SecuritiesBalanceCustodyReport002V10

semt.002.002.10

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:

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:

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
%% SecuritiesBalanceCustodyReport002V10 recursion level 0 with max 0
SecuritiesBalanceCustodyReport002V10 *-- "1..1" Pagination1 : Pagination
SecuritiesBalanceCustodyReport002V10 *-- "1..1" Statement77 : StatementGeneralDetails
SecuritiesBalanceCustodyReport002V10 *-- "0..1" PartyIdentification156 : AccountOwner
SecuritiesBalanceCustodyReport002V10 *-- "0..1" PartyIdentification157 : AccountServicer
SecuritiesBalanceCustodyReport002V10 *-- "1..1" SecuritiesAccount33 : SafekeepingAccount
SecuritiesBalanceCustodyReport002V10 *-- "0..10" Intermediary45 : IntermediaryInformation
SecuritiesBalanceCustodyReport002V10 *-- "0..1" AggregateBalanceInformation39 : BalanceForAccount
SecuritiesBalanceCustodyReport002V10 *-- "0..1" SubAccountIdentification58 : SubAccountDetails
SecuritiesBalanceCustodyReport002V10 *-- "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
%% 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
%% AggregateBalanceInformation39 recursion level 0 with max 1
class AggregateBalanceInformation39{
    CorporateActionOptionType CorporateActionOption5Code
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation39 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation39 *-- "0..1" FinancialInstrumentAttributes97 : FinancialInstrumentAttributes
AggregateBalanceInformation39 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation39 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation39 *-- "1..1" Balance10 : AggregateBalance
AggregateBalanceInformation39 *-- "0..1" Balance12 : AvailableBalance
AggregateBalanceInformation39 *-- "0..1" IBalanceQuantity12Choice : NotAvailableBalance
AggregateBalanceInformation39 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation39 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation39 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation39 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalanceInformation39 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalanceInformation39 *-- "0..0" QuantityBreakdown56 : QuantityBreakdown
AggregateBalanceInformation39 *-- "0..0" SubBalanceInformation19 : BalanceBreakdown
AggregateBalanceInformation39 *-- "0..0" AdditionalBalanceInformation19 : AdditionalBalanceBreakdown
AggregateBalanceInformation39 *-- "0..0" AggregateBalancePerSafekeepingPlace36 : BalanceAtSafekeepingPlace
AggregateBalanceInformation39 *-- "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
}
%% BasicCollateralValuation1Details recursion level 1 with max 1
class BasicCollateralValuation1Details{
    ValuationHaircut IsoPercentageRate
}
BasicCollateralValuation1Details *-- "0..1" PartyIdentification15 : HaircutSource
%% Balance10 recursion level 1 with max 1
class Balance10{
    ShortLongIndicator ShortLong1Code
}
Balance10 *-- "1..1" IBalanceQuantity10Choice : Quantity
%% Balance12 recursion level 1 with max 1
class Balance12{
    ShortLongIndicator ShortLong1Code
}
Balance12 *-- "1..1" IBalanceQuantity12Choice : Quantity
%% IBalanceQuantity12Choice 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
%% QuantityBreakdown56 recursion level 1 with max 1
QuantityBreakdown56 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown56 *-- "0..1" Balance11 : LotQuantity
QuantityBreakdown56 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown56 *-- "0..1" Price3 : LotPrice
QuantityBreakdown56 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
%% SubBalanceInformation19 recursion level 1 with max 1
class SubBalanceInformation19{
    SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
SubBalanceInformation19 *-- "1..1" ISubBalanceType13Choice : SubBalanceType
SubBalanceInformation19 *-- "1..1" Balance13 : Quantity
SubBalanceInformation19 *-- "0..0" QuantityBreakdown56 : QuantityBreakdown
SubBalanceInformation19 *-- "0..0" AdditionalBalanceInformation19 : AdditionalBalanceBreakdownDetails
%% AdditionalBalanceInformation19 recursion level 1 with max 1
class AdditionalBalanceInformation19{
    SubBalanceAdditionalDetails IsoRestrictedFINXMax140Text
}
AdditionalBalanceInformation19 *-- "1..1" ISubBalanceType14Choice : SubBalanceType
AdditionalBalanceInformation19 *-- "1..1" Balance13 : Quantity
AdditionalBalanceInformation19 *-- "0..0" QuantityBreakdown56 : QuantityBreakdown
%% AggregateBalancePerSafekeepingPlace36 recursion level 1 with max 1
class AggregateBalancePerSafekeepingPlace36{
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalancePerSafekeepingPlace36 *-- "1..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalancePerSafekeepingPlace36 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
AggregateBalancePerSafekeepingPlace36 *-- "0..1" Pledgee4 : Pledgee
AggregateBalancePerSafekeepingPlace36 *-- "1..1" Balance10 : AggregateBalance
AggregateBalancePerSafekeepingPlace36 *-- "0..1" Balance12 : AvailableBalance
AggregateBalancePerSafekeepingPlace36 *-- "0..1" IBalanceQuantity12Choice : NotAvailableBalance
AggregateBalancePerSafekeepingPlace36 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalancePerSafekeepingPlace36 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalancePerSafekeepingPlace36 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalancePerSafekeepingPlace36 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalancePerSafekeepingPlace36 *-- "0..0" QuantityBreakdown56 : QuantityBreakdown
AggregateBalancePerSafekeepingPlace36 *-- "0..1" IExposureType17Choice : ExposureType
AggregateBalancePerSafekeepingPlace36 *-- "0..0" SubBalanceInformation19 : BalanceBreakdown
AggregateBalancePerSafekeepingPlace36 *-- "0..0" AdditionalBalanceInformation19 : AdditionalBalanceBreakdown
%% SupplementaryData1 recursion level 1 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
  

AggregateBalanceInformation39 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. FinancialInstrumentAttributes97 - 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. Balance10 - Required 1..1
AvailableBalance Total quantity of financial instruments of the balance that is available. Balance12 - Optional 0..1
NotAvailableBalance Total quantity of financial instruments of the balance that is not available. IBalanceQuantity12Choice - 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. QuantityBreakdown56 - Unknown 0..0
BalanceBreakdown Breakdown of the aggregate balance per meaningful sub-balances and availability. SubBalanceInformation19 - Unknown 0..0
AdditionalBalanceBreakdown Provides additional instrument sub-balance information on all or parts of the reported financial instrument (unregistered, tax exempt, etc.). AdditionalBalanceInformation19 - Unknown 0..0
BalanceAtSafekeepingPlace Breakdown of positions per place of safekeeping (and optionally per place of listing). AggregateBalancePerSafekeepingPlace36 - 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
%% SubAccountIdentification58 recursion level 0 with max 1
class SubAccountIdentification58{
    ActivityIndicator IsoYesNoIndicator
}
SubAccountIdentification58 *-- "0..1" PartyIdentification156 : AccountOwner
SubAccountIdentification58 *-- "1..1" SecuritiesAccount34 : SafekeepingAccount
SubAccountIdentification58 *-- "0..0" AggregateBalanceInformation39 : 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
%% AggregateBalanceInformation39 recursion level 1 with max 1
class AggregateBalanceInformation39{
    CorporateActionOptionType CorporateActionOption5Code
    DaysAccrued IsoNumber
    HoldingAdditionalDetails IsoRestrictedFINXMax350Text
}
AggregateBalanceInformation39 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
AggregateBalanceInformation39 *-- "0..1" FinancialInstrumentAttributes97 : FinancialInstrumentAttributes
AggregateBalanceInformation39 *-- "0..1" FinancialInstrument22 : InvestmentFundsFinancialInstrumentAttributes
AggregateBalanceInformation39 *-- "0..1" BasicCollateralValuation1Details : ValuationHaircutDetails
AggregateBalanceInformation39 *-- "1..1" Balance10 : AggregateBalance
AggregateBalanceInformation39 *-- "0..1" Balance12 : AvailableBalance
AggregateBalanceInformation39 *-- "0..1" IBalanceQuantity12Choice : NotAvailableBalance
AggregateBalanceInformation39 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
AggregateBalanceInformation39 *-- "0..0" PriceInformation22 : PriceDetails
AggregateBalanceInformation39 *-- "0..0" ForeignExchangeTerms35 : ForeignExchangeDetails
AggregateBalanceInformation39 *-- "0..1" BalanceAmounts4 : AccountBaseCurrencyAmounts
AggregateBalanceInformation39 *-- "0..1" BalanceAmounts4 : InstrumentCurrencyAmounts
AggregateBalanceInformation39 *-- "0..0" QuantityBreakdown56 : QuantityBreakdown
AggregateBalanceInformation39 *-- "0..0" SubBalanceInformation19 : BalanceBreakdown
AggregateBalanceInformation39 *-- "0..0" AdditionalBalanceInformation19 : AdditionalBalanceBreakdown
AggregateBalanceInformation39 *-- "0..0" AggregateBalancePerSafekeepingPlace36 : BalanceAtSafekeepingPlace
AggregateBalanceInformation39 *-- "0..0" SupplementaryData1 : SupplementaryData
  

SubAccountIdentification58 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. AggregateBalanceInformation39 - 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 SecuritiesBalanceCustodyReport002V10 implementation follows a specific implementaiton pattern. First of all, SecuritiesBalanceCustodyReport002V10 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesBalanceCustodyReport002V10Document implements IOuterDocument. Because SecuritiesBalanceCustodyReport002V10 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesBalanceCustodyReport002V10.

classDiagram
    class IOuterRecord
    SecuritiesBalanceCustodyReport002V10 --|> IOuterRecord : Implements
    SecuritiesBalanceCustodyReport002V10Document --|> IOuterDocument~SecuritiesBalanceCustodyReport002V10~ : Implements
    class IOuterDocument~SecuritiesBalanceCustodyReport002V10~ {
        SecuritiesBalanceCustodyReport002V10 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesBalanceCustodyReport002V10Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:semt.002.002.10’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesBalanceCustodyReport002V10.ToDocument() method. The returned SecuritiesBalanceCustodyReport002V10Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesBalanceCustodyReport002V10Document *-- SecuritiesBalanceCustodyReport002V10 : 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.002.002.10">
    <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>
        <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="_uLWKQ_fVEeiNZp_PtLohLw"
  nextVersions="_csT0Azi8Eeydid5dcNPKvg"
  previousVersion="_5ePM05NLEeWGlc8L7oPDIg"
  name="SecuritiesBalanceCustodyReport002V10"
  definition="Scope&#xD;&#xA;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.&#xD;&#xA;&#xD;&#xA;The account servicer/owner relationship may be:&#xD;&#xA;- a central securities depository or another settlement market infrastructure acting on behalf of their participants, or&#xD;&#xA;- an agent (sub-custodian) acting on behalf of their global custodian customer, or &#xD;&#xA;- a custodian acting on behalf of an investment management institution or a broker/dealer, or&#xD;&#xA;- a transfer agent acting on behalf of a fund manager or an account owner's designated agent.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;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. &#xD;&#xA;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. &#xD;&#xA;There may be one or more intermediary parties, for example, an intermediary or a concentrator between the account owner and account servicer.&#xD;&#xA;&#xD;&#xA;The message may also be used to:&#xD;&#xA;- re-send a message previously sent,&#xD;&#xA;- provide a third party with a copy of a message for information,&#xD;&#xA;- 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="SctiesBalCtdyRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_uLWKRffVEeiNZp_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="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;false&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_uLWKR_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="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/SubAccountIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;false&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_uLWKSffVEeiNZp_PtLohLw"
    name="SecuritiesMarketPracticeGroupGuideline"
    definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.&#xD;&#xA;These market practices are available on www.smpg.info."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_uLWKS_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="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/SubAccountDetails[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/BalanceForAccount[*]&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/ActivityIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/StatementGeneralDetails/SubAccountIndicator&lt;/leftOperand&gt;&lt;rightOperand&gt;true&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <messageBuildingBlock
    xmi:id="_uLWKTffVEeiNZp_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="_uLWKT_fVEeiNZp_PtLohLw"
    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="_uLWKUffVEeiNZp_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="_uLWKU_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="_uLWKVffVEeiNZp_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="_uLWKV_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="_uLWKWffVEeiNZp_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="_uLWMFffVEeiNZp_PtLohLw" />
  <messageBuildingBlock
    xmi:id="_uLWKW_fVEeiNZp_PtLohLw"
    name="SubAccountDetails"
    definition="Sub-account of the safekeeping or investment account."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SubAcctDtls"
    complexType="_uLgL_ffVEeiNZp_PtLohLw" />
  <messageBuildingBlock
    xmi:id="_uLWKXffVEeiNZp_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="_XN02o9p-Ed-ak6NoX_4Aeg_1095060082" />
  <messageDefinitionIdentifier
    businessArea="semt"
    messageFunctionality="002"
    flavour="002"
    version="10" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.