semt.003.002.10
Scope An account servicer sends a SecuritiesBalanceAccountingReport to an account owner to provide, at a moment in time, valuations of the portfolio together with details of each financial instrument holding. The account servicer/owner relationship may be:
- an accounting agent acting on behalf of an account owner, or
- a transfer agent acting on behalf of a fund manager or an account owner’s designated agent.
Usage The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner. The message can be sent either audited or un-audited and may be provided on a trade date, contractual or settlement date basis. This message can only be used to list the holdings of a single (master) account. However, it is possible to break down these holdings into one or several sub-accounts. Therefore, the message can be used to either specify holdings at
- the main account level, or,
- the sub-account level. This message can be used to report where the financial instruments are safe-kept, physically or notionally. If a security is held in more than one safekeeping place, this can also be indicated. The SecuritiesBalanceAccountingReport message should not be used for trading purposes. There may be one or more intermediary parties, for example, an intermediary or a concentrator between the account owner and account servicer. The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header.
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
%% SecuritiesBalanceAccountingReport002V10 recursion level 0 with max 0
SecuritiesBalanceAccountingReport002V10 *-- "1..1" Pagination1 : Pagination
SecuritiesBalanceAccountingReport002V10 *-- "1..1" Statement76 : StatementGeneralDetails
SecuritiesBalanceAccountingReport002V10 *-- "0..1" PartyIdentification156 : AccountOwner
SecuritiesBalanceAccountingReport002V10 *-- "0..1" PartyIdentification157 : AccountServicer
SecuritiesBalanceAccountingReport002V10 *-- "1..1" SecuritiesAccount33 : SafekeepingAccount
SecuritiesBalanceAccountingReport002V10 *-- "0..10" Intermediary45 : IntermediaryInformation
SecuritiesBalanceAccountingReport002V10 *-- "0..1" AggregateBalanceInformation38 : BalanceForAccount
SecuritiesBalanceAccountingReport002V10 *-- "0..1" SubAccountIdentification57 : SubAccountDetails
SecuritiesBalanceAccountingReport002V10 *-- "0..1" TotalValueInPageAndStatement4 : AccountBaseCurrencyTotalAmounts
SecuritiesBalanceAccountingReport002V10 *-- "0..1" TotalValueInPageAndStatement4 : AlternateReportingCurrencyTotalAmounts
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
%% Statement76 recursion level 0 with max 1
class Statement76{
QueryReference IsoRestrictedFINXMax16Text
StatementIdentification IsoRestrictedFINXMax16Text
ActivityIndicator IsoYesNoIndicator
AuditedIndicator IsoYesNoIndicator
SubAccountIndicator IsoYesNoIndicator
TaxLotIndicator IsoYesNoIndicator
SecurityInterestOrSetOff IsoYesNoIndicator
}
Statement76 *-- "0..1" INumber3Choice : ReportNumber
Statement76 *-- "1..1" IDateAndDateTime2Choice : StatementDateTime
Statement76 *-- "1..1" IFrequency26Choice : Frequency
Statement76 *-- "1..1" IUpdateType16Choice : UpdateType
Statement76 *-- "1..1" IStatementBasis9Choice : StatementBasis
%% INumber3Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IFrequency26Choice recursion level 1 with max 1
%% IUpdateType16Choice recursion level 1 with max 1
%% IStatementBasis9Choice recursion level 1 with max 1
Statement76 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. | IFrequency26Choice - 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 |
| AuditedIndicator | Indicates whether the statement is audited or not. | IsoYesNoIndicator - Required 1..1 |
| SubAccountIndicator | Indicates whether the statement reports holdings at subsafekeeping account level. | IsoYesNoIndicator - Required 1..1 |
| TaxLotIndicator | Indicates whether the statement contains tax lot details. | IsoYesNoIndicator - Optional 0..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
%% SecuritiesAccount33 recursion level 0 with max 1
class SecuritiesAccount33{
Identification IsoRestrictedFINXMax35Text
Name IsoMax70Text
Designation IsoMax35Text
}
SecuritiesAccount33 *-- "0..1" IPurposeCode8Choice : Type
%% IPurposeCode8Choice recursion level 1 with max 1
SecuritiesAccount33 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. | 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
%% 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
%% AggregateBalanceInformation38 recursion level 0 with max 1
class AggregateBalanceInformation38{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation38 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation38 *-- "0..1" FinancialInstrumentAttributes97 : FinancialInstrumentAttributes
AggregateBalanceInformation38 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation38 *-- "0..1" DerivativeBasicAttributes2 : AdditionalDerivativeAttributes
AggregateBalanceInformation38 *-- "1..1" Balance10 : AggregateBalance
AggregateBalanceInformation38 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation38 *-- "1..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation38 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation38 *-- "1..1" BalanceAmounts5 : AccountBaseCurrencyAmounts
AggregateBalanceInformation38 *-- "0..1" BalanceAmounts5 : InstrumentCurrencyAmounts
AggregateBalanceInformation38 *-- "0..1" BalanceAmounts5 : AlternateReportingCurrencyAmounts
AggregateBalanceInformation38 *-- "0..0" QuantityBreakdown55 : QuantityBreakdown
AggregateBalanceInformation38 *-- "0..0" SubBalanceInformation16 : BalanceBreakdown
AggregateBalanceInformation38 *-- "0..0" AdditionalBalanceInformation16 : AdditionalBalanceBreakdown
AggregateBalanceInformation38 *-- "0..0" AggregateBalancePerSafekeepingPlace35 : BalanceAtSafekeepingPlace
AggregateBalanceInformation38 *-- "0..0" SupplementaryData1 : SupplementaryData
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% FinancialInstrumentAttributes97 recursion level 1 with max 1
class FinancialInstrumentAttributes97{
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
}
FinancialInstrumentAttributes97 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
FinancialInstrumentAttributes97 *-- "0..1" IInterestComputationMethodFormat5Choice : DayCountBasis
FinancialInstrumentAttributes97 *-- "0..1" IFormOfSecurity7Choice : RegistrationForm
FinancialInstrumentAttributes97 *-- "0..1" IFrequency27Choice : PaymentFrequency
FinancialInstrumentAttributes97 *-- "0..1" ISecuritiesPaymentStatus6Choice : PaymentStatus
FinancialInstrumentAttributes97 *-- "0..1" IFrequency27Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes97 *-- "0..1" IClassificationType33Choice : ClassificationType
FinancialInstrumentAttributes97 *-- "0..1" IOptionStyle9Choice : OptionStyle
FinancialInstrumentAttributes97 *-- "0..1" IOptionType7Choice : OptionType
FinancialInstrumentAttributes97 *-- "0..1" INumber23Choice : CouponAttachedNumber
FinancialInstrumentAttributes97 *-- "0..1" GenericIdentification39 : PoolNumber
FinancialInstrumentAttributes97 *-- "0..1" IPriceType5Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : ExercisePrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : SubscriptionPrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : ConversionPrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : StrikePrice
FinancialInstrumentAttributes97 *-- "0..1" IFinancialInstrumentQuantity15Choice : MinimumNominalQuantity
FinancialInstrumentAttributes97 *-- "0..1" IFinancialInstrumentQuantity15Choice : ContractSize
FinancialInstrumentAttributes97 *-- "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
}
%% DerivativeBasicAttributes2 recursion level 1 with max 1
class DerivativeBasicAttributes2{
NotionalCurrencyAndAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
InterestIncludedInPrice IsoYesNoIndicator
}
%% Balance10 recursion level 1 with max 1
class Balance10{
ShortLongIndicator ShortLong1Code
}
Balance10 *-- "1..1" IBalanceQuantity10Choice : Quantity
%% 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
%% BalanceAmounts5 recursion level 1 with max 1
BalanceAmounts5 *-- "1..1" AmountAndDirection14 : HoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : PreviousHoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : BookValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : UnrealisedGainLoss
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : AccruedInterestAmount
%% BalanceAmounts5 recursion level 1 with max 1
BalanceAmounts5 *-- "1..1" AmountAndDirection14 : HoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : PreviousHoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : BookValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : UnrealisedGainLoss
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : AccruedInterestAmount
%% BalanceAmounts5 recursion level 1 with max 1
BalanceAmounts5 *-- "1..1" AmountAndDirection14 : HoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : PreviousHoldingValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : BookValue
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : UnrealisedGainLoss
BalanceAmounts5 *-- "0..1" AmountAndDirection14 : AccruedInterestAmount
%% QuantityBreakdown55 recursion level 1 with max 1
QuantityBreakdown55 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown55 *-- "0..1" Balance11 : LotQuantity
QuantityBreakdown55 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown55 *-- "0..1" Price3 : LotPrice
QuantityBreakdown55 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
QuantityBreakdown55 *-- "0..1" BalanceAmounts6 : AccountBaseCurrencyAmounts
QuantityBreakdown55 *-- "0..1" BalanceAmounts6 : InstrumentCurrencyAmounts
QuantityBreakdown55 *-- "0..1" BalanceAmounts6 : AlternateReportingCurrencyAmounts
%% SubBalanceInformation16 recursion level 1 with max 1
class SubBalanceInformation16{
SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
SubBalanceInformation16 *-- "1..1" ISubBalanceType13Choice : SubBalanceType
SubBalanceInformation16 *-- "1..1" ISubBalanceQuantity7Choice : Quantity
SubBalanceInformation16 *-- "0..0" AdditionalBalanceInformation16 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation16 recursion level 1 with max 1
class AdditionalBalanceInformation16{
SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
AdditionalBalanceInformation16 *-- "1..1" ISubBalanceType14Choice : SubBalanceType
AdditionalBalanceInformation16 *-- "1..1" ISubBalanceQuantity7Choice : Quantity
%% AggregateBalancePerSafekeepingPlace35 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace35{
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalancePerSafekeepingPlace35 *-- "1..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalancePerSafekeepingPlace35 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
AggregateBalancePerSafekeepingPlace35 *-- "0..1" Pledgee4 : Pledgee
AggregateBalancePerSafekeepingPlace35 *-- "1..1" Balance10 : AggregateBalance
AggregateBalancePerSafekeepingPlace35 *-- "1..0" PriceInformation22 : PriceDetails
AggregateBalancePerSafekeepingPlace35 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace35 *-- "1..1" BalanceAmounts5 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace35 *-- "0..1" BalanceAmounts5 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace35 *-- "0..1" BalanceAmounts5 : AlternateReportingCurrencyAmounts
AggregateBalancePerSafekeepingPlace35 *-- "0..0" QuantityBreakdown55 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace35 *-- "0..1" IExposureType17Choice : ExposureType
AggregateBalancePerSafekeepingPlace35 *-- "0..0" SubBalanceInformation16 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace35 *-- "0..0" AdditionalBalanceInformation16 : AdditionalBalanceBreakdown
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
AggregateBalanceInformation38 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. | FinancialInstrumentAttributes97 - Optional 0..1 |
| InvestmentFundsFinancialInstrumentAttributes | Elements characterising an investment funds financial instrument. | FinancialInstrument22 - Optional 0..1 |
| AdditionalDerivativeAttributes | Details of the swap contract. | DerivativeBasicAttributes2 - Optional 0..1 |
| AggregateBalance | Total quantity of financial instruments of the balance. | Balance10 - Required 1..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 1..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. | BalanceAmounts5 - Required 1..1 |
| InstrumentCurrencyAmounts | Valuation amounts provided in the currency of the financial instrument. | BalanceAmounts5 - Optional 0..1 |
| AlternateReportingCurrencyAmounts | Valuation amounts provided in a currency other than the base currency of the account. | BalanceAmounts5 - Optional 0..1 |
| QuantityBreakdown | Breakdown of the aggregate quantity reported into significant lots, for example, tax lots. | QuantityBreakdown55 - Unknown 0..0 |
| BalanceBreakdown | Breakdown of the aggregate balance per meaningful sub-balances and availability. | SubBalanceInformation16 - Unknown 0..0 |
| AdditionalBalanceBreakdown | Provides additional instrument sub-balance information on all or parts of the reported financial instrument (unregistered, tax exempt, etc.). | AdditionalBalanceInformation16 - Unknown 0..0 |
| BalanceAtSafekeepingPlace | Breakdown of positions per place of safekeeping (and optionally per place of listing). | AggregateBalancePerSafekeepingPlace35 - 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
%% SubAccountIdentification57 recursion level 0 with max 1
class SubAccountIdentification57{
ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification57 *-- "0..1" PartyIdentification156 : AccountOwner
SubAccountIdentification57 *-- "1..1" SecuritiesAccount34 : SafekeepingAccount
SubAccountIdentification57 *-- "0..0" AggregateBalanceInformation38 : 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
%% AggregateBalanceInformation38 recursion level 1 with max 1
class AggregateBalanceInformation38{
CorporateActionOptionType CorporateActionOption5Code
DaysAccrued IsoNumber
HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation38 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation38 *-- "0..1" FinancialInstrumentAttributes97 : FinancialInstrumentAttributes
AggregateBalanceInformation38 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation38 *-- "0..1" DerivativeBasicAttributes2 : AdditionalDerivativeAttributes
AggregateBalanceInformation38 *-- "1..1" Balance10 : AggregateBalance
AggregateBalanceInformation38 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation38 *-- "1..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation38 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation38 *-- "1..1" BalanceAmounts5 : AccountBaseCurrencyAmounts
AggregateBalanceInformation38 *-- "0..1" BalanceAmounts5 : InstrumentCurrencyAmounts
AggregateBalanceInformation38 *-- "0..1" BalanceAmounts5 : AlternateReportingCurrencyAmounts
AggregateBalanceInformation38 *-- "0..0" QuantityBreakdown55 : QuantityBreakdown
AggregateBalanceInformation38 *-- "0..0" SubBalanceInformation16 : BalanceBreakdown
AggregateBalanceInformation38 *-- "0..0" AdditionalBalanceInformation16 : AdditionalBalanceBreakdown
AggregateBalanceInformation38 *-- "0..0" AggregateBalancePerSafekeepingPlace35 : BalanceAtSafekeepingPlace
AggregateBalanceInformation38 *-- "0..0" SupplementaryData1 : SupplementaryData
SubAccountIdentification57 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 - Required 1..1 |
| ActivityIndicator | Indicates whether there is activity or information update reported in the statement. | IsoYesNoIndicator - Required 1..1 |
| BalanceForSubAccount | Net position of a segregated holding, in a single security, within the overall position held in a securities subaccount. | AggregateBalanceInformation38 - 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
%% TotalValueInPageAndStatement4 recursion level 0 with max 1
TotalValueInPageAndStatement4 *-- "0..1" AmountAndDirection14 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement4 *-- "1..1" AmountAndDirection14 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement4 *-- "0..1" AmountAndDirection14 : TotalBookValueOfStatement
%% 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
}
TotalValueInPageAndStatement4 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 |
AlternateReportingCurrencyTotalAmounts building block
Total valuation amounts provided in a currency other than the base currency of the account. Totals for the value of the holdings reported in the statement or page. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TotalValueInPageAndStatement4 recursion level 0 with max 1
TotalValueInPageAndStatement4 *-- "0..1" AmountAndDirection14 : TotalHoldingsValueOfPage
TotalValueInPageAndStatement4 *-- "1..1" AmountAndDirection14 : TotalHoldingsValueOfStatement
TotalValueInPageAndStatement4 *-- "0..1" AmountAndDirection14 : TotalBookValueOfStatement
%% 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
}
TotalValueInPageAndStatement4 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 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesBalanceAccountingReport002V10 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceAccountingReport002V10 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceAccountingReport002V10Document implements IOuterDocument. Because SecuritiesBalanceAccountingReport002V10 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceAccountingReport002V10.
classDiagram
class IOuterRecord
SecuritiesBalanceAccountingReport002V10 --|> IOuterRecord : Implements
SecuritiesBalanceAccountingReport002V10Document --|> IOuterDocument~SecuritiesBalanceAccountingReport002V10~ : Implements
class IOuterDocument~SecuritiesBalanceAccountingReport002V10~ {
SecuritiesBalanceAccountingReport002V10 Message
}
Document wrapper for serialization
The only real purpose SecuritiesBalanceAccountingReport002V10Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.003.002.10’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceAccountingReport002V10.ToDocument() method. The returned SecuritiesBalanceAccountingReport002V10Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesBalanceAccountingReport002V10Document *-- SecuritiesBalanceAccountingReport002V10 : Document
Sample of message format
This is an abbreviated version of what the message should look like.
<Document xmlns="urn:iso:std:iso:20022:tech:xsd:semt.003.002.10">
<SctiesBalAcctgRpt>
<Pgntn>
<!-- Pagination inner content -->
</Pgntn>
<StmtGnlDtls>
<!-- StatementGeneralDetails inner content -->
</StmtGnlDtls>
<AcctOwnr>
<!-- AccountOwner inner content -->
</AcctOwnr>
<AcctSvcr>
<!-- AccountServicer inner content -->
</AcctSvcr>
<SfkpgAcct>
<!-- SafekeepingAccount inner content -->
</SfkpgAcct>
<IntrmyInf>
<!-- IntermediaryInformation inner content -->
</IntrmyInf>
<BalForAcct>
<!-- BalanceForAccount inner content -->
</BalForAcct>
<SubAcctDtls>
<!-- SubAccountDetails inner content -->
</SubAcctDtls>
<AcctBaseCcyTtlAmts>
<!-- AccountBaseCurrencyTotalAmounts inner content -->
</AcctBaseCcyTtlAmts>
<AltrnRptgCcyTtlAmts>
<!-- AlternateReportingCurrencyTotalAmounts inner content -->
</AltrnRptgCcyTtlAmts>
</SctiesBalAcctgRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_Z0x5w_fVEeiNZp_PtLohLw"
nextVersions="_ch560zi8Eeydid5dcNPKvg"
previousVersion="_5WxS45NLEeWGlc8L7oPDIg"
name="SecuritiesBalanceAccountingReport002V10"
definition="Scope 
An account servicer sends a SecuritiesBalanceAccountingReport to an account owner to provide, at a moment in time, valuations of the portfolio together with details of each financial instrument holding.
The account servicer/owner relationship may be:
- an accounting agent acting on behalf of an account owner, or
- a transfer agent acting on behalf of a fund manager or an account owner's designated agent.

Usage
The message should be sent at a frequency agreed bi-laterally between the account servicer and the account owner.
The message can be sent either audited or un-audited and may be provided on a trade date, contractual or settlement date basis. 
This message can only be used to list the holdings of a single (master) account. However, it is possible to break down these holdings into one or several sub-accounts. Therefore, the message can be used to either specify holdings at
- the main account level, or, 
- the sub-account level.
This message can be used to report where the financial instruments are safe-kept, physically or notionally. If a security is held in more than one safekeeping place, this can also be indicated. 
The SecuritiesBalanceAccountingReport message should not be used for trading purposes.
There may be one or more intermediary parties, for example, an intermediary or a concentrator between the account owner and account servicer.
The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header."
registrationStatus="Registered"
messageSet="_gMCB9OSnEeauk5I89sEP4g"
xmlTag="SctiesBalAcctgRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_Z0x5xffVEeiNZp_PtLohLw"
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="_Z0x5x_fVEeiNZp_PtLohLw"
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="_Z0x5yffVEeiNZp_PtLohLw"
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="_Z0x5y_fVEeiNZp_PtLohLw"
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>" />
<messageBuildingBlock
xmi:id="_Z0x5zffVEeiNZp_PtLohLw"
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="_Z0x5z_fVEeiNZp_PtLohLw"
name="StatementGeneralDetails"
definition="Provides general information on the report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="StmtGnlDtls"
complexType="_Z0x55ffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_Z0x50ffVEeiNZp_PtLohLw"
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="_Z0x50_fVEeiNZp_PtLohLw"
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="_Z0x51ffVEeiNZp_PtLohLw"
name="SafekeepingAccount"
definition="Account to or from which a securities entry is made."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SfkpgAcct"
complexType="_5Wx6VpNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_Z0x51_fVEeiNZp_PtLohLw"
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="_Z0x52ffVEeiNZp_PtLohLw"
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="_Z0x7r_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_Z0x52_fVEeiNZp_PtLohLw"
name="SubAccountDetails"
definition="Sub-account of the safekeeping or investment account."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SubAcctDtls"
complexType="_Z07x6_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_Z0x53ffVEeiNZp_PtLohLw"
name="AccountBaseCurrencyTotalAmounts"
definition="Total valuation amounts provided in the base currency of the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AcctBaseCcyTtlAmts"
complexType="_XOasgtp-Ed-ak6NoX_4Aeg_565469517" />
<messageBuildingBlock
xmi:id="_Z0x53_fVEeiNZp_PtLohLw"
name="AlternateReportingCurrencyTotalAmounts"
definition="Total valuation amounts provided in a currency other than the base currency of the account."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AltrnRptgCcyTtlAmts"
complexType="_XOasgtp-Ed-ak6NoX_4Aeg_565469517" />
<messageDefinitionIdentifier
businessArea="semt"
messageFunctionality="003"
flavour="002"
version="10" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.