SecuritiesFinancingInstructionV01

sese.033.001.01

Scope An account owner sends a SecuritiesFinancingInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction to allow the account servicer to manage the settlement and follow-up of the opening and closing leg of the transaction. The account owner/servicer relationship may be:

• a global custodian which has an account with a local custodian, or
• an investment management institution which manage a fund account opened at a custodian, or
• a broker which has an account with a custodian, or
• a central securities depository participant which has an account with a central securities depository, or
• a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
• a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure. 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
%% SecuritiesFinancingInstructionV01 recursion level 0 with max 0
SecuritiesFinancingInstructionV01 *-- "1..1" TransactionAndDocumentIdentification1 : Identification
SecuritiesFinancingInstructionV01 *-- "1..1" TransactionTypeAndAdditionalParameters1 : TransactionTypeAndAdditionalParameters
SecuritiesFinancingInstructionV01 *-- "0..1" INumberCount1Choice : NumberCounts
SecuritiesFinancingInstructionV01 *-- "0..1" Linkages1 : Linkages
SecuritiesFinancingInstructionV01 *-- "1..1" SecuritiesTradeDetails3 : TradeDetails
SecuritiesFinancingInstructionV01 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
SecuritiesFinancingInstructionV01 *-- "0..1" FinancialInstrumentAttributes8 : FinancialInstrumentAttributes
SecuritiesFinancingInstructionV01 *-- "1..1" QuantityAndAccount1 : QuantityAndAccountDetails
SecuritiesFinancingInstructionV01 *-- "1..1" SecuritiesFinancingTransactionDetails1 : SecuritiesFinancingDetails
SecuritiesFinancingInstructionV01 *-- "0..1" SettlementDetails3 : SettlementParameters
SecuritiesFinancingInstructionV01 *-- "0..1" StandingSettlementInstruction1 : StandingSettlementInstructionDetails
SecuritiesFinancingInstructionV01 *-- "0..1" SettlementParties5 : DeliveringSettlementParties
SecuritiesFinancingInstructionV01 *-- "0..1" SettlementParties5 : ReceivingSettlementParties
SecuritiesFinancingInstructionV01 *-- "0..1" CashParties3 : CashParties
SecuritiesFinancingInstructionV01 *-- "0..1" AmountAndDirection2 : OpeningSettlementAmount
SecuritiesFinancingInstructionV01 *-- "0..1" OtherAmounts3 : OtherAmounts
SecuritiesFinancingInstructionV01 *-- "0..1" OtherParties2 : OtherBusinessParties
SecuritiesFinancingInstructionV01 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesFinancingInstructionV01 *-- "0..1" IPartyIdentification10Choice : MessageRecipient
SecuritiesFinancingInstructionV01 *-- "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 SecuritiesFinancingTransaction (unique per piece of collateral) and a SecuritiesFinancingInstruction message as known by the account owner (or the instructing party acting on its behalf). Transaction and document identification details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionAndDocumentIdentification1 recursion level 0 with max 1
class TransactionAndDocumentIdentification1{
    TransactionIdentification IsoMax35Text
    DocumentIdentification IsoMax35Text
    CopyDuplicate CopyDuplicate1Code
}
TransactionAndDocumentIdentification1 *-- "0..1" IDateAndDateTimeChoice : CreationDateTime
%% IDateAndDateTimeChoice recursion level 1 with max 1
  

TransactionAndDocumentIdentification1 members

TransactionTypeAndAdditionalParameters building block

Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters. Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionTypeAndAdditionalParameters1 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters1{
    SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType1Code
    Payment DeliveryReceiptType2Code
    CommonIdentification IsoMax35Text
    ReconciliationIndicator IsoYesNoIndicator
}
  

TransactionTypeAndAdditionalParameters1 members

NumberCounts building block

Count of the number of transactions linked. Choice of number count type. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% INumberCount1Choice recursion level 0 with max 1
  

NumberCount1Choice members

Linkages building block

Link to another transaction that must be processed after, before or at the same time. Information related to a linked transaction. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Linkages1 recursion level 0 with max 1
Linkages1 *-- "0..1" IProcessingPosition1Choice : ProcessingPosition
Linkages1 *-- "0..1" IDocumentNumber1Choice : MessageNumber
Linkages1 *-- "1..1" IReferences1Choice : Reference
Linkages1 *-- "0..1" IPairedOrTurnedQuantity1Choice : LinkedQuantity
%% IProcessingPosition1Choice recursion level 1 with max 1
%% IDocumentNumber1Choice recursion level 1 with max 1
%% IReferences1Choice recursion level 1 with max 1
%% IPairedOrTurnedQuantity1Choice recursion level 1 with max 1
  

Linkages1 members

TradeDetails building block

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

classDiagram
   direction tb
%% SecuritiesTradeDetails3 recursion level 0 with max 1
class SecuritiesTradeDetails3{
    PlaceOfClearing IsoAnyBICIdentifier
    NumberOfDaysAccrued IsoMax3Number
    SettlementInstructionProcessingAdditionalDetails IsoMax350Text
    FXAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails3 *-- "0..1" MarketIdentification4 : PlaceOfTrade
SecuritiesTradeDetails3 *-- "0..1" ITradeDate1Choice : TradeDate
SecuritiesTradeDetails3 *-- "1..1" IDateAndDateTimeChoice : OpeningSettlementDate
SecuritiesTradeDetails3 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails3 *-- "0..0" IReporting2Choice : Reporting
SecuritiesTradeDetails3 *-- "0..0" ITradeTransactionCondition1Choice : TradeTransactionCondition
SecuritiesTradeDetails3 *-- "0..1" IInvestorCapacity1Choice : InvestorCapacity
SecuritiesTradeDetails3 *-- "0..1" ITradeOriginator1Choice : TradeOriginatorRole
SecuritiesTradeDetails3 *-- "0..1" ICurrencyToBuyOrSell1Choice : CurrencyToBuyOrSell
SecuritiesTradeDetails3 *-- "0..1" IAffirmationStatus1Choice : AffirmationStatus
SecuritiesTradeDetails3 *-- "0..1" IMatchingStatus1Choice : MatchingStatus
%% MarketIdentification4 recursion level 1 with max 1
MarketIdentification4 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification4 *-- "1..1" IMarketType3Choice : Type
%% ITradeDate1Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice 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
%% ICurrencyToBuyOrSell1Choice recursion level 1 with max 1
%% IAffirmationStatus1Choice recursion level 1 with max 1
%% IMatchingStatus1Choice recursion level 1 with max 1
  

SecuritiesTradeDetails3 members

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

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

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
%% QuantityAndAccount1 recursion level 0 with max 1
class QuantityAndAccount1{
    DenominationChoice IsoMax210Text
}
QuantityAndAccount1 *-- "1..1" IQuantity6Choice : SettlementQuantity
QuantityAndAccount1 *-- "0..1" IPartyIdentification13Choice : AccountOwner
QuantityAndAccount1 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
QuantityAndAccount1 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount1 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
QuantityAndAccount1 *-- "0..0" QuantityBreakdown3 : QuantityBreakdown
%% IQuantity6Choice recursion level 1 with max 1
%% 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
%% QuantityBreakdown3 recursion level 1 with max 1
QuantityBreakdown3 *-- "0..1" INumber2Choice : LotNumber
QuantityBreakdown3 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown3 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown3 *-- "0..1" Price2 : LotPrice
QuantityBreakdown3 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
  

QuantityAndAccount1 members

SecuritiesFinancingDetails building block

Details for 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
%% SecuritiesFinancingTransactionDetails1 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails1{
    SecuritiesFinancingTradeIdentification IsoMax35Text
    ClosingLegIdentification IsoMax35Text
    MaturityDateModification IsoYesNoIndicator
    InterestPayment IsoYesNoIndicator
    TransactionCallDelay IsoExact3NumericText
    TotalNumberOfCollateralInstructions IsoExact3NumericText
    SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails1 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRevaluationIndicator1Choice : Revaluation
SecuritiesFinancingTransactionDetails1 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails1 *-- "0..1" IInterestComputationMethodFormat1Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails1 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : DealAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : ForfeitAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : PremiumAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails1 *-- "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
}
  

SecuritiesFinancingTransactionDetails1 members

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
%% SettlementDetails3 recursion level 0 with max 1
class SettlementDetails3{
    HoldIndicator IsoYesNoIndicator
    PartialSettlementIndicator IsoYesNoIndicator
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails3 *-- "0..1" IPriorityNumeric1Choice : Priority
SettlementDetails3 *-- "0..0" ISettlementTransactionCondition1Choice : SettlementTransactionCondition
SettlementDetails3 *-- "0..1" ISettlingCapacity1Choice : SettlingCapacity
SettlementDetails3 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
SettlementDetails3 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails3 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails3 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails3 *-- "0..1" ITaxCapacityParty1Choice : TaxCapacity
SettlementDetails3 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails3 *-- "0..1" IFXStandingInstruction1Choice : FXStandingInstruction
SettlementDetails3 *-- "0..1" IBlockTrade1Choice : BlockTrade
SettlementDetails3 *-- "0..1" IRestriction1Choice : LegalRestrictions
SettlementDetails3 *-- "0..1" ISettlementSystemMethod1Choice : SettlementSystemMethod
SettlementDetails3 *-- "0..1" INettingEligibility1Choice : NettingEligibility
SettlementDetails3 *-- "0..1" ICentralCounterPartyEligibility1Choice : CCPEligibility
SettlementDetails3 *-- "0..1" ITracking1Choice : Tracking
SettlementDetails3 *-- "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
%% IFXStandingInstruction1Choice 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
%% ITracking1Choice recursion level 1 with max 1
%% IAutomaticBorrowing1Choice recursion level 1 with max 1
  

SettlementDetails3 members

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

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

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

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

OpeningSettlementAmount building block

Total amount of money to be paid or received in exchange for the securities at the opening of a securities financing transaction. 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

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
%% OtherAmounts3 recursion level 0 with max 1
OtherAmounts3 *-- "0..1" AmountAndDirection9 : AccruedInterestAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ChargesFees
OtherAmounts3 *-- "0..1" AmountAndDirection9 : CountryNationalFederalTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TradeAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ExecutingBrokerAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : IssueDiscountAllowance
OtherAmounts3 *-- "0..1" AmountAndDirection9 : PaymentLevyTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : LocalTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : LocalBrokerCommission
OtherAmounts3 *-- "0..1" AmountAndDirection9 : Margin
OtherAmounts3 *-- "0..1" AmountAndDirection9 : Other
OtherAmounts3 *-- "0..1" AmountAndDirection9 : PostageAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : RegulatoryAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ShippingAmount
OtherAmounts3 *-- "0..1" AmountAndDirection9 : SpecialConcession
OtherAmounts3 *-- "0..1" AmountAndDirection9 : StampDuty
OtherAmounts3 *-- "0..1" AmountAndDirection9 : StockExchangeTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TransferTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : TransactionTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ValueAddedTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : WithholdingTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : NetGainLoss
OtherAmounts3 *-- "0..1" AmountAndDirection9 : ConsumptionTax
OtherAmounts3 *-- "0..1" AmountAndDirection9 : AccruedCapitalisationAmount
%% 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
  

OtherAmounts3 members

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

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

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

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

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesFinancingInstructionV01 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingInstructionV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingInstructionV01Document implements IOuterDocument. Because SecuritiesFinancingInstructionV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingInstructionV01.

classDiagram
    class IOuterRecord
    SecuritiesFinancingInstructionV01 --|> IOuterRecord : Implements
    SecuritiesFinancingInstructionV01Document --|> IOuterDocument~SecuritiesFinancingInstructionV01~ : Implements
    class IOuterDocument~SecuritiesFinancingInstructionV01~ {
        SecuritiesFinancingInstructionV01 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesFinancingInstructionV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.033.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingInstructionV01.ToDocument() method. The returned SecuritiesFinancingInstructionV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingInstructionV01Document *-- SecuritiesFinancingInstructionV01 : 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.033.001.01">
    <SctiesFincgInstr>
        <Id>
            <!-- Identification inner content -->
        </Id>
        <TxTpAndAddtlParams>
            <!-- TransactionTypeAndAdditionalParameters inner content -->
        </TxTpAndAddtlParams>
        <NbCounts>
            <!-- NumberCounts inner content -->
        </NbCounts>
        <Lnkgs>
            <!-- Linkages inner content -->
        </Lnkgs>
        <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>
        <SttlmParams>
            <!-- SettlementParameters inner content -->
        </SttlmParams>
        <StgSttlmInstrDtls>
            <!-- StandingSettlementInstructionDetails inner content -->
        </StgSttlmInstrDtls>
        <DlvrgSttlmPties>
            <!-- DeliveringSettlementParties inner content -->
        </DlvrgSttlmPties>
        <RcvgSttlmPties>
            <!-- ReceivingSettlementParties inner content -->
        </RcvgSttlmPties>
        <CshPties>
            <!-- CashParties inner content -->
        </CshPties>
        <OpngSttlmAmt>
            <!-- OpeningSettlementAmount inner content -->
        </OpngSttlmAmt>
        <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>
    </SctiesFincgInstr>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_ssN4INE5Ed-BzquC8wXy7w_800630998"
  nextVersions="_lX2YYdtaEd-RF5yaMAVhAw"
  name="SecuritiesFinancingInstructionV01"
  definition="Scope&#xD;&#xA;An account owner sends a SecuritiesFinancingInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction to allow the account servicer to manage the settlement and follow-up of the opening and closing leg of the transaction.&#xD;&#xA;The account owner/servicer relationship may be:&#xD;&#xA;- a global custodian which has an account with a local custodian, or&#xD;&#xA;- an investment management institution which manage a fund account opened at a custodian, or&#xD;&#xA;- a broker which has an account with a custodian, or&#xD;&#xA;- a central securities depository participant which has an account with a central securities depository, or&#xD;&#xA;- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or&#xD;&#xA;- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure.&#xD;&#xA;Usage&#xD;&#xA;The message may also be used to:&#xD;&#xA;- re-send a message previously sent (the sub-function of the message is Duplicate),&#xD;&#xA;- provide a third party with a copy of a message for information (the sub-function of the message is Copy),&#xD;&#xA;- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate).&#xA;ISO 15022 - 20022 Coexistence&#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="SctiesFincgInstr"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <semanticMarkup
    xmi:id="_dSTSUg5lEeO42pgjaJ50lw"
    type="Synonym">
    <elements
      xmi:id="_dSTSUw5lEeO42pgjaJ50lw"
      name="context"
      value="ISO 15022" />
    <elements
      xmi:id="_dSTSVA5lEeO42pgjaJ50lw"
      name="value"
      value="MT 540-3, Seq A :23G:NEWM or PREA, Seq D present" />
  </semanticMarkup>
  <constraint
    xmi:id="_ssgzFtE5Ed-BzquC8wXy7w_-1742011876"
    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="_ssgzGdE5Ed-BzquC8wXy7w_1175470721"
    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="_ssqkEdE5Ed-BzquC8wXy7w_1683305570"
    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="_ssqkFNE5Ed-BzquC8wXy7w_-1847377600"
    name="SettlementAmountRule"
    definition="If the Transaction is against payment, then OpeningSettlementAmount 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;/OpeningSettlementAmount&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;/TransactionTypeAndAdditionalParameters/Payment&lt;/leftOperand&gt;&lt;rightOperand&gt;AgainstPaymentSettlement&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_ssqkF9E5Ed-BzquC8wXy7w_2019611341"
    name="SellerSSI2Rule"
    definition="If standing settlement instruction applies and the transaction is a securities borrowing, then Seller 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/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;SecuritiesBorrowing&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="_ssqkGtE5Ed-BzquC8wXy7w_1264861467"
    name="BuyerSSI2Rule"
    definition="If standing settlement instruction applies and the transaction is a securities lending, 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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;SecuritiesLending&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="_ssqkHdE5Ed-BzquC8wXy7w_1151022401"
    name="DeliveringDepositoryAndParty1Part1Rule"
    definition="If the transaction is a reverse repo and no standing settlement instruction applies, then DeliveringDepository and Party1 must be present."
    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;/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;ReverseRepo&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;" />
  <constraint
    xmi:id="_ssqkINE5Ed-BzquC8wXy7w_267789114"
    name="ReceivingDepositoryAndParty1Part1Rule"
    definition="If the transaction is a repo and no standing settlement instruction applies, then ReceivingDepository and Party1 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;/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;Repo&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;" />
  <constraint
    xmi:id="_ssqkI9E5Ed-BzquC8wXy7w_1013155334"
    name="DeliveringDepositoryAndParty1Part2Rule"
    definition="If the transaction is a securities borrowing and no standing settlement instruction applies, then DeliveringDepository and Party1 must be present."
    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;/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;SecuritiesBorrowing&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;" />
  <constraint
    xmi:id="_ssqkJtE5Ed-BzquC8wXy7w_2093803143"
    name="ReceivingDepositoryAndParty1Part2Rule"
    definition="If the transaction is a securities lending and no standing settlement instruction applies, then ReceivingDepository and Party1 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;/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;SecuritiesLending&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;" />
  <constraint
    xmi:id="_ssqkKdE5Ed-BzquC8wXy7w_961256591"
    name="SecuritiesMarketPracticeGroupGuideline"
    definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.&#xD;&#xA;These market practices are available on www.smpg.info."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_ss0VEtE5Ed-BzquC8wXy7w_118067347"
    name="SellerSSI1Rule"
    definition="If standing settlement instruction applies and the transaction is a reverse repo, then Seller 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/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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;ReverseRepo&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="_ss0VFdE5Ed-BzquC8wXy7w_-1281340718"
    name="BuyerSSI1Rule"
    definition="If standing settlement instruction applies and the transaction is a repo, 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;/TransactionTypeAndAdditionalParameters/SecuritiesFinancingTransactionType&lt;/leftOperand&gt;&lt;rightOperand&gt;Repo&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;" />
  <messageBuildingBlock
    xmi:id="_ssN4IdE5Ed-BzquC8wXy7w_-1816296722"
    name="Identification"
    definition="Information that unambiguously identifies a SecuritiesFinancingTransaction (unique per piece of collateral) and a SecuritiesFinancingInstruction message as known by the account owner (or the instructing party acting on its behalf)."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Id"
    complexType="_Qri1ZNp-Ed-ak6NoX_4Aeg_-896139049" />
  <messageBuildingBlock
    xmi:id="_ssN4ItE5Ed-BzquC8wXy7w_-1713787842"
    name="TransactionTypeAndAdditionalParameters"
    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="TxTpAndAddtlParams"
    complexType="_Ujf-ZNp-Ed-ak6NoX_4Aeg_-1592626363" />
  <messageBuildingBlock
    xmi:id="_ssN4I9E5Ed-BzquC8wXy7w_-1368389162"
    name="NumberCounts"
    definition="Count of the number of transactions linked."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="NbCounts"
    complexType="_QrsmZ9p-Ed-ak6NoX_4Aeg_994582654" />
  <messageBuildingBlock
    xmi:id="_ssN4JNE5Ed-BzquC8wXy7w_-859531084"
    name="Linkages"
    definition="Link to another transaction that must be processed after, before or at the same time."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="Lnkgs"
    complexType="_Qr1wV9p-Ed-ak6NoX_4Aeg_-2084291941" />
  <messageBuildingBlock
    xmi:id="_ssN4JdE5Ed-BzquC8wXy7w_1301633808"
    name="TradeDetails"
    definition="Details of the securities financing deal."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtls"
    complexType="_S8Y2p9p-Ed-ak6NoX_4Aeg_-403311220" />
  <messageBuildingBlock
    xmi:id="_ssN4JtE5Ed-BzquC8wXy7w_-231418573"
    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="_ssXpINE5Ed-BzquC8wXy7w_-386135420"
    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="_ssXpIdE5Ed-BzquC8wXy7w_2046905740"
    name="QuantityAndAccountDetails"
    definition="Details related to the account and quantity involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QtyAndAcctDtls"
    complexType="_Ubmmr9p-Ed-ak6NoX_4Aeg_-1730190346" />
  <messageBuildingBlock
    xmi:id="_ssXpItE5Ed-BzquC8wXy7w_2144810469"
    name="SecuritiesFinancingDetails"
    definition="Details for the closing of the securities financing transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SctiesFincgDtls"
    complexType="_Too4rNp-Ed-ak6NoX_4Aeg_940177305" />
  <messageBuildingBlock
    xmi:id="_ssXpI9E5Ed-BzquC8wXy7w_-1251786000"
    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="_Ug0d1dp-Ed-ak6NoX_4Aeg_1753947071" />
  <messageBuildingBlock
    xmi:id="_ssXpJNE5Ed-BzquC8wXy7w_1664695303"
    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="_ssXpJdE5Ed-BzquC8wXy7w_1671160993"
    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="_ssXpJtE5Ed-BzquC8wXy7w_1680394174"
    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="_ssXpJ9E5Ed-BzquC8wXy7w_-1838815488"
    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="_ssgzENE5Ed-BzquC8wXy7w_-1428769727"
    name="OpeningSettlementAmount"
    definition="Total amount of money to be paid or received in exchange for the securities at the opening of a securities financing transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OpngSttlmAmt"
    complexType="_SUcs49p-Ed-ak6NoX_4Aeg_-2041884579" />
  <messageBuildingBlock
    xmi:id="_ssgzEdE5Ed-BzquC8wXy7w_-1766781237"
    name="OtherAmounts"
    definition="Other amounts than the settlement amount."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrAmts"
    complexType="_STtGCdp-Ed-ak6NoX_4Aeg_2133574697" />
  <messageBuildingBlock
    xmi:id="_ssgzEtE5Ed-BzquC8wXy7w_-870041893"
    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="_ssgzE9E5Ed-BzquC8wXy7w_-525568172"
    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="_ssgzFNE5Ed-BzquC8wXy7w_-513562929"
    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="_ssgzFdE5Ed-BzquC8wXy7w_1748470973"
    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="033"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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