subcustodian/subagent or the clearing broker's account at the clearing agent. If there is an intermediary, it is the name of the global custodian's or clearing broker's account at the intermediary. For one level of clearing, leave the global custodian or clearing broker information blank. SWIFT uses the following labels to identify the parties: RECU/DECU = Global custodian or clearing broker REAG/DEAG = Subcustodian/subagent/local agent or clearing agent REI1/DEI1 = Intermediary Data Dictionary 45

46 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Length Definition Sub_AC_Ref_2 Local A/C Ref 2 char 35 The second 35 characters of the name of the global custodian's or clearing broker's account at the next level in the settlement chain. Typically, there are two levels of clearing. For two levels of clearing, which is the typical case, this is the name of the global custodian's account at the subcustodian/subagent/local agent or the clearing broker's account at the clearing agent. If there is an intermediary, it is the name of the global custodian's or clearing broker's account at the intermediary. For one level of clearing, leave the global custodian or clearing broker information blank. SWIFT uses the following labels to identify the parties: RECU/DECU = Global custodian or clearing broker REAG/DEAG = Subcustodian/subagent/local agent or clearing agent REI1/DEI1 = Intermediary Sub_Agent_Address_1 Local Agent Address 1 char 35 The first 35 characters of the street address of the subcustodian or clearing broker. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_Address_2 Local Agent Address 2 char 35 The second 35 characters of the street address of the subcustodian or clearing broker. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_BIC Local Agent BIC char 11 The BIC of the subcustodian or clearing bank. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Populate this field for all levels of clearing. Sub_Agent_City Local Agent City char 35 The city of the subcustodian or clearing agent's address. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_Country Local Agent Country char 2 The country of the subcustodian or clearing agent's address. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_Locality Sub Agent Locality char 35 The locality of the subcustodian or clearing agent's address. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Data Dictionary 46

47 Table A.2 Standing Settlement Instruction Fields (universal Meth_Fld data elements) (continued) Name ALERT Field Name Datatype Max. Definition Length Sub_Agent_Name_1 Local Agent Name 1 char 35 The first 35 characters (of 70 characters total) of the name of the subcustodian or clearing broker. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_Name_2 Local Agent Name 2 char 35 The second 35 characters (of 70 characters total) of the name of the subcustodian or clearing broker. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Sub_Agent_Post_Code Local Agent Post Code char 15 The post code, zip code, or equivalent of the subcustodian or clearing agent's address. Populate this field for all levels of clearing. In SWIFT, the subcustodian or clearing agent is known as the REAG/DEAG. Alternate Definitions for ID Fields As noted in the descriptions of the ID1, ID2, and ID3 fields, the label of each field changes to the relevant name for the local identifier when certain methods are selected. Note ID field labels change within the ALERT platform's web interface only Direct data elements remain universal. Table A.3 lists the alternate labels for methods available for all countries. Table A.3 Alternate Methods for all Countries Method ID1 ID2 ID3 CASH Bank Code 1 Bank Code 2 Bank Code 3 CEDEL CEDEL# ID2 ID3 EURO_CLEAR EUROCLEAR# ID2 ID3 PHYSICAL ID2 ID3 DEPOSITORY Table A.4 lists the market-specific methods that have alternate labels for the ID1, ID2, and ID3 fields. It also lists the labels for ID4 and ID5, which are available for Brazil and India only. Data Dictionary 47

48 Table A.4 Alternate ID1, ID2, ID3, ID4, and ID5 Labels Available for Market-Specific Methods Country Method ID 1 ID 2 ID 3, ID 4, ID 5 ARGENTINA (AR) CVSA CDV# AUSTRALIA (AU) AUSTRACLEAR Member ID AUSTRALIA (AU) CHESS PID Maximum length: 6 Maximum length: 5, numeric only AUSTRIA (AT) OKB_AG OeKB ID Maximum length: 6, numeric only BELGIUM (BE) BNB NBB ID Maximum length: 4, numeric only BELGIUM (BE) EURONEXT EGSP# Maximum length: 12, numeric only BELGIUM (BE) EURONEXTSBI EGSP# Maximum length: 12, numeric only BRAZIL (BR) BOVESPA Non-taxable BOVESPA/CBLC# HIN Maximum length: 10 CVM# ID3: CNPJ# ID4: Taxable BOVESPA/CBLC# ID5: Taxable A/C#@Local Agent BRAZIL (BR) CETIP CVM# ID3: CNPJ# BRAZIL (BR) SELIC CVM# ID3: CNPJ# CANADA (CA) CDS CUID Maximum length: 4 CHILE (CL) DCVSA ID3: RUT ID CHINA (CN) SHANGHAI SCRC# Investor ID CHINA (CN) SHENZHEN SSCC# Investor ID COLOMBIA (CO) DCV ID 3: NIT ID COLOMBIA (CO) DECEVAL ID 3: NIT ID DENMARK (DK) VP VP# Maximum length: 5 numeric digits EGYPT (EG) CBEGYPT ID 3: Unified Code EGYPT (EG) EGYPTCSD ID 3: Unified Code Data Dictionary 48

49 Table A.4 Alternate ID1, ID2, ID3, ID4, and ID5 Labels Available for Market-Specific Methods (continued) Country Method ID 1 ID 2 ID 3, ID 4, ID 5 FRANCE (FR) EUROFRAN EGSP# Maximum length: 12 numeric digits FRANCE (FR) EUROFRANSBI EGSP# Maximum length: 12 numeric digits GERMANY (DE) CLEARGER Clearstream Banking # Must be exactly 7 characters. GREECE (GR) GREECESC SAT A/C# UD 3: SAT Investor Code HONG KONG (HK) HONG KONG (HK) CCASS CCASS # CMU CMU# HUNGARY (HU) KELER Keler ID Must be exactly 6 characters. Must be exactly 5 numeric digits INDIA (IN) INCSD CDSL # INDIA (IN) NSDL NSDL# INDIA (IN) RBI RBI # Maximum length: eight numeric characters. Maximum length: 8 alphabetic characters Maximum length: eight numeric characters. SEBI# SEBI# SEBI# ID 3: FII#. ID 4: UCC#. Maximum length: 10 alphanumeric characters. ID 5: UIN#/PAN#. Maximum length: 10 alphanumeric characters. ID 3: FII#. ID 4: UCC#. Maximum length: 10 alphanumeric characters. ID 5: UIN#/PAN#. Maximum length: 10 alphanumeric characters. ID 3: FII#. ID 4: UCC#. Maximum length: 10 alphanumeric characters. ID 5: UIN#/PAN#. INDONESIA (ID) KSEI ID 3: SID# Maximum length: 10 alphanumeric characters. Data Dictionary 49

50 Table A.4 Alternate ID1, ID2, ID3, ID4, and ID5 Labels Available for Market-Specific Methods (continued) Country Method ID 1 ID 2 ID 3, ID 4, ID 5 IRELAND (IE) CREST Crest ID Maximum length: 5 ISRAEL (IL) ISTASE TASE ID # alphanumeric characters ITALY (IT) MONLETOL ABI Code (Sac Code - Concatenated Bic and ABI code). Example Format: MOTIBCITITMMXXX Member A/C Maximum length: 12. JAPAN (JP) BOJ_NET BOJ ID ID 3: Taxable JAPAN (JP) JASDEC JASDEC ID KOREA, SOUTH (KR) Must be exactly 5 characters Local Agent KSCC IRC ID Maximum length: 6 LUXEMBOURG CREST Crest ID Member A/C (LU) Maximum length: five Maximum alphanumeric characters. length: 12 LUXEMBOURG DTC DTC# Agent ID Inst/Broker ID (LU) Must be exactly 8 characters. Must be Must be exactly 8 DTC numbers must exist in exactly 8 characters. DTC ID Master file. characters. MALAYSIA (MY) BNM Investor ID MALAYSIA (MY) SCANS MCD # Maximum length: 15 MEXICO (MX) INDEVAL Indeval # Maximum length: 5 numeric digits NETHERLANDS NECIGEF EGSP # (NL) Maximum length: 12 numeric digits NETHERLANDS NECIGEF-SBI EGSP # (NL) Maximum length: 12 numeric digits PERU (PE) CAVAL CDV# SEA# Investor ID Data Dictionary 50

51 Table A.4 Alternate ID1, ID2, ID3, ID4, and ID5 Labels Available for Market-Specific Methods (continued) Country Method ID 1 ID 2 ID 3, ID 4, ID 5 PORTUGAL (PT) BPCOMD INF# PORTUGAL (PT) CAMBIUM INF# PORTUGAL (PT) PEXSETTLE INF# SINGAPORE (SG) SOUTH AFRICA (ZA) SCCS CDP # Maximum length: 14 JSE STRATE # SPAIN (ES) IBERCLEAR COD/NIF# SWITZERLAND (CH) SEGA SISBP ID TAIWAN (TW) CBCD FINI/FIDI Maximum length: 9 (1 alphabetical character, followed by 8 numerical digits). TAIWAN (TW) TSCDC FINI/FIDI TURKEY (TR) CCBT Tax ID TURKEY (TR) IMKB Tax ID UNITED KINGDOM (GB) UNITED STATES (US) CREST DTC Crest ID Maximum length: 5 alphanumeric characters. DTC# Must be exactly 8 characters. DTC numbers must exist in DTC ID Master file. Member A/C Maximum length: 12 Agent ID Must be exactly 8 characters. Maximum length: 9 (1 alphabetical character, followed by 8 numerical digits). Inst/Broker ID Must be exactly 8 characters. UNITED STATES FEDWIRE ABA# Fed A/C Inst/Broker ID, must be (US) Must be exactly 9 characters. exactly 8 characters. Agent ID, must be exactly 8 characters. VENEZUELA (VE) BCV ID 3: RIF# Data Dictionary 51

52 Table A.4 Alternate ID1, ID2, ID3, ID4, and ID5 Labels Available for Market-Specific Methods (continued) Country Method ID 1 ID 2 ID 3, ID 4, ID 5 VENEZUELA (VE) CVV ID 3: RIF# Applicable Countries CLS CLS Participant # Confirmation Method (Dropdown List) ID3: Alt Institution BIC ID4: Alt Institution Name ID5: Add Custodian to MT304/tag 57 (Dropdown List) Confirm fields (Confn_Data_Field data elements) Table A.5 lists the data elements for the Confn_Data_fld data field. Table A.5 Confirm Fields (Confn_Data_Field Data Elements) Name ALERT Field Datatype Max Definition Name Length Name1 Name 1 char 35 The first 35 characters (of 70 characters total) of the name of the investment manager or individual. Name2 Name 2 char 35 The second 35 characters (of 70 characters total) of the name of the investment manager or individual. Address1 Address 1 char 35 The first 35 characters (of 70 characters total) of the address of the investment manager or individual. Address2 Address 2 char 35 The second 35 characters (of 70 characters total) of the name of the investment manager or individual. City City char 35 The city of the investment manager or individual's address. Country Country char 3 The ISO country code for the country of the investment manager or individual's address. Locality Locality char 35 The locality of the investment manager or individual's address. Postal Code Post Code char 15 The post code, zip code, or equivalent of the investment manager or individual's address. Data Dictionary 52

53 Table A.5 Confirm Fields (Confn_Data_Field Data Elements) (continued) Name ALERT Field Name Datatype Max Length Definition Attention1 Attention-to Data 1 Database: char ISO- 35 A party or department to whom the confirm is directed Attention2 Attention-to Data 2 Database: char ISO- 35 Another party or department to whom the confirm is directed Attention3 Attention-to Data 3 Database: char ISO Another party or department to whom the confirm is directed. Country_List (No longer used) char 35 No longer supported. Is_Send_ Duplicate_ [Method of Delivery/Priority] char 1 Y or N, to indicate whether duplicate confirmations are sent. Confirm Is_Send_Orig_ Confirm [Method of Delivery/Priority] char 1 Y or N, to indicate whether an original confirmation should be sent. Is_Send_ Statement [Method of Delivery/Priority] char 1 Y or N, to indicate whether statements should be sent to this address. Is_ETC [Method of Delivery/Priority] char 1 If the ETC method of confirm delivery is used, the value A is the only way to contact the confirm recipient. For other delivery methods, prioritize them by specifying a value from A through F, where A indicates the highest priority and F indicates the lowest priority. Is_fax [Method of Delivery/Priority] char 1 If the fax method of confirm delivery is used, the value A is the only way to contact the confirm recipient. For other delivery methods, prioritize them by specifying a value from A through F, where A indicates the highest priority and F indicates the lowest priority. Data Dictionary 53

54 Table A.5 Confirm Fields (Confn_Data_Field Data Elements) (continued) Name ALERT Field Datatype Max Definition Name Length Is_mail [Method of Delivery/Priority] char 1 If the mail method of confirm delivery is used, the value A is the only way to contact the confirm recipient. For other delivery methods, prioritize them by specifying a value from A through F, where A indicates the highest priority and F indicates the lowest priority. Is_telex [Method of char 1 No longer supported. Delivery/Priority] Is_ [Method of Delivery/Priority] char 1 If the method of confirm delivery is used, the value A is the only way to contact the confirm recipient. For other delivery methods, prioritize them by specifying a value from A through F, where A indicates the highest priority and F indicates the lowest priority. Is_phone [Method of Delivery/Priority] char 1 If the phone method of confirm delivery is used, the value A is the only way to contact the confirm recipient. For other delivery methods, prioritize them by specifying a value from A through F, where A indicates the highest priority and F indicates the lowest priority. Category Category char 1 The confirm recipient type; for example, the beneficial owner. No_of_mailed_ copies # Mailed Copies char 3 For the mail method of confirm delivery, the number of copies to deliver. Phone1 Phone #1 char 20 For the phone method of confirm delivery, a telephone number for the confirm recipient. Phone2 Phone #2 char 20 For the phone method of confirm delivery, a second telephone number for the confirm recipient. Data Dictionary 54

55 Table A.5 Confirm Fields (Confn_Data_Field Data Elements) (continued) Name ALERT Field Datatype Max Definition Name Length Fax1 Fax #1 char 20 For the Fax method of confirm delivery, a telephone number for the confirm recipient. Fax2 Fax #2 char 20 For the Fax method of confirm delivery, a second telephone number for the confirm recipient. Telex1 Telex #1 char 20 No longer supported. Telex2 Telex #2 char 20 No longer supported. BIC BIC char 11 The confirm recipient's BIC. OASYS_ acronym OASYS Acronym char 8 The acronym that the OASYS service uses to send a confirm. other_etc_code char 20 An ETC code identifier (other than the BIC) of the confirm recipient. _address char 35 The address of the confirm recipient. Data Field Definitions Most message data has a type of char. Any numeric field returns only an integer value. Note ISO data types and qualifiers/codes are not relevant for these fields. For additional information on specific data fields in this section, please see the following sections in this document. Change_map_1: For more information, see Tips Related to ALERT Messages on page 18. Conf_id_1: Gen_fld: Meth_fld: Table A.4 on page 48 lists the market-specific methods that have alternate labels for the ID1, ID2, and ID3 fields. It also lists the labels for ID4 and ID5, which are available for India only." For more information, see Account fields (Gen_Fld Data elements) on page 34. For more information, see Standing Settlement Instructions fields (Universal Meth_Fld data elements) on page 36. Table A.6 on page 56 lists the data fields and their definitions. Data Dictionary 55

56 Table A.6 Data Field Definitions Name Datatype Max Definition Length access_code char 12 The identifier assigned to an account by the investment manager. It can contain only the digits 0-9 and the uppercase alphabetic characters A-Z. Acct_name char Two lines. 55 The full name of the account. This field is an array of two data elements, with 55 characters per line. per line Account_count int Varies Message 2B: The number of accounts that this change affects. The size of this field is based on its value. Account_version int 8 Ignored on the request message. Acronym char 8 The ALERT platform name identifying the investment manager owner of the account. Acronym_cont char 8 No longer supported. Acronym_list * * <Acronym_list> and </Acronym_list> identify logical groupings of data that constitute the acronym list. This field is not stored in the ALERT database and therefore has no size. Affected int Varies Message A8: The number of accounts that this delivery alert affects. The size of this field is based on its value. Alert_count int Varies Message A8: number of alerts outstanding from the specified acronym. The size of this field is based on its value. Alert_id int Varies The unique identifier for this alert as stored on the host. This field is an integer; its size is based on its value. Alerts * * <Alerts> and </Alerts> identify logical groupings of data that constitute the alerts. This field is not stored in the ALERT database and therefore has no size. Alerts_summary * * <Alerts_summary> and </Alerts_summary> identify logical groupings of data that constitute the alerts summary. This field is not stored in the ALERT database and therefore has no size. BIA * * <BIAs> and </BIAs> identify logical groupings of data that constitute the BIA numbers. BIA numbers have a maximum length of 20 characters, including case-sensitive alphabetic characters, numbers, underscores, hyphens, forward slashes, back slashes and spaces. BIA numbers cannot include leading spaces. If you enter a BIA# with a leading space as the first character, The ALERT platform removes this space and saves the BIA# without it. This field is not stored in the ALERT database and therefore has no size. Data Dictionary 56

57 Table A.6 Data Field Definitions (continued) Name Datatype Max Definition Length Change_map1 char 10 The first change map in a message. Change maps indicate the elements in the data field that were changed. Each change map corresponds to 32 data elements. Change_map2, 3, 4 char 10 Additional change maps as needed. Some messages have to change maps; others have four. Changes char 16 Messages 2B, 32, 33: The type of change identified by the alert. Conf_data_fld * * The confirmation information for the specified account. Conf_id1 char 1 The first change map in a message. Change maps indicate the elements in the data field that were changed. Each change map corresponds to 32 data elements. Confirm_list * * <Confirm_list> and </Confirm_list> identify logical groupings of data that constitute the confirm list. This field is not stored in the ALERT database and therefore has no size. Count int Varies Messages 2F, 30, 31: The number of outstanding alerts for a given acronym. The size of this field is based on its value. Country char 3 The country used for the specified method, or the country referenced by the BIA. Use ALERT platform country codes in this field. In addition, you can specify ALL to indicate all countries in use on the account. For a list of country codes, see the ALERT Common Reference Data. Do not use ISO country codes in this field. Country_cont char 3 No longer supported. Country_list * * <Country_list> and </Country_list> identify logical groupings of data that constitute the country list. This field is not stored in the ALERT database and therefore has no size. Cross_ref_changes * * <Cross_ref_changes> and </Cross_ref_changes> identify logical groupings of data that constitute the cross-reference changes. This field is not stored in the ALERT database and therefore has no size. Cross_references * * <Cross_references> and </Cross_references> identify logical groupings of data that constitute the cross-references. This field is not stored in the ALERT database and therefore has no size. CSPair * * <CSPair> and </CSPair> identify logical groupings of data that constitute the CSPair. This field is not stored in the ALERT database and therefore has no size. Delivery_alerts * * <Delivery_alerts> and </Delivery_alerts> identify logical groupings of data that constitute the delivery alerts. This field is not stored in the ALERT database and therefore has no size. Data Dictionary 57

58 Table A.6 Data Field Definitions (continued) Name Datatype Max Definition Length Delivery_list * * <Delivery_list> and </Delivery_list> identify logical groupings of data that constitute the delivery list. This field is not stored in the ALERT database and therefore has no size. Delivery_merge_list * * <Delivery_merge_list> and </Delivery_merge_list> identify logical groupings of data that constitute the delivery merge list. This field is not stored in the ALERT database and therefore has no size. Delivery_name char 12 To be defined. Delivery_SellSide_ char 20 Broker/dealer's 20-character alphanumeric legal entity identifier. LEI Delivery_summary * * <Delivery_summary> and </Delivery_summary> identify logical groupings of data that constitute the delivery summary. This field is not stored in the ALERT database and therefore has no size. Description char 55 per line Full name of the account. This field is an array of two data elements, with 55 characters per line. Also referred to as Account_name. Eff_date char 10 The trade date on which the change is effective. Leave this field blank for Create Method requests. The ALERT platform supplies the current date when the message is processed. Error_code char 5 The data type is numeric. Error_text char 80 Varies depending on the error. Gen_fld char 14 lines Contains the general account instructions for the specified account. Generic_only char 1 No longer supported. Keep_as_meth char 1 No longer supported. Mail int Varies No longer supported. Message_type char 2 The message number, such as 3B or 48. Method char 12 The method of settlement for this country and security type. For a list of ALERT platform methods, see ALERT Common Reference Data. Meth_fld char 87 data Settlement method data. elements Model_name char 16 The identifier assigned to the settlement model by the broker/dealer. Model_name_cont char 16 No longer supported. Model_name_list * * <Model_name_list> and </Model_name_list> identify logical groupings of data that constitute the model name list. This field is not stored in the ALERT database and therefore has no size. Data Dictionary 58

59 Table A.6 Data Field Definitions (continued) Name Datatype Max Definition Length Model_owner char 8 The ALERT platform name identifying the owner of the settlement model. Model_owner_cont char 8 No longer supported. New_password char 10 Used to set a new password for this acronym. Old_password char 10 The existing password for this acronym. Operation char 1 Use these symbols: + to create an entry, - to delete an entry, and # to change an entry. Priority char 1 Value hardcoded to 1. Priority_cont char 1 No longer supported. Reports int Varies The number of reports outstanding. The size of this field is based on its value. Note that report retrieval is not available through an ALERT Direct interface. Reserved char 1 Not used; the field has a null value. Rev_date char 19 The date and time of the last change to the data or the general account instructions, in the format YYYY/ MM/DD HH:MM:SS. Revision_date char 23 This revision date includes EST following the time stamp. The EST does not need to be stored. Secs * * <Secs> and </Secs> identify logical groupings of Country, Security, and BIA fields that constitute the secs element. This field is not stored in the ALERT database and therefore has no size. Securities * * <Securities> and </Securities> identify logical groupings of data that constitute the securities. This field is not stored in the ALERT database and therefore has no size. Security char 3 The security type used for the method, or the security type that the BIA references. Use ALERT platform security codes in this field. You can also specify ALL to indicate all security types in use on the account. For a list of codes, see the ALERT Common Reference Data. Security_cont char 3 No longer supported. Suppress * * <Suppress> and </Suppress> identify logical groupings of data that define the suppression rule. This field is not stored in the ALERT database and therefore has no size. Suppress_ops * * <Suppress_ops> and </Suppress_ops> identify logical groupings of data that define a single action on a suppression rule (to add or delete that rule). This field is not stored in the ALERT database and therefore has no size. Sver char 1 Value hardcoded. The data type is numeric. Data Dictionary 59

60 Table A.6 Data Field Definitions (continued) Name Datatype Max Definition Length Time_GMT int Varies The current host time. The size of this field is based on its value. Time_GMT_offset int Varies The host time offset from GMT. The size of this field is based on its value. User char 8 The acronym for a suppression entry. User_types char 3 An ALERT platform user type: A -agent custodian, B- broker/dealers, I - investment manager. Version char 1 Version numbers are set automatically by the message you use. The data type is numeric. View_user_type char 1 Broker/dealers: specify C (for Current). Legal Entity Note Message B1 is not in this release. Table A.7 on page 60 lists the Legal Entity fields. Table A.7 Legal Entity Fields Name ALERT Name Datatype Max Length Definition LE_Acronym Acronym char 8 Identifies investment managers and broker/dealers to the ALERT platform. Last_Updated Date Last Updated char 19 Date and time that the record was updated. Format: YYYY-MM-DD-HH:MM:SS Trading_Status Trading Status char 100 Indicates if the entity is actively trading. Possible values are: Active In Administration Inactive Suspended. Omgeo_ID Omgeo ID char 10 Unique DTCC identifier for the legal entity. LE_BIC BIC char 11 The counterparty's SWIFT BIC code. Aliases Aliases char 1000 Trades As name of the counterparty being returned. This field is populated if the Trades As name is different from the registered name. Legal_Name Legal Name char 1000 The entity's registered legal name. Data Dictionary 60

61 Table A.7 Legal Entity Fields (continued) Name ALERT Name Datatype Max Reg_Address Registered Street Address Length Definition char 1000 The entity's registered street address. Can contain up to four lines. Reg_City Registered City char 100 The city of the entity's registered address. Reg_PO_Box Registered PO Box Reg_Post_Code Registered Post Code Reg_Locality Reg_Country Oper_Address Registered State/County Registered Country Operating Street Address char 100 The post office box number of the entity's registered address. char 100 The post code or zip code of the entity's registered address. char 100 The state or county of the entity's registered address. char 2 The country of the entity's registered address. char 1000 The entity's operating street address. Can contain up to four lines. Oper_City Operating City char 100 The city of the entity's operating address. Oper_Locality Operating State/County char 100 The state or county of the entity's operating address. Oper_PO_Box Operating PO Box char 100 The post office box number of the entity's operating address. Oper_Post_ Code Operating Post Code char 100 The post code or zip code of the entity's operating address. Oper_Country Operating Country char 2 The country of the entity's registered address. Ultimate_Parent Parent_Locality Ultimate Parent Name Ultimate State/ County char 1000 The registered legal name of the ultimate parent for the legal entity. char 100 The state or country of the ultimate parent for the legal entity. Parent_Country Ultimate Country char 2 Code identifying the country of the registered address of the ultimate parent for the legal entity. Business_ID LEI char 35 Legal Entity Identifier. Data Dictionary 61

62 B. ERROR CODES ALERT Host Error Codes Some error codes have different explanations for different messages. Find the correct explanation for your message. Table B.1 ALERT Host Error Codes For this error code... this message... and error text... are returned if Any message Multi-Acronym validation failure (CB:<Clearing Broker Acronym>, SB:<Sub Broker Acronym>) The Clearing Broker does not have appropriate permissions on the ALERT host to retrieve on behalf of the sub-broker. 0 Any message [No text is returned for this code.] No problems occurred. Message was transmitted successfully. 1 Any message Message garbled The message is badly formatted. Possible errors include: Uses invalid field separators Field data exceeds the maximum length Fields are missing Includes blank lines at the e end of the file , 9B Database Error More than 100 alerts are deleted in one request B, 32, 33, 34, 39, 3B, 3C, 47, 48, 49, 4A, 4B, 50, 5C, 5D, 64, 67, 89, 8B, 97, 9B, 9F, A1, A8 Unknown database error An unknown error occurs Invalid acronym The caller acronym or investment manager acronym is invalid F Invalid acronym No mapping was found for the acronym B, 2F, 30, 31, 32, 33, 34, 36, B, 3C, 48, 49, 50, 5A, 5D, 68, 89, 8B, 9B, A , 49, 4A, 4B, 5B, 5C, 64, 67 Invalid acronym Invalid acronym Invalid acronym The caller acronym is invalid. The investment manager acronym is invalid. The acronym is invalid A8 Invalid acronym The sender acronym is invalid A1 No confirms for account The account has no confirm address instructions , 3B, 3C, 47, 48, 4A, 5A, 5D, 64, 8B, 97, A1 Invalid access code The combination of investment manager acronym and access code is invalid. Error Codes 62

63 Table B.1 ALERT Host Error Codes (continued) For this error code... this message... and error text... are returned if B Internal error: bad account ID The account ID is invalid B Internal error: Bad user ID: The database acronym lookup failed D Invalid account access The caller does not have access to the account B, 3C, 49, 4A, 4B, A1 Invalid account access: <caller_acronym> <inst_acronym> <access_code>) Account info not found: BIA not found The caller does not have access to the account. The cross-reference is invalid B, 3C, 5B, A1 Cross-reference info not found The acronym and access code for the supplied BIA were not found End of alert list The alert ID is not found B No suppress list found No entries exist in the suppression list Update Failed The report name exists No entries found The investment manager deleted all of the settlement instructions from the account. It is a valid condition. It is highly unlikely to occur No entries found The requested method does not exist A, 4B No entries found The specified parameters do not match an existing method. The parameters include the country, security, and method combination, and the method priority. The revision date is missing A No entries found The broker/dealer did not enter any crossreferences for the account. It is a valid condition No entries found: No deliveries found The requested method does not exist A8 No entries found There are no mail messages from the sender F, 30, 31, 32, 33 No entries found There are no alerts B, 39, 47, 5B, 5C, 64, 67, 68, 80, 89, 8B, 9B No entries found No data was found for the specified request , 4A Method already exists: The specified method exists , 4A Invalid Method The method type is invalid Invalid user type The requested user type must be A, B, or I D BIA already exists for broker/dealer The specified BIA exists for another account or for the specified account for the same country and security. Error Codes 63

64 Table B.1 ALERT Host Error Codes (continued) For this error code... this message... and error text... are returned if D Invalid Country/Security The account does not trade on the specified country, security, or both Invalid Country/Security Entered country/security does not match cross-reference country/security The filter country and security pair does not match the cross-reference country and security pair , 48, 4A, 8B Non-unique method requested More than one method would be returned, and priority requested is , 48, 4A, 8B Invalid access to delivery The requestor does not have permission to access the delivery , 49, 4A Delivery alert must be accepted The alert is for an account-specific delivery instruction that the generic delivery owner modified All available methods have been suppressed All available methods have been suppressed F Invalid old password The old password entered is incorrect F Invalid character in new password The new password contains an invalid character. Valid characters are [a to z], [A to Z], and [0 to 9] F New password too short, minimum length is: nnnn The minimum length of the password is 6 characters , 4A Invalid currency code This error occurs for the BOVESPA method (version 2.2 or higher of The ALERT platform) Any message Maximum message submissions have been reached Some acronym invalid: invalid access The set limit of the number of active submit messages that are processed at once is reached. The requestor does not have access to the list of deliveries for the given acronym D [No text for this error.] A BIA exists for multi-office broker/dealer , 4A Can t create method on future effective Cannot update methods in future effective accounts , 4A Uppercase field expected The Method field is not in uppercase , 4A Alphabetic field expected The Method field contains data that is not alphabetic , 4A Uppercase alphabetic The Method field contains data that is not uppercase alphabetic , 4A Numeric field expected The Method field contains data that is not numeric B, 32, 33, 47, 48, 49, 4A, 50, 5C, 5D, 64, 97, 9B, A8 Invalid country code The Country field contains an invalid country code. Error Codes 64

65 Table B.1 ALERT Host Error Codes (continued) For this error code... this message... and error text... are returned if B, 32, 33, 47, 48, 49, 4A, 50, 5C, 5D, 64, 97, 9B, A8 Invalid security type The Security field contains an invalid security type , 4A Invalid currency code The Currency field contains an invalid currency code , 4A Invalid Relationship Field The Relationship field is not C or S All of the fields are NULL in input None of the Method fields have values entered A Invalid rev_date in input The revision date entered is invalid , 4A Invalid Effective Date in input The effective date entered is invalid , 4A [Text varies depending on which message field contained error. See Error Texts.] [Cause varies depending on which message field contained error. See Error Texts.] , 4A Field data exceeds the field size The data in the Method field exceeds field s size limit. Error Texts The ALERT host error indicates that the message for which it was returned failed to pass a settlement instruction data validation rule. All such validation failures return error 50055, but the error text varies depending on which rule was violated. (See Primary Data Validation Rules for details.). Table B.2 provides an alphabetical list of the error texts that can be returned for the ALERT host It lists their mapping numbers, and the fields to which they map. Table B.2 Error Texts Error Text Mapping # Field Name A/C Ref 1 is not allowed when Security A/C is empty 0084 A/C Ref 1 A/C Ref 2 is not allowed when A/C Ref 1 is empty 0087 A/C Ref 2 Alternate Cash A/C # is not allowed when Cash A/C # is empty 0103 Alternate Cash A/C # Alternate Currency is not a valid currency code 0101 Alternate Currency Corresp Address 1 is not allowed when Corresp BIC is empty 0159 Corresp Address 1 Corresp Address 2 is not allowed when Corresp Address 1 is empty 0161 Corresp Address 2 Corresp BIC does not use a valid BIC format 0151 Corresp BIC Corresp BIC is mandatory when Corresp Name 1 has a value 0153 Corresp BIC Corresp BIC is not a valid BIC 0152 Corresp BIC Corresp Cash A/C # is mandatory when Corresp BIC has a value and Relationship = C 0174 Corresp Cash A/C # Corresp Cash A/C # is not allowed when Corresp BIC has a value and Relationship = S 0175 Corresp Cash A/C # Corresp Cash A/C # is not allowed when Corresp BIC is empty 0173 Corresp Cash A/C # Corresp City is not allowed when Corresp BIC is empty 0163 Corresp City Error Codes 65

66 Table B.2 Error Texts (continued) Error Text Mapping # Field Name Corresp Country is not a valid country code 0168 Corresp Country Corresp Country is not allowed when Corresp BIC is empty 0169 Corresp Country Corresp Locality is not allowed when Corresp BIC is empty 0165 Corresp Locality Corresp Name 1 is not allowed when Corresp BIC is empty 0155 Corresp Name 1 Corresp Name 2 is not allowed when Corresp Name 1 is empty 0157 Corresp Name 2 Corresp Post is not allowed when Corresp BIC is empty 0171 Corresp Post Corresp Security A/C # is not allowed when Corresp BIC has a value and Relationship = C 0179 Corresp Security A/C # Corresp Security A/C # is not allowed when Corresp BIC is empty 0177 Corresp Security A/C # Country is not a valid country code 0286 Country Custodian Address 1 is not allowed when Custodian BIC is empty 0114 Custodian Address 1 Custodian Address 2 is not allowed when Custodian Address 1 is empty 0116 Custodian Address 2 Custodian BIC does not use a valid BIC format 0107 Custodian BIC Custodian BIC is mandatory when Corresp BIC has a value and Relationship = S 0106 Custodian BIC Custodian BIC is mandatory when Custodian Name 1 has a value 0105 Custodian BIC Custodian BIC is mandatory when ID 1 and Local Agent BIC are empty 0303 Custodian BIC Custodian BIC is not a valid BIC 0108 Custodian BIC Custodian City is not allowed when Custodian BIC is empty 0118 Custodian City Custodian Country is not a valid country code 0123 Custodian Country Custodian Country is not allowed when Custodian BIC is empty 0124 Custodian Country Custodian Locality is not allowed when Custodian BIC is empty 0120 Custodian Locality Custodian Name 1 is not allowed when Custodian BIC is empty 0110 Custodian Name 1 Custodian Name 2 is not allowed when Custodian Name 1 is empty 0112 Custodian Name 2 Custodian Post is not allowed when Custodian BIC is empty 0126 Custodian Post Effective Date does not use a valid date format; should be yyyy/mm/dd 0290 Effective Date I/P 1 A/C # is not allowed when I/P 1 BIC and I/P 1 ID are empty 0230 I/P 1 A/C # I/P 1 BIC does not use a valid BIC format 0226 I/P 1 BIC I/P 1 BIC is not a valid BIC 0227 I/P 1 BIC I/P 1 Contact is not allowed when I/P 1 BIC and I/P 1 ID are empty 0236 I/P 1 Contact I/P 1 ID is not a valid DTC ID 0224 I/P 1 ID I/P 1 Name is not allowed when I/P 1 BIC and I/P 1 ID are empty 0233 I/P 1 Name I/P 1 Phone is not allowed when I/P 1 BIC and I/P 1 ID are empty 0239 I/P 1 Phone I/P 1 Special Instr 1 is not allowed when I/P 1 BIC and I/P 1 ID are empty 0241 I/P 1 Special Instr 1 I/P 1 Special Instr 2 is not allowed when I/P 1 Special Instr 1 is empty 0243 I/P 1 Special Instr 2 I/P 2 A/C # is not allowed when I/P 2 BIC and I/P 2 ID are empty 0251 I/P 2 A/C # I/P 2 BIC does not use a valid BIC format 0247 I/P 2 BIC Error Codes 66

67 Table B.2 Error Texts (continued) Error Text Mapping # Field Name I/P 2 BIC is not a valid BIC 0248 I/P 2 BIC I/P 2 Contact is not allowed when I/P 2 BIC and I/P 2 ID are empty 0257 I/P 2 Contact I/P 2 ID is not a valid DTC ID 0245 I/P 2 ID I/P 2 Name is not allowed when I/P 2 BIC and I/P 2 ID are empty 0254 I/P 2 Name I/P 2 Phone is not allowed when I/P 2 BIC and I/P 2 ID are empty 0260 I/P 2 Phone I/P 2 Special Instr 1 is not allowed when I/P 2 BIC and I/P 2 ID are empty 0262 I/P 2 Special Instr 1 I/P 2 Special Instr 2 is not allowed when I/P 2 Special Instr 1 is empty 0264 I/P 2 Special Instr 2 I/P 3 A/C # is not allowed when I/P 3 BIC and I/P 3 ID are empty 0272 I/P 3 A/C # I/P 3 BIC does not use a valid BIC format 0268 I/P 3 BIC I/P 3 BIC is not a valid BIC 0269 I/P 3 BIC I/P 3 Contact is not allowed when I/P 3 BIC and I/P 3 ID are empty 0278 I/P 3 Contact I/P 3 ID is not a valid DTC ID 0266 I/P 3 ID I/P 3 Name is not allowed when I/P 3 BIC and I/P 3 ID are empty 0275 I/P 3 Name I/P 3 Phone is not allowed when I/P 3 BIC and I/P 3 ID are empty 0281 I/P 3 Phone I/P 3 Special Instr 1 is not allowed when I/P 3 BIC and I/P 3 ID are empty 0283 I/P 3 Special Instr 1 I/P 3 Special Instr 2 is not allowed when I/P Special Instr 1 is empty 0285 I/P 3 Special Instr 2 ID 1 is mandatory and must have 2 alphabetic characters followed by 6 digits when Place of Settlement = INSECHZZ ID 1 is mandatory and must have no greater than 5 alphanumeric characters when Place of Settlement = CRSTGB ID ID 1 ID 1 is mandatory and must have 5 digits when Place of Settlement = CEDELULL 0036 ID 1 ID 1 is mandatory and must have 5 digits when Place of Settlement = MGTCBEBE 0040 ID 1 ID 1 is mandatory and must have 5 digits when Place of Settlement = VPDKDKKK 0049 ID 1 ID 1 is mandatory and must have no greater than 8 digits when Place of Settlement = SICVFRPP 0046 ID 1 ID 1 is mandatory and must have 9 digits when Place of Settlement = FRNYUS ID 1 ID 1 is mandatory and must have no greater than 4 digits when Place of Settlement = DTCYUS ID 1 ID 1 is mandatory when Participant Name 1 has a value 0035 ID 1 ID 1 is mandatory when Local Agent BIC and Sub Agent 1 are empty 0034 ID 1 ID 1 is not a valid DTC ID 0005 ID 1 ID 1 must have 2 alphabetic characters followed by 6 digits when Place of Settlement = INSECHZZ ID 1 must have no greater than 5 alphanumeric characters when Place of Settlement = CRSTGB ID ID 1 ID 1 must have 5 digits when Place of Settlement = CEDELULL 0002 ID 1 ID 1 must have 5 digits when Place of Settlement = MGTCBEBE 0007 ID 1 Error Codes 67

68 Table B.2 Error Texts (continued) Error Text Mapping # Field Name ID 1 must have 5 digits when Place of Settlement = VPDKDKKK 0016 ID 1 ID 1 must have no greater than 8 digits when Place of Settlement = SICVFRPP 0296 ID 1 ID 1 must have 9 digits when Place of Settlement = FRNYUS ID 1 ID 1 must have no greater than 4 digits when Place of Settlement = DTYCUS ID 1 ID 2 is not a valid DTC ID 0073 ID 2 ID 3 is not a valid DTC ID 0078 ID 3 Institution BIC does not use a valid BIC format 0216 Institution BIC Institution BIC is not a valid BIC 0217 Institution BIC Maximum length of A/C Ref 1 is 35 characters 0083 A/C Ref 1 Maximum length of A/C Ref 2 is 35 characters 0086 A/C Ref 2 Maximum length of Alternate Cash A/C # is 25 characters 0102 Alternate Cash A/C # Maximum length of Cash A/C # is 25 characters 0051 Cash A/C # Maximum length of Corresp Address 1 is 35 characters 0158 Corresp Address 1 Maximum length of Corresp Address 2 is 35 characters 0160 Corresp Address 2 Maximum length of Corresp Cash A/C # is 25 characters 0172 Corresp Cash A/C # Maximum length of Corresp City is 35 characters 0162 Corresp City Maximum length of Corresp Country is 3 characters 0166 Corresp Country Maximum length of Corresp Locality is 35 characters 0164 Corresp Locality Maximum length of Corresp Name 1 is 35 characters 0154 Corresp Name 1 Maximum length of Corresp Name 2 is 35 characters 0156 Corresp Name 2 Maximum length of Corresp Post is 15 characters 0170 Corresp Post Maximum length of Corresp Security A/C # is 25 characters 0176 Corresp Security A/C # Maximum length of Custodian Address 1 is 35 characters 0113 Custodian Address 1 Maximum length of Custodian Address 2 is 35 characters 0115 Custodian Address 2 Maximum length of Custodian City is 35 characters 0117 Custodian City Maximum length of Custodian Country is 3 characters 0121 Custodian Country Maximum length of Custodian Locality is 35 characters 0119 Custodian Locality Maximum length of Custodian Name 1 is 35 characters 0109 Custodian Name 1 Maximum length of Custodian Name 2 is 35 characters 0111 Custodian Name 2 Maximum length of Custodian Post is 15 characters 0125 Custodian Post Maximum length of I/P 1 A/C # is 25 characters 0228 I/P 1 A/C # Maximum length of I/P 1 Contact is 35 characters 0234 I/P 1 Contact Maximum length of I/P 1 ID is 8 digits 0223 I/P 1 ID Maximum length of I/P 1 Name is 35 characters 0231 I/P 1 Name Maximum length of I/P 1 Phone is 20 characters 0237 I/P 1 Phone Maximum length of I/P 1 Special Instr 1 is 35 characters 0240 I/P 1 Special Instr 1 Error Codes 68

69 Table B.2 Error Texts (continued) Error Text Mapping # Field Name Maximum length of I/P 1 Special Instr 2 is 35 characters 0242 I/P 1 Special Instr 2 Maximum length of I/P 2 A/C # is 25 characters 0249 I/P 2 A/C # Maximum length of I/P 2 Contact is 35 characters 0255 I/P 2 Contact Maximum length of I/P 2 ID is 8 digits 0244 I/P 2 ID Maximum length of I/P 2 Name is 35 characters 0252 I/P 2 Name Maximum length of I/P 2 Phone is 20 characters 0258 I/P 2 Phone Maximum length of I/P 2 Special Instr 1 is 35 characters 0261 I/P 2 Special Instr 1 Maximum length of I/P 2 Special Instr 2 is 35 characters 0263 I/P 2 Special Instr 2 Maximum length of I/P 3 A/C # is 25 characters 0270 I/P 3 A/C # Maximum length of I/P 3 Contact is 35 characters 0276 I/P 3 Contact Maximum length of I/P 3 ID is 8 digits 0265 I/P 3 ID Maximum length of I/P 3 Name is 35 characters 0273 I/P 3 Name Maximum length of I/P 3 Phone is 20 characters 0279 I/P 3 Phone Maximum length of I/P 3 Special Instr 1 is 35 characters 0282 I/P 3 Special Instr 1 Maximum length of I/P 3 Special Instr 2 is 35 characters 0284 I/P 3 Special Instr 2 Maximum length of ID 1 is 14 characters when Method = SCCS 0032 ID 1 Maximum length of ID 1 is 20 characters 0001 ID 1 Maximum length of ID 1 is 4 characters when Method = BBS 0019 ID 1 Maximum length of ID 1 is 4 characters when Method = CDS 0021 ID 1 Maximum length of ID 1 is 4 characters when Method = DTC 0027 ID 1 Maximum length of ID 1 is 5 characters when Method = CEDEL 0022 ID 1 Maximum length of ID 1 is 5 characters when Method = CGO 0023 ID 1 Maximum length of ID 1 is 5 characters when Method = CHESS 0024 ID 1 Maximum length of ID 1 is 5 characters when Method = CREST 0025 ID 1 Maximum length of ID 1 is 5 characters when Method = DKV 0026 ID 1 Maximum length of ID 1 is 5 characters when Method = EURO_CLEAR 0028 ID 1 Maximum length of ID 1 is 6 characters when Method = AUSTRACLEAR 0018 ID 1 Maximum length of ID 1 is 6 characters when Method = PTC 0031 ID 1 Maximum length of ID 1 is 7 characters when Method = JASDEC 0030 ID 1 Maximum length of ID 1 is 8 characters when Method = CCASS 0020 ID 1 Maximum length of ID 1 is 8 characters when Method = SEGA 0033 ID 1 Maximum length of ID 1 is 9 characters when Method = FEDWIRE 0029 ID 1 Maximum length of ID 2 is 10 characters when Method = CHESS 0070 ID 2 Maximum length of ID 2 is 12 characters when Method = CREST 0071 ID 2 Maximum length of ID 2 is 20 characters 0067 ID 2 Maximum length of ID 2 is 8 characters when Method = DTC 0072 ID 2 Error Codes 69

70 Table B.2 Error Texts (continued) Error Text Mapping # Field Name Maximum length of ID 2 is 9 characters when Method = BBS 0068 ID 2 Maximum length of ID 2 is 9 characters when Method = CDS 0069 ID 2 Maximum length of ID 3 is 20 characters 0074 ID 3 Maximum length of ID 3 is 4 characters when Method = BBS 0075 ID 3 Maximum length of ID 3 is 4 characters when Method = CDS 0076 ID 3 Maximum length of ID 3 is 8 characters when Method = DTC 0077 ID 3 Maximum length of Institution Contact is 35 characters 0219 Institution Contact Maximum length of Institution Phone is 20 characters 0221 Institution Phone Maximum length of Participant Name 1 is 35 characters 0079 Participant Name 1 Maximum length of Participant Name 2 is 35 characters 0081 Participant Name 2 Maximum length of Reg Address 1 is 35 characters 0192 Reg Address 1 Maximum length of Reg Address 2 is 35 characters 0194 Reg Address 2 Maximum length of Reg City is 35 characters 0196 Reg City Maximum length of Reg Country is 3 characters 0200 Reg Country Maximum length of Reg Locality is 35 characters 0198 Reg Locality Maximum length of Reg Name 1 is 35 characters 0184 Reg Name 1 Maximum length of Reg Post is 15 characters 0204 Reg Post Maximum length of Relationship is 1 character 0180 Relationship Maximum length of Security A/C is 25 characters 0088 Security A/C Maximum length of Settlement Contact is 35 characters 0206 Settlement Contact Maximum length of Settlement Phone is 20 characters 0208 Settlement Phone Maximum length of Special Instr 1 is 35 characters 0210 Special Instr 1 Maximum length of Special Instr 2 is 35 characters 0212 Special Instr 2 Maximum length of Sub A/C # is 25 characters 0095 Sub A/C # Maximum length of Sub A/C Ref 1 is 35 characters 0090 Sub A/C Ref 1 Maximum length of Sub A/C Ref 2 is 35 characters 0093 Sub A/C Ref 2 Maximum length of Sub Agent Address 1 is 35 characters 0136 Sub Agent Address 1 Maximum length of Sub Agent Address 2 is 35 characters 0138 Sub Agent Address 2 Maximum length of Sub Agent City is 35 characters 0140 Sub Agent City Maximum length of Sub Agent Country is 3 characters 0144 Sub Agent Country Maximum length of Sub Agent Locality is 35 characters 0142 Sub Agent Locality Maximum length of Sub Agent Name 1 is 35 characters 0132 Sub Agent Name 1 Maximum length of Sub Agent Name 2 is 35 characters 0134 Sub Agent Name 2 Maximum length of Sub Agent Post is 15 characters 0148 Sub Agent Post Method is not a valid method type 0288 Method Participant Name 1 is not allowed when ID 1 is empty 0080 Participant Name 1 Error Codes 70

71 Table B.2 Error Texts (continued) Error Text Mapping # Field Name Participant Name 2 is not allowed when Participant Name 1 is empty 0082 Participant Name 2 Payment Currency is not a valid currency code 0099 Payment Currency Place of Settlement does not use a valid BIC format 0187 Place of Settlement Place of Settlement does not use a valid country code format 0189 Place of Settlement Place of Settlement is not a valid BIC 0188 Place of Settlement Place of Settlement is not a valid country code 0190 Place of Settlement Reg Address 1 is not allowed when Reg Name 1 is empty 0193 Reg Address 1 Reg Address 2 is not allowed when Reg Address 1 is empty 0195 Reg Address 2 Reg City is not allowed when Reg Name 1 is empty 0197 Reg City Reg Country is not a valid country code 0202 Reg Country Reg Country is not allowed when Reg Name 1 is empty 0203 Reg Country Reg Locality is not allowed when Reg Name 1 is empty 0199 Reg Locality Reg Post is not allowed when Reg Name 1 is empty 0205 Reg Post Relationship is mandatory when Corresp BIC has a value 0183 Relationship Relationship is not allowed when Corresp BIC is empty 0182 Relationship Relationship must be either C or S 0181 Relationship Revision Date does not use a valid date format; should be yyyy/mm/dd hh:mm:ss 0292 Revision Date Security A/C is mandatory 0089 Security A/C Security is not a valid security type 0287 Security Special Instr 1 is not allowed when Settlement Contact is empty 0211 Special Instr 1 Special Instr 2 is not allowed when Special Instr 1 is empty 0213 Special Instr 2 Sub A/C # is mandatory when Custodian BIC has a value 0097 Sub A/C # Sub A/C # is not allowed when Custodian BIC is empty 0096 Sub A/C # Sub A/C Ref 1 is not allowed when Sub A/C # is empty 0091 Sub A/C Ref 1 Sub A/C Ref 2 is not allowed when Sub A/C Ref 1 is empty 0094 Sub A/C Ref 2 Sub Agent Address 1 is not allowed when Sub Agent Name 1 and Local Agent BIC are empty 0297 Sub Agent Address 1 Sub Agent Address 2 is not allowed when Sub Agent Address 1 is empty 0139 Sub Agent Address 2 Local Agent BIC does not use a valid BIC format 0128 Local Agent BIC Local Agent BIC is mandatory when ID 1 and Sub Agent Name 1 are empty 0130 Local Agent BIC Local Agent BIC is not a valid BIC 0129 Local Agent BIC Sub Agent City is not allowed when Sub Agent Name 1 and Local Agent BIC are empty 0298 Sub Agent City Sub Agent Country is not a valid country code 0146 Sub Agent Country Sub Agent Country is not allowed when Sub Agent Name 1 and Local Agent BIC are empty 0300 Sub Agent Country Error Codes 71

72 Table B.2 Error Texts (continued) Error Text Mapping # Field Name Sub Agent Locality is not allowed when Sub Agent Name 1 and Local Agent BIC are empty 0299 Sub Agent Locality Sub Agent Name 1 is mandatory when Local Agent BIC and ID 1 are empty 0133 Sub Agent Name 1 Sub Agent Name 2 is not allowed when Sub Agent Name 1 is empty 0135 Sub Agent Name 2 Sub Agent Post is not allowed when Sub Agent Name 1 and Local Agent BIC are empty 0301 Sub Agent Post Valid length of Access Code or Model Name is 1-16 characters 0289 Access Code or Model Name Valid length of ALERT platform Acronym is 1-8 characters 0293 ALERT platform Acronym Error Codes 72

73 C. SUMMARY OF CHANGE TYPES The changes are returned by message 32, Get Account Alerts by Institution (32: Get Account Alerts by Institution on page 20), and message 33, Get Account Alerts by Institution Cross-Reference (33: Get Account Alerts by Institution Cross-Reference on page 21). They are possible for any given delivery. Each alert contains a Changes field that provides information on the change that caused the generation of the alert. There can be many changes for each account. Each change consists of the following information: country, security type, priority, and a change description. In addition, for each change, any BIA numbers that reference the specified account are included. Table C.1 list the type of changes that cause an alert and the messages you can use to get this information. Table C.1 ALERT Change Types Changes field displays ACCESS PROVIDED CHG: CONFIRM CHG CONTACT ACCT CHG: GEN CHG INST BIC CHG: LEGAL ENTITY CHG: <method> Description An investment manager added you to the account access list. Use the following messages to get details, depending on which information you want to get: Use message 3B, Get General Account Info by Acronym and Access Code, to get the general account information. Use message A1, Get Confirms by Acronym and Access code, to get the confirm instructions. Use message 97, Get Delivery by Account, to get the delivery (a list of clearing methods) for the account. Use message 48, Get Method by Account Mapped, populated with information received from the message 97 reply, to get the method details. An investment manager changed one or more confirmation addresses from the account. Use message A1, Get Confirms by Acronym and Access Code, to get details. An investment manager changed the general account contact information for an account. Use message 3B, Get General Account Info by Acronym and Access Code, to get details. An investment manager made a single change in the general account information. Use message 3B, Get General Account Info by Acronym and Access Code, to get the general account records. An investment manager changed the BIC number in the general account information. Use message 3B, Get General Account Info by Acronym and Access Code, to get details. A broker/dealer has changed the Legal Entity Identifier associated with a model. Use message 47 to retrieve the changed legal entity data. An investment manager changed fields in the method. Use message 48, Get Method by Account Mapped, to refresh all method data. Use the method type specified in the alert to formulate this message. Summary of Change Types 73

74 Table C.1 ALERT Change Types (continued) Changes field displays Description DEL: CONFIRM An investment manager deleted one or more of the confirmation addresses from the account. The conf_ids for the deleted confirms are returned in the message. No further data is needed. DEL: <method> An investment manager deleted the given method from the account. No further data is needed. DELETED ACCOUNT The investment manager deleted the account. No further data is needed. DELIVERY CHANGED An investment manager changed the settlement model used for the account, and retained specific delivery information. Use the following procedure to get details: Use message 97, Get Delivery by Account, to get the delivery (a list of clearing methods) for the account. Use message 48, Get Method by Account Mapped, populated with information received from the message 97 reply, to get the method details. DELIVERY DELETED An investment manager removed all delivery instructions on the account. No instructions remain on the account, from either a settlement model or from any account-specific instructions. No further data is needed. DEL:LEGAL ENTITY The broker/dealer has deleted the Legal Entity Identifier associated with a model, or deleted a model which has Legal Entity Identifier associated with it. No further data is needed. MAJOR REVISION An investment manager made more than one change in the general account information. Use message 3B, Get General Account Info by Acronym and Access Code, to get details. NEW ACCOUNT There is a new account that has not been previously retrieved. Use the following messages to get details, depending on which information you want to get: Use message 3B, Get General Account Info by Acronym and Access Code, to get the general account information. Use message A1, Get Confirms by Acronym and Access code, to get the confirm instructions. Use message 97, Get Delivery by Account, to get the delivery (a list of clearing methods) for the account. Use message 48, Get Method by Account Mapped, populated with information received from the message 97 reply, to get the method details. NEW: CONFIRM An investment manager added one or more confirms to the account. Use message A1, Get Confirms by Acronym and Access code to get the confirm instructions. NEW: LEGAL ENTITY A broker/dealer has created a new model with Legal Entity Identifier or Legal Entity Identifier is added to a model that did not have Legal Entity Identifier before. Use message 47 to retrieve the Legal Entity Identifier. NEW: <method> An investment manager added a clearing method to an account. Use message 48, Get Method by Account Mapped, to get details. Use the delivery information from the alert to formulate this message to get the delivery details. Summary of Change Types 74

75 Table C.1 ALERT Change Types (continued) Changes field displays REN: <old access code> TAX_ID TITLE Description An investment manager renamed an access code. No further data needed. The new access code is listed in the Access_code field of the alert. An investment manager changed a tax ID. Use message 3B, Get General Account Info by Acronym and Access Code, to get details. An investment manager changed the account description. Use message 3B, Get General Account Info by Acronym and Access Code, to get details. Summary of Change Types 75

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