SecuritiesFinancingInstructionV05

sese.033.001.05

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,
• provide a third party with a copy of a message for information,
• re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header.

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
%% SecuritiesFinancingInstructionV05 recursion level 0 with max 0
class SecuritiesFinancingInstructionV05{
    TransactionIdentification IsoMax35Text
}
SecuritiesFinancingInstructionV05 *-- "1..1" TransactionTypeAndAdditionalParameters1 : TransactionTypeAndAdditionalParameters
SecuritiesFinancingInstructionV05 *-- "0..1" INumberCount1Choice : NumberCounts
SecuritiesFinancingInstructionV05 *-- "0..1" Linkages17 : Linkages
SecuritiesFinancingInstructionV05 *-- "1..1" SecuritiesTradeDetails37 : TradeDetails
SecuritiesFinancingInstructionV05 *-- "1..1" SecurityIdentification14 : FinancialInstrumentIdentification
SecuritiesFinancingInstructionV05 *-- "0..1" FinancialInstrumentAttributes35 : FinancialInstrumentAttributes
SecuritiesFinancingInstructionV05 *-- "1..1" QuantityAndAccount25 : QuantityAndAccountDetails
SecuritiesFinancingInstructionV05 *-- "1..1" SecuritiesFinancingTransactionDetails11 : SecuritiesFinancingDetails
SecuritiesFinancingInstructionV05 *-- "0..1" SettlementDetails72 : SettlementParameters
SecuritiesFinancingInstructionV05 *-- "0..1" StandingSettlementInstruction3 : StandingSettlementInstructionDetails
SecuritiesFinancingInstructionV05 *-- "0..1" SettlementParties10 : DeliveringSettlementParties
SecuritiesFinancingInstructionV05 *-- "0..1" SettlementParties10 : ReceivingSettlementParties
SecuritiesFinancingInstructionV05 *-- "0..1" CashParties17 : CashParties
SecuritiesFinancingInstructionV05 *-- "0..1" AmountAndDirection36 : OpeningSettlementAmount
SecuritiesFinancingInstructionV05 *-- "0..1" OtherAmounts14 : OtherAmounts
SecuritiesFinancingInstructionV05 *-- "0..1" OtherParties19 : OtherBusinessParties
SecuritiesFinancingInstructionV05 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

TransactionIdentification building block

Unambiguous identification of the transaction as know by the instructing party. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

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
%% Linkages17 recursion level 0 with max 1
Linkages17 *-- "0..1" IProcessingPosition1Choice : ProcessingPosition
Linkages17 *-- "0..1" IDocumentNumber1Choice : MessageNumber
Linkages17 *-- "1..1" IReferences25Choice : Reference
Linkages17 *-- "0..1" IPairedOrTurnedQuantity1Choice : LinkedQuantity
Linkages17 *-- "0..1" IPartyIdentification36Choice : ReferenceOwner
%% IProcessingPosition1Choice recursion level 1 with max 1
%% IDocumentNumber1Choice recursion level 1 with max 1
%% IReferences25Choice recursion level 1 with max 1
%% IPairedOrTurnedQuantity1Choice recursion level 1 with max 1
%% IPartyIdentification36Choice recursion level 1 with max 1
  

Linkages17 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
%% SecuritiesTradeDetails37 recursion level 0 with max 1
class SecuritiesTradeDetails37{
    PlaceOfClearing IsoAnyBICIdentifier
    NumberOfDaysAccrued IsoMax3Number
    SettlementInstructionProcessingAdditionalDetails IsoMax350Text
    FXAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails37 *-- "0..1" MarketIdentification78 : PlaceOfTrade
SecuritiesTradeDetails37 *-- "0..1" ITradeDate1Choice : TradeDate
SecuritiesTradeDetails37 *-- "1..1" IDateAndDateTimeChoice : OpeningSettlementDate
SecuritiesTradeDetails37 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails37 *-- "0..0" IReporting2Choice : Reporting
SecuritiesTradeDetails37 *-- "0..0" ITradeTransactionCondition1Choice : TradeTransactionCondition
SecuritiesTradeDetails37 *-- "0..1" IInvestorCapacity1Choice : InvestorCapacity
SecuritiesTradeDetails37 *-- "0..1" ITradeOriginator1Choice : TradeOriginatorRole
SecuritiesTradeDetails37 *-- "0..1" ICurrencyToBuyOrSell1Choice : CurrencyToBuyOrSell
SecuritiesTradeDetails37 *-- "0..1" IAffirmationStatus1Choice : AffirmationStatus
SecuritiesTradeDetails37 *-- "0..1" IMatchingStatus1Choice : MatchingStatus
%% MarketIdentification78 recursion level 1 with max 1
MarketIdentification78 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification78 *-- "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
  

SecuritiesTradeDetails37 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
%% SecurityIdentification14 recursion level 0 with max 1
class SecurityIdentification14{
    ISIN IsoISINIdentifier
    Description IsoMax140Text
}
SecurityIdentification14 *-- "0..0" OtherIdentification1 : OtherIdentification
%% OtherIdentification1 recursion level 1 with max 1
class OtherIdentification1{
    Identification IsoMax35Text
    Suffix IsoMax16Text
}
OtherIdentification1 *-- "1..1" IIdentificationSource3Choice : Type
  

SecurityIdentification14 members

FinancialInstrumentAttributes building block

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

classDiagram
   direction tb
%% FinancialInstrumentAttributes35 recursion level 0 with max 1
class FinancialInstrumentAttributes35{
    DenominationCurrency ActiveOrHistoricCurrencyCode
    CouponDate IsoISODate
    ExpiryDate IsoISODate
    FloatingRateFixingDate IsoISODate
    MaturityDate IsoISODate
    IssueDate IsoISODate
    NextCallableDate IsoISODate
    PutableDate IsoISODate
    DatedDate IsoISODate
    FirstPaymentDate IsoISODate
    PreviousFactor IsoBaseOneRate
    CurrentFactor IsoBaseOneRate
    NextFactor IsoBaseOneRate
    InterestRate IsoPercentageRate
    YieldToMaturityRate IsoPercentageRate
    NextInterestRate IsoPercentageRate
    IndexRateBasis IsoPercentageRate
    VariableRateIndicator IsoYesNoIndicator
    CallableIndicator IsoYesNoIndicator
    PutableIndicator IsoYesNoIndicator
    FinancialInstrumentAttributeAdditionalDetails IsoMax350Text
}
FinancialInstrumentAttributes35 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
FinancialInstrumentAttributes35 *-- "0..1" IInterestComputationMethodFormat1Choice : DayCountBasis
FinancialInstrumentAttributes35 *-- "0..1" IFormOfSecurity2Choice : RegistrationForm
FinancialInstrumentAttributes35 *-- "0..1" IFrequency3Choice : PaymentFrequency
FinancialInstrumentAttributes35 *-- "0..1" ISecuritiesPaymentStatus2Choice : PaymentStatus
FinancialInstrumentAttributes35 *-- "0..1" IFrequency3Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes35 *-- "0..1" IClassificationType2Choice : ClassificationType
FinancialInstrumentAttributes35 *-- "0..1" IOptionStyle4Choice : OptionStyle
FinancialInstrumentAttributes35 *-- "0..1" IOptionType2Choice : OptionType
FinancialInstrumentAttributes35 *-- "0..1" INumber2Choice : CouponAttachedNumber
FinancialInstrumentAttributes35 *-- "0..1" GenericIdentification37 : PoolNumber
FinancialInstrumentAttributes35 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes35 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes35 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes35 *-- "0..0" SecurityIdentification14 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification3Choice recursion level 1 with max 1
%% 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
%% IFrequency3Choice 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
%% GenericIdentification37 recursion level 1 with max 1
class GenericIdentification37{
    Identification IsoMax35Text
    Issuer IsoMax35Text
}
%% 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
%% SecurityIdentification14 recursion level 1 with max 1
class SecurityIdentification14{
    ISIN IsoISINIdentifier
    Description IsoMax140Text
}
SecurityIdentification14 *-- "0..0" OtherIdentification1 : OtherIdentification
  

FinancialInstrumentAttributes35 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
%% QuantityAndAccount25 recursion level 0 with max 1
class QuantityAndAccount25{
    DenominationChoice IsoMax210Text
}
QuantityAndAccount25 *-- "1..1" IQuantity6Choice : SettlementQuantity
QuantityAndAccount25 *-- "0..1" IPartyIdentification36Choice : AccountOwner
QuantityAndAccount25 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
QuantityAndAccount25 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount25 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
QuantityAndAccount25 *-- "0..0" QuantityBreakdown13 : QuantityBreakdown
%% IQuantity6Choice recursion level 1 with max 1
%% IPartyIdentification36Choice 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
%% QuantityBreakdown13 recursion level 1 with max 1
QuantityBreakdown13 *-- "0..1" GenericIdentification37 : LotNumber
QuantityBreakdown13 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown13 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown13 *-- "0..1" Price2 : LotPrice
QuantityBreakdown13 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
  

QuantityAndAccount25 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
%% SecuritiesFinancingTransactionDetails11 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails11{
    SecuritiesFinancingTradeIdentification IsoMax35Text
    ClosingLegIdentification IsoMax35Text
    MaturityDateModification IsoYesNoIndicator
    InterestPayment IsoYesNoIndicator
    TransactionCallDelay IsoExact3NumericText
    TotalNumberOfCollateralInstructions IsoExact3NumericText
    SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails11 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails11 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails11 *-- "0..1" IDateAndDateTimeChoice : EarliestCallBackDate
SecuritiesFinancingTransactionDetails11 *-- "0..1" IDateAndDateTimeChoice : CommissionCalculationDate
SecuritiesFinancingTransactionDetails11 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails11 *-- "0..1" IRevaluationIndicator1Choice : Revaluation
SecuritiesFinancingTransactionDetails11 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails11 *-- "0..1" IInterestComputationMethodFormat1Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails11 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails11 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails11 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails11 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails11 *-- "0..1" Rate2 : ChargesRate
SecuritiesFinancingTransactionDetails11 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails11 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : DealAmount
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : ForfeitAmount
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : PremiumAmount
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails11 *-- "0..1" AmountAndDirection4 : TerminationTransactionAmount
%% ITerminationDate2Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IDateAndDateTimeChoice 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
}
%% 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
}
  

SecuritiesFinancingTransactionDetails11 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
%% SettlementDetails72 recursion level 0 with max 1
class SettlementDetails72{
    HoldIndicator IsoYesNoIndicator
    PartialSettlementIndicator SettlementTransactionCondition5Code
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails72 *-- "0..1" IPriorityNumeric1Choice : Priority
SettlementDetails72 *-- "0..0" ISettlementTransactionCondition7Choice : SettlementTransactionCondition
SettlementDetails72 *-- "0..1" ISettlingCapacity4Choice : SettlingCapacity
SettlementDetails72 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
SettlementDetails72 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails72 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails72 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails72 *-- "0..1" ITaxCapacityParty1Choice : TaxCapacity
SettlementDetails72 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails72 *-- "0..1" IFXStandingInstruction1Choice : FXStandingInstruction
SettlementDetails72 *-- "0..1" IBlockTrade1Choice : BlockTrade
SettlementDetails72 *-- "0..1" IRestriction1Choice : LegalRestrictions
SettlementDetails72 *-- "0..1" ISettlementSystemMethod1Choice : SettlementSystemMethod
SettlementDetails72 *-- "0..1" INettingEligibility1Choice : NettingEligibility
SettlementDetails72 *-- "0..1" ICentralCounterPartyEligibility1Choice : CCPEligibility
SettlementDetails72 *-- "0..1" ITracking1Choice : Tracking
SettlementDetails72 *-- "0..1" IAutomaticBorrowing1Choice : AutomaticBorrowing
%% IPriorityNumeric1Choice recursion level 1 with max 1
%% ISettlementTransactionCondition7Choice recursion level 1 with max 1
%% ISettlingCapacity4Choice 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
  

SettlementDetails72 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
%% StandingSettlementInstruction3 recursion level 0 with max 1
StandingSettlementInstruction3 *-- "1..1" ISettlementStandingInstructionDatabase1Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction3 *-- "1..1" ICounterparty3Choice : Counterparty
StandingSettlementInstruction3 *-- "0..1" IPartyIdentification49Choice : Vendor
StandingSettlementInstruction3 *-- "0..1" SettlementParties10 : OtherDeliveringSettlementParties
StandingSettlementInstruction3 *-- "0..1" SettlementParties10 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase1Choice recursion level 1 with max 1
%% ICounterparty3Choice recursion level 1 with max 1
%% IPartyIdentification49Choice recursion level 1 with max 1
%% SettlementParties10 recursion level 1 with max 1
SettlementParties10 *-- "0..1" PartyIdentification48 : Depository
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party1
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party2
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party3
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party4
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party5
%% SettlementParties10 recursion level 1 with max 1
SettlementParties10 *-- "0..1" PartyIdentification48 : Depository
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party1
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party2
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party3
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party4
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party5
  

StandingSettlementInstruction3 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
%% SettlementParties10 recursion level 0 with max 1
SettlementParties10 *-- "0..1" PartyIdentification48 : Depository
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party1
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party2
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party3
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party4
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party5
%% PartyIdentification48 recursion level 1 with max 1
class PartyIdentification48{
    ProcessingIdentification IsoMax35Text
}
PartyIdentification48 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification48 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification48 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification48 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
  

SettlementParties10 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
%% SettlementParties10 recursion level 0 with max 1
SettlementParties10 *-- "0..1" PartyIdentification48 : Depository
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party1
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party2
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party3
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party4
SettlementParties10 *-- "0..1" PartyIdentificationAndAccount35 : Party5
%% PartyIdentification48 recursion level 1 with max 1
class PartyIdentification48{
    ProcessingIdentification IsoMax35Text
}
PartyIdentification48 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification48 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification48 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification48 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount35 recursion level 1 with max 1
class PartyIdentificationAndAccount35{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount35 *-- "1..1" IPartyIdentification49Choice : Identification
PartyIdentificationAndAccount35 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount35 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount35 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount35 *-- "0..1" PartyTextInformation1 : AdditionalInformation
  

SettlementParties10 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
%% CashParties17 recursion level 0 with max 1
CashParties17 *-- "0..1" PartyIdentificationAndAccount39 : Debtor
CashParties17 *-- "0..1" PartyIdentificationAndAccount50 : DebtorAgent
CashParties17 *-- "0..1" PartyIdentificationAndAccount39 : Creditor
CashParties17 *-- "0..1" PartyIdentificationAndAccount50 : CreditorAgent
CashParties17 *-- "0..1" PartyIdentificationAndAccount50 : Intermediary
%% PartyIdentificationAndAccount39 recursion level 1 with max 1
PartyIdentificationAndAccount39 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount39 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount39 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount50 recursion level 1 with max 1
PartyIdentificationAndAccount50 *-- "1..1" IPartyIdentification38Choice : Identification
PartyIdentificationAndAccount50 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount50 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount39 recursion level 1 with max 1
PartyIdentificationAndAccount39 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount39 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount39 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount50 recursion level 1 with max 1
PartyIdentificationAndAccount50 *-- "1..1" IPartyIdentification38Choice : Identification
PartyIdentificationAndAccount50 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount50 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount50 recursion level 1 with max 1
PartyIdentificationAndAccount50 *-- "1..1" IPartyIdentification38Choice : Identification
PartyIdentificationAndAccount50 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount50 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount50 *-- "0..1" PartyTextInformation2 : AdditionalInformation
  

CashParties17 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
%% AmountAndDirection36 recursion level 0 with max 1
class AmountAndDirection36{
    AccruedInterestIndicator IsoYesNoIndicator
    StampDutyIndicator IsoYesNoIndicator
    BrokerageAmountIndicator IsoYesNoIndicator
    Amount IsoActiveCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection36 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
AmountAndDirection36 *-- "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
  

AmountAndDirection36 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
%% OtherAmounts14 recursion level 0 with max 1
OtherAmounts14 *-- "0..1" AmountAndDirection9 : AccruedInterestAmount
OtherAmounts14 *-- "0..1" AmountAndDirection9 : ChargesFees
OtherAmounts14 *-- "0..1" AmountAndDirection9 : CountryNationalFederalTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : TradeAmount
OtherAmounts14 *-- "0..1" AmountAndDirection9 : ExecutingBrokerAmount
OtherAmounts14 *-- "0..1" AmountAndDirection9 : IssueDiscountAllowance
OtherAmounts14 *-- "0..1" AmountAndDirection9 : PaymentLevyTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : LocalTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : LocalTaxCountrySpecific
OtherAmounts14 *-- "0..1" AmountAndDirection9 : LocalBrokerCommission
OtherAmounts14 *-- "0..1" AmountAndDirection9 : Margin
OtherAmounts14 *-- "0..1" AmountAndDirection9 : Other
OtherAmounts14 *-- "0..1" AmountAndDirection9 : RegulatoryAmount
OtherAmounts14 *-- "0..1" AmountAndDirection9 : ShippingAmount
OtherAmounts14 *-- "0..1" AmountAndDirection9 : SpecialConcession
OtherAmounts14 *-- "0..1" AmountAndDirection9 : StampDuty
OtherAmounts14 *-- "0..1" AmountAndDirection9 : StockExchangeTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : TransferTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : TransactionTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : ValueAddedTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : WithholdingTax
OtherAmounts14 *-- "0..1" AmountAndDirection9 : NetGainLoss
OtherAmounts14 *-- "0..1" AmountAndDirection9 : ConsumptionTax
OtherAmounts14 *-- "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
  

OtherAmounts14 members

OtherBusinessParties building block

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

classDiagram
   direction tb
%% OtherParties19 recursion level 0 with max 1
OtherParties19 *-- "0..0" PartyIdentificationAndAccount81 : Investor
OtherParties19 *-- "0..1" PartyIdentificationAndAccount41 : QualifiedForeignIntermediary
OtherParties19 *-- "0..1" PartyIdentificationAndAccount86 : StockExchange
OtherParties19 *-- "0..1" PartyIdentificationAndAccount86 : TradeRegulator
OtherParties19 *-- "0..1" PartyIdentificationAndAccount41 : TripartyAgent
OtherParties19 *-- "0..1" PartyIdentificationAndAccount41 : Broker
%% PartyIdentificationAndAccount81 recursion level 1 with max 1
class PartyIdentificationAndAccount81{
    Nationality CountryCode
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount81 *-- "0..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount81 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount81 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount41 recursion level 1 with max 1
class PartyIdentificationAndAccount41{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount41 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount41 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount41 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount86 recursion level 1 with max 1
class PartyIdentificationAndAccount86{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount86 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount86 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount86 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount86 recursion level 1 with max 1
class PartyIdentificationAndAccount86{
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount86 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount86 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount86 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount41 recursion level 1 with max 1
class PartyIdentificationAndAccount41{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount41 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount41 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount41 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount41 recursion level 1 with max 1
class PartyIdentificationAndAccount41{
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount41 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount41 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount41 *-- "0..1" PartyTextInformation1 : AdditionalInformation
  

OtherParties19 members

SupplementaryData 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
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
  

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesFinancingInstructionV05 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingInstructionV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingInstructionV05Document implements IOuterDocument. Because SecuritiesFinancingInstructionV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingInstructionV05.

classDiagram
    class IOuterRecord
    SecuritiesFinancingInstructionV05 --|> IOuterRecord : Implements
    SecuritiesFinancingInstructionV05Document --|> IOuterDocument~SecuritiesFinancingInstructionV05~ : Implements
    class IOuterDocument~SecuritiesFinancingInstructionV05~ {
        SecuritiesFinancingInstructionV05 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesFinancingInstructionV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.033.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingInstructionV05.ToDocument() method. The returned SecuritiesFinancingInstructionV05Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingInstructionV05Document *-- SecuritiesFinancingInstructionV05 : 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.033.001.05">
    <SctiesFincgInstr>
        <TxId>
            <!-- TransactionIdentification inner content -->
        </TxId>
        <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>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </SctiesFincgInstr>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_nQZwkSRSEeON6sEIseGaUg"
  nextVersions="_YSMWlwCTEeW_3KiG8SEjHA"
  previousVersion="_VdkNYVo5EeKEs9Ty8jy8Og"
  name="SecuritiesFinancingInstructionV05"
  definition="Scope&#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.&#xA;The account owner/servicer relationship may be:&#xA;- a global custodian which has an account with a local custodian, or&#xA;- an investment management institution which manage a fund account opened at a custodian, or&#xA;- a broker which has an account with a custodian, or&#xA;- a central securities depository participant which has an account with a central securities depository, or&#xA;- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or&#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.&#xA;&#xA;Usage&#xA;The message may also be used to:&#xA;- re-send a message previously sent,&#xA;- provide a third party with a copy of a message for information,&#xA;- re-send to a third party a copy of a message for information&#xA;using the relevant elements in the Business Application Header.&#xA;&#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">
  <constraint
    xmi:id="_nQZwkyRSEeON6sEIseGaUg"
    previousVersion="_VdkNY1o5EeKEs9Ty8jy8Og"
    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="_nQZwlSRSEeON6sEIseGaUg"
    previousVersion="_VdkNZ1o5EeKEs9Ty8jy8Og"
    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="_nQZwlyRSEeON6sEIseGaUg"
    previousVersion="_VdkNa1o5EeKEs9Ty8jy8Og"
    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="_nQZwmSRSEeON6sEIseGaUg"
    nextVersions="_YSMWnwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNb1o5EeKEs9Ty8jy8Og"
    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="_nQZwmyRSEeON6sEIseGaUg"
    nextVersions="_YSMWoQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNc1o5EeKEs9Ty8jy8Og"
    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="_nQZwnSRSEeON6sEIseGaUg"
    nextVersions="_YSMWowCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNd1o5EeKEs9Ty8jy8Og"
    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="_nQZwnyRSEeON6sEIseGaUg"
    nextVersions="_YSMWpQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNe1o5EeKEs9Ty8jy8Og"
    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="_nQZwoSRSEeON6sEIseGaUg"
    nextVersions="_YSMWpwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNf1o5EeKEs9Ty8jy8Og"
    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="_nQZwoyRSEeON6sEIseGaUg"
    nextVersions="_YSMWqQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNg1o5EeKEs9Ty8jy8Og"
    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="_nQZwpSRSEeON6sEIseGaUg"
    nextVersions="_YSMWqwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNh1o5EeKEs9Ty8jy8Og"
    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="_nQZwpyRSEeON6sEIseGaUg"
    nextVersions="_YSMWrQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNi1o5EeKEs9Ty8jy8Og"
    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="_nQZwqSRSEeON6sEIseGaUg"
    nextVersions="_YSMWrwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNj1o5EeKEs9Ty8jy8Og"
    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="_nQZwqyRSEeON6sEIseGaUg"
    nextVersions="_YSMWsQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNk1o5EeKEs9Ty8jy8Og"
    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="_nQZwrSRSEeON6sEIseGaUg"
    nextVersions="_YSMWswCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNl1o5EeKEs9Ty8jy8Og"
    name="TransactionIdentification"
    definition="Unambiguous identification of the transaction as know by the instructing party."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_nQZwryRSEeON6sEIseGaUg"
    nextVersions="_YSMWtQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNm1o5EeKEs9Ty8jy8Og"
    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="_nQZwsSRSEeON6sEIseGaUg"
    nextVersions="_YSMWtwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNn1o5EeKEs9Ty8jy8Og"
    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="_nQZwsyRSEeON6sEIseGaUg"
    nextVersions="_YSMWuQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNo1o5EeKEs9Ty8jy8Og"
    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="_XGKRMf7uEeCvPoRGOxRobQ" />
  <messageBuildingBlock
    xmi:id="_nQZwtSRSEeON6sEIseGaUg"
    nextVersions="_YSMWuwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNp1o5EeKEs9Ty8jy8Og"
    name="TradeDetails"
    definition="Details of the securities financing deal."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtls"
    complexType="_tm-gcStKEeOgfbujmhmNAA" />
  <messageBuildingBlock
    xmi:id="_nQZwtyRSEeON6sEIseGaUg"
    nextVersions="_YSMWvQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNq1o5EeKEs9Ty8jy8Og"
    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="_TBAQ7dp-Ed-ak6NoX_4Aeg_896067631" />
  <messageBuildingBlock
    xmi:id="_nQZwuSRSEeON6sEIseGaUg"
    nextVersions="_YSMWvwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNr1o5EeKEs9Ty8jy8Og"
    name="FinancialInstrumentAttributes"
    definition="Elements characterising a financial instrument."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="FinInstrmAttrbts"
    complexType="_pK6Eof_hEeCcv6nahBzk1w" />
  <messageBuildingBlock
    xmi:id="_nQZwuyRSEeON6sEIseGaUg"
    nextVersions="_YSMWwQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNs1o5EeKEs9Ty8jy8Og"
    name="QuantityAndAccountDetails"
    definition="Details related to the account and quantity involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QtyAndAcctDtls"
    complexType="_cxsyof_pEeCiHMrKuf9tBw" />
  <messageBuildingBlock
    xmi:id="_nQZwvSRSEeON6sEIseGaUg"
    nextVersions="_YSMWwwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNt1o5EeKEs9Ty8jy8Og"
    name="SecuritiesFinancingDetails"
    definition="Details for the closing of the securities financing transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SctiesFincgDtls"
    complexType="_d6Oe4f5SEeCtrO5qCU90cA" />
  <messageBuildingBlock
    xmi:id="_nQZwvyRSEeON6sEIseGaUg"
    nextVersions="_YSMWxQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNu1o5EeKEs9Ty8jy8Og"
    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="_oUNkYSW6EeOslcz0TJwprQ" />
  <messageBuildingBlock
    xmi:id="_nQZwwSRSEeON6sEIseGaUg"
    nextVersions="_YSMWxwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNv1o5EeKEs9Ty8jy8Og"
    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="_K1u4beaOEd-q8fx_Zl_34A" />
  <messageBuildingBlock
    xmi:id="_nQZwwyRSEeON6sEIseGaUg"
    nextVersions="_YSMWyQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNx1o5EeKEs9Ty8jy8Og"
    name="DeliveringSettlementParties"
    definition="Identifies the chain of delivering settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="DlvrgSttlmPties"
    complexType="_K1u4e-aOEd-q8fx_Zl_34A" />
  <messageBuildingBlock
    xmi:id="_nQZwxSRSEeON6sEIseGaUg"
    nextVersions="_YSMWywCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNy1o5EeKEs9Ty8jy8Og"
    name="ReceivingSettlementParties"
    definition="Identifies the chain of receiving settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RcvgSttlmPties"
    complexType="_K1u4e-aOEd-q8fx_Zl_34A" />
  <messageBuildingBlock
    xmi:id="_nQZwxyRSEeON6sEIseGaUg"
    nextVersions="_YSMWzQCTEeW_3KiG8SEjHA"
    previousVersion="_VdkNz1o5EeKEs9Ty8jy8Og"
    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="_sg7YQQz-EeKd14R19frrfQ" />
  <messageBuildingBlock
    xmi:id="_nQZwySRSEeON6sEIseGaUg"
    nextVersions="_YSMWzwCTEeW_3KiG8SEjHA"
    previousVersion="_VdkN01o5EeKEs9Ty8jy8Og"
    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="_otsVASWyEeOslcz0TJwprQ" />
  <messageBuildingBlock
    xmi:id="_nQZwyyRSEeON6sEIseGaUg"
    nextVersions="_YSMW0QCTEeW_3KiG8SEjHA"
    previousVersion="_VdkN11o5EeKEs9Ty8jy8Og"
    name="OtherAmounts"
    definition="Other amounts than the settlement amount."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrAmts"
    complexType="_JmiiIf_lEeCozs3wYX8fBQ" />
  <messageBuildingBlock
    xmi:id="_nQZwzSRSEeON6sEIseGaUg"
    nextVersions="_YSMW0wCTEeW_3KiG8SEjHA"
    previousVersion="_VdkN21o5EeKEs9Ty8jy8Og"
    name="OtherBusinessParties"
    definition="Other business parties relevant to the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrBizPties"
    complexType="_6tegMf70EeCKvdA5_Kg7Aw" />
  <messageBuildingBlock
    xmi:id="_nQZwzyRSEeON6sEIseGaUg"
    nextVersions="_YSMW1QCTEeW_3KiG8SEjHA"
    previousVersion="_VdkN31o5EeKEs9Ty8jy8Og"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="sese"
    messageFunctionality="033"
    flavour="001"
    version="05" />
</messageDefinition>

ISO Building Blocks

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