semt.002.001.11
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
%% SecuritiesBalanceCustodyReportV11 recursion level 0 with max 0
SecuritiesBalanceCustodyReportV11 *-- "1..1" Pagination1 : Pagination
SecuritiesBalanceCustodyReportV11 *-- "1..1" Statement73 : StatementGeneralDetails
SecuritiesBalanceCustodyReportV11 *-- "0..1" PartyIdentification144 : AccountOwner
SecuritiesBalanceCustodyReportV11 *-- "0..1" PartyIdentification136 : AccountServicer
SecuritiesBalanceCustodyReportV11 *-- "0..1" SecuritiesAccount26 : SafekeepingAccount
SecuritiesBalanceCustodyReportV11 *-- "0..1" BlockChainAddressWallet1 : BlockChainAddressOrWallet
SecuritiesBalanceCustodyReportV11 *-- "0..10" Intermediary44 : IntermediaryInformation
SecuritiesBalanceCustodyReportV11 *-- "0..1" AggregateBalanceInformation42 : BalanceForAccount
SecuritiesBalanceCustodyReportV11 *-- "0..1" SubAccountIdentification67 : SubAccountDetails
SecuritiesBalanceCustodyReportV11 *-- "0..1" TotalValueInPageAndStatement1 : 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
%% Statement73 recursion level 0 with max 1
class Statement73{
QueryReference IsoMax35Text
StatementIdentification IsoMax35Text
ActivityIndicator IsoYesNoIndicator
SubAccountIndicator IsoYesNoIndicator
SecurityInterestOrSetOff IsoYesNoIndicator
}
Statement73 *-- "0..1" INumber3Choice : ReportNumber
Statement73 *-- "1..1" IDateAndDateTime2Choice : StatementDateTime
Statement73 *-- "1..1" IFrequency22Choice : Frequency
Statement73 *-- "1..1" IUpdateType15Choice : UpdateType
Statement73 *-- "1..1" IStatementBasis7Choice : StatementBasis
%% INumber3Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IFrequency22Choice recursion level 1 with max 1
%% IUpdateType15Choice recursion level 1 with max 1
%% IStatementBasis7Choice recursion level 1 with max 1
Statement73 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. | IDateAndDateTime2Choice - Required 1..1 |
| Frequency | Frequency of the statement. | IFrequency22Choice - Required 1..1 |
| UpdateType | Indicates whether the statement is complete or contains changes only. | IUpdateType15Choice - Required 1..1 |
| StatementBasis | Type of balance on which the statement is prepared. | IStatementBasis7Choice - 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
%% PartyIdentification144 recursion level 0 with max 1
class PartyIdentification144{
LEI IsoLEIIdentifier
}
PartyIdentification144 *-- "1..1" IPartyIdentification127Choice : Identification
%% IPartyIdentification127Choice recursion level 1 with max 1
PartyIdentification144 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identification of the party. | IPartyIdentification127Choice - 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 the party. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% PartyIdentification136 recursion level 0 with max 1
class PartyIdentification136{
LEI IsoLEIIdentifier
}
PartyIdentification136 *-- "1..1" IPartyIdentification120Choice : Identification
%% IPartyIdentification120Choice recursion level 1 with max 1
PartyIdentification136 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identification of the party. | IPartyIdentification120Choice - 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
%% SecuritiesAccount26 recursion level 0 with max 1
class SecuritiesAccount26{
Identification IsoMax35Text
Name IsoMax70Text
Designation IsoMax35Text
}
SecuritiesAccount26 *-- "0..1" IPurposeCode7Choice : Type
%% IPurposeCode7Choice recursion level 1 with max 1
SecuritiesAccount26 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. | IPurposeCode7Choice - 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. | IsoMax35Text - 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
%% BlockChainAddressWallet1 recursion level 0 with max 1
class BlockChainAddressWallet1{
Identification IsoMax140Text
Name IsoMax70Text
Designation IsoMax35Text
}
BlockChainAddressWallet1 *-- "0..1" IPurposeCode7Choice : Type
%% IPurposeCode7Choice recursion level 1 with max 1
BlockChainAddressWallet1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identification for the account between the account owner and the account servicer. | IsoMax140Text - Required 1..1 |
| Type | Specifies the type of securities account. | IPurposeCode7Choice - 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. | 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
%% Intermediary44 recursion level 0 with max 1
Intermediary44 *-- "1..1" PartyIdentification136 : Identification
Intermediary44 *-- "0..1" IRole6Choice : Role
Intermediary44 *-- "0..1" Account29 : Account
%% PartyIdentification136 recursion level 1 with max 1
class PartyIdentification136{
LEI IsoLEIIdentifier
}
PartyIdentification136 *-- "1..1" IPartyIdentification120Choice : Identification
%% IRole6Choice recursion level 1 with max 1
%% Account29 recursion level 1 with max 1
Account29 *-- "1..1" AccountIdentification26 : Identification
Account29 *-- "0..1" IPartyIdentification120Choice : AccountServicer
Intermediary44 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique and unambiguous identifier of the intermediary. | PartyIdentification136 - Required 1..1 |
| Role | Function performed by the intermediary (investment funds). | IRole6Choice - Optional 0..1 |
| Account | Business relationship between two entities; one entity is the account owner, the other entity is the account servicer. | Account29 - 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
%% AggregateBalanceInformation42 recursion level 0 with max 1
class AggregateBalanceInformation42{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation42 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
AggregateBalanceInformation42 *-- "0..1" FinancialInstrumentAttributes111 : FinancialInstrumentAttributes
AggregateBalanceInformation42 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation42 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation42 *-- "1..1" Balance17 : AggregateBalance
AggregateBalanceInformation42 *-- "0..1" Balance18 : AvailableBalance
AggregateBalanceInformation42 *-- "0..1" IBalanceQuantity14Choice : NotAvailableBalance
AggregateBalanceInformation42 *-- "0..1" SafeKeepingPlace3 : SafekeepingPlace
AggregateBalanceInformation42 *-- "0..0" PriceInformation20 : PriceDetails
AggregateBalanceInformation42 *-- "0..0" ForeignExchangeTerms34 : ForeignExchangeDetails
AggregateBalanceInformation42 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalanceInformation42 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalanceInformation42 *-- "0..0" QuantityBreakdown57 : QuantityBreakdown
AggregateBalanceInformation42 *-- "0..0" SubBalanceInformation20 : BalanceBreakdown
AggregateBalanceInformation42 *-- "0..0" AdditionalBalanceInformation20 : AdditionalBalanceBreakdown
AggregateBalanceInformation42 *-- "0..0" AggregateBalancePerSafekeepingPlace39 : BalanceAtSafekeepingPlace
AggregateBalanceInformation42 *-- "0..0" SupplementaryData1 : SupplementaryData
%% SecurityIdentification19 recursion level 1 with max 1
class SecurityIdentification19{
ISIN IsoISINOct2015Identifier
Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification
%% FinancialInstrumentAttributes111 recursion level 1 with max 1
class FinancialInstrumentAttributes111{
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 IsoMax350Text
}
FinancialInstrumentAttributes111 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
FinancialInstrumentAttributes111 *-- "0..1" IInterestComputationMethodFormat4Choice : DayCountBasis
FinancialInstrumentAttributes111 *-- "0..1" IFormOfSecurity6Choice : RegistrationForm
FinancialInstrumentAttributes111 *-- "0..1" IFrequency23Choice : PaymentFrequency
FinancialInstrumentAttributes111 *-- "0..1" ISecuritiesPaymentStatus5Choice : PaymentStatus
FinancialInstrumentAttributes111 *-- "0..1" IFrequency23Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes111 *-- "0..1" IClassificationType32Choice : ClassificationType
FinancialInstrumentAttributes111 *-- "0..1" IOptionStyle8Choice : OptionStyle
FinancialInstrumentAttributes111 *-- "0..1" IOptionType6Choice : OptionType
FinancialInstrumentAttributes111 *-- "0..1" INumber22Choice : CouponAttachedNumber
FinancialInstrumentAttributes111 *-- "0..1" GenericIdentification37 : PoolNumber
FinancialInstrumentAttributes111 *-- "0..1" IPriceType4Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes111 *-- "0..1" Price7 : ExercisePrice
FinancialInstrumentAttributes111 *-- "0..1" Price7 : SubscriptionPrice
FinancialInstrumentAttributes111 *-- "0..1" Price7 : ConversionPrice
FinancialInstrumentAttributes111 *-- "0..1" Price7 : StrikePrice
FinancialInstrumentAttributes111 *-- "0..1" IFinancialInstrumentQuantity33Choice : MinimumNominalQuantity
FinancialInstrumentAttributes111 *-- "0..1" IFinancialInstrumentQuantity33Choice : ContractSize
FinancialInstrumentAttributes111 *-- "0..0" SecurityIdentification19 : 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
%% Balance17 recursion level 1 with max 1
class Balance17{
ShortLongIndicator ShortLong1Code
}
Balance17 *-- "1..1" IBalanceQuantity13Choice : Quantity
%% Balance18 recursion level 1 with max 1
class Balance18{
ShortLongIndicator ShortLong1Code
}
Balance18 *-- "1..1" IBalanceQuantity14Choice : Quantity
%% IBalanceQuantity14Choice recursion level 1 with max 1
%% SafeKeepingPlace3 recursion level 1 with max 1
class SafeKeepingPlace3{
LEI IsoLEIIdentifier
}
SafeKeepingPlace3 *-- "0..1" ISafekeepingPlaceFormat29Choice : SafekeepingPlaceFormat
%% PriceInformation20 recursion level 1 with max 1
PriceInformation20 *-- "1..1" ITypeOfPrice28Choice : Type
PriceInformation20 *-- "1..1" IPriceRateOrAmountOrUnknown2Choice : Value
PriceInformation20 *-- "1..1" IYieldedOrValueType1Choice : ValueType
PriceInformation20 *-- "0..1" MarketIdentification89 : SourceOfPrice
PriceInformation20 *-- "0..1" IDateAndDateTime2Choice : QuotationDate
%% ForeignExchangeTerms34 recursion level 1 with max 1
class ForeignExchangeTerms34{
UnitCurrency ActiveOrHistoricCurrencyCode
QuotedCurrency ActiveOrHistoricCurrencyCode
ExchangeRate IsoBaseOneRate
QuotationDate IsoISODateTime
}
ForeignExchangeTerms34 *-- "0..1" IPartyIdentification120Choice : 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
%% QuantityBreakdown57 recursion level 1 with max 1
QuantityBreakdown57 *-- "0..1" GenericIdentification37 : LotNumber
QuantityBreakdown57 *-- "0..1" Balance16 : LotQuantity
QuantityBreakdown57 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown57 *-- "0..1" Price7 : LotPrice
QuantityBreakdown57 *-- "0..1" ITypeOfPrice29Choice : TypeOfPrice
%% SubBalanceInformation20 recursion level 1 with max 1
class SubBalanceInformation20{
SubBalanceAdditionalDetails IsoMax140Text
}
SubBalanceInformation20 *-- "1..1" ISubBalanceType11Choice : SubBalanceType
SubBalanceInformation20 *-- "1..1" Balance21 : Quantity
SubBalanceInformation20 *-- "0..0" QuantityBreakdown57 : QuantityBreakdown
SubBalanceInformation20 *-- "0..0" AdditionalBalanceInformation20 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation20 recursion level 1 with max 1
class AdditionalBalanceInformation20{
SubBalanceAdditionalDetails IsoMax140Text
}
AdditionalBalanceInformation20 *-- "1..1" ISubBalanceType12Choice : SubBalanceType
AdditionalBalanceInformation20 *-- "1..1" Balance21 : Quantity
AdditionalBalanceInformation20 *-- "0..0" QuantityBreakdown57 : QuantityBreakdown
%% AggregateBalancePerSafekeepingPlace39 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace39{
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalancePerSafekeepingPlace39 *-- "1..1" SafeKeepingPlace3 : SafekeepingPlace
AggregateBalancePerSafekeepingPlace39 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
AggregateBalancePerSafekeepingPlace39 *-- "0..1" Pledgee3 : Pledgee
AggregateBalancePerSafekeepingPlace39 *-- "1..1" Balance17 : AggregateBalance
AggregateBalancePerSafekeepingPlace39 *-- "0..1" Balance18 : AvailableBalance
AggregateBalancePerSafekeepingPlace39 *-- "0..1" IBalanceQuantity14Choice : NotAvailableBalance
AggregateBalancePerSafekeepingPlace39 *-- "0..0" PriceInformation20 : PriceDetails
AggregateBalancePerSafekeepingPlace39 *-- "0..0" ForeignExchangeTerms34 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace39 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace39 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace39 *-- "0..0" QuantityBreakdown57 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace39 *-- "0..1" IExposureType22Choice : ExposureType
AggregateBalancePerSafekeepingPlace39 *-- "0..0" SubBalanceInformation20 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace39 *-- "0..0" AdditionalBalanceInformation20 : AdditionalBalanceBreakdown
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
AggregateBalanceInformation42 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| FinancialInstrumentIdentification | Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. | SecurityIdentification19 - Required 1..1 |
| FinancialInstrumentAttributes | Elements characterising a financial instrument other than a investment funds. | FinancialInstrumentAttributes111 - 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. | Balance17 - Required 1..1 |
| AvailableBalance | Total quantity of financial instruments of the balance that is available. | Balance18 - Optional 0..1 |
| NotAvailableBalance | Total quantity of financial instruments of the balance that is not available. | IBalanceQuantity14Choice - 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). | SafeKeepingPlace3 - 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. | PriceInformation20 - Unknown 0..0 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms34 - 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. | QuantityBreakdown57 - Unknown 0..0 |
| BalanceBreakdown | Breakdown of the aggregate balance per meaningful sub-balances and availability. | SubBalanceInformation20 - Unknown 0..0 |
| AdditionalBalanceBreakdown | Provides additional instrument sub-balance information on all or parts of the reported financial instrument (unregistered, tax exempt, etc.). | AdditionalBalanceInformation20 - Unknown 0..0 |
| BalanceAtSafekeepingPlace | Breakdown of positions per place of safekeeping (and optionally per place of listing). | AggregateBalancePerSafekeepingPlace39 - Unknown 0..0 |
| HoldingAdditionalDetails | Provides additional information on the holding. | IsoMax350Text - 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
%% SubAccountIdentification67 recursion level 0 with max 1
class SubAccountIdentification67{
ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification67 *-- "0..1" PartyIdentification144 : AccountOwner
SubAccountIdentification67 *-- "0..1" SecuritiesAccount25 : SafekeepingAccount
SubAccountIdentification67 *-- "0..1" BlockChainAddressWallet2 : BlockChainAddressOrWallet
SubAccountIdentification67 *-- "0..0" AggregateBalanceInformation42 : BalanceForSubAccount
%% PartyIdentification144 recursion level 1 with max 1
class PartyIdentification144{
LEI IsoLEIIdentifier
}
PartyIdentification144 *-- "1..1" IPartyIdentification127Choice : Identification
%% SecuritiesAccount25 recursion level 1 with max 1
class SecuritiesAccount25{
Identification IsoMax35Text
Name IsoMax70Text
}
SecuritiesAccount25 *-- "0..1" IPurposeCode7Choice : Type
%% BlockChainAddressWallet2 recursion level 1 with max 1
class BlockChainAddressWallet2{
Identification IsoMax140Text
Name IsoMax70Text
}
BlockChainAddressWallet2 *-- "0..1" IPurposeCode7Choice : Type
%% AggregateBalanceInformation42 recursion level 1 with max 1
class AggregateBalanceInformation42{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoMax350Text
}
AggregateBalanceInformation42 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
AggregateBalanceInformation42 *-- "0..1" FinancialInstrumentAttributes111 : FinancialInstrumentAttributes
AggregateBalanceInformation42 *-- "0..1" FinancialInstrument21 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation42 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation42 *-- "1..1" Balance17 : AggregateBalance
AggregateBalanceInformation42 *-- "0..1" Balance18 : AvailableBalance
AggregateBalanceInformation42 *-- "0..1" IBalanceQuantity14Choice : NotAvailableBalance
AggregateBalanceInformation42 *-- "0..1" SafeKeepingPlace3 : SafekeepingPlace
AggregateBalanceInformation42 *-- "0..0" PriceInformation20 : PriceDetails
AggregateBalanceInformation42 *-- "0..0" ForeignExchangeTerms34 : ForeignExchangeDetails
AggregateBalanceInformation42 *-- "0..1" BalanceAmounts3 : AccountBaseCurrencyAmounts
AggregateBalanceInformation42 *-- "0..1" BalanceAmounts3 : InstrumentCurrencyAmounts
AggregateBalanceInformation42 *-- "0..0" QuantityBreakdown57 : QuantityBreakdown
AggregateBalanceInformation42 *-- "0..0" SubBalanceInformation20 : BalanceBreakdown
AggregateBalanceInformation42 *-- "0..0" AdditionalBalanceInformation20 : AdditionalBalanceBreakdown
AggregateBalanceInformation42 *-- "0..0" AggregateBalancePerSafekeepingPlace39 : BalanceAtSafekeepingPlace
AggregateBalanceInformation42 *-- "0..0" SupplementaryData1 : SupplementaryData
SubAccountIdentification67 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwner | Party that legally owns the account. | PartyIdentification144 - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount25 - Optional 0..1 |
| BlockChainAddressOrWallet | Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets. | BlockChainAddressWallet2 - 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. | AggregateBalanceInformation42 - 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 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesBalanceCustodyReportV11 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceCustodyReportV11 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceCustodyReportV11Document implements IOuterDocument. Because SecuritiesBalanceCustodyReportV11 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceCustodyReportV11.
classDiagram
class IOuterRecord
SecuritiesBalanceCustodyReportV11 --|> IOuterRecord : Implements
SecuritiesBalanceCustodyReportV11Document --|> IOuterDocument~SecuritiesBalanceCustodyReportV11~ : Implements
class IOuterDocument~SecuritiesBalanceCustodyReportV11~ {
SecuritiesBalanceCustodyReportV11 Message
}
Document wrapper for serialization
The only real purpose SecuritiesBalanceCustodyReportV11Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.002.001.11’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceCustodyReportV11.ToDocument() method. The returned SecuritiesBalanceCustodyReportV11Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesBalanceCustodyReportV11Document *-- SecuritiesBalanceCustodyReportV11 : 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.002.001.11">
<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="_rolMUSgkEey2k_sfZmJz4g"
previousVersion="_cO51odB_EeiO-eodGv5iKQ"
name="SecuritiesBalanceCustodyReportV11"
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="_xiys0WfyEeOLcMuJoUvTAg"
xmlTag="SctiesBalCtdyRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_rolMUygkEey2k_sfZmJz4g"
previousVersion="_cO51o9B_EeiO-eodGv5iKQ"
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="_rolMVSgkEey2k_sfZmJz4g"
previousVersion="_cO51pdB_EeiO-eodGv5iKQ"
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="_rolMVygkEey2k_sfZmJz4g"
previousVersion="_cO51p9B_EeiO-eodGv5iKQ"
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="_rolMWSgkEey2k_sfZmJz4g"
previousVersion="_cO51qdB_EeiO-eodGv5iKQ"
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="_k1w64ip4EeyR9JrVGfaMKw"
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="_k1w64yp4EeyR9JrVGfaMKw"
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="_UNancTDtEeyVV_4ady97MA"
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="_rolMYSgkEey2k_sfZmJz4g"
previousVersion="_cO51q9B_EeiO-eodGv5iKQ"
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="_rolMYygkEey2k_sfZmJz4g"
previousVersion="_cO51rdB_EeiO-eodGv5iKQ"
name="StatementGeneralDetails"
definition="Provides general information on the report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="StmtGnlDtls"
complexType="_WB0y4dCAEeiO-eodGv5iKQ" />
<messageBuildingBlock
xmi:id="_rolMZSgkEey2k_sfZmJz4g"
previousVersion="_cO51r9B_EeiO-eodGv5iKQ"
name="AccountOwner"
definition="Party that legally owns the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctOwnr"
complexType="_XnxoYdLCEeiN28wlpBQScw" />
<messageBuildingBlock
xmi:id="_rolMZygkEey2k_sfZmJz4g"
previousVersion="_cO51sdB_EeiO-eodGv5iKQ"
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="_Vht60bpYEeifFaUMRKyMMw" />
<messageBuildingBlock
xmi:id="_rolMaSgkEey2k_sfZmJz4g"
previousVersion="_cO51s9B_EeiO-eodGv5iKQ"
name="SafekeepingAccount"
definition="Account to or from which a securities entry is made."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SfkpgAcct"
complexType="_vMYT4TnlEeWV5sr121Fc8A" />
<messageBuildingBlock
xmi:id="_mslvECp3EeyR9JrVGfaMKw"
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="_Cmz-QSp4EeyR9JrVGfaMKw" />
<messageBuildingBlock
xmi:id="_rolMaygkEey2k_sfZmJz4g"
previousVersion="_cO51tdB_EeiO-eodGv5iKQ"
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="_AXBpQdLDEeiN28wlpBQScw" />
<messageBuildingBlock
xmi:id="_rolMbSgkEey2k_sfZmJz4g"
previousVersion="_cO51t9B_EeiO-eodGv5iKQ"
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="_g_dF7yp6EeyR9JrVGfaMKw" />
<messageBuildingBlock
xmi:id="_rolMbygkEey2k_sfZmJz4g"
previousVersion="_cO51udB_EeiO-eodGv5iKQ"
name="SubAccountDetails"
definition="Sub-account of the safekeeping or investment account."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SubAcctDtls"
complexType="_gnUSkSp6EeyR9JrVGfaMKw" />
<messageBuildingBlock
xmi:id="_rolMcSgkEey2k_sfZmJz4g"
previousVersion="_cO51u9B_EeiO-eodGv5iKQ"
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" />
<messageDefinitionIdentifier
businessArea="semt"
messageFunctionality="002"
flavour="001"
version="11" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.