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colr: Collateral Management

colr.021 Triparty Collateral Allegement Notification

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colr.021 is the ISO 20022 TripartyCollateralAllegementNotification message in the Collateral Management business area (colr). The latest version is colr.021.001.01.

Message
TripartyCollateralAllegementNotification
Latest version
colr.021.001.01
Submitting organisation
Swift/Banco de Espana
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What colr.021 is for

This message is sent by a triparty agent after the receipt of a collateral transaction or instruction from the collateral giver or taker to advise that a counterparty has alleged an instruction or a transaction against the account owner's account at the TPA and that the TPA could not find the corresponding transaction or instruction of the account owner.

The allegement is used for initiation, modification and termination.

In this message, the Sender is the triparty agent and the Receiver is either the collateral taker or the collateral giver or their account servicer.

An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner's account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner.

The account servicer/owner relationship may be:

- a central securities depository or another settlement market infrastructure acting on behalf of their participants

- an agent (sub-custodian) acting on behalf of their global custodian customer, or

- a custodian acting on behalf of an investment management institution or a broker/dealer.

Definition from the ISO 20022 e-Repository, release of 24 April 2025.

colr.021 versions

Every version published in the e-Repository, newest first. A message keeps its business purpose across versions; each new version is a separate schema with its own namespace.

VersionRegistration statusPublished in
colr.021.001.01latestRegisteredLatest version set

colr.021 message structure

The building blocks of colr.021.001.01 to three levels, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

  • Document [1..1]
    • TrptyCollAllgmtNtfctn TripartyCollateralAllegementNotification [1..1]
      • TxInstrId Transaction Instruction Identification [1..1]TransactionIdentifications44

        Unambiguous identification of the transaction as know by the instructing party.

        • TrptyAgtSvcPrvdrCollInstrId Triparty Agent Service Provider Collateral Instruction Identification [1..1]Max35Text

          Reference assigned to the instruction by the triparty-agent/service-provider.

        • TrptyAgtSvcPrvdrCollTxId Triparty Agent Service Provider Collateral Transaction Identification [0..1]Max35Text

          Unique reference identifying the triparty-agent/service-provider collateral management transaction from the triparty-agent's/service-provider's point...

        • ClntCollInstrId Client Collateral Instruction Identification [0..1]Max35Text

          Unique reference identifying the collateral management transaction from the client's point of view.

        • ClntCollTxId Client Collateral Transaction Identification [0..1]Max35Text

          Unique reference identifying the collateral management transaction from the client's point of view.

        • CtrPtyCollInstrId Counterparty Collateral Instruction Identification [0..1]Max35Text

          Unique collateral instruction reference assigned by counterparty.

        • CtrPtyCollTxId Counterparty Collateral Transaction Identification [0..1]Max35Text

          Unique collateral transaction reference assigned by counterparty.

        • CmonTxId Common Transaction Identification [0..1]Max52Text

          Unique identification (UTI) agreed upon by the two trade counterparties to identify the trade.

      • Pgntn Pagination [1..1]Pagination1

        Page number of the message and continuation indicator to indicate that the multi-part preliminary advice is to continue or that the message is the last page of the multi-part preliminary advice.

        • PgNb Page Number [1..1]Max5NumericText

          Page number.

        • LastPgInd Last Page Indicator [1..1]YesNoIndicator

          Indicates the last page.

      • GnlParams General Parameters [1..1]CollateralParameters11

        Specifies the different parameters of the collateral instruction or transaction.

        • CollInstrTp Collateral Instruction Type [1..1]CollateralTransactionType1Choice (choice)

          Specifies the type of collateral instruction.

          • Cd Code [1..1]CollateralTransactionType1Code
          • Prtry Proprietary [1..1]GenericIdentification30
        • XpsrTp Exposure Type [1..1]ExposureType23Choice (choice)

          Specifies the underlying business area/type of trade causing the exposure.

          • Cd Code [1..1]ExposureType14Code
          • Prtry Proprietary [1..1]GenericIdentification30
        • CollSd Collateral Side [1..1]CollateralRole1Code

          Specifies whether the alleged side is the collateral taker or giver.

        • ValSghtMrgnRate Value Sought Margin Rate [0..1]RateOrType1Choice (choice)

          Percentage by which the collateral value sought is increased, in selecting securities for a collateral basket, to reflect the taker's margin...

          • Rate Rate [1..1]PercentageRate
          • Tp Type [1..1]GenericIdentification1
        • ElgbltySetPrfl Eligibility Set Profile [0..1]GenericIdentification1

          Number identifying the collateral eligibility set profile of the counterparty.

          • Id Identification [1..1]Max35Text
          • SchmeNm Scheme Name [0..1]Max35Text
          • Issr Issuer [0..1]Max35Text
        • TrfTitl Transfer Title [0..1]YesNoIndicator

          Change of title for the collateral.

        • SttlmPrc Settlement Process [0..1]GenericIdentification30

          Specifies the settlement process in which the collateral will be settled.

          • Id Identification [1..1]Exact4AlphaNumericText
          • Issr Issuer [1..1]Max35Text
          • SchmeNm Scheme Name [0..1]Max35Text
      • CollPties Collateral Parties [1..1]CollateralParties8

        Identifies the chain of collateral parties.

        • PtyA Party A [1..1]PartyIdentificationAndAccount202

          Instructing party sending the collateral instruction.

          • Id Identification [1..1]PartyIdentification120Choice (choice)
          • LEI LEI [0..1]LEIIdentifier
          • AltrnId Alternate Identification [0..1]AlternatePartyIdentification7
          • SfkpgAcct Safekeeping Account [0..1]SecuritiesAccount19
          • BlckChainAdrOrWllt Block Chain Address Or Wallet [0..1]BlockChainAddressWallet3
          • AcctOwnr Account Owner [0..1]PartyIdentification136
          • PtyCpcty Party Capacity [0..1]TradingPartyCapacity5Choice (choice)
        • ClntPtyA Client Party A [0..1]PartyIdentificationAndAccount193

          Party that instructs party A to send the message.

          • Id Identification [1..1]PartyIdentification120Choice (choice)
          • LEI LEI [0..1]LEIIdentifier
          • AltrnId Alternate Identification [0..1]AlternatePartyIdentification7
        • PtyB Party B [1..1]PartyIdentificationAndAccount203

          Counterparty of party A.

          • Id Identification [1..1]PartyIdentification120Choice (choice)
          • LEI LEI [0..1]LEIIdentifier
          • AltrnId Alternate Identification [0..1]AlternatePartyIdentification7
          • SfkpgAcct Safekeeping Account [0..1]SecuritiesAccount19
          • BlckChainAdrOrWllt Block Chain Address Or Wallet [0..1]BlockChainAddressWallet3
          • PtyCpcty Party Capacity [0..1]TradingPartyCapacity5Choice (choice)
        • ClntPtyB Client Party B [0..1]PartyIdentificationAndAccount193

          Party that instructs party B to settle the instruction on its behalf.

          • Id Identification [1..1]PartyIdentification120Choice (choice)
          • LEI LEI [0..1]LEIIdentifier
          • AltrnId Alternate Identification [0..1]AlternatePartyIdentification7
        • TrptyAgt Triparty Agent [0..1]PartyIdentification136

          Party that handles tri-party transactions.

          • Id Identification [1..1]PartyIdentification120Choice (choice)
          • LEI LEI [0..1]LEIIdentifier
      • DealTxDtls Deal Transaction Details [1..1]DealTransactionDetails6

        Specifies the information related to the deal.

        • MinNtcePrd Minimum Notice Period [0..1]Exact3NumericText

          Identifies the number of days in which the cash investor and dealer can agree to revisit the terms of an agreement.

        • ClsgDt Closing Date [1..1]ClosingDate4Choice (choice)

          Closing date/time or maturity date/time of the transaction.

          • Dt Date [1..1]DateAndDateTime2Choice (choice)
          • Cd Code [1..1]Date3Choice (choice)
        • DealDtlsAmt Deal Details Amount [0..1]CollateralAmount12

          Specifies the details for the deal amounts.

          • Tx Transaction [0..1]AmountAndDirection49
          • Termntn Termination [0..1]AmountAndDirection49
          • Acrd Accrued [0..1]AmountAndDirection49
          • CmpndSmplAcrlClctn Compound Simple Accrual Calculation [0..1]CalculationMethod1Code
          • PmtFrqcy Payment Frequency [0..1]Frequency38Choice (choice)
          • IntrstPmtDely Interest Payment Delay [0..1]Max3NumericText
          • ValSght Value Sought [0..1]AmountAndDirection49
        • PricgRateAndIndx Pricing Rate And Index [0..1]RateOrName4Choice (choice)

          Interest rate to be paid on the transaction amount as agreed between the counterparties and the tenor of the interest rate index.

          • Rate Rate [1..1]PercentageRate
          • RateIndxDtls Rate Index Details [1..1]RateTypeAndLookback2
        • OvrnghtFrqcyRateFxg Overnight Frequency Rate Fixing [0..1]FrequencyRateFixing1Choice (choice)

          Indicates for a floating rate transaction if an overnight frequency rate fixing should be applied.

          • Cd Code [1..1]FrequencyRateFixing1Code
          • NbOfDays Number Of Days [1..1]Max3NumericText
        • Sprd Spread [0..1]PercentageRate

          Margin allowed over or under a given rate.

        • DayCntBsis Day Count Basis [0..1]InterestComputationMethodFormat4Choice (choice)

          Specifies the computation method of (accrued) interest of the financial instrument.

          • Cd Code [1..1]InterestComputationMethod2Code
          • Prtry Proprietary [1..1]GenericIdentification30
        • Pmt Payment [0..1]DeliveryReceiptType2Code

          Specifies whether the instruction is free or against payment.

        • OptnTp Option Type [0..1]OptionType6Choice (choice)

          Specifies whether it is a Call option (right to purchase a specific underlying asset) or a Put option (right to sell a specific underlying asset).

          • Cd Code [1..1]OptionType1Code
          • Prtry Proprietary [1..1]GenericIdentification30
        • TermntnOptn Termination Option [0..1]RepoTerminationOption1Code

          Indication whether the counterparties to the transaction have agreed to an evergreen or extendable repo.

      • DealTxDt Deal Transaction Date [1..1]CollateralDate2

        Identifies the dates related to the triparty collateral instruction or transactions.

        • TradDt Trade Date [0..1]ISODate

          Date the transaction was agreed between the trading parties.

        • ReqdExctnDt Requested Execution Date [0..1]DateAndDateTime2Choice (choice)

          Date/time at which the instructing party requests the instruction to be executed.

          • Dt Date [1..1]ISODate
          • DtTm Date Time [1..1]ISODateTime
        • SttlmDt Settlement Date [0..1]ISODate

          Date on which the financial instruments are to be delivered or received.

      • SctiesMvmnt Securities Movement [0..*]SecuritiesMovement7

        Securities movements.

        • SctiesMvmntTp Securities Movement Type [1..1]CollateralEntryType1Code

          Specifies whether the quantity of financial instrument is to be delivered or received.

        • FinInstrmId Financial Instrument Identification [1..1]SecurityIdentification19

          Financial instrument representing a sum of rights of the investor vis-a-vis the issuer.

          • ISIN ISIN [0..1]ISINOct2015Identifier
          • OthrId Other Identification [0..*]OtherIdentification1
          • Desc Description [0..1]Max140Text
        • Qty Quantity [1..1]FinancialInstrumentQuantity33Choice (choice)

          Quantity of financial instrument.

          • Unit Unit [1..1]DecimalNumber
          • FaceAmt Face Amount [1..1]ImpliedCurrencyAndAmount
          • AmtsdVal Amortised Value [1..1]ImpliedCurrencyAndAmount
          • DgtlTknUnit Digital Token Unit [1..1]Max30DecimalNumber
        • CollMvmnt Collateral Movement [1..1]YesNoIndicator

          Indicates whether the financial instrument is delivered/received as collateral or as a loan.

        • ClntSctiesMvmntId Client Securities Movement Identification [0..1]Max35Text

          Reference assigned by the party A to the financial instrument movement.

        • TrptyAgtSvcPrvdrSctiesMvmntId Triparty Agent Service Provider Securities Movement Identification [0..1]Max35Text

          Reference assigned by the triparty agent to the financial instrument movement.

      • CshMvmnt Cash Movement [0..*]CashMovement5

        Cash movements.

        • CshMvmnt Cash Movement [1..1]CollateralEntryType1Code

          Specifies whether the cash amount is to be delivered or received.

        • CshAmt Cash Amount [1..1]ActiveCurrencyAndAmount

          Amount of the cash movement

        • CollMvmnt Collateral Movement [1..1]YesNoIndicator

          Specifies whether the amount is delivered/received as part of collateral or not.

        • ClntCshMvmntId Client Cash Movement Identification [0..1]Max35Text

          Reference assigned by party A to the cash movement.

        • TrptyAgtSvcPrvdrCshMvmntId Triparty Agent Service Provider Cash Movement Identification [0..1]Max35Text

          Reference assigned by the triparty agent to the cash movement.

      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that cannot be captured in the structured elements and/or any other specific block.

        • PlcAndNm Place And Name [0..1]Max350Text

          Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

        • Envlp Envelope [1..1]SupplementaryDataEnvelope1

          Technical element wrapping the supplementary data.

Have a colr.021 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

External code sets used in colr.021

These elements take their values from ISO 20022 external code sets, which are published separately and updated every quarter without a new message version.

colr.021 questions

What is the latest version of colr.021?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is colr.021.001.01.
What is the root element of colr.021?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:colr.021.001.01, and its message element is TrptyCollAllgmtNtfctn (TripartyCollateralAllegementNotification).
Is there an MT equivalent of colr.021?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

All ISO 20022 messages · ISO 20022 code sets · MT messages

The ISO 20022 message definitions, element names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.