semt.002.002.11
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.
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
%% SecuritiesBalanceCustodyReport002V11 recursion level 0 with max 0
SecuritiesBalanceCustodyReport002V11 *-- "1..1" Pagination1 : Pagination
SecuritiesBalanceCustodyReport002V11 *-- "1..1" Statement77 : StatementGeneralDetails
SecuritiesBalanceCustodyReport002V11 *-- "0..1" PartyIdentification156 : AccountOwner
SecuritiesBalanceCustodyReport002V11 *-- "0..1" PartyIdentification157 : AccountServicer
SecuritiesBalanceCustodyReport002V11 *-- "0..1" SecuritiesAccount42 : SafekeepingAccount
SecuritiesBalanceCustodyReport002V11 *-- "0..1" BlockChainAddressWallet10 : BlockChainAddressOrWallet
SecuritiesBalanceCustodyReport002V11 *-- "0..10" Intermediary45 : IntermediaryInformation
SecuritiesBalanceCustodyReport002V11 *-- "0..1" AggregateBalanceInformation44 : BalanceForAccount
SecuritiesBalanceCustodyReport002V11 *-- "0..1" SubAccountIdentification69 : SubAccountDetails
SecuritiesBalanceCustodyReport002V11 *-- "0..1" TotalValueInPageAndStatement3 : AccountBaseCurrencyTotalAmounts
Now, we will zero-in one-by-one on each of these building blocks.
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
%% Pagination1 recursion level 0 with max 1
class Pagination1{
PageNumber IsoMax5NumericText
LastPageIndicator IsoYesNoIndicator
}
Pagination1 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
%% Statement77 recursion level 0 with max 1
class Statement77{
QueryReference IsoRestrictedFINXMax16Text
StatementIdentification IsoRestrictedFINXMax16Text
ActivityIndicator IsoYesNoIndicator
SubAccountIndicator IsoYesNoIndicator
SecurityInterestOrSetOff IsoYesNoIndicator
}
Statement77 *-- "0..1" INumber3Choice : ReportNumber
Statement77 *-- "1..1" IDateAndDateTime2Choice : StatementDateTime
Statement77 *-- "1..1" IFrequency34Choice : Frequency
Statement77 *-- "1..1" IUpdateType16Choice : UpdateType
Statement77 *-- "1..1" IStatementBasis9Choice : StatementBasis
%% INumber3Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IFrequency34Choice recursion level 1 with max 1
%% IUpdateType16Choice recursion level 1 with max 1
%% IStatementBasis9Choice recursion level 1 with max 1
Statement77 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. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| StatementIdentification | Reference common to all pages of a statement. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| StatementDateTime | Date and time of the statement. | IDateAndDateTime2Choice - Required 1..1 |
| Frequency | Frequency of the statement. | IFrequency34Choice - Required 1..1 |
| UpdateType | Indicates whether the statement is complete or contains changes only. | IUpdateType16Choice - Required 1..1 |
| StatementBasis | Type of balance on which the statement is prepared. | IStatementBasis9Choice - 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 |
| SecurityInterestOrSetOff | Indicates whether the holdings on the account are subject to security interest, lien or right of set-off. | IsoYesNoIndicator - Optional 0..1 |
AccountOwner building block
Party that legally owns the account. Identification of a party. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% PartyIdentification156 recursion level 0 with max 1
class PartyIdentification156{
LEI IsoLEIIdentifier
}
PartyIdentification156 *-- "1..1" IPartyIdentification136Choice : Identification
%% IPartyIdentification136Choice recursion level 1 with max 1
PartyIdentification156 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identification of the party. | IPartyIdentification136Choice - Required 1..1 |
| LEI | Legal entity identification as an alternate identification for a party. | IsoLEIIdentifier - Optional 0..1 |
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. Identification of a party. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% PartyIdentification157 recursion level 0 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% IPartyIdentification137Choice recursion level 1 with max 1
PartyIdentification157 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identification of the party. | IPartyIdentification137Choice - Required 1..1 |
| LEI | Legal entity identification as an alternate identification for a party. | IsoLEIIdentifier - Optional 0..1 |
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
%% SecuritiesAccount42 recursion level 0 with max 1
class SecuritiesAccount42{
Identification IsoRestrictedFINXMax35Text
Name IsoMax70Text
Designation IsoRestrictedFINXMax35Text
}
SecuritiesAccount42 *-- "0..1" IPurposeCode8Choice : Type
%% IPurposeCode8Choice recursion level 1 with max 1
SecuritiesAccount42 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identification for the account between the account owner and the account servicer. | IsoRestrictedFINXMax35Text - Required 1..1 |
| Type | Specifies the type of securities account. | IPurposeCode8Choice - 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 be reconciled individually. | IsoRestrictedFINXMax35Text - Optional 0..1 |
BlockChainAddressOrWallet building block
Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets. Digital account where digital assets or digital tokens can be stored and where an entry is made. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% BlockChainAddressWallet10 recursion level 0 with max 1
class BlockChainAddressWallet10{
Identification IsoRestrictedFINXMax140Text
Name IsoRestrictedFINXMax70Text
Designation IsoRestrictedFINXMax35Text
}
BlockChainAddressWallet10 *-- "0..1" IPurposeCode8Choice : Type
%% IPurposeCode8Choice recursion level 1 with max 1
BlockChainAddressWallet10 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identification for the account between the account owner and the account servicer. | IsoRestrictedFINXMax140Text - Required 1..1 |
| Type | Specifies the type of securities account. | IPurposeCode8Choice - 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. | IsoRestrictedFINXMax70Text - 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 be reconciled individually. | IsoRestrictedFINXMax35Text - 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
%% Intermediary45 recursion level 0 with max 1
Intermediary45 *-- "1..1" PartyIdentification157 : Identification
Intermediary45 *-- "0..1" IRole7Choice : Role
Intermediary45 *-- "0..1" Account30 : Account
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% IRole7Choice recursion level 1 with max 1
%% Account30 recursion level 1 with max 1
Account30 *-- "1..1" AccountIdentification4 : Identification
Account30 *-- "0..1" IPartyIdentification137Choice : AccountServicer
Intermediary45 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identifier of the intermediary. | PartyIdentification157 - Required 1..1 |
| Role | Function performed by the intermediary (investment funds). | IRole7Choice - Optional 0..1 |
| Account | Business relationship between two entities; one entity is the account owner, the other entity is the account servicer. | Account30 - 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
%% AggregateBalanceInformation44 recursion level 0 with max 1
class AggregateBalanceInformation44{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation44 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation44 *-- "0..1" FinancialInstrumentAttributes122 : FinancialInstrumentAttributes
AggregateBalanceInformation44 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation44 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation44 *-- "1..1" Balance22 : AggregateBalance
AggregateBalanceInformation44 *-- "0..1" Balance25 : AvailableBalance
AggregateBalanceInformation44 *-- "0..1" IBalanceQuantity17Choice : NotAvailableBalance
AggregateBalanceInformation44 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation44 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation44 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation44 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalanceInformation44 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalanceInformation44 *-- "0..0" QuantityBreakdown71 : QuantityBreakdown
AggregateBalanceInformation44 *-- "0..0" SubBalanceInformation24 : BalanceBreakdown
AggregateBalanceInformation44 *-- "0..0" AdditionalBalanceInformation24 : AdditionalBalanceBreakdown
AggregateBalanceInformation44 *-- "0..0" AggregateBalancePerSafekeepingPlace41 : BalanceAtSafekeepingPlace
AggregateBalanceInformation44 *-- "0..0" SupplementaryData1 : SupplementaryData
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% FinancialInstrumentAttributes122 recursion level 1 with max 1
class FinancialInstrumentAttributes122{
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
YieldToMaturityRate IsoPercentageRate
NextInterestRate IsoPercentageRate
IndexRateBasis IsoPercentageRate
VariableRateIndicator IsoYesNoIndicator
CallableIndicator IsoYesNoIndicator
PutableIndicator IsoYesNoIndicator
FinancialInstrumentAttributeAdditionalDetails IsoRestrictedFINXMax350Text
}
FinancialInstrumentAttributes122 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
FinancialInstrumentAttributes122 *-- "0..1" IInterestComputationMethodFormat5Choice : DayCountBasis
FinancialInstrumentAttributes122 *-- "0..1" IFormOfSecurity7Choice : RegistrationForm
FinancialInstrumentAttributes122 *-- "0..1" IFrequency27Choice : PaymentFrequency
FinancialInstrumentAttributes122 *-- "0..1" ISecuritiesPaymentStatus6Choice : PaymentStatus
FinancialInstrumentAttributes122 *-- "0..1" IFrequency27Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes122 *-- "0..1" IClassificationType33Choice : ClassificationType
FinancialInstrumentAttributes122 *-- "0..1" IOptionStyle9Choice : OptionStyle
FinancialInstrumentAttributes122 *-- "0..1" IOptionType7Choice : OptionType
FinancialInstrumentAttributes122 *-- "0..1" INumber23Choice : CouponAttachedNumber
FinancialInstrumentAttributes122 *-- "0..1" GenericIdentification39 : PoolNumber
FinancialInstrumentAttributes122 *-- "0..1" IPriceType5Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : ExercisePrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : SubscriptionPrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : ConversionPrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : StrikePrice
FinancialInstrumentAttributes122 *-- "0..1" IFinancialInstrumentQuantity36Choice : MinimumNominalQuantity
FinancialInstrumentAttributes122 *-- "0..1" IFinancialInstrumentQuantity36Choice : ContractSize
FinancialInstrumentAttributes122 *-- "0..0" SecurityIdentification20 : UnderlyingFinancialInstrumentIdentification
%% FinancialInstrument22 recursion level 1 with max 1
class FinancialInstrument22{
ClassType IsoMax35Text
SecuritiesForm FormOfSecurity1Code
DistributionPolicy DistributionPolicy1Code
ProductGroup IsoRestrictedFINXMax140Text
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
%% Balance22 recursion level 1 with max 1
class Balance22{
ShortLongIndicator ShortLong1Code
}
Balance22 *-- "1..1" IBalanceQuantity15Choice : Quantity
%% Balance25 recursion level 1 with max 1
class Balance25{
ShortLongIndicator ShortLong1Code
}
Balance25 *-- "1..1" IBalanceQuantity17Choice : Quantity
%% IBalanceQuantity17Choice recursion level 1 with max 1
%% SafeKeepingPlace4 recursion level 1 with max 1
class SafeKeepingPlace4{
LEI IsoLEIIdentifier
}
SafeKeepingPlace4 *-- "0..1" ISafekeepingPlaceFormat39Choice : SafekeepingPlaceFormat
%% PriceInformation22 recursion level 1 with max 1
PriceInformation22 *-- "1..1" ITypeOfPrice33Choice : Type
PriceInformation22 *-- "1..1" IPriceRateOrAmountOrUnknown3Choice : Value
PriceInformation22 *-- "1..1" IYieldedOrValueType1Choice : ValueType
PriceInformation22 *-- "0..1" MarketIdentification91 : SourceOfPrice
PriceInformation22 *-- "0..1" IDateAndDateTime2Choice : QuotationDate
%% ForeignExchangeTerms35 recursion level 1 with max 1
class ForeignExchangeTerms35{
UnitCurrency ActiveOrHistoricCurrencyCode
QuotedCurrency ActiveOrHistoricCurrencyCode
ExchangeRate IsoBaseOneRate
QuotationDate IsoISODateTime
}
ForeignExchangeTerms35 *-- "0..1" IPartyIdentification137Choice : QuotingInstitution
%% BalanceAmounts4 recursion level 1 with max 1
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : HoldingValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : PreviousHoldingValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : BookValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : EligibleCollateralValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : AccruedInterestAmount
%% BalanceAmounts4 recursion level 1 with max 1
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : HoldingValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : PreviousHoldingValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : BookValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : EligibleCollateralValue
BalanceAmounts4 *-- "0..1" AmountAndDirection14 : AccruedInterestAmount
%% QuantityBreakdown71 recursion level 1 with max 1
QuantityBreakdown71 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown71 *-- "0..1" Balance23 : LotQuantity
QuantityBreakdown71 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown71 *-- "0..1" Price3 : LotPrice
QuantityBreakdown71 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
%% SubBalanceInformation24 recursion level 1 with max 1
class SubBalanceInformation24{
SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
SubBalanceInformation24 *-- "1..1" ISubBalanceType13Choice : SubBalanceType
SubBalanceInformation24 *-- "1..1" Balance27 : Quantity
SubBalanceInformation24 *-- "0..0" QuantityBreakdown71 : QuantityBreakdown
SubBalanceInformation24 *-- "0..0" AdditionalBalanceInformation24 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation24 recursion level 1 with max 1
class AdditionalBalanceInformation24{
SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
AdditionalBalanceInformation24 *-- "1..1" ISubBalanceType14Choice : SubBalanceType
AdditionalBalanceInformation24 *-- "1..1" Balance27 : Quantity
AdditionalBalanceInformation24 *-- "0..0" QuantityBreakdown71 : QuantityBreakdown
%% AggregateBalancePerSafekeepingPlace41 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace41{
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalancePerSafekeepingPlace41 *-- "1..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalancePerSafekeepingPlace41 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
AggregateBalancePerSafekeepingPlace41 *-- "0..1" Pledgee4 : Pledgee
AggregateBalancePerSafekeepingPlace41 *-- "1..1" Balance22 : AggregateBalance
AggregateBalancePerSafekeepingPlace41 *-- "0..1" Balance25 : AvailableBalance
AggregateBalancePerSafekeepingPlace41 *-- "0..1" IBalanceQuantity17Choice : NotAvailableBalance
AggregateBalancePerSafekeepingPlace41 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalancePerSafekeepingPlace41 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace41 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace41 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace41 *-- "0..0" QuantityBreakdown71 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace41 *-- "0..1" IExposureType24Choice : ExposureType
AggregateBalancePerSafekeepingPlace41 *-- "0..0" SubBalanceInformation24 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace41 *-- "0..0" AdditionalBalanceInformation24 : AdditionalBalanceBreakdown
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
AggregateBalanceInformation44 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| FinancialInstrumentIdentification | Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. | SecurityIdentification20 - Required 1..1 |
| FinancialInstrumentAttributes | Elements characterising a financial instrument other than a investment funds. | FinancialInstrumentAttributes122 - Optional 0..1 |
| InvestmentFundsFinancialInstrumentAttributes | Elements characterising an investment funds financial instrument. | FinancialInstrument22 - Optional 0..1 |
| ValuationHaircutDetails | Elements used to calculate the valuation haircut. | BasicCollateralValuation1Details - Optional 0..1 |
| AggregateBalance | Total quantity of financial instruments of the balance. | Balance22 - Required 1..1 |
| AvailableBalance | Total quantity of financial instruments of the balance that is available. | Balance25 - Optional 0..1 |
| NotAvailableBalance | Total quantity of financial instruments of the balance that is not available. | IBalanceQuantity17Choice - 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). | SafeKeepingPlace4 - 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. | PriceInformation22 - Unknown 0..0 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms35 - 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. | BalanceAmounts4 - Optional 0..1 |
| InstrumentCurrencyAmounts | Valuation amounts provided in the currency of the financial instrument. | BalanceAmounts4 - Optional 0..1 |
| QuantityBreakdown | Breakdown of the aggregate quantity reported into significant lots, for example, tax lots. | QuantityBreakdown71 - Unknown 0..0 |
| BalanceBreakdown | Breakdown of the aggregate balance per meaningful sub-balances and availability. | SubBalanceInformation24 - Unknown 0..0 |
| AdditionalBalanceBreakdown | Provides additional instrument sub-balance information on all or parts of the reported financial instrument (unregistered, tax exempt, etc.). | AdditionalBalanceInformation24 - Unknown 0..0 |
| BalanceAtSafekeepingPlace | Breakdown of positions per place of safekeeping (and optionally per place of listing). | AggregateBalancePerSafekeepingPlace41 - Unknown 0..0 |
| HoldingAdditionalDetails | Provides additional information on the holding. | IsoRestrictedFINXMax350Text - Optional 0..1 |
| SupplementaryData | Additional information that cannot be captured in the structured elements and/or any other specific block. | SupplementaryData1 - 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
%% SubAccountIdentification69 recursion level 0 with max 1
class SubAccountIdentification69{
ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification69 *-- "0..1" PartyIdentification156 : AccountOwner
SubAccountIdentification69 *-- "0..1" SecuritiesAccount34 : SafekeepingAccount
SubAccountIdentification69 *-- "0..1" BlockChainAddressWallet6 : BlockChainAddressOrWallet
SubAccountIdentification69 *-- "0..0" AggregateBalanceInformation44 : BalanceForSubAccount
%% PartyIdentification156 recursion level 1 with max 1
class PartyIdentification156{
LEI IsoLEIIdentifier
}
PartyIdentification156 *-- "1..1" IPartyIdentification136Choice : Identification
%% SecuritiesAccount34 recursion level 1 with max 1
class SecuritiesAccount34{
Identification IsoRestrictedFINXMax35Text
Name IsoMax70Text
}
SecuritiesAccount34 *-- "0..1" IPurposeCode8Choice : Type
%% BlockChainAddressWallet6 recursion level 1 with max 1
class BlockChainAddressWallet6{
Identification IsoRestrictedFINXMax140Text
Name IsoRestrictedFINXMax70Text
}
BlockChainAddressWallet6 *-- "0..1" IPurposeCode7Choice : Type
%% AggregateBalanceInformation44 recursion level 1 with max 1
class AggregateBalanceInformation44{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation44 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation44 *-- "0..1" FinancialInstrumentAttributes122 : FinancialInstrumentAttributes
AggregateBalanceInformation44 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation44 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation44 *-- "1..1" Balance22 : AggregateBalance
AggregateBalanceInformation44 *-- "0..1" Balance25 : AvailableBalance
AggregateBalanceInformation44 *-- "0..1" IBalanceQuantity17Choice : NotAvailableBalance
AggregateBalanceInformation44 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation44 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation44 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation44 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalanceInformation44 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalanceInformation44 *-- "0..0" QuantityBreakdown71 : QuantityBreakdown
AggregateBalanceInformation44 *-- "0..0" SubBalanceInformation24 : BalanceBreakdown
AggregateBalanceInformation44 *-- "0..0" AdditionalBalanceInformation24 : AdditionalBalanceBreakdown
AggregateBalanceInformation44 *-- "0..0" AggregateBalancePerSafekeepingPlace41 : BalanceAtSafekeepingPlace
AggregateBalanceInformation44 *-- "0..0" SupplementaryData1 : SupplementaryData
SubAccountIdentification69 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwner | Party that legally owns the account. | PartyIdentification156 - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount34 - Optional 0..1 |
| BlockChainAddressOrWallet | Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets. | BlockChainAddressWallet6 - Optional 0..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. | AggregateBalanceInformation44 - 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
%% TotalValueInPageAndStatement3 recursion level 0 with max 1
TotalValueInPageAndStatement3 *-- "0..1" AmountAndDirection14 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement3 *-- "1..1" AmountAndDirection14 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement3 *-- "0..1" AmountAndDirection14 : TotalBookValueOfStatement
TotalValueInPageAndStatement3 *-- "0..1" AmountAndDirection14 : TotalEligibleCollateralValue
%% AmountAndDirection14 recursion level 1 with max 1
class AmountAndDirection14{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection14 recursion level 1 with max 1
class AmountAndDirection14{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection14 recursion level 1 with max 1
class AmountAndDirection14{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
Sign IsoPlusOrMinusIndicator
}
%% AmountAndDirection14 recursion level 1 with max 1
class AmountAndDirection14{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
Sign IsoPlusOrMinusIndicator
}
TotalValueInPageAndStatement3 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TotalHoldingsValueOfPage | Total value of positions reported in this message. | AmountAndDirection14 - Optional 0..1 |
| TotalHoldingsValueOfStatement | Total value of positions reported in this statement (a statement may comprise one or more messages). | AmountAndDirection14 - Required 1..1 |
| TotalBookValueOfStatement | Total book value of positions reported in this statement (a statement may comprise one or more messages). | AmountAndDirection14 - 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). | AmountAndDirection14 - Optional 0..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesBalanceCustodyReport002V11 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceCustodyReport002V11 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceCustodyReport002V11Document implements IOuterDocument. Because SecuritiesBalanceCustodyReport002V11 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceCustodyReport002V11.
classDiagram
class IOuterRecord
SecuritiesBalanceCustodyReport002V11 --|> IOuterRecord : Implements
SecuritiesBalanceCustodyReport002V11Document --|> IOuterDocument~SecuritiesBalanceCustodyReport002V11~ : Implements
class IOuterDocument~SecuritiesBalanceCustodyReport002V11~ {
SecuritiesBalanceCustodyReport002V11 Message
}
Document wrapper for serialization
The only real purpose SecuritiesBalanceCustodyReport002V11Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.002.002.11’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceCustodyReport002V11.ToDocument() method. The returned SecuritiesBalanceCustodyReport002V11Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesBalanceCustodyReport002V11Document *-- SecuritiesBalanceCustodyReport002V11 : 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.002.002.11">
<SctiesBalCtdyRpt>
<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>
<BlckChainAdrOrWllt>
<!-- BlockChainAddressOrWallet inner content -->
</BlckChainAdrOrWllt>
<IntrmyInf>
<!-- IntermediaryInformation inner content -->
</IntrmyInf>
<BalForAcct>
<!-- BalanceForAccount inner content -->
</BalForAcct>
<SubAcctDtls>
<!-- SubAccountDetails inner content -->
</SubAcctDtls>
<AcctBaseCcyTtlAmts>
<!-- AccountBaseCurrencyTotalAmounts inner content -->
</AcctBaseCcyTtlAmts>
</SctiesBalCtdyRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_csT0Azi8Eeydid5dcNPKvg"
previousVersion="_uLWKQ_fVEeiNZp_PtLohLw"
name="SecuritiesBalanceCustodyReport002V11"
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."
registrationStatus="Registered"
messageSet="_KoChkKS_EeWiN6v48CBCXg _26G2kVI3EeyUbfjRDFS84A"
xmlTag="SctiesBalCtdyRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_csT0BTi8Eeydid5dcNPKvg"
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="_csT0Bzi8Eeydid5dcNPKvg"
name="BalanceForAccountReportingRule"
definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is FALSE (NO), then BalanceForAccount must be present and Sub Account Details 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="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="_csT0CTi8Eeydid5dcNPKvg"
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" />
<constraint
xmi:id="_csT0Czi8Eeydid5dcNPKvg"
name="SubAccountDetailsBalanceForAccountPresenceRule"
definition="If StatementGeneralDetails/ActivityIndicator is TRUE (Yes) and SubAccountIndicator is TRUE (YES), then SubAccountDetails must be present and BalanceForAccount 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="Presence"><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>true</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/StatementGeneralDetails/SubAccountIndicator</leftOperand><rightOperand>true</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_csT0DTi8Eeydid5dcNPKvg"
name="SafekeepingAccountOrBlockChainAddress1Rule"
definition="If SafekeepingAccount is present, BlockChainAddressOrWallet 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>/BlockChainAddressOrWallet</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/SafekeepingAccount</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_csT0Dzi8Eeydid5dcNPKvg"
name="SafekeepingAccountOrBlockChainAddress2Rule"
definition="If BlockChainAddressOrWallet is present, SafekeepingAccount 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>/SafekeepingAccount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/BlockChainAddressOrWallet</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_csT0ETi8Eeydid5dcNPKvg"
name="SafekeepingAccountOrBlockChainAddress3Rule"
definition="Either SafekeepingAccount or BlockChainAddressOrWallet must be present but not both."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><SimpleRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="SimpleRule"><mustBe><connector>OR</connector><BooleanRule xsi:type="Presence"><leftOperand>/SafekeepingAccount</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/BlockChainAddressOrWallet</leftOperand></BooleanRule></mustBe></SimpleRule></RuleDefinition>" />
<messageBuildingBlock
xmi:id="_csT0Fji8Eeydid5dcNPKvg"
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="_xhMHQa6XEees_ufOy2ci-g" />
<messageBuildingBlock
xmi:id="_csT0GDi8Eeydid5dcNPKvg"
name="StatementGeneralDetails"
definition="Provides general information on the report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="StmtGnlDtls"
complexType="_uLWKY_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_csT0Gji8Eeydid5dcNPKvg"
name="AccountOwner"
definition="Party that legally owns the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctOwnr"
complexType="_Z0x6o_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_csT0HDi8Eeydid5dcNPKvg"
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="_Z0x6xffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_csT0Hji8Eeydid5dcNPKvg"
name="SafekeepingAccount"
definition="Account to or from which a securities entry is made."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SfkpgAcct"
complexType="_8FX1EUfEEey6Is2iMqV8fg" />
<messageBuildingBlock
xmi:id="_csT0IDi8Eeydid5dcNPKvg"
name="BlockChainAddressOrWallet"
definition="Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="BlckChainAdrOrWllt"
complexType="_uCBjIUYkEeyIDL5Gtobnyw" />
<messageBuildingBlock
xmi:id="_csT0Iji8Eeydid5dcNPKvg"
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="_Z0x7H_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_csT0JDi8Eeydid5dcNPKvg"
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="_csVCTzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_csT0Jji8Eeydid5dcNPKvg"
name="SubAccountDetails"
definition="Sub-account of the safekeeping or investment account."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SubAcctDtls"
complexType="_csfatzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_csT0KDi8Eeydid5dcNPKvg"
name="AccountBaseCurrencyTotalAmounts"
definition="Total valuation amounts provided in the base currency of the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctBaseCcyTtlAmts"
complexType="_XN02o9p-Ed-ak6NoX_4Aeg_1095060082" />
<messageDefinitionIdentifier
businessArea="semt"
messageFunctionality="002"
flavour="002"
version="11" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.