semt.002.001.03
Scope An account servicer sends a SecuritiesBalanceCustodyReport to an account owner to provide, at a moment in time, the quantity and identification of the financial instruments that the account servicer holds for 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, or
- 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, or
- a transfer agent acting on behalf of a fund manager or an account owner’s designated agent. Usage The message can also include availability and the location of holdings to facilitate trading and minimise settlement issues. The message reports all information per financial instrument, that is, when a financial instrument is held at multiple places of safekeeping, the total holdings for all locations can be provided. The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner. The message may be provided on a trade date, contractual or settlement date basis. 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
%% SecuritiesBalanceCustodyReportV03 recursion level 0 with max 0
SecuritiesBalanceCustodyReportV03 *-- "1..1" DocumentIdentification11 : Identification
SecuritiesBalanceCustodyReportV03 *-- "1..1" Pagination : Pagination
SecuritiesBalanceCustodyReportV03 *-- "1..1" Statement21 : StatementGeneralDetails
SecuritiesBalanceCustodyReportV03 *-- "0..1" IPartyIdentification13Choice : AccountOwner
SecuritiesBalanceCustodyReportV03 *-- "0..1" IPartyIdentification10Choice : AccountServicer
SecuritiesBalanceCustodyReportV03 *-- "1..1" SecuritiesAccount11 : SafekeepingAccount
SecuritiesBalanceCustodyReportV03 *-- "0..10" Intermediary2 : IntermediaryInformation
SecuritiesBalanceCustodyReportV03 *-- "0..1" AggregateBalanceInformation9 : BalanceForAccount
SecuritiesBalanceCustodyReportV03 *-- "0..1" SubAccountIdentification11 : SubAccountDetails
SecuritiesBalanceCustodyReportV03 *-- "0..1" TotalValueInPageAndStatement1 : AccountBaseCurrencyTotalAmounts
SecuritiesBalanceCustodyReportV03 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesBalanceCustodyReportV03 *-- "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 SecuritiesBalanceCustodyReport 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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identifier of the document (message) assigned by the sender of the document. | IsoMax35Text - Required 1..1 |
| CreationDateTime | Date and time at which the document (message) was created by the sender. | IDateAndDateTimeChoice - Optional 0..1 |
| CopyDuplicate | Specifies if this document is a copy, a duplicate, or a duplicate of a copy. | CopyDuplicate1Code - Optional 0..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PageNumber | Page number. | IsoMax5NumericText - Required 1..1 |
| LastPageIndicator | Indicates the last page. | IsoYesNoIndicator - Required 1..1 |
StatementGeneralDetails building block
Provides general information on the report. Characteristics of the statement. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% Statement21 recursion level 0 with max 1
class Statement21{
QueryReference IsoMax35Text
StatementIdentification IsoMax35Text
ActivityIndicator IsoYesNoIndicator
SubAccountIndicator IsoYesNoIndicator
}
Statement21 *-- "0..1" INumber3Choice : ReportNumber
Statement21 *-- "1..1" IDateAndDateTimeChoice : StatementDateTime
Statement21 *-- "1..1" IFrequency4Choice : Frequency
Statement21 *-- "1..1" IUpdateType2Choice : UpdateType
Statement21 *-- "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
Statement21 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ReportNumber | Sequential number of the report. | INumber3Choice - Optional 0..1 |
| QueryReference | Identification of the SecuritiesStatementQuery message sent to request this statement. | IsoMax35Text - Optional 0..1 |
| StatementIdentification | Reference common to all pages of a statement. | IsoMax35Text - Optional 0..1 |
| StatementDateTime | Date and time of the statement. | IDateAndDateTimeChoice - Required 1..1 |
| Frequency | Frequency of the statement. | IFrequency4Choice - Required 1..1 |
| UpdateType | Indicates whether the statement is complete or contains changes only. | IUpdateType2Choice - Required 1..1 |
| StatementBasis | Type of balance on which the statement is prepared. | IStatementBasis3Choice - Required 1..1 |
| ActivityIndicator | Indicates whether there is activity or information update reported in the statement. | IsoYesNoIndicator - Required 1..1 |
| SubAccountIndicator | Indicates whether the statement reports holdings at subsafekeeping account level. | IsoYesNoIndicator - Required 1..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|
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
| Member name | Description | Data Type / Multiplicity |
|---|
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identification for the account between the account owner and the account servicer. | IsoMax35Text - Required 1..1 |
| Type | Specifies the type of securities account. | IPurposeCode1Choice - Optional 0..1 |
| Name | Name of the account. It provides an additional means of identification, and is designated by the account servicer in agreement with the account owner. | IsoMax70Text - Optional 0..1 |
| Designation | Supplementary registration information applying to a specific block of units for dealing and reporting purposes. The supplementary registration information may be used when all the units are registered, for example, to a funds supermarket, but holdings for each investor have to reconciled individually. | IsoMax35Text - Optional 0..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identifier of the intermediary. | IPartyIdentification10Choice - Required 1..1 |
| Role | Function performed by the intermediary (investment funds). | IRole2Choice - Optional 0..1 |
| Account | Business relationship between two entities; one entity is the account owner, the other entity is the account servicer. | Account9 - Optional 0..1 |
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
%% AggregateBalanceInformation9 recursion level 0 with max 1
class AggregateBalanceInformation9{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation9 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
AggregateBalanceInformation9 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
AggregateBalanceInformation9 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation9 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation9 *-- "1..1" Balance1 : AggregateBalance
AggregateBalanceInformation9 *-- "0..1" IBalanceQuantity5Choice : AvailableBalance
AggregateBalanceInformation9 *-- "0..1" IBalanceQuantity5Choice : NotAvailableBalance
AggregateBalanceInformation9 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalanceInformation9 *-- "0..0" PriceInformation5 : PriceDetails
AggregateBalanceInformation9 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalanceInformation9 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalanceInformation9 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalanceInformation9 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
AggregateBalanceInformation9 *-- "0..0" SubBalanceInformation5 : BalanceBreakdown
AggregateBalanceInformation9 *-- "0..0" AdditionalBalanceInformation5 : AdditionalBalanceBreakdown
AggregateBalanceInformation9 *-- "0..0" AggregateBalancePerSafekeepingPlace8 : BalanceAtSafekeepingPlace
AggregateBalanceInformation9 *-- "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
}
%% BasicCollateralValuation1Details recursion level 1 with max 1
class BasicCollateralValuation1Details{
ValuationHaircut IsoPercentageRate
}
BasicCollateralValuation1Details *-- "0..1" PartyIdentification15 : HaircutSource
%% Balance1 recursion level 1 with max 1
class Balance1{
ShortLongIndicator ShortLong1Code
}
Balance1 *-- "1..1" IBalanceQuantity4Choice : Quantity
%% IBalanceQuantity5Choice recursion level 1 with max 1
%% IBalanceQuantity5Choice recursion level 1 with max 1
%% 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
%% BalanceAmounts3 recursion level 1 with max 1
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : HoldingValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : PreviousHoldingValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : BookValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : EligibleCollateralValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : AccruedInterestAmount
%% BalanceAmounts3 recursion level 1 with max 1
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : HoldingValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : PreviousHoldingValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : BookValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : EligibleCollateralValue
BalanceAmounts3 *-- "0..1" AmountAndDirection6 : AccruedInterestAmount
%% QuantityBreakdown3 recursion level 1 with max 1
QuantityBreakdown3 *-- "0..1" INumber2Choice : LotNumber
QuantityBreakdown3 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown3 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown3 *-- "0..1" Price2 : LotPrice
QuantityBreakdown3 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
%% SubBalanceInformation5 recursion level 1 with max 1
class SubBalanceInformation5{
SubBalanceAdditionalDetails IsoMax140Text
}
SubBalanceInformation5 *-- "1..1" ISubBalanceType5Choice : SubBalanceType
SubBalanceInformation5 *-- "1..1" ISubBalanceQuantity3Choice : Quantity
SubBalanceInformation5 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
SubBalanceInformation5 *-- "0..0" AdditionalBalanceInformation5 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation5 recursion level 1 with max 1
class AdditionalBalanceInformation5{
SubBalanceAdditionalDetails IsoMax140Text
}
AdditionalBalanceInformation5 *-- "1..1" ISubBalanceType6Choice : SubBalanceType
AdditionalBalanceInformation5 *-- "1..1" ISubBalanceQuantity3Choice : Quantity
AdditionalBalanceInformation5 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
%% AggregateBalancePerSafekeepingPlace8 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace8{
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalancePerSafekeepingPlace8 *-- "1..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalancePerSafekeepingPlace8 *-- "0..1" MarketIdentification5 : PlaceOfListing
AggregateBalancePerSafekeepingPlace8 *-- "1..1" Balance1 : AggregateBalance
AggregateBalancePerSafekeepingPlace8 *-- "0..1" IBalanceQuantity5Choice : AvailableBalance
AggregateBalancePerSafekeepingPlace8 *-- "0..1" IBalanceQuantity5Choice : NotAvailableBalance
AggregateBalancePerSafekeepingPlace8 *-- "0..0" PriceInformation5 : PriceDetails
AggregateBalancePerSafekeepingPlace8 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace8 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace8 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace8 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace8 *-- "0..0" SubBalanceInformation5 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace8 *-- "0..0" AdditionalBalanceInformation5 : AdditionalBalanceBreakdown
%% Extension2 recursion level 1 with max 1
class Extension2{
PlaceAndName IsoMax350Text
}
Extension2 *-- "1..1" ExtensionEnvelope1 : ExtensionEnvelope
AggregateBalanceInformation9 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| FinancialInstrumentIdentification | Financial instruments representing a sum of rights of the investor vis-a-vis the issuer. | SecurityIdentification11 - Required 1..1 |
| FinancialInstrumentAttributes | Elements characterising a financial instrument other than a investment funds. | FinancialInstrumentAttributes8 - Optional 0..1 |
| InvestmentFundsFinancialInstrumentAttributes | Elements characterising an investment funds financial instrument. | FinancialInstrument21 - Optional 0..1 |
| ValuationHaircutDetails | Elements used to calculate the valuation haircut. | BasicCollateralValuation1Details - Optional 0..1 |
| AggregateBalance | Total quantity of financial instruments of the balance. | Balance1 - Required 1..1 |
| AvailableBalance | Total quantity of financial instruments of the balance that is available. | IBalanceQuantity5Choice - Optional 0..1 |
| NotAvailableBalance | Total quantity of financial instruments of the balance that is not available. | IBalanceQuantity5Choice - Optional 0..1 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | ISafekeepingPlaceFormat3Choice - Optional 0..1 |
| CorporateActionOptionType | Specifies the corporate action options available to the account owner. | CorporateActionOption5Code - Optional 0..1 |
| PriceDetails | Price of the financial instrument in one or more currencies. | PriceInformation5 - Unknown 0..0 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms1 - Unknown 0..0 |
| DaysAccrued | Specifies the number of days used for calculating the accrued interest amount. | IsoNumber - Optional 0..1 |
| AccountBaseCurrencyAmounts | Valuation amounts provided in the base currency of the account. | BalanceAmounts3 - Optional 0..1 |
| InstrumentCurrencyAmounts | Valuation amounts provided in the currency of the financial instrument. | BalanceAmounts3 - Optional 0..1 |
| QuantityBreakdown | Breakdown of the aggregate quantity reported into significant lots, for example, tax lots. | QuantityBreakdown3 - Unknown 0..0 |
| BalanceBreakdown | Breakdown of the aggregate balance per meaningful sub-balances and availability. | SubBalanceInformation5 - Unknown 0..0 |
| AdditionalBalanceBreakdown | Provides additional instrument sub-balance information on all or parts of the reported financial instrument (unregistered, tax exempt, etc.). | AdditionalBalanceInformation5 - Unknown 0..0 |
| BalanceAtSafekeepingPlace | Breakdown of positions per place of safekeeping (and optionally per place of listing). | AggregateBalancePerSafekeepingPlace8 - Unknown 0..0 |
| HoldingAdditionalDetails | Provides additional information on the holding. | IsoMax350Text - Optional 0..1 |
| Extension | Additional information that cannot be captured in the structured elements and/or any other specific block. | Extension2 - Unknown 0..0 |
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
%% SubAccountIdentification11 recursion level 0 with max 1
class SubAccountIdentification11{
ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification11 *-- "0..1" IPartyIdentification13Choice : AccountOwner
SubAccountIdentification11 *-- "1..1" SecuritiesAccount14 : SafekeepingAccount
SubAccountIdentification11 *-- "0..0" AggregateBalanceInformation9 : 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
%% AggregateBalanceInformation9 recursion level 1 with max 1
class AggregateBalanceInformation9{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation9 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
AggregateBalanceInformation9 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
AggregateBalanceInformation9 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation9 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation9 *-- "1..1" Balance1 : AggregateBalance
AggregateBalanceInformation9 *-- "0..1" IBalanceQuantity5Choice : AvailableBalance
AggregateBalanceInformation9 *-- "0..1" IBalanceQuantity5Choice : NotAvailableBalance
AggregateBalanceInformation9 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
AggregateBalanceInformation9 *-- "0..0" PriceInformation5 : PriceDetails
AggregateBalanceInformation9 *-- "0..0" ForeignExchangeTerms1 : ForeignExchangeDetails
AggregateBalanceInformation9 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalanceInformation9 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalanceInformation9 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
AggregateBalanceInformation9 *-- "0..0" SubBalanceInformation5 : BalanceBreakdown
AggregateBalanceInformation9 *-- "0..0" AdditionalBalanceInformation5 : AdditionalBalanceBreakdown
AggregateBalanceInformation9 *-- "0..0" AggregateBalancePerSafekeepingPlace8 : BalanceAtSafekeepingPlace
AggregateBalanceInformation9 *-- "0..0" Extension2 : Extension
SubAccountIdentification11 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwner | Party that legally owns the account. | IPartyIdentification13Choice - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount14 - Required 1..1 |
| ActivityIndicator | Indicates whether there is activity or information update reported in the statement. | IsoYesNoIndicator - Required 1..1 |
| BalanceForSubAccount | Net position of a segregated holding, in a single security, within the overall position held in a securities subaccount. | AggregateBalanceInformation9 - Unknown 0..0 |
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
%% TotalValueInPageAndStatement1 recursion level 0 with max 1
TotalValueInPageAndStatement1 *-- "0..1" AmountAndDirection6 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement1 *-- "1..1" AmountAndDirection6 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement1 *-- "0..1" AmountAndDirection6 : TotalBookValueOfStatement
TotalValueInPageAndStatement1 *-- "0..1" AmountAndDirection6 : TotalEligibleCollateralValue
%% 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
}
%% AmountAndDirection6 recursion level 1 with max 1
class AmountAndDirection6{
Amount IsoActiveOrHistoricCurrencyAndAmount
Sign IsoPlusOrMinusIndicator
}
TotalValueInPageAndStatement1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TotalHoldingsValueOfPage | Total value of positions reported in this message. | AmountAndDirection6 - Optional 0..1 |
| TotalHoldingsValueOfStatement | Total value of positions reported in this statement (a statement may comprise one or more messages). | AmountAndDirection6 - Required 1..1 |
| TotalBookValueOfStatement | Total book value of positions reported in this statement (a statement may comprise one or more messages). | AmountAndDirection6 - Optional 0..1 |
| TotalEligibleCollateralValue | Total value of the holdings eligible for collateral purposes reported in this statement (a statement may comprise one or more messages). | AmountAndDirection6 - Optional 0..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|
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
| Member name | Description | Data Type / Multiplicity |
|---|
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesBalanceCustodyReportV03 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceCustodyReportV03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceCustodyReportV03Document implements IOuterDocument. Because SecuritiesBalanceCustodyReportV03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceCustodyReportV03.
classDiagram
class IOuterRecord
SecuritiesBalanceCustodyReportV03 --|> IOuterRecord : Implements
SecuritiesBalanceCustodyReportV03Document --|> IOuterDocument~SecuritiesBalanceCustodyReportV03~ : Implements
class IOuterDocument~SecuritiesBalanceCustodyReportV03~ {
SecuritiesBalanceCustodyReportV03 Message
}
Document wrapper for serialization
The only real purpose SecuritiesBalanceCustodyReportV03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.002.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceCustodyReportV03.ToDocument() method. The returned SecuritiesBalanceCustodyReportV03Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesBalanceCustodyReportV03Document *-- SecuritiesBalanceCustodyReportV03 : 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.002.001.03">
<SctiesBalCtdyRpt>
<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>
<MsgOrgtr>
<!-- MessageOriginator inner content -->
</MsgOrgtr>
<MsgRcpt>
<!-- MessageRecipient inner content -->
</MsgRcpt>
</SctiesBalCtdyRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_Mazc69FSEd-BzquC8wXy7w_-1520493983"
nextVersions="_HGMCodtYEd-RF5yaMAVhAw"
previousVersion="_Magh_dFSEd-BzquC8wXy7w_1153922186"
name="SecuritiesBalanceCustodyReportV03"
definition="Scope
An account servicer sends a SecuritiesBalanceCustodyReport to an account owner to provide, at a moment in time, the quantity and identification of the financial instruments that the account servicer holds for 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, or
- 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, or
- a transfer agent acting on behalf of a fund manager or an account owner's designated agent.
Usage
The message can also include availability and the location of holdings to facilitate trading and minimise settlement issues. The message reports all information per financial instrument, that is, when a financial instrument is held at multiple places of safekeeping, the total holdings for all locations can be provided.
The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner. The message may be provided on a trade date, contractual or settlement date basis.
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”."
registrationStatus="Registered"
messageSet="_urpIICeJEeOCeO5e7islRQ"
xmlTag="SctiesBalCtdyRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<semanticMarkup
xmi:id="_dJXYtg5lEeO42pgjaJ50lw"
type="Synonym">
<elements
xmi:id="_dJXYtw5lEeO42pgjaJ50lw"
name="context"
value="ISO 15022" />
<elements
xmi:id="_dJXYuA5lEeO42pgjaJ50lw"
name="value"
value="MT 535, Seq A :23G:NEWM, :22F::STTY//CUST" />
</semanticMarkup>
<constraint
xmi:id="_MbGX0dFSEd-BzquC8wXy7w_-1520492139"
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="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Absence"><leftOperand>/SubAccountDetails[*]</leftOperand></BooleanRule><BooleanRule xsi:type="Absence"><leftOperand>/BalanceForAccount[*]</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/ActivityIndicator</leftOperand><rightOperand>false</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_MbGX1NFSEd-BzquC8wXy7w_1381025538"
name="SubAccountReportingRule"
definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is TRUE (YES), then SubAccountDetails must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/SubAccountDetails[*]</leftOperand></BooleanRule><BooleanRule xsi:type="Absence"><leftOperand>/BalanceForAccount[*]</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/SubAccountIndicator</leftOperand><rightOperand>true</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/ActivityIndicator</leftOperand><rightOperand>true</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_MbGX19FSEd-BzquC8wXy7w_1267186472"
name="BalanceForAccountReportingRule"
definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is FALSE (NO), then BalanceForAccount must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Absence"><leftOperand>/SubAccountDetails[*]</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/BalanceForAccount[*]</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/SubAccountIndicator</leftOperand><rightOperand>false</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/ActivityIndicator</leftOperand><rightOperand>true</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_MbGX2tFSEd-BzquC8wXy7w_1034846778"
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="_MbGX3dFSEd-BzquC8wXy7w_-1642443689"
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="_MbGX4NFSEd-BzquC8wXy7w_1402690481"
name="SecuritiesMarketPracticeGroupGuideline"
definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.
These market practices are available on www.smpg.info."
registrationStatus="Provisionally Registered" />
<messageBuildingBlock
xmi:id="_Mazc7NFSEd-BzquC8wXy7w_-1520493922"
name="Identification"
definition="Information that uniquely identifies the SecuritiesBalanceCustodyReport 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="_Mazc7dFSEd-BzquC8wXy7w_-1520493611"
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="_Mazc7tFSEd-BzquC8wXy7w_-1520493531"
name="StatementGeneralDetails"
definition="Provides general information on the report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="StmtGnlDtls"
complexType="_QpwstNp-Ed-ak6NoX_4Aeg_1655325945" />
<messageBuildingBlock
xmi:id="_Ma9N4NFSEd-BzquC8wXy7w_-1520493188"
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="_Ma9N4dFSEd-BzquC8wXy7w_-1520493086"
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="_Ma9N4tFSEd-BzquC8wXy7w_-1520492991"
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="_Ma9N49FSEd-BzquC8wXy7w_-1520492957"
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="_Ma9N5NFSEd-BzquC8wXy7w_-1520492697"
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="_R8KIudp-Ed-ak6NoX_4Aeg_-103812878" />
<messageBuildingBlock
xmi:id="_Ma9N5dFSEd-BzquC8wXy7w_-1520492661"
name="SubAccountDetails"
definition="Sub-account of the safekeeping or investment account."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SubAcctDtls"
complexType="_T_SeFNp-Ed-ak6NoX_4Aeg_-1778750165" />
<messageBuildingBlock
xmi:id="_Ma9N5tFSEd-BzquC8wXy7w_-1520492619"
name="AccountBaseCurrencyTotalAmounts"
definition="Total valuation amounts provided in the base currency of the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctBaseCcyTtlAmts"
complexType="_ReNoe9p-Ed-ak6NoX_4Aeg_939590328" />
<messageBuildingBlock
xmi:id="_Ma9N59FSEd-BzquC8wXy7w_-1520492258"
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="_MbGX0NFSEd-BzquC8wXy7w_-1520492293"
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="002"
flavour="001"
version="03" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.