SecuritiesFinancingConfirmationV01

sese.035.001.01

SCOPE A securities financing transaction account servicer sends a SecuritiesFinancingConfirmation to an account owner to confirm or advise of the partial or full settlement of the opening or closing leg of a securities financing transaction. The account servicer/owner relationship may be:

a central securities depository or another settlement market infrastructure managing securities financing transactions on behalf of their participants
an agent (sub-custodian) managing securities financing transactions on behalf of their global custodian customer, or
a custodian managing securities financing transactions on behalf of an investment management institution or a broker/dealer.

USAGE The message may also be used to:

re-send a message previously sent (the sub-function of the message is Duplicate)
provide a third party with a copy of a message for information (the sub-function of the message is Copy)
re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate).

ISO 15022 - 20022 COEXISTENCE This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% SecuritiesFinancingConfirmationV01 recursion level 0 with max 0
SecuritiesFinancingConfirmationV01 *-- "1..1" DocumentIdentification11 : Identification
SecuritiesFinancingConfirmationV01 *-- "1..1" TransactionTypeAndAdditionalParameters3 : TransactionIdentificationDetails
SecuritiesFinancingConfirmationV01 *-- "0..1" AdditionalParameters2 : AdditionalParameters
SecuritiesFinancingConfirmationV01 *-- "1..1" SecuritiesTradeDetails6 : TradeDetails
SecuritiesFinancingConfirmationV01 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
SecuritiesFinancingConfirmationV01 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
SecuritiesFinancingConfirmationV01 *-- "1..1" QuantityAndAccount6 : QuantityAndAccountDetails
SecuritiesFinancingConfirmationV01 *-- "0..1" SecuritiesFinancingTransactionDetails3 : SecuritiesFinancingDetails
SecuritiesFinancingConfirmationV01 *-- "0..1" StandingSettlementInstruction1 : StandingSettlementInstructionDetails
SecuritiesFinancingConfirmationV01 *-- "0..1" SettlementDetails9 : SettlementParameters
SecuritiesFinancingConfirmationV01 *-- "0..1" SettlementParties5 : DeliveringSettlementParties
SecuritiesFinancingConfirmationV01 *-- "0..1" SettlementParties5 : ReceivingSettlementParties
SecuritiesFinancingConfirmationV01 *-- "0..1" CashParties3 : CashParties
SecuritiesFinancingConfirmationV01 *-- "0..1" AmountAndDirection2 : SettledAmount
SecuritiesFinancingConfirmationV01 *-- "0..1" OtherAmounts4 : OtherAmounts
SecuritiesFinancingConfirmationV01 *-- "0..1" OtherParties2 : OtherBusinessParties
SecuritiesFinancingConfirmationV01 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesFinancingConfirmationV01 *-- "0..1" IPartyIdentification10Choice : MessageRecipient
SecuritiesFinancingConfirmationV01 *-- "0..1" Extension2 : Extension

Now, we will zero-in one-by-one on each of these building blocks.

Identification building block

Information that unambiguously identifies a SecuritiesFinancingConfirmation message as known by the account servicer. Identification and creation date of a document. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% DocumentIdentification11 recursion level 0 with max 1
class DocumentIdentification11{
    Identification IsoMax35Text
    CopyDuplicate CopyDuplicate1Code
}
DocumentIdentification11 *-- "0..1" IDateAndDateTimeChoice : CreationDateTime
%% IDateAndDateTimeChoice recursion level 1 with max 1

DocumentIdentification11 members

Member name	Description	Data Type / Multiplicity
Identification	Unique identifier of the document (message) assigned by the sender of the document.	IsoMax35Text - Required 1..1
CreationDateTime	Date and time at which the document (message) was created by the sender.	IDateAndDateTimeChoice - Optional 0..1
CopyDuplicate	Specifies if this document is a copy, a duplicate, or a duplicate of a copy.	CopyDuplicate1Code - Optional 0..1

TransactionIdentificationDetails building block

Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters. Specifies the conditions under which the order/trade is to be settled. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionTypeAndAdditionalParameters3 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters3{
    AccountOwnerTransactionIdentification IsoMax35Text
    AccountServicerTransactionIdentification IsoMax35Text
    SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType1Code
    SecuritiesMovementType ReceiveDelivery1Code
    Payment DeliveryReceiptType2Code
    CommonIdentification IsoMax35Text
    PoolIdentification IsoMax35Text
    CorporateActionEventIdentification IsoMax35Text
}

TransactionTypeAndAdditionalParameters3 members

Member name	Description	Data Type / Multiplicity
AccountOwnerTransactionIdentification	Unambiguous identification of the transaction (unique per piece of collateral) as known by the account owner (or the instructing party managing the account).	IsoMax35Text - Required 1..1
AccountServicerTransactionIdentification	Unambiguous identification of the transaction (unique per piece of collateral) as known by the account servicer.	IsoMax35Text - Optional 0..1
SecuritiesFinancingTransactionType	Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing.	SecuritiesFinancingTransactionType1Code - Required 1..1
SecuritiesMovementType	Specifies if the movement on a securities account results from a deliver or a receive instruction.	ReceiveDelivery1Code - Required 1..1
Payment	Specifies how the transaction is to be settled, for example, against payment.	DeliveryReceiptType2Code - Required 1..1
CommonIdentification	Unique reference agreed upon by the two trade counterparties to identify the trade.	IsoMax35Text - Optional 0..1
PoolIdentification	Collective reference identifying a set of messages.	IsoMax35Text - Optional 0..1
CorporateActionEventIdentification	Identification assigned by the account servicer to unambiguously identify a corporate action event.	IsoMax35Text - Optional 0..1

AdditionalParameters building block

Additional parameters to the transaction. Specifies additional parameters to the message or transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalParameters2 recursion level 0 with max 1
class AdditionalParameters2{
    PreConfirmation PreConfirmation1Code
    PartialSettlement PartialSettlement1Code
    PreviousPartialConfirmationIdentification IsoMax35Text
    TripartyAgentCollateralTransactionIdentification IsoMax35Text
    ClientTripartyCollateralTransactionIdentification IsoMax35Text
}

AdditionalParameters2 members

Member name	Description	Data Type / Multiplicity
PreConfirmation	Specifies whether there exists a pre-confirmation.	PreConfirmation1Code - Optional 0..1
PartialSettlement	Specifies partial settlement information.	PartialSettlement1Code - Optional 0..1
PreviousPartialConfirmationIdentification	Identification of the confirmation previously sent to confirm the partial settlement of a transaction.	IsoMax35Text - Optional 0..1
TripartyAgentCollateralTransactionIdentification	Unique reference identifying the triparty collateral management transaction from the triparty agent’s point of view.	IsoMax35Text - Optional 0..1
ClientTripartyCollateralTransactionIdentification	Unique reference identifying the triparty collateral management transaction from the client’s point of view.	IsoMax35Text - Optional 0..1

TradeDetails building block

Details of the securities financing deal. Details of the securities trade. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesTradeDetails6 recursion level 0 with max 1
class SecuritiesTradeDetails6{
    PlaceOfClearing IsoAnyBICIdentifier
    NumberOfDaysAccrued IsoMax3Number
    SettlementInstructionProcessingAdditionalDetails IsoMax350Text
    FXAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails6 *-- "0..1" MarketIdentification4 : PlaceOfTrade
SecuritiesTradeDetails6 *-- "0..1" ITradeDate1Choice : TradeDate
SecuritiesTradeDetails6 *-- "0..1" ISettlementDate1Choice : SettlementDate
SecuritiesTradeDetails6 *-- "1..1" ISettlementDate3Choice : EffectiveSettlementDate
SecuritiesTradeDetails6 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails6 *-- "0..0" IReporting2Choice : Reporting
SecuritiesTradeDetails6 *-- "0..0" ITradeTransactionCondition1Choice : TradeTransactionCondition
SecuritiesTradeDetails6 *-- "0..1" IInvestorCapacity1Choice : InvestorCapacity
SecuritiesTradeDetails6 *-- "0..1" ITradeOriginator1Choice : TradeOriginatorRole
%% MarketIdentification4 recursion level 1 with max 1
MarketIdentification4 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification4 *-- "1..1" IMarketType3Choice : Type
%% ITradeDate1Choice recursion level 1 with max 1
%% ISettlementDate1Choice recursion level 1 with max 1
%% ISettlementDate3Choice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% IReporting2Choice recursion level 1 with max 1
%% ITradeTransactionCondition1Choice recursion level 1 with max 1
%% IInvestorCapacity1Choice recursion level 1 with max 1
%% ITradeOriginator1Choice recursion level 1 with max 1

SecuritiesTradeDetails6 members

Member name	Description	Data Type / Multiplicity
PlaceOfTrade	Market in which a trade transaction has been executed.	MarketIdentification4 - Optional 0..1
PlaceOfClearing	Infrastructure which may be a component of a clearing house and wich facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position.	IsoAnyBICIdentifier - Optional 0..1
TradeDate	Specifies the date/time on which the trade was executed.	ITradeDate1Choice - Optional 0..1
SettlementDate	Date and time at which the securities are to be delivered or received.	ISettlementDate1Choice - Optional 0..1
EffectiveSettlementDate	Date and time at which a transaction is completed and cleared, ie, payment is effected and securities are delivered.	ISettlementDate3Choice - Required 1..1
DealPrice	Specifies the price of the traded financial instrument.	This is the deal price of the individual trade transaction.
Reporting	Specifies that a trade is to be reported to a third party.	IReporting2Choice - Unknown 0..0
NumberOfDaysAccrued	Number of days on which the interest rate accrues (daily accrual note).	IsoMax3Number - Optional 0..1
TradeTransactionCondition	Indicates the conditions under which the order/trade is to be/was executed.	ITradeTransactionCondition1Choice - Unknown 0..0
InvestorCapacity	Specifies the role of the investor in the transaction.	IInvestorCapacity1Choice - Optional 0..1
TradeOriginatorRole	Specifies the role of the trading party in the transaction.	ITradeOriginator1Choice - Optional 0..1
SettlementInstructionProcessingAdditionalDetails	Provides additional settlement processing information which can not be included within the structured fields of the message.	IsoMax350Text - Optional 0..1
FXAdditionalDetails	Provides additional details pertaining to foreign exchange instructions.	IsoMax350Text - Optional 0..1

FinancialInstrumentIdentification building block

Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. Identification of a security. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecurityIdentification11 recursion level 0 with max 1
class SecurityIdentification11{
    Description IsoMax140Text
}
SecurityIdentification11 *-- "1..1" ISecurityIdentification11Choice : Identification
%% ISecurityIdentification11Choice recursion level 1 with max 1

SecurityIdentification11 members

Member name	Description	Data Type / Multiplicity
Identification	Identification of a security.	ISecurityIdentification11Choice - Required 1..1
Description	Textual description of a security instrument.	IsoMax140Text - Optional 0..1

FinancialInstrumentAttributes building block

Elements characterising a financial instrument. Elements characterising a financial instrument. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% FinancialInstrumentAttributes8 recursion level 0 with max 1
class FinancialInstrumentAttributes8{
    DenominationCurrency ActiveOrHistoricCurrencyCode
    CouponDate IsoISODate
    ExpiryDate IsoISODate
    FloatingRateFixingDate IsoISODate
    MaturityDate IsoISODate
    IssueDate IsoISODate
    NextCallableDate IsoISODate
    PutableDate IsoISODate
    DatedDate IsoISODate
    FirstPaymentDate IsoISODate
    PreviousFactor IsoBaseOneRate
    CurrentFactor IsoBaseOneRate
    NextFactor IsoBaseOneRate
    InterestRate IsoPercentageRate
    NextInterestRate IsoPercentageRate
    IndexRateBasis IsoPercentageRate
    VariableRateIndicator IsoYesNoIndicator
    CallableIndicator IsoYesNoIndicator
    PutableIndicator IsoYesNoIndicator
    FinancialInstrumentAttributeAdditionalDetails IsoMax350Text
}
FinancialInstrumentAttributes8 *-- "0..1" MarketIdentification5 : PlaceOfListing
FinancialInstrumentAttributes8 *-- "0..1" IInterestComputationMethodFormat1Choice : DayCountBasis
FinancialInstrumentAttributes8 *-- "0..1" IFormOfSecurity2Choice : RegistrationForm
FinancialInstrumentAttributes8 *-- "0..1" IFrequency3Choice : PaymentFrequency
FinancialInstrumentAttributes8 *-- "0..1" ISecuritiesPaymentStatus2Choice : PaymentStatus
FinancialInstrumentAttributes8 *-- "0..1" IPaymentDirection2Choice : PaymentDirection
FinancialInstrumentAttributes8 *-- "0..1" IFrequency3Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes8 *-- "0..1" IPreferenceToIncome2Choice : PreferenceToIncome
FinancialInstrumentAttributes8 *-- "0..1" IClassificationType2Choice : ClassificationType
FinancialInstrumentAttributes8 *-- "0..1" IOptionStyle4Choice : OptionStyle
FinancialInstrumentAttributes8 *-- "0..1" IOptionType2Choice : OptionType
FinancialInstrumentAttributes8 *-- "0..1" INumber2Choice : CouponAttachedNumber
FinancialInstrumentAttributes8 *-- "0..1" INumber2Choice : PoolNumber
FinancialInstrumentAttributes8 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes8 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes8 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes8 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes8 *-- "0..0" SecurityIdentification11 : UnderlyingFinancialInstrumentIdentification
%% MarketIdentification5 recursion level 1 with max 1
MarketIdentification5 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification5 *-- "1..1" IMarketType2Choice : Type
%% IInterestComputationMethodFormat1Choice recursion level 1 with max 1
%% IFormOfSecurity2Choice recursion level 1 with max 1
%% IFrequency3Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus2Choice recursion level 1 with max 1
%% IPaymentDirection2Choice recursion level 1 with max 1
%% IFrequency3Choice recursion level 1 with max 1
%% IPreferenceToIncome2Choice recursion level 1 with max 1
%% IClassificationType2Choice recursion level 1 with max 1
%% IOptionStyle4Choice recursion level 1 with max 1
%% IOptionType2Choice recursion level 1 with max 1
%% INumber2Choice recursion level 1 with max 1
%% INumber2Choice recursion level 1 with max 1
%% IPriceType1Choice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% SecurityIdentification11 recursion level 1 with max 1
class SecurityIdentification11{
    Description IsoMax140Text
}
SecurityIdentification11 *-- "1..1" ISecurityIdentification11Choice : Identification

FinancialInstrumentAttributes8 members

Member name	Description	Data Type / Multiplicity
PlaceOfListing	Market(s) on which the security is listed.	MarketIdentification5 - Optional 0..1
DayCountBasis	Specifies the computation method of (accrued) interest of the security.	IInterestComputationMethodFormat1Choice - Optional 0..1
RegistrationForm	Specifies the form, ie, ownership, of the security.	IFormOfSecurity2Choice - Optional 0..1
PaymentFrequency	Specifies the frequency of an interest payment.	IFrequency3Choice - Optional 0..1
PaymentStatus	Status of payment of a security at a particular time.	ISecuritiesPaymentStatus2Choice - Optional 0..1
PaymentDirection	Indicates the direction of payment for asset or mortgage backed securities, ie, whether the repaid capital is distributed (payment direction is down) or capitalized (payment direction is up).	IPaymentDirection2Choice - Optional 0..1
VariableRateChangeFrequency	Specifies the frequency of change to the variable rate of an interest bearing instrument.	IFrequency3Choice - Optional 0..1
PreferenceToIncome	Indicates the level of priority to claim on income and assets of the company in case of the payment of dividends and in the event of a bankruptcy, for example, ordinary/common stocks, preferred stocks, subordinated debt, etc.	IPreferenceToIncome2Choice - Optional 0..1
ClassificationType	Classification type of the financial instrument, as per the ISO Classification of Financial Instrument (CFI) codification, for example, common share with voting rights, fully paid, or registered.	IClassificationType2Choice - Optional 0..1
OptionStyle	Specifies how an option can be exercised (American, European, Bermudan).	IOptionStyle4Choice - Optional 0..1
OptionType	Specifies whether it is a Call option (right to purchase a specific underlying asset) or a Put option (right to sell a specific underlying asset).	IOptionType2Choice - Optional 0..1
DenominationCurrency	Currency in which a security is issued or redenominated.	ActiveOrHistoricCurrencyCode - Optional 0..1
CouponDate	Next payment date of an interest bearing financial instrument.	IsoISODate - Optional 0..1
ExpiryDate	Date on which a privilege expires.	IsoISODate - Optional 0..1
FloatingRateFixingDate	Date at which the interest rate of an interest bearing security will be calculated and reset, according to the terms of the issue.	IsoISODate - Optional 0..1
MaturityDate	Planned final repayment date at the time of issuance.	IsoISODate - Optional 0..1
IssueDate	Date at which the security was made available.	IsoISODate - Optional 0..1
NextCallableDate	Next date at which the issuer has the right to pay the security prior to maturity.	IsoISODate - Optional 0..1
PutableDate	Date at which the holder has the right to ask for redemption of the security prior to final maturity.	IsoISODate - Optional 0..1
DatedDate	First date at which a security begins to accrue interest.	IsoISODate - Optional 0..1
FirstPaymentDate	Date at which the first interest payment is due to holders of the security.	IsoISODate - Optional 0..1
PreviousFactor	Rate expressed as a decimal between 0 and 1 that was applicable before the current factor and defines the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
CurrentFactor	Rate expressed as a decimal between 0 and 1 defining the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
NextFactor	Rate expressed as a decimal between 0 and 1 that will be applicable as of the next factor date and defines the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
InterestRate	Per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.	IsoPercentageRate - Optional 0..1
NextInterestRate	Interest rate applicable to the next interest payment period in relation to variable rate instruments.	IsoPercentageRate - Optional 0..1
IndexRateBasis	Specifies the reference rate for fixed income instruments where the	price of the instrument is indexed to the price of an underlying benchmark.
CouponAttachedNumber	Number of the coupon attached to the physical security.	INumber2Choice - Optional 0..1
PoolNumber	Number identifying a group of underlying assets assigned by the issuer of a factored security.	INumber2Choice - Optional 0..1
VariableRateIndicator	Indicates whether the interest rate of an interest bearing instrument is reset periodically.	IsoYesNoIndicator - Optional 0..1
CallableIndicator	Indicates whether the issuer has the right to pay the security prior to maturity. Also called RetractableIndicator.	IsoYesNoIndicator - Optional 0..1
PutableIndicator	Indicates whether the holder has the right to ask for redemption of the security prior to final maturity. Also called RedeemableIndicator.	IsoYesNoIndicator - Optional 0..1
MarketOrIndicativePrice	Value of the price, for example, as a currency and value per unit or as a percentage.	IPriceType1Choice - Optional 0..1
ExercisePrice	Predetermined price at which the holder of a derivative will buy or sell the underlying instrument.	Price2 - Optional 0..1
SubscriptionPrice	Pre-determined price at which the holder of a right is entitled to buy the underlying instrument.	Price2 - Optional 0..1
ConversionPrice	Price of one target security in the conversion.	Price2 - Optional 0..1
StrikePrice	Predetermined price at which the holder will have to buy or sell the underlying instrument.	Price2 - Optional 0..1
MinimumNominalQuantity	Indicates the minimum tradable quantity of a security.	IFinancialInstrumentQuantity1Choice - Optional 0..1
ContractSize	Ratio or multiplying factor used to convert one contract into a quantity.	IFinancialInstrumentQuantity1Choice - Optional 0..1
UnderlyingFinancialInstrumentIdentification	Identification of the underlying security by an ISIN.	SecurityIdentification11 - Unknown 0..0
FinancialInstrumentAttributeAdditionalDetails	Provides additional information about the financial instrument in narrative form.	IsoMax350Text - Optional 0..1

QuantityAndAccountDetails building block

Details related to the account and quantity involved in the transaction. Details on the quantity, account and other related information involved in a transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% QuantityAndAccount6 recursion level 0 with max 1
QuantityAndAccount6 *-- "1..1" IQuantity6Choice : SettledQuantity
QuantityAndAccount6 *-- "0..1" IFinancialInstrumentQuantity1Choice : PreviouslySettledQuantity
QuantityAndAccount6 *-- "0..1" IFinancialInstrumentQuantity1Choice : RemainingToBeSettledQuantity
QuantityAndAccount6 *-- "0..1" AmountAndDirection5 : PreviouslySettledAmount
QuantityAndAccount6 *-- "0..1" AmountAndDirection5 : RemainingToBeSettledAmount
QuantityAndAccount6 *-- "0..1" IPartyIdentification13Choice : AccountOwner
QuantityAndAccount6 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
QuantityAndAccount6 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount6 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
%% IQuantity6Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% AmountAndDirection5 recursion level 1 with max 1
class AmountAndDirection5{
    Amount IsoActiveCurrencyAndAmount
    CreditDebit CreditDebitCode
}
%% AmountAndDirection5 recursion level 1 with max 1
class AmountAndDirection5{
    Amount IsoActiveCurrencyAndAmount
    CreditDebit CreditDebitCode
}
%% IPartyIdentification13Choice recursion level 1 with max 1
%% SecuritiesAccount13 recursion level 1 with max 1
class SecuritiesAccount13{
    Identification IsoMax35Text
    Name IsoMax70Text
}
SecuritiesAccount13 *-- "0..1" GenericIdentification20 : Type
%% ICashAccountIdentification5Choice recursion level 1 with max 1
%% ISafekeepingPlaceFormat3Choice recursion level 1 with max 1

QuantityAndAccount6 members

Member name	Description	Data Type / Multiplicity
SettledQuantity	Quantity of financial instrument effectively settled.	IQuantity6Choice - Required 1..1
PreviouslySettledQuantity	Quantity of financial instrument previously settled.	IFinancialInstrumentQuantity1Choice - Optional 0..1
RemainingToBeSettledQuantity	Quantity of financial instrument remaining to be settled.	IFinancialInstrumentQuantity1Choice - Optional 0..1
PreviouslySettledAmount	Amount of money previously settled.	AmountAndDirection5 - Optional 0..1
RemainingToBeSettledAmount	Amount of money remaining to be settled.	AmountAndDirection5 - Optional 0..1
AccountOwner	Party that legally owns the account.	IPartyIdentification13Choice - Optional 0..1
SafekeepingAccount	Account to or from which a securities entry is made.	SecuritiesAccount13 - Required 1..1
CashAccount	Account to or from which a cash entry is made.	ICashAccountIdentification5Choice - 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).	ISafekeepingPlaceFormat3Choice - Optional 0..1

SecuritiesFinancingDetails building block

Details of the closing of the securities financing transaction. Details of the closing of the securities financing transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesFinancingTransactionDetails3 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails3{
    SecuritiesFinancingTradeIdentification IsoMax35Text
    ClosingLegIdentification IsoMax35Text
    InterestPayment IsoYesNoIndicator
    TransactionCallDelay IsoExact3NumericText
    TotalNumberOfCollateralInstructions IsoExact3NumericText
    SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails3 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails3 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails3 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails3 *-- "0..1" IRevaluationIndicator1Choice : Revaluation
SecuritiesFinancingTransactionDetails3 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails3 *-- "0..1" IInterestComputationMethodFormat1Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails3 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails3 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails3 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails3 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails3 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails3 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : DealAmount
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : ForfeitAmount
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : PremiumAmount
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails3 *-- "0..1" AmountAndDirection4 : TerminationTransactionAmount
%% ITerminationDate2Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IRateType5Choice recursion level 1 with max 1
%% IRevaluationIndicator1Choice recursion level 1 with max 1
%% ILegalFramework1Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat1Choice recursion level 1 with max 1
%% RateName1 recursion level 1 with max 1
class RateName1{
    Issuer IsoMax8Text
    RateName IsoMax35Text
}
%% Rate2 recursion level 1 with max 1
class Rate2{
    Sign IsoPlusOrMinusIndicator
    Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
    Sign IsoPlusOrMinusIndicator
    Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
    Sign IsoPlusOrMinusIndicator
    Rate IsoPercentageRate
}
%% IRateOrName1Choice recursion level 1 with max 1
%% Rate2 recursion level 1 with max 1
class Rate2{
    Sign IsoPlusOrMinusIndicator
    Rate IsoPercentageRate
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}

SecuritiesFinancingTransactionDetails3 members

Member name	Description	Data Type / Multiplicity
SecuritiesFinancingTradeIdentification	Unambiguous identification of the underlying securities financing trade as assigned by the instructing party. The identification is common to all collateral pieces (one or many).	IsoMax35Text - Optional 0..1
ClosingLegIdentification	Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf).	IsoMax35Text - Optional 0..1
TerminationDate	Closing date/time or maturity date/time of the transaction.	ITerminationDate2Choice - Optional 0..1
RateChangeDate	Date/Time at which rate change has taken place.	IDateAndDateTimeChoice - Optional 0..1
RateType	Specifies whether the rate is fixed or variable.	IRateType5Choice - Optional 0..1
Revaluation	Specifies whether the collateral position should be subject to automatic revaluation by the account servicer.	IRevaluationIndicator1Choice - Optional 0..1
LegalFramework	Legal framework of the transaction.	ILegalFramework1Choice - Optional 0..1
InterestComputationMethod	Identifies the computation method of accrued interest of the related financial instrument.	IInterestComputationMethodFormat1Choice - Optional 0..1
InterestPayment	Specifies whether the interest is to be paid to the collateral taker. If set to no, the interest is paid to the collateral giver.	IsoYesNoIndicator - Optional 0..1
VariableRateSupport	Index or support rate used together with the spread to calculate the	repurchase rate.
RepurchaseRate	Rate to be used to recalculate the repurchase amount.	Rate2 - Optional 0..1
StockLoanMargin	Percentage mark-up on a loan consideration used to reflect the lender’s risk.	Rate2 - Optional 0..1
SecuritiesHaircut	Haircut or valuation factor on the security expressed as a percentage.	Rate2 - Optional 0..1
PricingRate	Interest rate to be paid on the transaction amount, as agreed between the counterparties.	IRateOrName1Choice - Optional 0..1
Spread	Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate.	Rate2 - Optional 0..1
TransactionCallDelay	Minimum number of days’ notice a counterparty needs for terminating the transaction.	IsoExact3NumericText - Optional 0..1
TotalNumberOfCollateralInstructions	Total number of collateral instructions involved in the transaction.	IsoExact3NumericText - Optional 0..1
DealAmount	Principal amount of a trade (for second leg).	AmountAndDirection4 - Optional 0..1
AccruedInterestAmount	Interest amount that has accrued in between coupon payment periods.	AmountAndDirection4 - Optional 0..1
ForfeitAmount	Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date.	AmountAndDirection4 - Optional 0..1
PremiumAmount	Difference between the amount of money of the first leg and the amount of the second leg of the transaction.	AmountAndDirection4 - Optional 0..1
TerminationAmountPerPieceOfCollateral	Amount of money to be settled per piece of collateral to terminate the transaction.	AmountAndDirection4 - Optional 0..1
TerminationTransactionAmount	Total amount of money to be settled to terminate the transaction.	AmountAndDirection4 - Optional 0..1
SecondLegNarrative	Provides additional information about the second leg in narrative form.	IsoMax140Text - Optional 0..1

StandingSettlementInstructionDetails building block

Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction. Details of the standing settlement instruction to be applied. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% StandingSettlementInstruction1 recursion level 0 with max 1
StandingSettlementInstruction1 *-- "1..1" ISettlementStandingInstructionDatabase1Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction1 *-- "1..1" ICounterparty1Choice : Counterparty
StandingSettlementInstruction1 *-- "0..1" IPartyIdentification10Choice : Vendor
StandingSettlementInstruction1 *-- "0..1" SettlementParties5 : OtherDeliveringSettlementParties
StandingSettlementInstruction1 *-- "0..1" SettlementParties5 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase1Choice recursion level 1 with max 1
%% ICounterparty1Choice recursion level 1 with max 1
%% IPartyIdentification10Choice recursion level 1 with max 1
%% SettlementParties5 recursion level 1 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% SettlementParties5 recursion level 1 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5

StandingSettlementInstruction1 members

Member name	Description	Data Type / Multiplicity
SettlementStandingInstructionDatabase	Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction.	ISettlementStandingInstructionDatabase1Choice - Required 1..1
Counterparty	Identification of the buyer or seller in a standing settlement instruction enabling to derive the Standing Settlement Instruction.	ICounterparty1Choice - Required 1..1
Vendor	Vendor of the Settlement Standing Instruction database requested to be consulted.	IPartyIdentification10Choice - Optional 0..1
OtherDeliveringSettlementParties	Delivering parties, other than the seller, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain).	SettlementParties5 - Optional 0..1
OtherReceivingSettlementParties	Receiving parties, other than the buyer, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain).	SettlementParties5 - Optional 0..1

SettlementParameters building block

Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SettlementDetails9 recursion level 0 with max 1
class SettlementDetails9{
    PartialSettlementIndicator IsoYesNoIndicator
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails9 *-- "0..1" IPriorityNumeric1Choice : Priority
SettlementDetails9 *-- "0..0" ISettlementTransactionCondition1Choice : SettlementTransactionCondition
SettlementDetails9 *-- "0..1" ISettlingCapacity1Choice : SettlingCapacity
SettlementDetails9 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
SettlementDetails9 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails9 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails9 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails9 *-- "0..1" ITaxCapacityParty1Choice : TaxCapacity
SettlementDetails9 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails9 *-- "0..1" IBlockTrade1Choice : BlockTrade
SettlementDetails9 *-- "0..1" IRestriction1Choice : LegalRestrictions
SettlementDetails9 *-- "0..1" ISettlementSystemMethod1Choice : SettlementSystemMethod
SettlementDetails9 *-- "0..1" INettingEligibility1Choice : NettingEligibility
SettlementDetails9 *-- "0..1" ICentralCounterPartyEligibility1Choice : CCPEligibility
SettlementDetails9 *-- "0..1" IAutomaticBorrowing1Choice : AutomaticBorrowing
%% IPriorityNumeric1Choice recursion level 1 with max 1
%% ISettlementTransactionCondition1Choice recursion level 1 with max 1
%% ISettlingCapacity1Choice recursion level 1 with max 1
%% GenericIdentification20 recursion level 1 with max 1
class GenericIdentification20{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% ISecuritiesRTGS1Choice recursion level 1 with max 1
%% IBeneficialOwnership1Choice recursion level 1 with max 1
%% ICashSettlementSystem1Choice recursion level 1 with max 1
%% ITaxCapacityParty1Choice recursion level 1 with max 1
%% IMarketClientSide1Choice recursion level 1 with max 1
%% IBlockTrade1Choice recursion level 1 with max 1
%% IRestriction1Choice recursion level 1 with max 1
%% ISettlementSystemMethod1Choice recursion level 1 with max 1
%% INettingEligibility1Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility1Choice recursion level 1 with max 1
%% IAutomaticBorrowing1Choice recursion level 1 with max 1

SettlementDetails9 members

Member name	Description	Data Type / Multiplicity
Priority	Specifies whether the transaction was executed with a high priority.	IPriorityNumeric1Choice - Optional 0..1
SettlementTransactionCondition	Conditions under which the order/trade was to be settled.	ISettlementTransactionCondition1Choice - Unknown 0..0
SettlingCapacity	Role of a party in the settlement of the transaction.	ISettlingCapacity1Choice - Optional 0..1
StampDutyTaxBasis	Specifies the stamp duty type or exemption reason applicable to the settlement transaction.	GenericIdentification20 - Optional 0..1
SecuritiesRTGS	Specifies whether the settlement transaction was to be settled through an RTGS or a non RTGS system.	ISecuritiesRTGS1Choice - Optional 0..1
BeneficialOwnership	Specifies whether there was change of beneficial ownership.	IBeneficialOwnership1Choice - Optional 0..1
CashClearingSystem	Specifies the category of cash clearing system, eg, cheque clearing.	ICashSettlementSystem1Choice - Optional 0..1
TaxCapacity	Tax role capacity of the instructing party.	ITaxCapacityParty1Choice - Optional 0..1
MarketClientSide	Specifies if an instruction was for a market side or a client side transaction.	IMarketClientSide1Choice - Optional 0..1
BlockTrade	Specifies whether the settlement instruction was a block parent or child.	IBlockTrade1Choice - Optional 0..1
LegalRestrictions	Regulatory restrictions applicable to a security.	IRestriction1Choice - Optional 0..1
SettlementSystemMethod	Specifies whether the settlement instruction was to be settled through the default or the alternate settlement system.	ISettlementSystemMethod1Choice - Optional 0..1
NettingEligibility	Specifies whether the settlement transaction was eligible for netting.	INettingEligibility1Choice - Optional 0..1
CCPEligibility	Specifies whether the settlement transaction was CCP (Central Counterparty) eligible.	ICentralCounterPartyEligibility1Choice - Optional 0..1
AutomaticBorrowing	Condition for automatic borrowing.	IAutomaticBorrowing1Choice - Optional 0..1
PartialSettlementIndicator	Specifies whether partial settlement was allowed.	IsoYesNoIndicator - Optional 0..1
EligibleForCollateral	Specifies whether securities were requested to be included in the pool of securities eligible for collateral purposes.	IsoYesNoIndicator - Optional 0..1

DeliveringSettlementParties building block

Identifies the chain of delivering settlement parties. Chain of parties involved in the settlement of a transaction, including receipts and deliveries, book transfers, treasury deals, or other activities, resulting in the movement of a security or amount of money from one account to another. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SettlementParties5 recursion level 0 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% PartyIdentification2 recursion level 1 with max 1
class PartyIdentification2{
    ProcessingIdentification IsoMax35Text
}
PartyIdentification2 *-- "1..1" IPartyIdentification12Choice : Identification
PartyIdentification2 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification2 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification2 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation

SettlementParties5 members

Member name	Description	Data Type / Multiplicity
Depository	First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments.	PartyIdentification2 - Optional 0..1
Party1	Party that, in a settlement chain interacts with the depository.	PartyIdentificationAndAccount1 - Optional 0..1
Party2	Party that, in a settlement chain interacts with the party 1.	PartyIdentificationAndAccount1 - Optional 0..1
Party3	Party that, in a settlement chain interacts with the party 2.	PartyIdentificationAndAccount1 - Optional 0..1
Party4	Party that, in a settlement chain interacts with the party 3.	PartyIdentificationAndAccount1 - Optional 0..1
Party5	Party that, in a settlement chain interacts with the party 4.	PartyIdentificationAndAccount1 - Optional 0..1

ReceivingSettlementParties building block

Identifies the chain of receiving settlement parties. Chain of parties involved in the settlement of a transaction, including receipts and deliveries, book transfers, treasury deals, or other activities, resulting in the movement of a security or amount of money from one account to another. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SettlementParties5 recursion level 0 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% PartyIdentification2 recursion level 1 with max 1
class PartyIdentification2{
    ProcessingIdentification IsoMax35Text
}
PartyIdentification2 *-- "1..1" IPartyIdentification12Choice : Identification
PartyIdentification2 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification2 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification2 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation

SettlementParties5 members

Member name	Description	Data Type / Multiplicity
Depository	First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments.	PartyIdentification2 - Optional 0..1
Party1	Party that, in a settlement chain interacts with the depository.	PartyIdentificationAndAccount1 - Optional 0..1
Party2	Party that, in a settlement chain interacts with the party 1.	PartyIdentificationAndAccount1 - Optional 0..1
Party3	Party that, in a settlement chain interacts with the party 2.	PartyIdentificationAndAccount1 - Optional 0..1
Party4	Party that, in a settlement chain interacts with the party 3.	PartyIdentificationAndAccount1 - Optional 0..1
Party5	Party that, in a settlement chain interacts with the party 4.	PartyIdentificationAndAccount1 - Optional 0..1

CashParties building block

Cash parties involved in the transaction if different for the securities settlement parties. Payment processes required to transfer cash from the debtor to the creditor. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CashParties3 recursion level 0 with max 1
CashParties3 *-- "0..1" PartyIdentificationAndAccount20 : Debtor
CashParties3 *-- "0..1" PartyIdentificationAndAccount15 : DebtorAgent
CashParties3 *-- "0..1" PartyIdentificationAndAccount20 : Creditor
CashParties3 *-- "0..1" PartyIdentificationAndAccount15 : CreditorAgent
%% PartyIdentificationAndAccount20 recursion level 1 with max 1
PartyIdentificationAndAccount20 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount20 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount20 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount15 recursion level 1 with max 1
PartyIdentificationAndAccount15 *-- "1..1" IPartyIdentification30Choice : Identification
PartyIdentificationAndAccount15 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount15 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount20 recursion level 1 with max 1
PartyIdentificationAndAccount20 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount20 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount20 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount20 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount15 recursion level 1 with max 1
PartyIdentificationAndAccount15 *-- "1..1" IPartyIdentification30Choice : Identification
PartyIdentificationAndAccount15 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount15 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount15 *-- "0..1" PartyTextInformation2 : AdditionalInformation

CashParties3 members

Member name	Description	Data Type / Multiplicity
Debtor	Party that owes an amount of money to the (ultimate) creditor.	PartyIdentificationAndAccount20 - Optional 0..1
DebtorAgent	Financial institution servicing an account for the debtor.	PartyIdentificationAndAccount15 - Optional 0..1
Creditor	Party to which an amount of money is due.	PartyIdentificationAndAccount20 - Optional 0..1
CreditorAgent	Financial institution servicing an account for the creditor.	PartyIdentificationAndAccount15 - Optional 0..1

SettledAmount building block

Amount effectively settled and which will be credited to/debited from the account owner’s cash account. It may differ from the instructed settlement amount based on market tolerance level. Posting of an item to a cash account, in the context of a cash transaction, that results in an increase or decrease to the balance of the account. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AmountAndDirection2 recursion level 0 with max 1
class AmountAndDirection2{
    AccruedInterestIndicator IsoYesNoIndicator
    StampDutyIndicator IsoYesNoIndicator
    Amount IsoActiveCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection2 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
AmountAndDirection2 *-- "0..1" IDateAndDateTimeChoice : ValueDate
%% ForeignExchangeTerms11 recursion level 1 with max 1
class ForeignExchangeTerms11{
    UnitCurrency ActiveCurrencyCode
    QuotedCurrency ActiveCurrencyCode
    ExchangeRate IsoBaseOneRate
    ResultingAmount IsoActiveCurrencyAndAmount
}
%% IDateAndDateTimeChoice recursion level 1 with max 1

AmountAndDirection2 members

Member name	Description	Data Type / Multiplicity
AccruedInterestIndicator	Indicates whether the net proceeds include interest accrued on the financial instrument.	IsoYesNoIndicator - Optional 0..1
StampDutyIndicator	Whether the net proceeds include stamp duty amount.	IsoYesNoIndicator - Optional 0..1
Amount	Amount of money in the cash entry.	IsoActiveCurrencyAndAmount - Required 1..1
CreditDebitIndicator	Indicates whether an entry is a credit or a debit.	CreditDebitCode - Required 1..1
OriginalCurrencyAndOrderedAmount	Posting/settlement amount in its original currency when conversion from/into another currency has occurred.	IsoActiveOrHistoricCurrencyAndAmount - Optional 0..1
ForeignExchangeDetails	Information needed to process a currency exchange or conversion.	ForeignExchangeTerms11 - Optional 0..1
ValueDate	Date and time at which the cash is at the disposal of the credit account owner, or ceases to be at the disposal of the debit account owner.	IDateAndDateTimeChoice - Optional 0..1

OtherAmounts building block

Other amounts than the settlement amount. Identifies other amounts pertaining to the transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% OtherAmounts4 recursion level 0 with max 1
OtherAmounts4 *-- "0..1" AmountAndDirection9 : AccruedInterestAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : ChargesFees
OtherAmounts4 *-- "0..1" AmountAndDirection9 : CountryNationalFederalTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : TradeAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : ExecutingBrokerAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : IssueDiscountAllowance
OtherAmounts4 *-- "0..1" AmountAndDirection9 : PaymentLevyTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : LocalTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : LocalBrokerCommission
OtherAmounts4 *-- "0..1" AmountAndDirection9 : Margin
OtherAmounts4 *-- "0..1" AmountAndDirection9 : Other
OtherAmounts4 *-- "0..1" AmountAndDirection9 : PostageAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : RegulatoryAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : ShippingAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : SpecialConcession
OtherAmounts4 *-- "0..1" AmountAndDirection9 : StampDuty
OtherAmounts4 *-- "0..1" AmountAndDirection9 : StockExchangeTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : TransferTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : TransactionTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : ValueAddedTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : WithholdingTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : NetGainLoss
OtherAmounts4 *-- "0..1" AmountAndDirection9 : ConsumptionTax
OtherAmounts4 *-- "0..1" AmountAndDirection9 : AccruedCapitalisationAmount
OtherAmounts4 *-- "0..1" AmountAndDirection9 : BookValue
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection9 recursion level 1 with max 1
class AmountAndDirection9{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection9 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails

OtherAmounts4 members

Member name	Description	Data Type / Multiplicity
AccruedInterestAmount	Interest amount that has accrued in between coupon payment periods.	AmountAndDirection9 - Optional 0..1
ChargesFees	Amount of money paid for the provision of financial services that cannot be categorised by another qualifier.	AmountAndDirection9 - Optional 0..1
CountryNationalFederalTax	Amount of country, national or federal tax charged by the jurisdiction in which the account servicer is located.	AmountAndDirection9 - Optional 0..1
TradeAmount	Principal amount of a trade (price multiplied by quantity).	AmountAndDirection9 - Optional 0..1
ExecutingBrokerAmount	Amount of money paid to an executing broker as a commission.	AmountAndDirection9 - Optional 0..1
IssueDiscountAllowance	Amount of money defined as a discount on a new issue or on a tranche of an existing issue.	AmountAndDirection9 - Optional 0..1
PaymentLevyTax	Amount of payment levy tax.	AmountAndDirection9 - Optional 0..1
LocalTax	Tax charged by the jurisdiction in which the financial instrument settles.	AmountAndDirection9 - Optional 0..1
LocalBrokerCommission	Amount of commission paid to a local broker.	AmountAndDirection9 - Optional 0..1
Margin	Amount of money deposited by the trading party in a margin account.	AmountAndDirection9 - Optional 0..1
Other	An amount that is not indicated by a known business denomination.	AmountAndDirection9 - Optional 0..1
PostageAmount	Amount of money paid for delivery by regular post mail.	AmountAndDirection9 - Optional 0..1
RegulatoryAmount	Amount of money charged by a regulatory authority, for example, Securities and Exchange fees.	AmountAndDirection9 - Optional 0..1
ShippingAmount	Amount of money (including insurance) paid for delivery by carrier.	AmountAndDirection9 - Optional 0..1
SpecialConcession	Amount of drawdown or other reduction from or in addition to the deal price.	AmountAndDirection9 - Optional 0..1
StampDuty	Amount of stamp duty.	AmountAndDirection9 - Optional 0..1
StockExchangeTax	Amount of stock exchange tax.	AmountAndDirection9 - Optional 0..1
TransferTax	Amount of tax levied on a transfer of ownership of financial instrument.	AmountAndDirection9 - Optional 0..1
TransactionTax	Amount of transaction tax.	AmountAndDirection9 - Optional 0..1
ValueAddedTax	Amount of value-added tax.	AmountAndDirection9 - Optional 0..1
WithholdingTax	Amount of money that will be withheld by a tax authority.	AmountAndDirection9 - Optional 0..1
NetGainLoss	Amount representing the difference between the cost and the current price of a security. In the context of securities settlement, it is the amount paid or received when the instructions are netted or paired off.	AmountAndDirection9 - Optional 0..1
ConsumptionTax	Amount of consumption tax.	AmountAndDirection9 - Optional 0..1
AccruedCapitalisationAmount	Amount of unpaid interest (on bonds which have defaulted and have subsequently	restructured), which is capitalized and added to the original principal amount of the bond.
BookValue	Cost of the securities. May be requested in some countries for tax purposes.	AmountAndDirection9 - Optional 0..1

OtherBusinessParties building block

Other business parties relevant to the transaction. Other parties information. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% OtherParties2 recursion level 0 with max 1
OtherParties2 *-- "0..0" PartyIdentificationAndAccount19 : Investor
OtherParties2 *-- "0..1" PartyIdentificationAndAccount21 : QualifiedForeignIntermediary
OtherParties2 *-- "0..1" PartyIdentificationAndAccount21 : StockExchange
OtherParties2 *-- "0..1" PartyIdentificationAndAccount21 : TradeRegulator
OtherParties2 *-- "0..1" PartyIdentificationAndAccount21 : TripartyAgent
%% PartyIdentificationAndAccount19 recursion level 1 with max 1
class PartyIdentificationAndAccount19{
    CountryOfResidence CountryCode
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount19 *-- "0..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount19 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount19 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount21 recursion level 1 with max 1
class PartyIdentificationAndAccount21{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount21 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount21 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount21 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount21 recursion level 1 with max 1
class PartyIdentificationAndAccount21{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount21 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount21 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount21 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount21 recursion level 1 with max 1
class PartyIdentificationAndAccount21{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount21 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount21 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount21 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount21 recursion level 1 with max 1
class PartyIdentificationAndAccount21{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount21 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount21 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount21 *-- "0..1" PartyTextInformation1 : AdditionalInformation

OtherParties2 members

Member name	Description	Data Type / Multiplicity
Investor	Party, either an individual or organisation, whose assets are being invested.	PartyIdentificationAndAccount19 - Unknown 0..0
QualifiedForeignIntermediary	Foreign Financial Institution which has been authorised by local authorities to act as account management institution in the country.	PartyIdentificationAndAccount21 - Optional 0..1
StockExchange	Identification of the stock exchange to which transaction reporting will be done.	PartyIdentificationAndAccount21 - Optional 0..1
TradeRegulator	Institution to which a trade must be reported.	PartyIdentificationAndAccount21 - Optional 0..1
TripartyAgent	Party responsible for the administration of a tri-party collateral transaction including collateral allocation, marking to market and substitution of collateral.	PartyIdentificationAndAccount21 - Optional 0..1

MessageOriginator building block

Party that originated the message, if other than the sender. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification10Choice recursion level 0 with max 1

PartyIdentification10Choice members

Member name	Description	Data Type / Multiplicity

MessageRecipient building block

Party that is the final destination of the message, if other than the receiver. Choice of identification of a party. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPartyIdentification10Choice recursion level 0 with max 1

PartyIdentification10Choice members

Member name	Description	Data Type / Multiplicity

Extension building block

Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Extension2 recursion level 0 with max 1
class Extension2{
    PlaceAndName IsoMax350Text
}
Extension2 *-- "1..1" ExtensionEnvelope1 : ExtensionEnvelope
%% ExtensionEnvelope1 recursion level 1 with max 1
ExtensionEnvelope1 *-- "1..1" ExtensionContents1 : ExtensionContents

Extension2 members

Member name	Description	Data Type / Multiplicity
PlaceAndName	Name qualifying the information provided in the Text field, and place where this information should be inserted.	IsoMax350Text - Optional 0..1
ExtensionEnvelope	Technical element wrapping the extension.	ExtensionEnvelope1 - Required 1..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesFinancingConfirmationV01 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingConfirmationV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingConfirmationV01Document implements IOuterDocument. Because SecuritiesFinancingConfirmationV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingConfirmationV01.

classDiagram
    class IOuterRecord
    SecuritiesFinancingConfirmationV01 --|> IOuterRecord : Implements
    SecuritiesFinancingConfirmationV01Document --|> IOuterDocument~SecuritiesFinancingConfirmationV01~ : Implements
    class IOuterDocument~SecuritiesFinancingConfirmationV01~ {
        SecuritiesFinancingConfirmationV01 Message
     }

Document wrapper for serialization

The only real purpose SecuritiesFinancingConfirmationV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.035.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingConfirmationV01.ToDocument() method. The returned SecuritiesFinancingConfirmationV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingConfirmationV01Document *-- SecuritiesFinancingConfirmationV01 : 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:sese.035.001.01">
    <SctiesFincgConf>
        <Id>
            <!-- Identification inner content -->
        </Id>
        <TxIdDtls>
            <!-- TransactionIdentificationDetails inner content -->
        </TxIdDtls>
        <AddtlParams>
            <!-- AdditionalParameters inner content -->
        </AddtlParams>
        <TradDtls>
            <!-- TradeDetails inner content -->
        </TradDtls>
        <FinInstrmId>
            <!-- FinancialInstrumentIdentification inner content -->
        </FinInstrmId>
        <FinInstrmAttrbts>
            <!-- FinancialInstrumentAttributes inner content -->
        </FinInstrmAttrbts>
        <QtyAndAcctDtls>
            <!-- QuantityAndAccountDetails inner content -->
        </QtyAndAcctDtls>
        <SctiesFincgDtls>
            <!-- SecuritiesFinancingDetails inner content -->
        </SctiesFincgDtls>
        <StgSttlmInstrDtls>
            <!-- StandingSettlementInstructionDetails inner content -->
        </StgSttlmInstrDtls>
        <SttlmParams>
            <!-- SettlementParameters inner content -->
        </SttlmParams>
        <DlvrgSttlmPties>
            <!-- DeliveringSettlementParties inner content -->
        </DlvrgSttlmPties>
        <RcvgSttlmPties>
            <!-- ReceivingSettlementParties inner content -->
        </RcvgSttlmPties>
        <CshPties>
            <!-- CashParties inner content -->
        </CshPties>
        <SttldAmt>
            <!-- SettledAmount inner content -->
        </SttldAmt>
        <OthrAmts>
            <!-- OtherAmounts inner content -->
        </OthrAmts>
        <OthrBizPties>
            <!-- OtherBusinessParties inner content -->
        </OthrBizPties>
        <MsgOrgtr>
            <!-- MessageOriginator inner content -->
        </MsgOrgtr>
        <MsgRcpt>
            <!-- MessageRecipient inner content -->
        </MsgRcpt>
        <Xtnsn>
            <!-- Extension inner content -->
        </Xtnsn>
    </SctiesFincgConf>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_rF_hONE5Ed-BzquC8wXy7w_1188936936"
  nextVersions="_tOngUdtaEd-RF5yaMAVhAw"
  name="SecuritiesFinancingConfirmationV01"
  definition="SCOPE&#xD;&#xA;A securities financing transaction account servicer sends a SecuritiesFinancingConfirmation to an account owner to confirm or advise of the partial or full settlement of the opening or closing leg of a securities financing transaction. &#xD;&#xA;The account servicer/owner relationship may be:&#xD;&#xA;- a central securities depository or another settlement market infrastructure managing securities financing transactions on behalf of their participants&#xD;&#xA;- an agent (sub-custodian) managing securities financing transactions on behalf of their global custodian customer, or &#xD;&#xA;- a custodian managing securities financing transactions on behalf of an investment management institution or a broker/dealer.&#xD;&#xA;&#xD;&#xA;USAGE&#xD;&#xA;The message may also be used to: &#xD;&#xD;&#xA;- re-send a message previously sent (the sub-function of the message is Duplicate) &#xD;&#xD;&#xA;- provide a third party with a copy of a message for information (the sub-function of the message is Copy) &#xD;&#xD;&#xA;- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate).&#xD;&#xA;&#xD;&#xA;ISO 15022 - 20022 COEXISTENCE&#xD;&#xA;This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="SctiesFincgConf"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <semanticMarkup
    xmi:id="_dOuZ3A5lEeO42pgjaJ50lw"
    type="Synonym">
    <elements
      xmi:id="_dOuZ3Q5lEeO42pgjaJ50lw"
      name="context"
      value="ISO 15022" />
    <elements
      xmi:id="_dOuZ3g5lEeO42pgjaJ50lw"
      name="value"
      value="MT 544-7, Seq A :23G:NEWM, Seq D present" />
  </semanticMarkup>
  <constraint
    xmi:id="_rGcNItE5Ed-BzquC8wXy7w_-1750446121"
    name="CoexistenceAmountRule"
    definition="During ISO 15022 – 20022 coexistence, Amount length must not be greater than 15, including the decimal point."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_rGcNJdE5Ed-BzquC8wXy7w_1530468626"
    name="CoexistenceCharacterSetXRule"
    definition="During ISO 15022 – 20022 coexistence, characters used in all text fields must correspond to character set X, that is, a-z A-Z / - ? : ( ) . , ‘ + { } CR LF."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_rGcNKNE5Ed-BzquC8wXy7w_-1312422613"
    name="CoexistenceIdentificationRule"
    definition="During ISO 15022 – 20022 coexistence, all transaction and document identifications or references must be 16 characters or less. The field must not start or end with a slash ‘/’ or contain two consecutive slashes ‘//’."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_rGcNK9E5Ed-BzquC8wXy7w_1097407948"
    name="BuyerSSIRule"
    definition="If standing settlement instruction applies and the confirmation is on a delivery, then Buyer must be present.&#xD;&#xA;"
    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;/StandingSettlementInstructionDetails/Counterparty/Buyer&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;/TransactionIdentificationDetails/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Delivery&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_rGcNLtE5Ed-BzquC8wXy7w_1148817533"
    name="SellerSSIRule"
    definition="If standing settlement instruction applies and the confirmation is on a receive, then Seller must be present.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot;&gt;&lt;ComplexRule 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;/StandingSettlementInstructionDetails/Counterparty/Seller&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;/TransactionIdentificationDetails/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Receive&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;&#xA;" />
  <constraint
    xmi:id="_rGcNMdE5Ed-BzquC8wXy7w_1589432569"
    name="DeliveringDepositoryAndParty1Rule"
    definition="If the confirmation is on a receive and no standing settlement instruction applies, then DeliveringDepository and Party1 must be present."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot;&gt;&lt;ComplexRule 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;/DeliveringSettlementParties/Depository&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/DeliveringSettlementParties/Party1&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;/TransactionIdentificationDetails/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Receive&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;&#xA;" />
  <constraint
    xmi:id="_rGl-INE5Ed-BzquC8wXy7w_1475593503"
    name="ReceivingDepositoryAndParty1Rule"
    definition="If the confirmation is on a delivery and no standing settlement instruction applies, then ReceivingDepository and Party1 must be present.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot;&gt;&lt;ComplexRule 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;/ReceivingSettlementParties/Depository&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/ReceivingSettlementParties/Party1&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;/TransactionIdentificationDetails/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Delivery&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;&#xA;" />
  <constraint
    xmi:id="_rGl-I9E5Ed-BzquC8wXy7w_-992752183"
    name="SettledAmountRule"
    definition="If the instruction is against payment, then SettledAmount must be present.&#xA;."
    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;/SettledAmount&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;/TransactionIdentificationDetails/Payment&lt;/leftOperand&gt;&lt;rightOperand&gt;AgainstPaymentSettlement&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <messageBuildingBlock
    xmi:id="_rF_hOdE5Ed-BzquC8wXy7w_1188936954"
    name="Identification"
    definition="Information that unambiguously identifies a SecuritiesFinancingConfirmation message as known by the account servicer."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Id"
    complexType="_RBcz8tp-Ed-ak6NoX_4Aeg_-746423515" />
  <messageBuildingBlock
    xmi:id="_rF_hOtE5Ed-BzquC8wXy7w_1188937309"
    name="TransactionIdentificationDetails"
    definition="Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxIdDtls"
    complexType="_UjNDctp-Ed-ak6NoX_4Aeg_-42053989" />
  <messageBuildingBlock
    xmi:id="_rGJSMNE5Ed-BzquC8wXy7w_399899078"
    name="AdditionalParameters"
    definition="Additional parameters to the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AddtlParams"
    complexType="_Uj8qVNp-Ed-ak6NoX_4Aeg_291374041" />
  <messageBuildingBlock
    xmi:id="_rGJSMdE5Ed-BzquC8wXy7w_1188937343"
    name="TradeDetails"
    definition="Details of the securities financing deal."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtls"
    complexType="_S78Kv9p-Ed-ak6NoX_4Aeg_-1261633377" />
  <messageBuildingBlock
    xmi:id="_rGJSMtE5Ed-BzquC8wXy7w_1188937361"
    name="FinancialInstrumentIdentification"
    definition="Financial instrument representing a sum of rights of the investor vis-a-vis the issuer."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="FinInstrmId"
    complexType="_TBKB89p-Ed-ak6NoX_4Aeg_-524266634" />
  <messageBuildingBlock
    xmi:id="_rGJSM9E5Ed-BzquC8wXy7w_-484950757"
    name="FinancialInstrumentAttributes"
    definition="Elements characterising a financial instrument."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="FinInstrmAttrbts"
    complexType="_TwZGe9p-Ed-ak6NoX_4Aeg_-1543021073" />
  <messageBuildingBlock
    xmi:id="_rGJSNNE5Ed-BzquC8wXy7w_1188937652"
    name="QuantityAndAccountDetails"
    definition="Details related to the account and quantity involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QtyAndAcctDtls"
    complexType="_UbTrv9p-Ed-ak6NoX_4Aeg_1619096303" />
  <messageBuildingBlock
    xmi:id="_rGJSNdE5Ed-BzquC8wXy7w_1188937807"
    name="SecuritiesFinancingDetails"
    definition="Details of the closing of the securities financing transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="SctiesFincgDtls"
    complexType="_ToV9sNp-Ed-ak6NoX_4Aeg_-973044894" />
  <messageBuildingBlock
    xmi:id="_rGJSNtE5Ed-BzquC8wXy7w_1360839910"
    name="StandingSettlementInstructionDetails"
    definition="Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="StgSttlmInstrDtls"
    complexType="_UhaTudp-Ed-ak6NoX_4Aeg_1074919356" />
  <messageBuildingBlock
    xmi:id="_rGJSN9E5Ed-BzquC8wXy7w_-938070606"
    name="SettlementParameters"
    definition="Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="SttlmParams"
    complexType="_UfBuGNp-Ed-ak6NoX_4Aeg_2037114717" />
  <messageBuildingBlock
    xmi:id="_rGTDMNE5Ed-BzquC8wXy7w_1188937687"
    name="DeliveringSettlementParties"
    definition="Identifies the chain of delivering settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="DlvrgSttlmPties"
    complexType="_Shts19p-Ed-ak6NoX_4Aeg_-3062756" />
  <messageBuildingBlock
    xmi:id="_rGTDMdE5Ed-BzquC8wXy7w_1188937729"
    name="ReceivingSettlementParties"
    definition="Identifies the chain of receiving settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RcvgSttlmPties"
    complexType="_Shts19p-Ed-ak6NoX_4Aeg_-3062756" />
  <messageBuildingBlock
    xmi:id="_rGTDMtE5Ed-BzquC8wXy7w_1747793169"
    name="CashParties"
    definition="Cash parties involved in the transaction if different for the securities settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CshPties"
    complexType="_URnkO9p-Ed-ak6NoX_4Aeg_633125920" />
  <messageBuildingBlock
    xmi:id="_rGTDM9E5Ed-BzquC8wXy7w_1188937764"
    name="SettledAmount"
    definition="Amount effectively settled and which will be credited to/debited from the account owner's cash account. It may differ from the instructed settlement amount based on market tolerance level."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="SttldAmt"
    complexType="_SUcs49p-Ed-ak6NoX_4Aeg_-2041884579" />
  <messageBuildingBlock
    xmi:id="_rGTDNNE5Ed-BzquC8wXy7w_1676683011"
    name="OtherAmounts"
    definition="Other amounts than the settlement amount."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrAmts"
    complexType="_STaLENp-Ed-ak6NoX_4Aeg_1354169516" />
  <messageBuildingBlock
    xmi:id="_rGTDNdE5Ed-BzquC8wXy7w_2075644235"
    name="OtherBusinessParties"
    definition="Other business parties relevant to the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrBizPties"
    complexType="_PYQBgtp-Ed-ak6NoX_4Aeg_-983026121" />
  <messageBuildingBlock
    xmi:id="_rGTDNtE5Ed-BzquC8wXy7w_1188937884"
    name="MessageOriginator"
    definition="Party that originated the message, if other than the sender."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="MsgOrgtr"
    complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
  <messageBuildingBlock
    xmi:id="_rGcNINE5Ed-BzquC8wXy7w_1188937842"
    name="MessageRecipient"
    definition="Party that is the final destination of the message, if other than the receiver."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="MsgRcpt"
    complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
  <messageBuildingBlock
    xmi:id="_rGcNIdE5Ed-BzquC8wXy7w_1188937919"
    name="Extension"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="Xtnsn"
    complexType="_QzJSNdp-Ed-ak6NoX_4Aeg_251191216" />
  <messageDefinitionIdentifier
    businessArea="sese"
    messageFunctionality="035"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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