semt.019.001.01
Scope An account servicer sends a SecuritiesSettlementTransactionAllegementReport to an account owner to provide, at a specified time, the status and details of pending settlement allegements, for all or selected securities in a specified safekeeping account. 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. Usage The message may also be used to:
- re-send a message previously sent (the sub-function of the message is Duplicate),
- provide a third party with a copy of a message for information (the sub-function of the message is Copy),
- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate). 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
%% SecuritiesSettlementTransactionAllegementReportV01 recursion level 0 with max 0
SecuritiesSettlementTransactionAllegementReportV01 *-- "1..1" DocumentIdentification11 : Identification
SecuritiesSettlementTransactionAllegementReportV01 *-- "1..1" Pagination : Pagination
SecuritiesSettlementTransactionAllegementReportV01 *-- "1..1" Statement17 : StatementGeneralDetails
SecuritiesSettlementTransactionAllegementReportV01 *-- "0..1" IPartyIdentification13Choice : AccountOwner
SecuritiesSettlementTransactionAllegementReportV01 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
SecuritiesSettlementTransactionAllegementReportV01 *-- "0..1" SecuritiesTradeDetails4 : AllegementDetails
SecuritiesSettlementTransactionAllegementReportV01 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesSettlementTransactionAllegementReportV01 *-- "0..1" IPartyIdentification10Choice : MessageRecipient
Now, we will zero-in one-by-one on each of these building blocks.
Identification building block
Information that unambiguously identifies a SecuritiesSettlementTransactionAllegementReport message as know by the account servicer. 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
General information related to report. Characteristics of the statement. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% Statement17 recursion level 0 with max 1
class Statement17{
QueryReference IsoMax35Text
StatementIdentification IsoMax35Text
ActivityIndicator IsoYesNoIndicator
}
Statement17 *-- "0..1" INumber3Choice : ReportNumber
Statement17 *-- "1..1" IDateAndDateTimeChoice : StatementDateTime
Statement17 *-- "0..1" IFrequency4Choice : Frequency
Statement17 *-- "0..1" IUpdateType2Choice : UpdateType
%% 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
Statement17 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 - Optional 0..1 |
| UpdateType | Indicates whether the statement is complete or contains changes only. | IUpdateType2Choice - Optional 0..1 |
| ActivityIndicator | Indicates whether there is activity or information update reported in the statement. | 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 |
|---|
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
%% SecuritiesAccount13 recursion level 0 with max 1
class SecuritiesAccount13{
Identification IsoMax35Text
Name IsoMax70Text
}
SecuritiesAccount13 *-- "0..1" GenericIdentification20 : Type
%% GenericIdentification20 recursion level 1 with max 1
class GenericIdentification20{
Identification IsoExact4AlphaNumericText
Issuer IsoMax35Text
SchemeName IsoMax35Text
}
SecuritiesAccount13 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unambiguous identification for the account between the account owner and the account servicer.”. | IsoMax35Text - Required 1..1 |
| Type | Specifies the type of securities account. | GenericIdentification20 - Optional 0..1 |
| Name | Description of the account. | IsoMax70Text - Optional 0..1 |
AllegementDetails building block
Details of the allegement. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails4 recursion level 0 with max 1
class SecuritiesTradeDetails4{
AccountOwnerTransactionIdentification IsoMax35Text
AccountServicerTransactionIdentification IsoMax35Text
MarketInfrastructureTransactionIdentification IsoMax35Text
TradeIdentification IsoMax35Text
CommonIdentification IsoMax35Text
PoolIdentification IsoMax35Text
CollateralTransactionIdentification IsoMax35Text
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
PlaceOfClearing IsoAnyBICIdentifier
NumberOfDaysAccrued IsoMax3Number
}
SecuritiesTradeDetails4 *-- "0..1" IAllegementStatus1Choice : Status
SecuritiesTradeDetails4 *-- "0..1" MarketIdentification4 : PlaceOfTrade
SecuritiesTradeDetails4 *-- "0..1" ITradeDate1Choice : TradeDate
SecuritiesTradeDetails4 *-- "1..1" ISettlementDate1Choice : SettlementDate
SecuritiesTradeDetails4 *-- "0..1" IDateAndDateTimeChoice : LateDeliveryDate
SecuritiesTradeDetails4 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails4 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
SecuritiesTradeDetails4 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
SecuritiesTradeDetails4 *-- "0..0" ITradeTransactionCondition1Choice : TradeTransactionCondition
SecuritiesTradeDetails4 *-- "0..1" IOpeningClosing1Choice : OpeningClosing
SecuritiesTradeDetails4 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
SecuritiesTradeDetails4 *-- "0..0" IReporting1Choice : Reporting
SecuritiesTradeDetails4 *-- "1..1" QuantityAndAccount8 : QuantityAndAccountDetails
SecuritiesTradeDetails4 *-- "0..1" SecuritiesFinancingTransactionDetails1 : SecuritiesFinancingDetails
SecuritiesTradeDetails4 *-- "1..1" SettlementDetails5 : SettlementParameters
SecuritiesTradeDetails4 *-- "0..1" SettlementParties5 : DeliveringSettlementParties
SecuritiesTradeDetails4 *-- "0..1" SettlementParties5 : ReceivingSettlementParties
SecuritiesTradeDetails4 *-- "0..1" CashParties3 : CashParties
SecuritiesTradeDetails4 *-- "0..1" AmountAndDirection2 : SettlementAmount
SecuritiesTradeDetails4 *-- "0..1" OtherAmounts3 : OtherAmounts
SecuritiesTradeDetails4 *-- "0..1" OtherParties3 : OtherBusinessParties
SecuritiesTradeDetails4 *-- "0..0" Extension2 : Extension
%% IAllegementStatus1Choice recursion level 1 with max 1
%% MarketIdentification4 recursion level 1 with max 1
MarketIdentification4 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification4 *-- "1..1" IMarketType3Choice : Type
%% ITradeDate1Choice recursion level 1 with max 1
%% ISettlementDate1Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% 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
%% ITradeTransactionCondition1Choice recursion level 1 with max 1
%% IOpeningClosing1Choice recursion level 1 with max 1
%% ITypeOfPrice3Choice recursion level 1 with max 1
%% IReporting1Choice recursion level 1 with max 1
%% QuantityAndAccount8 recursion level 1 with max 1
class QuantityAndAccount8{
DenominationChoice IsoMax210Text
}
QuantityAndAccount8 *-- "1..1" IFinancialInstrumentQuantity1Choice : SettlementQuantity
QuantityAndAccount8 *-- "0..0" SecuritiesCertificate1 : CertificateNumber
QuantityAndAccount8 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount8 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
QuantityAndAccount8 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
%% SecuritiesFinancingTransactionDetails1 recursion level 1 with max 1
class SecuritiesFinancingTransactionDetails1{
SecuritiesFinancingTradeIdentification IsoMax35Text
ClosingLegIdentification IsoMax35Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
TotalNumberOfCollateralInstructions IsoExact3NumericText
SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails1 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRevaluationIndicator1Choice : Revaluation
SecuritiesFinancingTransactionDetails1 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails1 *-- "0..1" IInterestComputationMethodFormat1Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails1 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : DealAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : ForfeitAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : PremiumAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : TerminationTransactionAmount
%% SettlementDetails5 recursion level 1 with max 1
class SettlementDetails5{
HoldIndicator IsoYesNoIndicator
PartialSettlementIndicator IsoYesNoIndicator
}
SettlementDetails5 *-- "0..1" IPriorityNumeric1Choice : Priority
SettlementDetails5 *-- "1..1" ISecuritiesTransactionType2Choice : SecuritiesTransactionType
SettlementDetails5 *-- "0..0" ISettlementTransactionCondition2Choice : SettlementTransactionCondition
SettlementDetails5 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails5 *-- "0..1" ICentralCounterPartyEligibility1Choice : CCPEligibility
SettlementDetails5 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails5 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails5 *-- "0..1" INettingEligibility1Choice : NettingEligibility
SettlementDetails5 *-- "0..1" IRegistration1Choice : Registration
SettlementDetails5 *-- "0..1" IRepurchaseType1Choice : RepurchaseType
SettlementDetails5 *-- "0..1" IRestriction1Choice : LegalRestrictions
SettlementDetails5 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails5 *-- "0..1" ISettlingCapacity1Choice : SettlingCapacity
SettlementDetails5 *-- "0..1" ISettlementSystemMethod1Choice : SettlementSystemMethod
SettlementDetails5 *-- "0..1" ITaxCapacityParty1Choice : TaxCapacity
SettlementDetails5 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
SettlementDetails5 *-- "0..1" ILetterOfGuarantee1Choice : LetterOfGuarantee
%% SettlementParties5 recursion level 1 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% SettlementParties5 recursion level 1 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% CashParties3 recursion level 1 with max 1
CashParties3 *-- "0..1" PartyIdentificationAndAccount20 : Debtor
CashParties3 *-- "0..1" PartyIdentificationAndAccount15 : DebtorAgent
CashParties3 *-- "0..1" PartyIdentificationAndAccount20 : Creditor
CashParties3 *-- "0..1" PartyIdentificationAndAccount15 : CreditorAgent
%% AmountAndDirection2 recursion level 1 with max 1
class AmountAndDirection2{
AccruedInterestIndicator IsoYesNoIndicator
StampDutyIndicator IsoYesNoIndicator
Amount IsoActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection2 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
AmountAndDirection2 *-- "0..1" IDateAndDateTimeChoice : ValueDate
%% OtherAmounts3 recursion level 1 with max 1
OtherAmounts3 *-- "0..1" AmountAndDirection9 : AccruedInterestAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ChargesFees
OtherAmounts3 *-- "0..1" AmountAndDirection9 : CountryNationalFederalTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TradeAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ExecutingBrokerAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : IssueDiscountAllowance
OtherAmounts3 *-- "0..1" AmountAndDirection9 : PaymentLevyTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : LocalTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : LocalBrokerCommission
OtherAmounts3 *-- "0..1" AmountAndDirection9 : Margin
OtherAmounts3 *-- "0..1" AmountAndDirection9 : Other
OtherAmounts3 *-- "0..1" AmountAndDirection9 : PostageAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : RegulatoryAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ShippingAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : SpecialConcession
OtherAmounts3 *-- "0..1" AmountAndDirection9 : StampDuty
OtherAmounts3 *-- "0..1" AmountAndDirection9 : StockExchangeTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TransferTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TransactionTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ValueAddedTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : WithholdingTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : NetGainLoss
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ConsumptionTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : AccruedCapitalisationAmount
%% OtherParties3 recursion level 1 with max 1
OtherParties3 *-- "0..1" IPartyIdentification14Choice : Investor
OtherParties3 *-- "0..1" IPartyIdentification10Choice : QualifiedForeignIntermediary
OtherParties3 *-- "0..1" IPartyIdentification10Choice : StockExchange
OtherParties3 *-- "0..1" IPartyIdentification10Choice : TradeRegulator
OtherParties3 *-- "0..1" IPartyIdentification10Choice : TripartyAgent
%% Extension2 recursion level 1 with max 1
class Extension2{
PlaceAndName IsoMax350Text
}
Extension2 *-- "1..1" ExtensionEnvelope1 : ExtensionEnvelope
SecuritiesTradeDetails4 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwnerTransactionIdentification | Identification of an account owner transaction that could potentially match with the allegement notified. | IsoMax35Text - Optional 0..1 |
| AccountServicerTransactionIdentification | Identification of the transaction as known by the account servicer. | IsoMax35Text - Optional 0..1 |
| MarketInfrastructureTransactionIdentification | Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. | IsoMax35Text - Optional 0..1 |
| TradeIdentification | Reference assigned to the trade by the investor or the trading party. This reference will be used throughout the trade life cycle to access/update the trade details. | IsoMax35Text - Unknown 0..0 |
| CommonIdentification | Unique reference agreed upon by the two trade counterparties to identify the trade. | IsoMax35Text - Optional 0..1 |
| PoolIdentification | Collective reference identifying a set of messages. | IsoMax35Text - Optional 0..1 |
| CollateralTransactionIdentification | Unambiguous identification of a collateral transaction as assigned by the instructing party. | IsoMax35Text - Unknown 0..0 |
| SecuritiesMovementType | Specifies if the movement on a securities account results from a deliver or a receive instruction. | ReceiveDelivery1Code - Required 1..1 |
| Payment | Specifies how the transaction is to be settled, for example, against payment. | DeliveryReceiptType2Code - Required 1..1 |
| Status | Status of the allegement. | IAllegementStatus1Choice - Optional 0..1 |
| PlaceOfTrade | Market in which a trade transaction has been executed. | MarketIdentification4 - Optional 0..1 |
| PlaceOfClearing | Infrastructure which may be a component of a clearing house and wich facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position. | IsoAnyBICIdentifier - Optional 0..1 |
| TradeDate | Specifies the date/time on which the trade was executed. | ITradeDate1Choice - Optional 0..1 |
| SettlementDate | Date and time at which the securities are to be delivered or received. | ISettlementDate1Choice - Required 1..1 |
| LateDeliveryDate | Date and time after the settlement date specified in the trade, used for pool trades resulting from the original To Be Assigned (TBA) securities. | IDateAndDateTimeChoice - Optional 0..1 |
| DealPrice | Specifies the price of the traded financial instrument. | This is the deal price of the individual trade transaction. |
| NumberOfDaysAccrued | Number of days on which the interest rate accrues (daily accrual note). | IsoMax3Number - Optional 0..1 |
| 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. | FinancialInstrumentAttributes8 - Optional 0..1 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition1Choice - Unknown 0..0 |
| OpeningClosing | Specifies additional information relative to the processing of the trade. | IOpeningClosing1Choice - Optional 0..1 |
| TypeOfPrice | Specifies the type of price and information about the price. | ITypeOfPrice3Choice - Optional 0..1 |
| Reporting | Specifies that a trade is to be reported to a third party. | IReporting1Choice - Unknown 0..0 |
| QuantityAndAccountDetails | Details about the financial instrument quantity and the account involved in the transaction. | QuantityAndAccount8 - Required 1..1 |
| SecuritiesFinancingDetails | Details of the closing of the securities financing transaction. | SecuritiesFinancingTransactionDetails1 - Optional 0..1 |
| SettlementParameters | Parameters applied to the settlement of a security transfer. | SettlementDetails5 - Required 1..1 |
| DeliveringSettlementParties | Identifies the chain of delivering settlement parties. | SettlementParties5 - Optional 0..1 |
| ReceivingSettlementParties | Identifies the chain of receiving settlement parties. | SettlementParties5 - Optional 0..1 |
| CashParties | Cash parties involved in the transaction if different for the securities settlement parties. | CashParties3 - Optional 0..1 |
| SettlementAmount | Total amount of money to be paid or received in exchange for the securities. | AmountAndDirection2 - Optional 0..1 |
| OtherAmounts | Other amounts than the settlement amount. | OtherAmounts3 - Optional 0..1 |
| OtherBusinessParties | Other business parties relevant to the transaction. | OtherParties3 - Optional 0..1 |
| Extension | Additional information that cannot be captured in the structured elements and/or any other specific block. | Extension2 - Unknown 0..0 |
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 SecuritiesSettlementTransactionAllegementReportV01 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionAllegementReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionAllegementReportV01Document implements IOuterDocument. Because SecuritiesSettlementTransactionAllegementReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionAllegementReportV01.
classDiagram
class IOuterRecord
SecuritiesSettlementTransactionAllegementReportV01 --|> IOuterRecord : Implements
SecuritiesSettlementTransactionAllegementReportV01Document --|> IOuterDocument~SecuritiesSettlementTransactionAllegementReportV01~ : Implements
class IOuterDocument~SecuritiesSettlementTransactionAllegementReportV01~ {
SecuritiesSettlementTransactionAllegementReportV01 Message
}
Document wrapper for serialization
The only real purpose SecuritiesSettlementTransactionAllegementReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.019.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionAllegementReportV01.ToDocument() method. The returned SecuritiesSettlementTransactionAllegementReportV01Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesSettlementTransactionAllegementReportV01Document *-- SecuritiesSettlementTransactionAllegementReportV01 : 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.019.001.01">
<SctiesSttlmTxAllgmtRpt>
<Id>
<!-- Identification inner content -->
</Id>
<Pgntn>
<!-- Pagination inner content -->
</Pgntn>
<StmtGnlDtls>
<!-- StatementGeneralDetails inner content -->
</StmtGnlDtls>
<AcctOwnr>
<!-- AccountOwner inner content -->
</AcctOwnr>
<SfkpgAcct>
<!-- SafekeepingAccount inner content -->
</SfkpgAcct>
<AllgmtDtls>
<!-- AllegementDetails inner content -->
</AllgmtDtls>
<MsgOrgtr>
<!-- MessageOriginator inner content -->
</MsgOrgtr>
<MsgRcpt>
<!-- MessageRecipient inner content -->
</MsgRcpt>
</SctiesSttlmTxAllgmtRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_MgeACdFSEd-BzquC8wXy7w_1519664434"
nextVersions="_yhjrgdtYEd-RF5yaMAVhAw"
name="SecuritiesSettlementTransactionAllegementReportV01"
definition="Scope
An account servicer sends a SecuritiesSettlementTransactionAllegementReport to an account owner to provide, at a specified time, the status and details of pending settlement allegements, for all or selected securities in a specified safekeeping account.
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.
Usage
The message may also be used to:
- re-send a message previously sent (the sub-function of the message is Duplicate),
- provide a third party with a copy of a message for information (the sub-function of the message is Copy),
- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate).
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="SctiesSttlmTxAllgmtRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<semanticMarkup
xmi:id="_fzYvMQ5lEeO42pgjaJ50lw"
type="Synonym">
<elements
xmi:id="_fzYvMg5lEeO42pgjaJ50lw"
name="context"
value="ISO 15022" />
<elements
xmi:id="_fzYvMw5lEeO42pgjaJ50lw"
name="value"
value="MT 586, Seq A :23G:NEWM" />
</semanticMarkup>
<constraint
xmi:id="_MgnJ9tFSEd-BzquC8wXy7w_-875373058"
name="AllegementDetailsActivityRule1"
definition="If StatementGeneralDetails/ActivityIndicator is FALSE (NO), then AllegementDetails is not allowed."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>OR</connector><BooleanRule xsi:type="Absence"><leftOperand>/AllegementDetails[*]</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="_Mgw68NFSEd-BzquC8wXy7w_1974698580"
name="AllegementDetailsActivityRule2"
definition="If StatementGeneralDetails/ActivityIndicator is TRUE (YES), then at least one occurrence of AllegementDetails must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>OR</connector><BooleanRule xsi:type="Presence"><leftOperand>/AllegementDetails[1]</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/ActivityIndicator</leftOperand><rightOperand>true</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_Mgw689FSEd-BzquC8wXy7w_1914762570"
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="_Mgw69tFSEd-BzquC8wXy7w_589068554"
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" />
<messageBuildingBlock
xmi:id="_MgeACtFSEd-BzquC8wXy7w_1514910980"
name="Identification"
definition="Information that unambiguously identifies a SecuritiesSettlementTransactionAllegementReport message as know by the account servicer."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="Id"
complexType="_RBcz8tp-Ed-ak6NoX_4Aeg_-746423515" />
<messageBuildingBlock
xmi:id="_MgeAC9FSEd-BzquC8wXy7w_1526916661"
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="_MgnJ8NFSEd-BzquC8wXy7w_1537074322"
name="StatementGeneralDetails"
definition="General information related to report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="StmtGnlDtls"
complexType="_QqgTltp-Ed-ak6NoX_4Aeg_-1944789078" />
<messageBuildingBlock
xmi:id="_MgnJ8dFSEd-BzquC8wXy7w_-1435415500"
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="_MgnJ8tFSEd-BzquC8wXy7w_-1705469091"
name="SafekeepingAccount"
definition="Account to or from which a securities entry is made."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SfkpgAcct"
complexType="_T_vKAdp-Ed-ak6NoX_4Aeg_-178975462" />
<messageBuildingBlock
xmi:id="_MgnJ89FSEd-BzquC8wXy7w_1913536278"
name="AllegementDetails"
definition="Details of the allegement."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="AllgmtDtls"
complexType="_S9lJddp-Ed-ak6NoX_4Aeg_1590303429" />
<messageBuildingBlock
xmi:id="_MgnJ9NFSEd-BzquC8wXy7w_-1643795892"
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="_MgnJ9dFSEd-BzquC8wXy7w_-1268845255"
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="019"
flavour="001"
version="01" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.