Bilateral collateral messages
| Message | Purpose | ISO 20022 |
|---|---|---|
MT503 | Collateral or margin call request | colr.003 |
MT504 | Collateral proposal | colr.007 |
MT505 | Collateral substitution request | colr.010 |
MT506 | Collateral and exposure report | colr.016 |
MT507 | Margin call response | colr.004 |
Triparty collateral messages
MT527 carries a triparty collateral instruction, MT558 reports its processing status, and MT569 reports triparty collateral and exposure information. Their default targets are colr.019, colr.020 and colr.022.
Agreement-level rules are decisive. Eligibility, valuation, exposure, substitution and triparty-agent rules cannot be inferred from the message number alone.