SecuritiesBalanceAccountingReportV03

semt.003.001.03

Scope An account servicer sends a SecuritiesBalanceAccountingReport to an account owner to provide, at a moment in time, valuations of the portfolio together with details of each financial instrument holding. The account servicer/owner relationship may be:

• an accounting agent acting on behalf of an account owner, or
• a transfer agent acting on behalf of a fund manager or an account owner’s designated agent. Usage The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner. The message can be sent either audited or un-audited and may be provided on a trade date, contractual or settlement date basis. This message can only be used to list the holdings of a single (master) account. However, it is possible to break down these holdings into one or several sub-accounts. Therefore, the message can be used to either specify holdings at
• the main account level, or,
• the sub-account level. This message can be used to report where the financial instruments are safe-kept, physically or notionally. If a security is held in more than one safekeeping place, this can also be indicated. The SecuritiesBalanceAccountingReport message should not be used for trading purposes. There may be one or more intermediary parties, for example, an intermediary or a concentrator between the account owner and account servicer. The message may also be used to:
• re-send a message previously sent,
• provide a third party with a copy of a message for information,
• re-send to a third party a copy of a message for information. using the relevant elements in the Business Application Header. ISO 15022 - 20022 Coexistence This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% SecuritiesBalanceAccountingReportV03 recursion level 0 with max 0
SecuritiesBalanceAccountingReportV03 *-- "1..1" DocumentIdentification11 : Identification
SecuritiesBalanceAccountingReportV03 *-- "1..1" Pagination : Pagination
SecuritiesBalanceAccountingReportV03 *-- "1..1" Statement20 : StatementGeneralDetails
SecuritiesBalanceAccountingReportV03 *-- "0..1" IPartyIdentification13Choice : AccountOwner
SecuritiesBalanceAccountingReportV03 *-- "0..1" IPartyIdentification10Choice : AccountServicer
SecuritiesBalanceAccountingReportV03 *-- "1..1" SecuritiesAccount11 : SafekeepingAccount
SecuritiesBalanceAccountingReportV03 *-- "0..10" Intermediary2 : IntermediaryInformation
SecuritiesBalanceAccountingReportV03 *-- "0..1" AggregateBalanceInformation8 : BalanceForAccount
SecuritiesBalanceAccountingReportV03 *-- "0..1" SubAccountIdentification10 : SubAccountDetails
SecuritiesBalanceAccountingReportV03 *-- "0..1" TotalValueInPageAndStatement2 : AccountBaseCurrencyTotalAmounts
SecuritiesBalanceAccountingReportV03 *-- "0..1" TotalValueInPageAndStatement2 : AlternateReportingCurrencyTotalAmounts
SecuritiesBalanceAccountingReportV03 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesBalanceAccountingReportV03 *-- "0..1" IPartyIdentification10Choice : MessageRecipient
  

Now, we will zero-in one-by-one on each of these building blocks.

Identification building block

Information that uniquely identifies the SecuritiesBalanceAccountReport message as known by the account servicer. When the report has multiple pages, one message equals one page. Therefore, Identification uniquely identifies the page. Identification and creation date of a document. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% DocumentIdentification11 recursion level 0 with max 1
class DocumentIdentification11{
    Identification IsoMax35Text
    CopyDuplicate CopyDuplicate1Code
}
DocumentIdentification11 *-- "0..1" IDateAndDateTimeChoice : CreationDateTime
%% IDateAndDateTimeChoice recursion level 1 with max 1
  

DocumentIdentification11 members

Pagination building block

Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement. Number used to sequence pages when it is not possible for data to be conveyed in a single message and the data has to be split across several pages (messages). For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Pagination recursion level 0 with max 1
class Pagination{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

Pagination members

StatementGeneralDetails building block

Provides general information on the report. Characteristics of the statement. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Statement20 recursion level 0 with max 1
class Statement20{
    QueryReference IsoMax35Text
    StatementIdentification IsoMax35Text
    ActivityIndicator IsoYesNoIndicator
    AuditedIndicator IsoYesNoIndicator
    SubAccountIndicator IsoYesNoIndicator
    TaxLotIndicator IsoYesNoIndicator
}
Statement20 *-- "0..1" INumber3Choice : ReportNumber
Statement20 *-- "1..1" IDateAndDateTimeChoice : StatementDateTime
Statement20 *-- "1..1" IFrequency4Choice : Frequency
Statement20 *-- "1..1" IUpdateType2Choice : UpdateType
Statement20 *-- "1..1" IStatementBasis3Choice : StatementBasis
%% INumber3Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IFrequency4Choice recursion level 1 with max 1
%% IUpdateType2Choice recursion level 1 with max 1
%% IStatementBasis3Choice recursion level 1 with max 1
  

Statement20 members

AccountOwner building block

Party that legally owns the account. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification13Choice recursion level 0 with max 1
  

PartyIdentification13Choice members

AccountServicer building block

Party that manages the account on behalf of the account owner, that is manages the registration and booking of entries on the account, calculates balances on the account and provides information about the account. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification10Choice recursion level 0 with max 1
  

PartyIdentification10Choice members

SafekeepingAccount building block

Account to or from which a securities entry is made. Account to or from which a securities entry is made. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesAccount11 recursion level 0 with max 1
class SecuritiesAccount11{
    Identification IsoMax35Text
    Name IsoMax70Text
    Designation IsoMax35Text
}
SecuritiesAccount11 *-- "0..1" IPurposeCode1Choice : Type
%% IPurposeCode1Choice recursion level 1 with max 1
  

SecuritiesAccount11 members

IntermediaryInformation building block

Information about the party that provides services relating to financial products to investors, for example, advice on products and placement of orders for the investment fund. Party that provides services to investors relating to financial products (Investment Funds). For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Intermediary2 recursion level 0 with max 1
Intermediary2 *-- "1..1" IPartyIdentification10Choice : Identification
Intermediary2 *-- "0..1" IRole2Choice : Role
Intermediary2 *-- "0..1" Account9 : Account
%% IPartyIdentification10Choice recursion level 1 with max 1
%% IRole2Choice recursion level 1 with max 1
%% Account9 recursion level 1 with max 1
Account9 *-- "1..1" AccountIdentification1 : Identification
Account9 *-- "0..1" IPartyIdentification10Choice : AccountServicer
  

Intermediary2 members

BalanceForAccount building block

Net position of a segregated holding, in a single security, within the overall position held in a securities account. Overall position, in a single security, held in a securities account at a specified place of safekeeping. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AggregateBalanceInformation8 recursion level 0 with max 1
class AggregateBalanceInformation8{
    CorporateActionOptionType CorporateActionOption5Code
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation8 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
AggregateBalanceInformation8 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
AggregateBalanceInformation8 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation8 *-- "0..1" DerivativeBasicAttributes1 : AdditionalDerivativeAttributes
AggregateBalanceInformation8 *-- "1..1" Balance1 : AggregateBalance
AggregateBalanceInformation8 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalanceInformation8 *-- "1..0" PriceInformation5 : PriceDetails
AggregateBalanceInformation8 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalanceInformation8 *-- "1..1" BalanceAmounts1 : AccountBaseCurrencyAmounts
AggregateBalanceInformation8 *-- "0..1" BalanceAmounts1 : InstrumentCurrencyAmounts
AggregateBalanceInformation8 *-- "0..1" BalanceAmounts1 : AlternateReportingCurrencyAmounts
AggregateBalanceInformation8 *-- "0..0" QuantityBreakdown4 : QuantityBreakdown
AggregateBalanceInformation8 *-- "0..0" SubBalanceInformation6 : BalanceBreakdown
AggregateBalanceInformation8 *-- "0..0" AdditionalBalanceInformation6 : AdditionalBalanceBreakdown
AggregateBalanceInformation8 *-- "0..0" AggregateBalancePerSafekeepingPlace7 : BalanceAtSafekeepingPlace
AggregateBalanceInformation8 *-- "0..0" Extension2 : Extension
%% SecurityIdentification11 recursion level 1 with max 1
class SecurityIdentification11{
    Description IsoMax140Text
}
SecurityIdentification11 *-- "1..1" ISecurityIdentification11Choice : Identification
%% FinancialInstrumentAttributes8 recursion level 1 with max 1
class FinancialInstrumentAttributes8{
    DenominationCurrency ActiveOrHistoricCurrencyCode
    CouponDate IsoISODate
    ExpiryDate IsoISODate
    FloatingRateFixingDate IsoISODate
    MaturityDate IsoISODate
    IssueDate IsoISODate
    NextCallableDate IsoISODate
    PutableDate IsoISODate
    DatedDate IsoISODate
    FirstPaymentDate IsoISODate
    PreviousFactor IsoBaseOneRate
    CurrentFactor IsoBaseOneRate
    NextFactor IsoBaseOneRate
    InterestRate IsoPercentageRate
    NextInterestRate IsoPercentageRate
    IndexRateBasis IsoPercentageRate
    VariableRateIndicator IsoYesNoIndicator
    CallableIndicator IsoYesNoIndicator
    PutableIndicator IsoYesNoIndicator
    FinancialInstrumentAttributeAdditionalDetails IsoMax350Text
}
FinancialInstrumentAttributes8 *-- "0..1" MarketIdentification5 : PlaceOfListing
FinancialInstrumentAttributes8 *-- "0..1" IInterestComputationMethodFormat1Choice : DayCountBasis
FinancialInstrumentAttributes8 *-- "0..1" IFormOfSecurity2Choice : RegistrationForm
FinancialInstrumentAttributes8 *-- "0..1" IFrequency3Choice : PaymentFrequency
FinancialInstrumentAttributes8 *-- "0..1" ISecuritiesPaymentStatus2Choice : PaymentStatus
FinancialInstrumentAttributes8 *-- "0..1" IPaymentDirection2Choice : PaymentDirection
FinancialInstrumentAttributes8 *-- "0..1" IFrequency3Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes8 *-- "0..1" IPreferenceToIncome2Choice : PreferenceToIncome
FinancialInstrumentAttributes8 *-- "0..1" IClassificationType2Choice : ClassificationType
FinancialInstrumentAttributes8 *-- "0..1" IOptionStyle4Choice : OptionStyle
FinancialInstrumentAttributes8 *-- "0..1" IOptionType2Choice : OptionType
FinancialInstrumentAttributes8 *-- "0..1" INumber2Choice : CouponAttachedNumber
FinancialInstrumentAttributes8 *-- "0..1" INumber2Choice : PoolNumber
FinancialInstrumentAttributes8 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes8 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes8 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes8 *-- "0..0" SecurityIdentification11 : UnderlyingFinancialInstrumentIdentification
%% FinancialInstrument21 recursion level 1 with max 1
class FinancialInstrument21{
    ClassType IsoMax35Text
    SecuritiesForm FormOfSecurity1Code
    DistributionPolicy DistributionPolicy1Code
    ProductGroup IsoMax140Text
    UmbrellaName IsoMax35Text
    BaseCurrency ActiveCurrencyCode
    DenominationCurrency ActiveCurrencyCode
    RequestedNAVCurrency ActiveOrHistoricCurrencyCode
    DualFundIndicator IsoYesNoIndicator
    CountryOfDomicile CountryCode
    RegisteredDistributionCountry CountryCode
}
%% DerivativeBasicAttributes1 recursion level 1 with max 1
class DerivativeBasicAttributes1{
    NotionalCurrencyAndAmount IsoActiveOrHistoricCurrencyAndAmount
    InterestIncludedInPrice IsoYesNoIndicator
}
%% Balance1 recursion level 1 with max 1
class Balance1{
    ShortLongIndicator ShortLong1Code
}
Balance1 *-- "1..1" IBalanceQuantity4Choice : Quantity
%% ISafekeepingPlaceFormat3Choice recursion level 1 with max 1
%% PriceInformation5 recursion level 1 with max 1
PriceInformation5 *-- "1..1" ITypeOfPrice4Choice : Type
PriceInformation5 *-- "1..1" IPriceRateOrAmountOrUnknownChoice : Value
PriceInformation5 *-- "1..1" IYieldedOrValueType1Choice : ValueType
PriceInformation5 *-- "0..1" MarketIdentification6 : SourceOfPrice
PriceInformation5 *-- "0..1" IDateAndDateTimeChoice : QuotationDate
%% ForeignExchangeTerms1 recursion level 1 with max 1
class ForeignExchangeTerms1{
    UnitCurrency ActiveOrHistoricCurrencyCode
    QuotedCurrency ActiveOrHistoricCurrencyCode
    ExchangeRate IsoBaseOneRate
    QuotationDate IsoISODateTime
}
ForeignExchangeTerms1 *-- "0..1" IPartyIdentification10Choice : QuotingInstitution
%% BalanceAmounts1 recursion level 1 with max 1
BalanceAmounts1 *-- "1..1" AmountAndDirection6 : HoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : PreviousHoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : BookValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : UnrealisedGainLoss
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : AccruedInterestAmount
%% BalanceAmounts1 recursion level 1 with max 1
BalanceAmounts1 *-- "1..1" AmountAndDirection6 : HoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : PreviousHoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : BookValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : UnrealisedGainLoss
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : AccruedInterestAmount
%% BalanceAmounts1 recursion level 1 with max 1
BalanceAmounts1 *-- "1..1" AmountAndDirection6 : HoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : PreviousHoldingValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : BookValue
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : UnrealisedGainLoss
BalanceAmounts1 *-- "0..1" AmountAndDirection6 : AccruedInterestAmount
%% QuantityBreakdown4 recursion level 1 with max 1
QuantityBreakdown4 *-- "0..1" INumber2Choice : LotNumber
QuantityBreakdown4 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown4 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown4 *-- "0..1" Price2 : LotPrice
QuantityBreakdown4 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
QuantityBreakdown4 *-- "0..1" BalanceAmounts2 : AccountBaseCurrencyAmounts
QuantityBreakdown4 *-- "0..1" BalanceAmounts2 : InstrumentCurrencyAmounts
QuantityBreakdown4 *-- "0..1" BalanceAmounts2 : AlternateReportingCurrencyAmounts
%% SubBalanceInformation6 recursion level 1 with max 1
class SubBalanceInformation6{
    SubBalanceAdditionalDetails IsoMax140Text
}
SubBalanceInformation6 *-- "1..1" ISubBalanceType5Choice : SubBalanceType
SubBalanceInformation6 *-- "1..1" ISubBalanceQuantity3Choice : Quantity
SubBalanceInformation6 *-- "0..0" AdditionalBalanceInformation6 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation6 recursion level 1 with max 1
class AdditionalBalanceInformation6{
    SubBalanceAdditionalDetails IsoMax140Text
}
AdditionalBalanceInformation6 *-- "1..1" ISubBalanceType6Choice : SubBalanceType
AdditionalBalanceInformation6 *-- "1..1" ISubBalanceQuantity3Choice : Quantity
%% AggregateBalancePerSafekeepingPlace7 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace7{
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoMax350Text
}
AggregateBalancePerSafekeepingPlace7 *-- "1..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalancePerSafekeepingPlace7 *-- "0..1" MarketIdentification5 : PlaceOfListing
AggregateBalancePerSafekeepingPlace7 *-- "1..1" Balance1 : AggregateBalance
AggregateBalancePerSafekeepingPlace7 *-- "1..0" PriceInformation5 : PriceDetails
AggregateBalancePerSafekeepingPlace7 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace7 *-- "1..1" BalanceAmounts1 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace7 *-- "0..1" BalanceAmounts1 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace7 *-- "0..1" BalanceAmounts1 : AlternateReportingCurrencyAmounts
AggregateBalancePerSafekeepingPlace7 *-- "0..0" QuantityBreakdown4 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace7 *-- "0..0" SubBalanceInformation6 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace7 *-- "0..0" AdditionalBalanceInformation6 : AdditionalBalanceBreakdown
%% Extension2 recursion level 1 with max 1
class Extension2{
    PlaceAndName IsoMax350Text
}
Extension2 *-- "1..1" ExtensionEnvelope1 : ExtensionEnvelope
  

AggregateBalanceInformation8 members

SubAccountDetails building block

Sub-account of the safekeeping or investment account. Account to or from which a securities entry is made. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SubAccountIdentification10 recursion level 0 with max 1
class SubAccountIdentification10{
    ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification10 *-- "0..1" IPartyIdentification13Choice : AccountOwner
SubAccountIdentification10 *-- "1..1" SecuritiesAccount14 : SafekeepingAccount
SubAccountIdentification10 *-- "0..0" AggregateBalanceInformation8 : BalanceForSubAccount
%% IPartyIdentification13Choice recursion level 1 with max 1
%% SecuritiesAccount14 recursion level 1 with max 1
class SecuritiesAccount14{
    Identification IsoMax35Text
    Name IsoMax70Text
}
SecuritiesAccount14 *-- "0..1" IPurposeCode2Choice : Type
%% AggregateBalanceInformation8 recursion level 1 with max 1
class AggregateBalanceInformation8{
    CorporateActionOptionType CorporateActionOption5Code
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation8 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
AggregateBalanceInformation8 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
AggregateBalanceInformation8 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation8 *-- "0..1" DerivativeBasicAttributes1 : AdditionalDerivativeAttributes
AggregateBalanceInformation8 *-- "1..1" Balance1 : AggregateBalance
AggregateBalanceInformation8 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalanceInformation8 *-- "1..0" PriceInformation5 : PriceDetails
AggregateBalanceInformation8 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalanceInformation8 *-- "1..1" BalanceAmounts1 : AccountBaseCurrencyAmounts
AggregateBalanceInformation8 *-- "0..1" BalanceAmounts1 : InstrumentCurrencyAmounts
AggregateBalanceInformation8 *-- "0..1" BalanceAmounts1 : AlternateReportingCurrencyAmounts
AggregateBalanceInformation8 *-- "0..0" QuantityBreakdown4 : QuantityBreakdown
AggregateBalanceInformation8 *-- "0..0" SubBalanceInformation6 : BalanceBreakdown
AggregateBalanceInformation8 *-- "0..0" AdditionalBalanceInformation6 : AdditionalBalanceBreakdown
AggregateBalanceInformation8 *-- "0..0" AggregateBalancePerSafekeepingPlace7 : BalanceAtSafekeepingPlace
AggregateBalanceInformation8 *-- "0..0" Extension2 : Extension
  

SubAccountIdentification10 members

AccountBaseCurrencyTotalAmounts building block

Total valuation amounts provided in the base currency of the account. Totals for the value of the holdings reported in the statement or page. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TotalValueInPageAndStatement2 recursion level 0 with max 1
TotalValueInPageAndStatement2 *-- "0..1" AmountAndDirection6 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement2 *-- "1..1" AmountAndDirection6 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement2 *-- "0..1" AmountAndDirection6 : TotalBookValueOfStatement
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
  

TotalValueInPageAndStatement2 members

AlternateReportingCurrencyTotalAmounts building block

Total valuation amounts provided in another currency than the base currency of the account. Totals for the value of the holdings reported in the statement or page. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TotalValueInPageAndStatement2 recursion level 0 with max 1
TotalValueInPageAndStatement2 *-- "0..1" AmountAndDirection6 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement2 *-- "1..1" AmountAndDirection6 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement2 *-- "0..1" AmountAndDirection6 : TotalBookValueOfStatement
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    Sign IsoPlusOrMinusIndicator
}
  

TotalValueInPageAndStatement2 members

MessageOriginator building block

Party that originated the message, if other than the sender. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification10Choice recursion level 0 with max 1
  

PartyIdentification10Choice members

MessageRecipient building block

Party that is the final destination of the message, if other than the receiver. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification10Choice recursion level 0 with max 1
  

PartyIdentification10Choice members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesBalanceAccountingReportV03 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceAccountingReportV03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceAccountingReportV03Document implements IOuterDocument. Because SecuritiesBalanceAccountingReportV03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceAccountingReportV03.

classDiagram
    class IOuterRecord
    SecuritiesBalanceAccountingReportV03 --|> IOuterRecord : Implements
    SecuritiesBalanceAccountingReportV03Document --|> IOuterDocument~SecuritiesBalanceAccountingReportV03~ : Implements
    class IOuterDocument~SecuritiesBalanceAccountingReportV03~ {
        SecuritiesBalanceAccountingReportV03 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesBalanceAccountingReportV03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.003.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceAccountingReportV03.ToDocument() method. The returned SecuritiesBalanceAccountingReportV03Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesBalanceAccountingReportV03Document *-- SecuritiesBalanceAccountingReportV03 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:semt.003.001.03">
    <SctiesBalAcctgRpt>
        <Id>
            <!-- Identification inner content -->
        </Id>
        <Pgntn>
            <!-- Pagination inner content -->
        </Pgntn>
        <StmtGnlDtls>
            <!-- StatementGeneralDetails inner content -->
        </StmtGnlDtls>
        <AcctOwnr>
            <!-- AccountOwner inner content -->
        </AcctOwnr>
        <AcctSvcr>
            <!-- AccountServicer inner content -->
        </AcctSvcr>
        <SfkpgAcct>
            <!-- SafekeepingAccount inner content -->
        </SfkpgAcct>
        <IntrmyInf>
            <!-- IntermediaryInformation inner content -->
        </IntrmyInf>
        <BalForAcct>
            <!-- BalanceForAccount inner content -->
        </BalForAcct>
        <SubAcctDtls>
            <!-- SubAccountDetails inner content -->
        </SubAcctDtls>
        <AcctBaseCcyTtlAmts>
            <!-- AccountBaseCurrencyTotalAmounts inner content -->
        </AcctBaseCcyTtlAmts>
        <AltrnRptgCcyTtlAmts>
            <!-- AlternateReportingCurrencyTotalAmounts inner content -->
        </AltrnRptgCcyTtlAmts>
        <MsgOrgtr>
            <!-- MessageOriginator inner content -->
        </MsgOrgtr>
        <MsgRcpt>
            <!-- MessageRecipient inner content -->
        </MsgRcpt>
    </SctiesBalAcctgRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_MbjDy9FSEd-BzquC8wXy7w_1753340550"
  nextVersions="_Oarj8dtYEd-RF5yaMAVhAw"
  previousVersion="_MbQI2NFSEd-BzquC8wXy7w_1168130771"
  name="SecuritiesBalanceAccountingReportV03"
  definition="Scope&#xD;&#xA;An account servicer sends a SecuritiesBalanceAccountingReport to an account owner to provide, at a moment in time, valuations of the portfolio together with details of each financial instrument holding.&#xD;&#xA;The account servicer/owner relationship may be:&#xD;&#xA;- an accounting agent acting on behalf of an account owner, or&#xD;&#xA;- a transfer agent acting on behalf of a fund manager or an account owner's designated agent.&#xD;&#xA;Usage&#xD;&#xA;The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner.&#xD;&#xA;The message can be sent either audited or un-audited and may be provided on a trade date, contractual or settlement date basis.&#xD;&#xA;This message can only be used to list the holdings of a single (master) account. However, it is possible to break down these holdings into one or several sub-accounts. Therefore, the message can be used to either specify holdings at&#xD;&#xA;- the main account level, or,&#xD;&#xA;- the sub-account level.&#xD;&#xA;This message can be used to report where the financial instruments are safe-kept, physically or notionally. If a security is held in more than one safekeeping place, this can also be indicated.&#xD;&#xA;The SecuritiesBalanceAccountingReport message should not be used for trading purposes.&#xD;&#xA;There may be one or more intermediary parties, for example, an intermediary or a concentrator between the account owner and account servicer.&#xD;&#xA;The message may also be used to:&#xA;- re-send a message previously sent,&#xA;- provide a third party with a copy of a message for information,&#xA;- re-send to a third party a copy of a message for information.&#xA;using the relevant elements in the Business Application Header.&#xA;ISO 15022 - 20022 Coexistence&#xA;This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="SctiesBalAcctgRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <semanticMarkup
    xmi:id="_dFV0Uw5lEeO42pgjaJ50lw"
    type="Synonym">
    <elements
      xmi:id="_dFV0VA5lEeO42pgjaJ50lw"
      name="context"
      value="ISO 15022" />
    <elements
      xmi:id="_dFV0VQ5lEeO42pgjaJ50lw"
      name="value"
      value="MT 535, Seq A :23G:NEWM, :22F::STTY//ACCT" />
  </semanticMarkup>
  <constraint
    xmi:id="_Mb1-stFSEd-BzquC8wXy7w_1865084058"
    name="BalanceForAccountOrSubAccountDetailsRule"
    definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes), then either BalanceForAccount or SubAccountDetails must be present. If StatementGeneralDetails/ActivityIndicator is FALSE (No), then BalanceForAccount and SubAccountDetails must be absent."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;false&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_Mb1-tdFSEd-BzquC8wXy7w_-1236297306"
    name="SubAccountReportingRule"
    definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is TRUE (YES), then SubAccountDetails must be present."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/SubAccountIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_Mb1-uNFSEd-BzquC8wXy7w_-288157438"
    name="BalanceForAccountReportingRule"
    definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is FALSE (NO), then BalanceForAccount must be present."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/SubAccountIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;false&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_Mb1-u9FSEd-BzquC8wXy7w_-1583738185"
    name="CoexistenceCharacterSetXRule"
    definition="During ISO 15022 – 20022 coexistence, characters used in all text fields must correspond to character set X, that is, a-z A-Z / - ? : ( ) . , ‘ + { } CR LF."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_Mb1-vtFSEd-BzquC8wXy7w_-557870967"
    name="CoexistenceIdentificationRule"
    definition="During ISO 15022 – 20022 coexistence, all transaction and document identifications or references must be 16 characters or less. The field must not start or end with a slash ‘/’ or contain two consecutive slashes ‘//’."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_Mb1-wdFSEd-BzquC8wXy7w_-2050452139"
    name="SecuritiesMarketPracticeGroupGuideline"
    definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.&#xD;&#xA;These market practices are available on www.smpg.info."
    registrationStatus="Provisionally Registered" />
  <messageBuildingBlock
    xmi:id="_MbjDzNFSEd-BzquC8wXy7w_-1610717928"
    name="Identification"
    definition="Information that uniquely identifies the SecuritiesBalanceAccountReport message as known by the account servicer. When the report has multiple pages, one message equals one page. Therefore, Identification uniquely identifies the page."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Id"
    complexType="_RBcz8tp-Ed-ak6NoX_4Aeg_-746423515" />
  <messageBuildingBlock
    xmi:id="_MbjDzdFSEd-BzquC8wXy7w_-1540531344"
    name="Pagination"
    definition="Page number of the message (within a statement) and continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Pgntn"
    complexType="_Q65gBdp-Ed-ak6NoX_4Aeg_-21330104" />
  <messageBuildingBlock
    xmi:id="_MbjDztFSEd-BzquC8wXy7w_-1485118796"
    name="StatementGeneralDetails"
    definition="Provides general information on the report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="StmtGnlDtls"
    complexType="_Qp52ptp-Ed-ak6NoX_4Aeg_400350199" />
  <messageBuildingBlock
    xmi:id="_Mbs0wNFSEd-BzquC8wXy7w_-1438019239"
    name="AccountOwner"
    definition="Party that legally owns the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AcctOwnr"
    complexType="_QQIEsNp-Ed-ak6NoX_4Aeg_-1062714307" />
  <messageBuildingBlock
    xmi:id="_Mbs0wdFSEd-BzquC8wXy7w_-535272557"
    name="AccountServicer"
    definition="Party that manages the account on behalf of the account owner, that is manages the registration and booking of entries on the account, calculates balances on the account and provides information about the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AcctSvcr"
    complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
  <messageBuildingBlock
    xmi:id="_Mbs0wtFSEd-BzquC8wXy7w_-1047369797"
    name="SafekeepingAccount"
    definition="Account to or from which a securities entry is made."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SfkpgAcct"
    complexType="_T_vKBdp-Ed-ak6NoX_4Aeg_1610207268" />
  <messageBuildingBlock
    xmi:id="_Mbs0w9FSEd-BzquC8wXy7w_-720445837"
    name="IntermediaryInformation"
    definition="Information about the party that provides services relating to financial products to investors, for example, advice on products and placement of orders for the investment fund."
    registrationStatus="Provisionally Registered"
    maxOccurs="10"
    minOccurs="0"
    xmlTag="IntrmyInf"
    complexType="_QP-6ydp-Ed-ak6NoX_4Aeg_-172074213" />
  <messageBuildingBlock
    xmi:id="_Mbs0xNFSEd-BzquC8wXy7w_-653027355"
    name="BalanceForAccount"
    definition="Net position of a segregated holding, in a single security, within the overall position held in a securities account."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="BalForAcct"
    complexType="_R85vk9p-Ed-ak6NoX_4Aeg_1140452433" />
  <messageBuildingBlock
    xmi:id="_Mbs0xdFSEd-BzquC8wXy7w_-563444726"
    name="SubAccountDetails"
    definition="Sub-account of the safekeeping or investment account."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SubAcctDtls"
    complexType="_T_cPGNp-Ed-ak6NoX_4Aeg_-1588365215" />
  <messageBuildingBlock
    xmi:id="_Mbs0xtFSEd-BzquC8wXy7w_-279923500"
    name="AccountBaseCurrencyTotalAmounts"
    definition="Total valuation amounts provided in the base currency of the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AcctBaseCcyTtlAmts"
    complexType="_Rctzotp-Ed-ak6NoX_4Aeg_-645016837" />
  <messageBuildingBlock
    xmi:id="_Mbs0x9FSEd-BzquC8wXy7w_323134377"
    name="AlternateReportingCurrencyTotalAmounts"
    definition="Total valuation amounts provided in another currency than the base currency of the account."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AltrnRptgCcyTtlAmts"
    complexType="_Rctzotp-Ed-ak6NoX_4Aeg_-645016837" />
  <messageBuildingBlock
    xmi:id="_Mb1-sNFSEd-BzquC8wXy7w_680618297"
    name="MessageOriginator"
    definition="Party that originated the message, if other than the sender."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="MsgOrgtr"
    complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
  <messageBuildingBlock
    xmi:id="_Mb1-sdFSEd-BzquC8wXy7w_1373090760"
    name="MessageRecipient"
    definition="Party that is the final destination of the message, if other than the receiver."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="MsgRcpt"
    complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
  <messageDefinitionIdentifier
    businessArea="semt"
    messageFunctionality="003"
    flavour="001"
    version="03" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.