SecuritiesFinancingInstructionV06

sese.033.001.06

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.

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
%% SecuritiesFinancingInstructionV06 recursion level 0 with max 0
class SecuritiesFinancingInstructionV06{
    TransactionIdentification IsoMax35Text
}
SecuritiesFinancingInstructionV06 *-- "1..1" TransactionTypeAndAdditionalParameters9 : TransactionTypeAndAdditionalParameters
SecuritiesFinancingInstructionV06 *-- "0..1" INumberCount1Choice : NumberCounts
SecuritiesFinancingInstructionV06 *-- "0..1" Linkages37 : Linkages
SecuritiesFinancingInstructionV06 *-- "1..1" SecuritiesTradeDetails56 : TradeDetails
SecuritiesFinancingInstructionV06 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
SecuritiesFinancingInstructionV06 *-- "0..1" FinancialInstrumentAttributes64 : FinancialInstrumentAttributes
SecuritiesFinancingInstructionV06 *-- "1..1" QuantityAndAccount39 : QuantityAndAccountDetails
SecuritiesFinancingInstructionV06 *-- "1..1" SecuritiesFinancingTransactionDetails28 : SecuritiesFinancingDetails
SecuritiesFinancingInstructionV06 *-- "0..1" SettlementDetails97 : SettlementParameters
SecuritiesFinancingInstructionV06 *-- "0..1" StandingSettlementInstruction11 : StandingSettlementInstructionDetails
SecuritiesFinancingInstructionV06 *-- "0..1" SettlementParties36 : DeliveringSettlementParties
SecuritiesFinancingInstructionV06 *-- "0..1" SettlementParties36 : ReceivingSettlementParties
SecuritiesFinancingInstructionV06 *-- "0..1" CashParties26 : CashParties
SecuritiesFinancingInstructionV06 *-- "0..1" AmountAndDirection46 : OpeningSettlementAmount
SecuritiesFinancingInstructionV06 *-- "0..1" OtherAmounts28 : OtherAmounts
SecuritiesFinancingInstructionV06 *-- "0..1" OtherParties27 : OtherBusinessParties
SecuritiesFinancingInstructionV06 *-- "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
%% TransactionTypeAndAdditionalParameters9 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters9{
    SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType1Code
    Payment DeliveryReceiptType2Code
    CommonIdentification IsoMax35Text
    ReconciliationIndicator IsoYesNoIndicator
}

TransactionTypeAndAdditionalParameters9 members

Member name	Description	Data Type / Multiplicity
SecuritiesFinancingTransactionType	Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing.	SecuritiesFinancingTransactionType1Code - Required 1..1
Payment	Specifies how the transaction is to be settled, for example, against payment.	DeliveryReceiptType2Code - Required 1..1
CommonIdentification	Unique reference agreed upon by the two trade counterparties to identify the trade.	IsoMax35Text - Optional 0..1
ReconciliationIndicator	Settlement transaction has already been sent on the market. It is sent by an account owner to an account servicer for reconciliation purposes.	IsoYesNoIndicator - Optional 0..1

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

Member name	Description	Data Type / Multiplicity

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
%% Linkages37 recursion level 0 with max 1
Linkages37 *-- "0..1" IProcessingPosition7Choice : ProcessingPosition
Linkages37 *-- "0..1" IDocumentNumber5Choice : MessageNumber
Linkages37 *-- "1..1" IReferences41Choice : Reference
Linkages37 *-- "0..1" IPairedOrTurnedQuantity3Choice : LinkedQuantity
Linkages37 *-- "0..1" IPartyIdentification92Choice : ReferenceOwner
%% IProcessingPosition7Choice recursion level 1 with max 1
%% IDocumentNumber5Choice recursion level 1 with max 1
%% IReferences41Choice recursion level 1 with max 1
%% IPairedOrTurnedQuantity3Choice recursion level 1 with max 1
%% IPartyIdentification92Choice recursion level 1 with max 1

Linkages37 members

Member name	Description	Data Type / Multiplicity
ProcessingPosition	When the transaction is to be executed relative to a linked transaction.	IProcessingPosition7Choice - Optional 0..1
MessageNumber	Message type number/message identifier of the message referenced in the linkage sequence.	IDocumentNumber5Choice - Optional 0..1
Reference	Reference to the linked transaction.	IReferences41Choice - Required 1..1
LinkedQuantity	Quantity of financial instruments of the linked transaction to be paired-off or turned.	IPairedOrTurnedQuantity3Choice - Optional 0..1
ReferenceOwner	Party that generates the reference.	IPartyIdentification92Choice - Optional 0..1

TradeDetails building block

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

classDiagram
   direction tb
%% SecuritiesTradeDetails56 recursion level 0 with max 1
class SecuritiesTradeDetails56{
    NumberOfDaysAccrued IsoMax3Number
    SettlementInstructionProcessingAdditionalDetails IsoMax350Text
    FXAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails56 *-- "0..1" PlaceOfTradeIdentification1 : PlaceOfTrade
SecuritiesTradeDetails56 *-- "0..1" PlaceOfClearingIdentification1 : PlaceOfClearing
SecuritiesTradeDetails56 *-- "0..1" ITradeDate5Choice : TradeDate
SecuritiesTradeDetails56 *-- "1..1" IDateAndDateTimeChoice : OpeningSettlementDate
SecuritiesTradeDetails56 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails56 *-- "0..0" IReporting6Choice : Reporting
SecuritiesTradeDetails56 *-- "0..0" ITradeTransactionCondition5Choice : TradeTransactionCondition
SecuritiesTradeDetails56 *-- "0..1" IInvestorCapacity4Choice : InvestorCapacity
SecuritiesTradeDetails56 *-- "0..1" ITradeOriginator3Choice : TradeOriginatorRole
SecuritiesTradeDetails56 *-- "0..1" ICurrencyToBuyOrSell1Choice : CurrencyToBuyOrSell
SecuritiesTradeDetails56 *-- "0..1" IAffirmationStatus8Choice : AffirmationStatus
SecuritiesTradeDetails56 *-- "0..1" IMatchingStatus27Choice : MatchingStatus
%% PlaceOfTradeIdentification1 recursion level 1 with max 1
class PlaceOfTradeIdentification1{
    LEI IsoLEIIdentifier
}
PlaceOfTradeIdentification1 *-- "0..1" MarketIdentification84 : MarketTypeAndIdentification
%% PlaceOfClearingIdentification1 recursion level 1 with max 1
class PlaceOfClearingIdentification1{
    Identification IsoAnyBICIdentifier
    LEI IsoLEIIdentifier
}
%% ITradeDate5Choice 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
%% IReporting6Choice recursion level 1 with max 1
%% ITradeTransactionCondition5Choice recursion level 1 with max 1
%% IInvestorCapacity4Choice recursion level 1 with max 1
%% ITradeOriginator3Choice recursion level 1 with max 1
%% ICurrencyToBuyOrSell1Choice recursion level 1 with max 1
%% IAffirmationStatus8Choice recursion level 1 with max 1
%% IMatchingStatus27Choice recursion level 1 with max 1

SecuritiesTradeDetails56 members

Member name	Description	Data Type / Multiplicity
PlaceOfTrade	Market in which a trade transaction has been executed.	PlaceOfTradeIdentification1 - Optional 0..1
PlaceOfClearing	Infrastructure which may be a component of a clearing house and wich facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position.	PlaceOfClearingIdentification1 - Optional 0..1
TradeDate	Specifies the date/time on which the trade was executed.	ITradeDate5Choice - Optional 0..1
OpeningSettlementDate	Date and time at which the securities are to be delivered or received.	IDateAndDateTimeChoice - Required 1..1
DealPrice	Specifies the price of the traded financial instrument.	This is the deal price of the individual trade transaction.
NumberOfDaysAccrued	Number of days on which the interest rate accrues (daily accrual note).	IsoMax3Number - Optional 0..1
Reporting	Specifies that a trade is to be reported to a third party.	IReporting6Choice - Unknown 0..0
TradeTransactionCondition	Indicates the conditions under which the order/trade is to be/was executed.	ITradeTransactionCondition5Choice - Unknown 0..0
InvestorCapacity	Specifies the role of the investor in the transaction.	IInvestorCapacity4Choice - Optional 0..1
TradeOriginatorRole	Specifies the role of the trading party in the transaction.	ITradeOriginator3Choice - Optional 0..1
CurrencyToBuyOrSell	Account servicer is instructed to buy the indicated currency after the receipt of cash proceeds or to sell the indicated currency in order to obtain the necessary currency to fund the transaction.	ICurrencyToBuyOrSell1Choice - Optional 0..1
AffirmationStatus	Status of affirmation of a trade.	IAffirmationStatus8Choice - Optional 0..1
MatchingStatus	Provides the matching status of the instruction.	IMatchingStatus27Choice - Optional 0..1
SettlementInstructionProcessingAdditionalDetails	Provides additional settlement processing information which can not be included within the structured fields of the message.	IsoMax350Text - Optional 0..1
FXAdditionalDetails	Provides additional details pertaining to foreign exchange instructions.	IsoMax350Text - Optional 0..1

FinancialInstrumentIdentification building block

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

classDiagram
   direction tb
%% SecurityIdentification19 recursion level 0 with max 1
class SecurityIdentification19{
    ISIN IsoISINOct2015Identifier
    Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification
%% OtherIdentification1 recursion level 1 with max 1
class OtherIdentification1{
    Identification IsoMax35Text
    Suffix IsoMax16Text
}
OtherIdentification1 *-- "1..1" IIdentificationSource3Choice : Type

SecurityIdentification19 members

Member name	Description	Data Type / Multiplicity
ISIN	International Securities Identification Number (ISIN). A numbering system designed by the United Nation’s International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.	IsoISINOct2015Identifier - Optional 0..1
OtherIdentification	Identification of a security by proprietary or domestic identification scheme.	OtherIdentification1 - Unknown 0..0
Description	Textual description of a security instrument.	IsoMax140Text - Optional 0..1

FinancialInstrumentAttributes building block

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

classDiagram
   direction tb
%% FinancialInstrumentAttributes64 recursion level 0 with max 1
class FinancialInstrumentAttributes64{
    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
}
FinancialInstrumentAttributes64 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
FinancialInstrumentAttributes64 *-- "0..1" IInterestComputationMethodFormat4Choice : DayCountBasis
FinancialInstrumentAttributes64 *-- "0..1" IFormOfSecurity6Choice : RegistrationForm
FinancialInstrumentAttributes64 *-- "0..1" IFrequency23Choice : PaymentFrequency
FinancialInstrumentAttributes64 *-- "0..1" ISecuritiesPaymentStatus5Choice : PaymentStatus
FinancialInstrumentAttributes64 *-- "0..1" IFrequency23Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes64 *-- "0..1" IClassificationType32Choice : ClassificationType
FinancialInstrumentAttributes64 *-- "0..1" IOptionStyle8Choice : OptionStyle
FinancialInstrumentAttributes64 *-- "0..1" IOptionType6Choice : OptionType
FinancialInstrumentAttributes64 *-- "0..1" INumber22Choice : CouponAttachedNumber
FinancialInstrumentAttributes64 *-- "0..1" GenericIdentification37 : PoolNumber
FinancialInstrumentAttributes64 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes64 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes64 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes64 *-- "0..0" SecurityIdentification19 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification3Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat4Choice recursion level 1 with max 1
%% IFormOfSecurity6Choice recursion level 1 with max 1
%% IFrequency23Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus5Choice recursion level 1 with max 1
%% IFrequency23Choice recursion level 1 with max 1
%% IClassificationType32Choice recursion level 1 with max 1
%% IOptionStyle8Choice recursion level 1 with max 1
%% IOptionType6Choice recursion level 1 with max 1
%% INumber22Choice 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
%% SecurityIdentification19 recursion level 1 with max 1
class SecurityIdentification19{
    ISIN IsoISINOct2015Identifier
    Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification

FinancialInstrumentAttributes64 members

Member name	Description	Data Type / Multiplicity
PlaceOfListing	Market(s) on which the security is listed.	IMarketIdentification3Choice - Optional 0..1
DayCountBasis	Specifies the computation method of (accrued) interest of the security.	IInterestComputationMethodFormat4Choice - Optional 0..1
RegistrationForm	Specifies the form, this is, ownership, of the security.	IFormOfSecurity6Choice - Optional 0..1
PaymentFrequency	Specifies the frequency of an interest payment.	IFrequency23Choice - Optional 0..1
PaymentStatus	Status of payment of a security at a particular time.	ISecuritiesPaymentStatus5Choice - Optional 0..1
VariableRateChangeFrequency	Specifies the frequency of change to the variable rate of an interest bearing instrument.	IFrequency23Choice - Optional 0..1
ClassificationType	Classification type of the financial instrument, as per the ISO Classification of Financial Instrument (CFI) codification, for example, common share with voting rights, fully paid, or registered.	IClassificationType32Choice - Optional 0..1
OptionStyle	Specifies how an option can be exercised (American, European, Bermudan).	IOptionStyle8Choice - Optional 0..1
OptionType	Specifies whether it is a Call option (right to purchase a specific underlying asset) or a Put option (right to sell a specific underlying asset).	IOptionType6Choice - Optional 0..1
DenominationCurrency	Currency in which a security is issued or redenominated.	ActiveOrHistoricCurrencyCode - Optional 0..1
CouponDate	Next payment date of an interest bearing financial instrument.	IsoISODate - Optional 0..1
ExpiryDate	Date on which a privilege expires.	IsoISODate - Optional 0..1
FloatingRateFixingDate	Date at which the interest rate of an interest bearing security will be calculated and reset, according to the terms of the issue.	IsoISODate - Optional 0..1
MaturityDate	Planned final repayment date at the time of issuance.	IsoISODate - Optional 0..1
IssueDate	Date at which the security was made available.	IsoISODate - Optional 0..1
NextCallableDate	Next date at which the issuer has the right to pay the security prior to maturity.	IsoISODate - Optional 0..1
PutableDate	Date at which the holder has the right to ask for redemption of the security prior to final maturity.	IsoISODate - Optional 0..1
DatedDate	First date at which a security begins to accrue interest.	IsoISODate - Optional 0..1
FirstPaymentDate	Date at which the first interest payment is due to holders of the security.	IsoISODate - Optional 0..1
PreviousFactor	Rate expressed as a decimal between 0 and 1 that was applicable before the current factor and defines the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
CurrentFactor	Rate expressed as a decimal between 0 and 1 defining the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
NextFactor	Rate expressed as a decimal between 0 and 1 that will be applicable as of the next factor date and defines the outstanding principal of the financial instrument (for factored securities).	IsoBaseOneRate - Optional 0..1
InterestRate	Per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.	IsoPercentageRate - Optional 0..1
YieldToMaturityRate	Rate of return anticipated on a bond when held until maturity date.	IsoPercentageRate - Optional 0..1
NextInterestRate	Interest rate applicable to the next interest payment period in relation to variable rate instruments.	IsoPercentageRate - Optional 0..1
IndexRateBasis	Specifies the reference rate for fixed income instruments where the	price of the instrument is indexed to the price of an underlying benchmark.
CouponAttachedNumber	Number of the coupon attached to the physical security.	INumber22Choice - Optional 0..1
PoolNumber	Number identifying a group of underlying assets assigned by the issuer of a factored security.	GenericIdentification37 - Optional 0..1
VariableRateIndicator	Indicates whether the interest rate of an interest bearing instrument is reset periodically.	IsoYesNoIndicator - Optional 0..1
CallableIndicator	Indicates whether the issuer has the right to pay the security prior to maturity. Also called RetractableIndicator.	IsoYesNoIndicator - Optional 0..1
PutableIndicator	Indicates whether the holder has the right to ask for redemption of the security prior to final maturity. Also called RedeemableIndicator.	IsoYesNoIndicator - Optional 0..1
MarketOrIndicativePrice	Value of the price, for example, as a currency and value per unit or as a percentage.	IPriceType1Choice - Optional 0..1
ExercisePrice	Predetermined price at which the holder of a derivative will buy or sell the underlying instrument.	Price2 - Optional 0..1
SubscriptionPrice	Pre-determined price at which the holder of a right is entitled to buy the underlying instrument.	Price2 - Optional 0..1
ConversionPrice	Price of one target security in the conversion.	Price2 - Optional 0..1
StrikePrice	Predetermined price at which the holder will have to buy or sell the underlying instrument.	Price2 - Optional 0..1
MinimumNominalQuantity	Minimum nominal quantity of financial instrument.	IFinancialInstrumentQuantity1Choice - Optional 0..1
ContractSize	Ratio or multiplying factor used to convert one contract into a quantity.	IFinancialInstrumentQuantity1Choice - Optional 0..1
UnderlyingFinancialInstrumentIdentification	Identification of the underlying security.	SecurityIdentification19 - Unknown 0..0
FinancialInstrumentAttributeAdditionalDetails	Provides additional information about the financial instrument in narrative form.	IsoMax350Text - Optional 0..1

QuantityAndAccountDetails building block

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

classDiagram
   direction tb
%% QuantityAndAccount39 recursion level 0 with max 1
class QuantityAndAccount39{
    DenominationChoice IsoMax210Text
}
QuantityAndAccount39 *-- "1..1" IQuantity6Choice : SettlementQuantity
QuantityAndAccount39 *-- "0..1" PartyIdentification98 : AccountOwner
QuantityAndAccount39 *-- "1..1" SecuritiesAccount19 : SafekeepingAccount
QuantityAndAccount39 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount39 *-- "0..1" SafeKeepingPlace1 : SafekeepingPlace
QuantityAndAccount39 *-- "0..0" QuantityBreakdown30 : QuantityBreakdown
%% IQuantity6Choice recursion level 1 with max 1
%% PartyIdentification98 recursion level 1 with max 1
class PartyIdentification98{
    LEI IsoLEIIdentifier
}
PartyIdentification98 *-- "1..1" IPartyIdentification92Choice : Identification
%% SecuritiesAccount19 recursion level 1 with max 1
class SecuritiesAccount19{
    Identification IsoMax35Text
    Name IsoMax70Text
}
SecuritiesAccount19 *-- "0..1" GenericIdentification30 : Type
%% ICashAccountIdentification5Choice recursion level 1 with max 1
%% SafeKeepingPlace1 recursion level 1 with max 1
class SafeKeepingPlace1{
    LEI IsoLEIIdentifier
}
SafeKeepingPlace1 *-- "0..1" ISafekeepingPlaceFormat10Choice : SafekeepingPlaceFormat
%% QuantityBreakdown30 recursion level 1 with max 1
QuantityBreakdown30 *-- "0..1" GenericIdentification37 : LotNumber
QuantityBreakdown30 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown30 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown30 *-- "0..1" Price2 : LotPrice
QuantityBreakdown30 *-- "0..1" ITypeOfPrice29Choice : TypeOfPrice

QuantityAndAccount39 members

Member name	Description	Data Type / Multiplicity
SettlementQuantity	Total quantity of securities to be settled.	IQuantity6Choice - Required 1..1
DenominationChoice	Denomination of the security to be received or delivered.	IsoMax210Text - Optional 0..1
AccountOwner	Party that legally owns the account.	PartyIdentification98 - Optional 0..1
SafekeepingAccount	Account to or from which a securities entry is made.	SecuritiesAccount19 - Required 1..1
CashAccount	Account to or from which a cash entry is made.	ICashAccountIdentification5Choice - Optional 0..1
SafekeepingPlace	Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD).	SafeKeepingPlace1 - Optional 0..1
QuantityBreakdown	Breakdown of a quantity into lots such as tax lots, instrument series, etc.	QuantityBreakdown30 - Unknown 0..0

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
%% SecuritiesFinancingTransactionDetails28 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails28{
    SecuritiesFinancingTradeIdentification IsoMax35Text
    ClosingLegIdentification IsoMax35Text
    MaturityDateModification IsoYesNoIndicator
    InterestPayment IsoYesNoIndicator
    TransactionCallDelay IsoExact3NumericText
    TotalNumberOfCollateralInstructions IsoExact3NumericText
    SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails28 *-- "0..1" ITerminationDate4Choice : TerminationDate
SecuritiesFinancingTransactionDetails28 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails28 *-- "0..1" IDateAndDateTimeChoice : EarliestCallBackDate
SecuritiesFinancingTransactionDetails28 *-- "0..1" IDateAndDateTimeChoice : CommissionCalculationDate
SecuritiesFinancingTransactionDetails28 *-- "0..1" IRateType35Choice : RateType
SecuritiesFinancingTransactionDetails28 *-- "0..1" IRevaluationIndicator3Choice : Revaluation
SecuritiesFinancingTransactionDetails28 *-- "0..1" ILegalFramework3Choice : LegalFramework
SecuritiesFinancingTransactionDetails28 *-- "0..1" IInterestComputationMethodFormat4Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails28 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails28 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails28 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails28 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails28 *-- "0..1" Rate2 : ChargesRate
SecuritiesFinancingTransactionDetails28 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails28 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : DealAmount
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : ForfeitAmount
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : PremiumAmount
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails28 *-- "0..1" AmountAndDirection21 : TerminationTransactionAmount
%% ITerminationDate4Choice 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
%% IRateType35Choice recursion level 1 with max 1
%% IRevaluationIndicator3Choice recursion level 1 with max 1
%% ILegalFramework3Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat4Choice 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
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection21 recursion level 1 with max 1
class AmountAndDirection21{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}

SecuritiesFinancingTransactionDetails28 members

Member name	Description	Data Type / Multiplicity
SecuritiesFinancingTradeIdentification	Unambiguous identification of the underlying securities financing trade as assigned by the instructing party. The identification is common to all collateral pieces (one or many).	IsoMax35Text - Optional 0..1
ClosingLegIdentification	Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf).	IsoMax35Text - Optional 0..1
TerminationDate	Closing date/time or maturity date/time of the transaction.	ITerminationDate4Choice - Optional 0..1
RateChangeDate	Date/Time at which rate change has taken place.	IDateAndDateTimeChoice - Optional 0..1
EarliestCallBackDate	Earliest date/time at which the call back can take place.	IDateAndDateTimeChoice - Optional 0..1
CommissionCalculationDate	Date/time at which the commission is calculated.	IDateAndDateTimeChoice - Optional 0..1
RateType	Specifies whether the rate is fixed or variable.	IRateType35Choice - Optional 0..1
Revaluation	Specifies whether the collateral position should be subject to automatic revaluation by the account servicer.	IRevaluationIndicator3Choice - Optional 0..1
LegalFramework	Legal framework of the transaction.	ILegalFramework3Choice - Optional 0..1
InterestComputationMethod	Identifies the computation method of accrued interest of the related financial instrument.	IInterestComputationMethodFormat4Choice - Optional 0..1
MaturityDateModification	Specifies whether the maturity date of the securities financing transaction may be modified.	IsoYesNoIndicator - Optional 0..1
InterestPayment	Specifies whether the interest is to be paid to the collateral taker. If set to no, the interest is paid to the collateral giver.	IsoYesNoIndicator - Optional 0..1
VariableRateSupport	Index or support rate used together with the spread to calculate the	repurchase rate.
RepurchaseRate	Rate to be used to recalculate the repurchase amount.	Rate2 - Optional 0..1
StockLoanMargin	Percentage mark-up on a loan consideration used to reflect the lender’s risk.	Rate2 - Optional 0..1
SecuritiesHaircut	Haircut or valuation factor on the security expressed as a percentage.	Rate2 - Optional 0..1
ChargesRate	Interest rate paid in the context of a securities financing transaction.	Rate2 - Optional 0..1
PricingRate	Interest rate to be paid on the transaction amount, as agreed between the counterparties.	IRateOrName1Choice - Optional 0..1
Spread	Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate.	Rate2 - Optional 0..1
TransactionCallDelay	Minimum number of days’ notice a counterparty needs for terminating the transaction.	IsoExact3NumericText - Optional 0..1
TotalNumberOfCollateralInstructions	Total number of collateral instructions involved in the transaction.	IsoExact3NumericText - Optional 0..1
DealAmount	Principal amount of a trade (for second leg).	AmountAndDirection21 - Optional 0..1
AccruedInterestAmount	Interest amount that has accrued in between coupon payment periods.	AmountAndDirection21 - Optional 0..1
ForfeitAmount	Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date.	AmountAndDirection21 - Optional 0..1
PremiumAmount	Difference between the amount of money of the first leg and the amount of the second leg of the transaction.	AmountAndDirection21 - Optional 0..1
TerminationAmountPerPieceOfCollateral	Amount of money to be settled per piece of collateral to terminate the transaction.	AmountAndDirection21 - Optional 0..1
TerminationTransactionAmount	Total amount of money to be settled to terminate the transaction.	AmountAndDirection21 - Optional 0..1
SecondLegNarrative	Provides additional information about the second leg in narrative form.	IsoMax140Text - Optional 0..1

SettlementParameters building block

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

classDiagram
   direction tb
%% SettlementDetails97 recursion level 0 with max 1
class SettlementDetails97{
    HoldIndicator IsoYesNoIndicator
    PartialSettlementIndicator SettlementTransactionCondition5Code
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails97 *-- "0..1" IPriorityNumeric4Choice : Priority
SettlementDetails97 *-- "0..0" ISettlementTransactionCondition18Choice : SettlementTransactionCondition
SettlementDetails97 *-- "0..1" ISettlingCapacity7Choice : SettlingCapacity
SettlementDetails97 *-- "0..1" GenericIdentification30 : StampDutyTaxBasis
SettlementDetails97 *-- "0..1" ISecuritiesRTGS4Choice : SecuritiesRTGS
SettlementDetails97 *-- "0..1" IBeneficialOwnership4Choice : BeneficialOwnership
SettlementDetails97 *-- "0..1" ICashSettlementSystem4Choice : CashClearingSystem
SettlementDetails97 *-- "0..1" ITaxCapacityParty4Choice : TaxCapacity
SettlementDetails97 *-- "0..1" IMarketClientSide4Choice : MarketClientSide
SettlementDetails97 *-- "0..1" IFXStandingInstruction4Choice : FXStandingInstruction
SettlementDetails97 *-- "0..1" IBlockTrade4Choice : BlockTrade
SettlementDetails97 *-- "0..1" IRestriction5Choice : LegalRestrictions
SettlementDetails97 *-- "0..1" ISettlementSystemMethod4Choice : SettlementSystemMethod
SettlementDetails97 *-- "0..1" INettingEligibility4Choice : NettingEligibility
SettlementDetails97 *-- "0..1" ICentralCounterPartyEligibility4Choice : CCPEligibility
SettlementDetails97 *-- "0..1" ITracking4Choice : Tracking
SettlementDetails97 *-- "0..1" IAutomaticBorrowing6Choice : AutomaticBorrowing
%% IPriorityNumeric4Choice recursion level 1 with max 1
%% ISettlementTransactionCondition18Choice recursion level 1 with max 1
%% ISettlingCapacity7Choice recursion level 1 with max 1
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% ISecuritiesRTGS4Choice recursion level 1 with max 1
%% IBeneficialOwnership4Choice recursion level 1 with max 1
%% ICashSettlementSystem4Choice recursion level 1 with max 1
%% ITaxCapacityParty4Choice recursion level 1 with max 1
%% IMarketClientSide4Choice recursion level 1 with max 1
%% IFXStandingInstruction4Choice recursion level 1 with max 1
%% IBlockTrade4Choice recursion level 1 with max 1
%% IRestriction5Choice recursion level 1 with max 1
%% ISettlementSystemMethod4Choice recursion level 1 with max 1
%% INettingEligibility4Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility4Choice recursion level 1 with max 1
%% ITracking4Choice recursion level 1 with max 1
%% IAutomaticBorrowing6Choice recursion level 1 with max 1

SettlementDetails97 members

Member name	Description	Data Type / Multiplicity
HoldIndicator	Specifies whether the transaction is on hold/blocked/frozen.	IsoYesNoIndicator - Optional 0..1
Priority	Specifies whether the transaction is to be executed with a high priority.	IPriorityNumeric4Choice - Optional 0..1
SettlementTransactionCondition	Conditions under which the order/trade is to be settled.	ISettlementTransactionCondition18Choice - Unknown 0..0
SettlingCapacity	Role of a party in the settlement of the transaction.	ISettlingCapacity7Choice - Optional 0..1
StampDutyTaxBasis	Specifies the stamp duty type or exemption reason applicable to the settlement transaction.	GenericIdentification30 - Optional 0..1
SecuritiesRTGS	Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system.	ISecuritiesRTGS4Choice - Optional 0..1
BeneficialOwnership	Specifies whether there is change of beneficial ownership.	IBeneficialOwnership4Choice - Optional 0..1
CashClearingSystem	Specifies the category of cash clearing system, for example, cheque clearing.	ICashSettlementSystem4Choice - Optional 0..1
TaxCapacity	Tax role capacity of the instructing party.	ITaxCapacityParty4Choice - Optional 0..1
MarketClientSide	Specifies if an instruction is for a market side or a client side transaction.	IMarketClientSide4Choice - Optional 0..1
FXStandingInstruction	Specifies whether the foreign exchange standing instruction in place should apply.	IFXStandingInstruction4Choice - Optional 0..1
BlockTrade	Specifies whether the settlement instruction is a block parent or child.	IBlockTrade4Choice - Optional 0..1
LegalRestrictions	Regulatory restrictions applicable to a security.	IRestriction5Choice - Optional 0..1
SettlementSystemMethod	Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system.	ISettlementSystemMethod4Choice - Optional 0..1
NettingEligibility	Specifies whether the settlement transaction is eligible for netting.	INettingEligibility4Choice - Optional 0..1
CCPEligibility	Specifies whether the settlement transaction is CCP (Central Counterparty) eligible.	ICentralCounterPartyEligibility4Choice - Optional 0..1
Tracking	Specifies whether the loan and/or collateral is tracked.	ITracking4Choice - Optional 0..1
AutomaticBorrowing	Condition for automatic borrowing.	IAutomaticBorrowing6Choice - Optional 0..1
PartialSettlementIndicator	Specifies whether partial settlement is allowed.	SettlementTransactionCondition5Code - Optional 0..1
EligibleForCollateral	Specifies whether securities should be included in the pool of securities eligible for collateral purposes.	IsoYesNoIndicator - Optional 0..1

StandingSettlementInstructionDetails building block

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

classDiagram
   direction tb
%% StandingSettlementInstruction11 recursion level 0 with max 1
StandingSettlementInstruction11 *-- "1..1" ISettlementStandingInstructionDatabase4Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction11 *-- "1..1" ICounterparty9Choice : Counterparty
StandingSettlementInstruction11 *-- "0..1" PartyIdentification100 : Vendor
StandingSettlementInstruction11 *-- "0..1" SettlementParties36 : OtherDeliveringSettlementParties
StandingSettlementInstruction11 *-- "0..1" SettlementParties36 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase4Choice recursion level 1 with max 1
%% ICounterparty9Choice recursion level 1 with max 1
%% PartyIdentification100 recursion level 1 with max 1
class PartyIdentification100{
    LEI IsoLEIIdentifier
}
PartyIdentification100 *-- "1..1" IPartyIdentification71Choice : Identification
%% SettlementParties36 recursion level 1 with max 1
SettlementParties36 *-- "0..1" PartyIdentification75 : Depository
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party1
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party2
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party3
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party4
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party5
%% SettlementParties36 recursion level 1 with max 1
SettlementParties36 *-- "0..1" PartyIdentification75 : Depository
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party1
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party2
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party3
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party4
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party5

StandingSettlementInstruction11 members

Member name	Description	Data Type / Multiplicity
SettlementStandingInstructionDatabase	Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction.	ISettlementStandingInstructionDatabase4Choice - Required 1..1
Counterparty	Identification of the buyer or seller in a standing settlement instruction enabling to derive the Standing Settlement Instruction.	ICounterparty9Choice - Required 1..1
Vendor	Vendor of the Settlement Standing Instruction database requested to be consulted.	PartyIdentification100 - Optional 0..1
OtherDeliveringSettlementParties	Delivering parties, other than the seller, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain).	SettlementParties36 - Optional 0..1
OtherReceivingSettlementParties	Receiving parties, other than the buyer, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain).	SettlementParties36 - Optional 0..1

DeliveringSettlementParties building block

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

classDiagram
   direction tb
%% SettlementParties36 recursion level 0 with max 1
SettlementParties36 *-- "0..1" PartyIdentification75 : Depository
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party1
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party2
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party3
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party4
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party5
%% PartyIdentification75 recursion level 1 with max 1
class PartyIdentification75{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentification75 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification75 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentification75 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification75 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation

SettlementParties36 members

Member name	Description	Data Type / Multiplicity
Depository	First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments.	PartyIdentification75 - Optional 0..1
Party1	Party that, in a settlement chain interacts with the depository.	PartyIdentificationAndAccount106 - Optional 0..1
Party2	Party that, in a settlement chain interacts with the party 1.	PartyIdentificationAndAccount106 - Optional 0..1
Party3	Party that, in a settlement chain interacts with the party 2.	PartyIdentificationAndAccount106 - Optional 0..1
Party4	Party that, in a settlement chain interacts with the party 3.	PartyIdentificationAndAccount106 - Optional 0..1
Party5	Party that, in a settlement chain interacts with the party 4.	PartyIdentificationAndAccount106 - Optional 0..1

ReceivingSettlementParties building block

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

classDiagram
   direction tb
%% SettlementParties36 recursion level 0 with max 1
SettlementParties36 *-- "0..1" PartyIdentification75 : Depository
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party1
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party2
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party3
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party4
SettlementParties36 *-- "0..1" PartyIdentificationAndAccount106 : Party5
%% PartyIdentification75 recursion level 1 with max 1
class PartyIdentification75{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentification75 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification75 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentification75 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification75 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount106 recursion level 1 with max 1
class PartyIdentificationAndAccount106{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount106 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount106 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount106 *-- "0..1" SecuritiesAccount24 : SafekeepingAccount
PartyIdentificationAndAccount106 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount106 *-- "0..1" PartyTextInformation1 : AdditionalInformation

SettlementParties36 members

Member name	Description	Data Type / Multiplicity
Depository	First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments.	PartyIdentification75 - Optional 0..1
Party1	Party that, in a settlement chain interacts with the depository.	PartyIdentificationAndAccount106 - Optional 0..1
Party2	Party that, in a settlement chain interacts with the party 1.	PartyIdentificationAndAccount106 - Optional 0..1
Party3	Party that, in a settlement chain interacts with the party 2.	PartyIdentificationAndAccount106 - Optional 0..1
Party4	Party that, in a settlement chain interacts with the party 3.	PartyIdentificationAndAccount106 - Optional 0..1
Party5	Party that, in a settlement chain interacts with the party 4.	PartyIdentificationAndAccount106 - Optional 0..1

CashParties building block

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

classDiagram
   direction tb
%% CashParties26 recursion level 0 with max 1
CashParties26 *-- "0..1" PartyIdentificationAndAccount111 : Debtor
CashParties26 *-- "0..1" PartyIdentificationAndAccount112 : DebtorAgent
CashParties26 *-- "0..1" PartyIdentificationAndAccount111 : Creditor
CashParties26 *-- "0..1" PartyIdentificationAndAccount112 : CreditorAgent
CashParties26 *-- "0..1" PartyIdentificationAndAccount112 : Intermediary
%% PartyIdentificationAndAccount111 recursion level 1 with max 1
class PartyIdentificationAndAccount111{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount111 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount111 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount111 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount112 recursion level 1 with max 1
class PartyIdentificationAndAccount112{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount112 *-- "1..1" IPartyIdentification94Choice : Identification
PartyIdentificationAndAccount112 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount112 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount111 recursion level 1 with max 1
class PartyIdentificationAndAccount111{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount111 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount111 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount111 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount111 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount112 recursion level 1 with max 1
class PartyIdentificationAndAccount112{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount112 *-- "1..1" IPartyIdentification94Choice : Identification
PartyIdentificationAndAccount112 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount112 *-- "0..1" PartyTextInformation2 : AdditionalInformation
%% PartyIdentificationAndAccount112 recursion level 1 with max 1
class PartyIdentificationAndAccount112{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount112 *-- "1..1" IPartyIdentification94Choice : Identification
PartyIdentificationAndAccount112 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount
PartyIdentificationAndAccount112 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount
PartyIdentificationAndAccount112 *-- "0..1" PartyTextInformation2 : AdditionalInformation

CashParties26 members

Member name	Description	Data Type / Multiplicity
Debtor	Party that owes an amount of money to the (ultimate) creditor.	PartyIdentificationAndAccount111 - Optional 0..1
DebtorAgent	Financial institution servicing an account for the debtor.	PartyIdentificationAndAccount112 - Optional 0..1
Creditor	Party to which an amount of money is due.	PartyIdentificationAndAccount111 - Optional 0..1
CreditorAgent	Financial institution servicing an account for the creditor.	PartyIdentificationAndAccount112 - Optional 0..1
Intermediary	Financial institution through which the transaction must pass to reach the account with institution.	PartyIdentificationAndAccount112 - Optional 0..1

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
%% AmountAndDirection46 recursion level 0 with max 1
class AmountAndDirection46{
    AccruedInterestIndicator IsoYesNoIndicator
    StampDutyIndicator IsoYesNoIndicator
    BrokerageAmountIndicator IsoYesNoIndicator
    Amount IsoActiveCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection46 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
AmountAndDirection46 *-- "0..1" IDateAndDateTimeChoice : ValueDate
%% ForeignExchangeTerms23 recursion level 1 with max 1
class ForeignExchangeTerms23{
    UnitCurrency ActiveCurrencyCode
    QuotedCurrency ActiveCurrencyCode
    ExchangeRate IsoBaseOneRate
    ResultingAmount IsoActiveCurrencyAndAmount
}
%% IDateAndDateTimeChoice recursion level 1 with max 1

AmountAndDirection46 members

Member name	Description	Data Type / Multiplicity
AccruedInterestIndicator	Indicates whether the net proceeds include interest accrued on the financial instrument.	IsoYesNoIndicator - Optional 0..1
StampDutyIndicator	Whether the net proceeds include stamp duty amount.	IsoYesNoIndicator - Optional 0..1
BrokerageAmountIndicator	Indicates whether the net proceeds include brokerage fees for the transaction. If absent, element is not required.	IsoYesNoIndicator - Optional 0..1
Amount	Amount of money in the cash entry.	IsoActiveCurrencyAndAmount - Required 1..1
CreditDebitIndicator	Indicates whether an entry is a credit or a debit.	CreditDebitCode - Required 1..1
OriginalCurrencyAndOrderedAmount	Posting/settlement amount in its original currency when conversion from/into another currency has occurred.	IsoActiveOrHistoricCurrencyAndAmount - Optional 0..1
ForeignExchangeDetails	Information needed to process a currency exchange or conversion.	ForeignExchangeTerms23 - Optional 0..1
ValueDate	Date and time at which the cash is at the disposal of the credit account owner, or ceases to be at the disposal of the debit account owner.	IDateAndDateTimeChoice - Optional 0..1

OtherAmounts building block

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

classDiagram
   direction tb
%% OtherAmounts28 recursion level 0 with max 1
OtherAmounts28 *-- "0..1" AmountAndDirection44 : AccruedInterestAmount
OtherAmounts28 *-- "0..1" AmountAndDirection44 : ChargesFees
OtherAmounts28 *-- "0..1" AmountAndDirection44 : CountryNationalFederalTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : TradeAmount
OtherAmounts28 *-- "0..1" AmountAndDirection44 : ExecutingBrokerAmount
OtherAmounts28 *-- "0..1" AmountAndDirection44 : IssueDiscountAllowance
OtherAmounts28 *-- "0..1" AmountAndDirection44 : PaymentLevyTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : LocalTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : LocalTaxCountrySpecific
OtherAmounts28 *-- "0..1" AmountAndDirection44 : LocalBrokerCommission
OtherAmounts28 *-- "0..1" AmountAndDirection44 : Margin
OtherAmounts28 *-- "0..1" AmountAndDirection44 : Other
OtherAmounts28 *-- "0..1" AmountAndDirection44 : RegulatoryAmount
OtherAmounts28 *-- "0..1" AmountAndDirection44 : ShippingAmount
OtherAmounts28 *-- "0..1" AmountAndDirection44 : SpecialConcession
OtherAmounts28 *-- "0..1" AmountAndDirection44 : StampDuty
OtherAmounts28 *-- "0..1" AmountAndDirection44 : StockExchangeTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : TransferTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : TransactionTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : ValueAddedTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : WithholdingTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : NetGainLoss
OtherAmounts28 *-- "0..1" AmountAndDirection44 : ConsumptionTax
OtherAmounts28 *-- "0..1" AmountAndDirection44 : AccruedCapitalisationAmount
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
    Amount IsoActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails

OtherAmounts28 members

Member name	Description	Data Type / Multiplicity
AccruedInterestAmount	Interest amount that has accrued in between coupon payment periods.	AmountAndDirection44 - Optional 0..1
ChargesFees	Amount of money paid for the provision of financial services that cannot be categorised by another qualifier.	AmountAndDirection44 - Optional 0..1
CountryNationalFederalTax	Amount of country, national or federal tax charged by the jurisdiction in which the account servicer is located.	AmountAndDirection44 - Optional 0..1
TradeAmount	Principal amount of a trade (price multiplied by quantity).	AmountAndDirection44 - Optional 0..1
ExecutingBrokerAmount	Amount of money paid to an executing broker as a commission.	AmountAndDirection44 - Optional 0..1
IssueDiscountAllowance	Amount of money defined as a discount on a new issue or on a tranche of an existing issue.	AmountAndDirection44 - Optional 0..1
PaymentLevyTax	Amount of payment levy tax.	AmountAndDirection44 - Optional 0..1
LocalTax	Tax charged by the jurisdiction in which the financial instrument settles.	AmountAndDirection44 - Optional 0..1
LocalTaxCountrySpecific	Local tax country specific.	AmountAndDirection44 - Optional 0..1
LocalBrokerCommission	Amount of commission paid to a local broker.	AmountAndDirection44 - Optional 0..1
Margin	Amount of money deposited by the trading party in a margin account.	AmountAndDirection44 - Optional 0..1
Other	An amount that is not indicated by a known business denomination.	AmountAndDirection44 - Optional 0..1
RegulatoryAmount	Amount of money charged by a regulatory authority, for example, Securities and Exchange fees.	AmountAndDirection44 - Optional 0..1
ShippingAmount	All costs related to the physical delivery of documents such as stamps, postage, carrier fees, insurances or messenger services.	AmountAndDirection44 - Optional 0..1
SpecialConcession	Amount of drawdown or other reduction from or in addition to the deal price.	AmountAndDirection44 - Optional 0..1
StampDuty	Amount of stamp duty.	AmountAndDirection44 - Optional 0..1
StockExchangeTax	Amount of stock exchange tax.	AmountAndDirection44 - Optional 0..1
TransferTax	Amount of tax levied on a transfer of ownership of financial instrument.	AmountAndDirection44 - Optional 0..1
TransactionTax	Amount of transaction tax.	AmountAndDirection44 - Optional 0..1
ValueAddedTax	Amount of value-added tax.	AmountAndDirection44 - Optional 0..1
WithholdingTax	Amount of money that will be withheld by a tax authority.	AmountAndDirection44 - Optional 0..1
NetGainLoss	Amount representing the difference between the cost and the current price of a security. In the context of securities settlement, it is the amount paid or received when the instructions are netted or paired off.	AmountAndDirection44 - Optional 0..1
ConsumptionTax	Amount of consumption tax.	AmountAndDirection44 - Optional 0..1
AccruedCapitalisationAmount	Amount of unpaid interest (on bonds which have defaulted and have subsequently	restructured), which is capitalized and added to the original principal amount of the bond.

OtherBusinessParties building block

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

classDiagram
   direction tb
%% OtherParties27 recursion level 0 with max 1
OtherParties27 *-- "0..0" PartyIdentificationAndAccount108 : Investor
OtherParties27 *-- "0..1" PartyIdentificationAndAccount107 : QualifiedForeignIntermediary
OtherParties27 *-- "0..1" PartyIdentificationAndAccount109 : StockExchange
OtherParties27 *-- "0..1" PartyIdentificationAndAccount109 : TradeRegulator
OtherParties27 *-- "0..1" PartyIdentificationAndAccount107 : TripartyAgent
OtherParties27 *-- "0..1" PartyIdentificationAndAccount107 : Broker
%% PartyIdentificationAndAccount108 recursion level 1 with max 1
class PartyIdentificationAndAccount108{
    LEI IsoLEIIdentifier
    Nationality CountryCode
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount108 *-- "0..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount108 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount108 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount107 recursion level 1 with max 1
class PartyIdentificationAndAccount107{
    LEI IsoLEIIdentifier
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount107 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount107 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount107 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount109 recursion level 1 with max 1
class PartyIdentificationAndAccount109{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount109 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount109 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount109 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount109 recursion level 1 with max 1
class PartyIdentificationAndAccount109{
    LEI IsoLEIIdentifier
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount109 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount109 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount109 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount107 recursion level 1 with max 1
class PartyIdentificationAndAccount107{
    LEI IsoLEIIdentifier
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount107 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount107 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount107 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount107 recursion level 1 with max 1
class PartyIdentificationAndAccount107{
    LEI IsoLEIIdentifier
    SafekeepingAccount IsoMax35Text
    ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount107 *-- "1..1" IPartyIdentification71Choice : Identification
PartyIdentificationAndAccount107 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount107 *-- "0..1" PartyTextInformation1 : AdditionalInformation

OtherParties27 members

Member name	Description	Data Type / Multiplicity
Investor	Party, either an individual or organisation, whose assets are being invested.	PartyIdentificationAndAccount108 - Unknown 0..0
QualifiedForeignIntermediary	Foreign Financial Institution which has been authorised by local authorities to act as account management institution in the country.	PartyIdentificationAndAccount107 - Optional 0..1
StockExchange	Identification of the stock exchange to which transaction reporting will be done.	PartyIdentificationAndAccount109 - Optional 0..1
TradeRegulator	Institution to which a trade must be reported.	PartyIdentificationAndAccount109 - Optional 0..1
TripartyAgent	Party responsible for the administration of a tri-party collateral transaction including collateral allocation, marking to market and substitution of collateral.	PartyIdentificationAndAccount107 - Optional 0..1
Broker	Party that identifies a broker when required (for example, authorised broker, prime broker, etc).	PartyIdentificationAndAccount107 - Optional 0..1

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

Member name	Description	Data Type / Multiplicity
PlaceAndName	Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath.	IsoMax350Text - Optional 0..1
Envelope	Technical element wrapping the supplementary data.	IsoSupplementaryDataEnvelope1 - Required 1..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesFinancingInstructionV06 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingInstructionV06 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingInstructionV06Document implements IOuterDocument. Because SecuritiesFinancingInstructionV06 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingInstructionV06.

classDiagram
    class IOuterRecord
    SecuritiesFinancingInstructionV06 --|> IOuterRecord : Implements
    SecuritiesFinancingInstructionV06Document --|> IOuterDocument~SecuritiesFinancingInstructionV06~ : Implements
    class IOuterDocument~SecuritiesFinancingInstructionV06~ {
        SecuritiesFinancingInstructionV06 Message
     }

Document wrapper for serialization

The only real purpose SecuritiesFinancingInstructionV06Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.033.001.06’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingInstructionV06.ToDocument() method. The returned SecuritiesFinancingInstructionV06Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingInstructionV06Document *-- SecuritiesFinancingInstructionV06 : 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.033.001.06">
    <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="_YSMWlwCTEeW_3KiG8SEjHA"
  nextVersions="_368goW6uEeat2-NFbXd1Pw"
  previousVersion="_nQZwkSRSEeON6sEIseGaUg"
  name="SecuritiesFinancingInstructionV06"
  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;&#xD;&#xA;Usage&#xD;&#xA;The message may also be used to:&#xD;&#xA;- re-send a message previously sent,&#xD;&#xA;- provide a third party with a copy of a message for information,&#xD;&#xA;- re-send to a third party a copy of a message for information&#xD;&#xA;using the relevant elements in the Business Application Header."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="SctiesFincgInstr"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_YSMWnwCTEeW_3KiG8SEjHA"
    nextVersions="_368go26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwmSRSEeON6sEIseGaUg"
    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="_YSMWoQCTEeW_3KiG8SEjHA"
    nextVersions="_368gpW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwmyRSEeON6sEIseGaUg"
    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="_YSMWowCTEeW_3KiG8SEjHA"
    nextVersions="_368gp26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwnSRSEeON6sEIseGaUg"
    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="_YSMWpQCTEeW_3KiG8SEjHA"
    nextVersions="_368gqW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwnyRSEeON6sEIseGaUg"
    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="_YSMWpwCTEeW_3KiG8SEjHA"
    nextVersions="_368gq26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwoSRSEeON6sEIseGaUg"
    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="_YSMWqQCTEeW_3KiG8SEjHA"
    nextVersions="_368grW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwoyRSEeON6sEIseGaUg"
    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="_YSMWqwCTEeW_3KiG8SEjHA"
    nextVersions="_368gr26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwpSRSEeON6sEIseGaUg"
    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="_YSMWrQCTEeW_3KiG8SEjHA"
    nextVersions="_368gsW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwpyRSEeON6sEIseGaUg"
    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="_YSMWrwCTEeW_3KiG8SEjHA"
    nextVersions="_368gs26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwqSRSEeON6sEIseGaUg"
    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="_YSMWsQCTEeW_3KiG8SEjHA"
    nextVersions="_368gtW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwqyRSEeON6sEIseGaUg"
    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="_YSMWswCTEeW_3KiG8SEjHA"
    nextVersions="_368gt26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwrSRSEeON6sEIseGaUg"
    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="_YSMWtQCTEeW_3KiG8SEjHA"
    nextVersions="_368guW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwryRSEeON6sEIseGaUg"
    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="_yfjfATwNEeW3QqUkIQtIUA" />
  <messageBuildingBlock
    xmi:id="_YSMWtwCTEeW_3KiG8SEjHA"
    nextVersions="_368gu26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwsSRSEeON6sEIseGaUg"
    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="_YSMWuQCTEeW_3KiG8SEjHA"
    nextVersions="_368gvW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwsyRSEeON6sEIseGaUg"
    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="_QaEOsTnrEeWfSKvvZlhRKg" />
  <messageBuildingBlock
    xmi:id="_YSMWuwCTEeW_3KiG8SEjHA"
    nextVersions="_368gv26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwtSRSEeON6sEIseGaUg"
    name="TradeDetails"
    definition="Details of the securities financing deal."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtls"
    complexType="_XIzMyzqJEeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_YSMWvQCTEeW_3KiG8SEjHA"
    nextVersions="_368gwW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwtyRSEeON6sEIseGaUg"
    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="_ho6XQYlXEeWPSZi0kAOXhg" />
  <messageBuildingBlock
    xmi:id="_YSMWvwCTEeW_3KiG8SEjHA"
    nextVersions="_368gw26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwuSRSEeON6sEIseGaUg"
    name="FinancialInstrumentAttributes"
    definition="Elements characterising a financial instrument."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="FinInstrmAttrbts"
    complexType="_bMY-5Tm6EeWV5sr121Fc8A" />
  <messageBuildingBlock
    xmi:id="_YSMWwQCTEeW_3KiG8SEjHA"
    nextVersions="_368gxW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwuyRSEeON6sEIseGaUg"
    name="QuantityAndAccountDetails"
    definition="Details related to the account and quantity involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QtyAndAcctDtls"
    complexType="_iGr07R5hEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMWwwCTEeW_3KiG8SEjHA"
    nextVersions="_368gx26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwvSRSEeON6sEIseGaUg"
    name="SecuritiesFinancingDetails"
    definition="Details for the closing of the securities financing transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SctiesFincgDtls"
    complexType="_cm_VdTm6EeWV5sr121Fc8A" />
  <messageBuildingBlock
    xmi:id="_YSMWxQCTEeW_3KiG8SEjHA"
    nextVersions="_368gyW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwvyRSEeON6sEIseGaUg"
    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="_dShWaTqEEeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_YSMWxwCTEeW_3KiG8SEjHA"
    nextVersions="_368gy26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwwSRSEeON6sEIseGaUg"
    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="_FhR3eR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMWyQCTEeW_3KiG8SEjHA"
    nextVersions="_368gzW6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwwyRSEeON6sEIseGaUg"
    name="DeliveringSettlementParties"
    definition="Identifies the chain of delivering settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="DlvrgSttlmPties"
    complexType="_CFY_UR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMWywCTEeW_3KiG8SEjHA"
    nextVersions="_368gz26uEeat2-NFbXd1Pw"
    previousVersion="_nQZwxSRSEeON6sEIseGaUg"
    name="ReceivingSettlementParties"
    definition="Identifies the chain of receiving settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RcvgSttlmPties"
    complexType="_CFY_UR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMWzQCTEeW_3KiG8SEjHA"
    nextVersions="_368g0W6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwxyRSEeON6sEIseGaUg"
    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="_F1RDiR5gEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMWzwCTEeW_3KiG8SEjHA"
    nextVersions="_368g026uEeat2-NFbXd1Pw"
    previousVersion="_nQZwySRSEeON6sEIseGaUg"
    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="_-ZtTMzp8EeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_YSMW0QCTEeW_3KiG8SEjHA"
    nextVersions="_368g1W6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwyyRSEeON6sEIseGaUg"
    name="OtherAmounts"
    definition="Other amounts than the settlement amount."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrAmts"
    complexType="_sjjw4Tp8EeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_YSMW0wCTEeW_3KiG8SEjHA"
    nextVersions="_368g126uEeat2-NFbXd1Pw"
    previousVersion="_nQZwzSRSEeON6sEIseGaUg"
    name="OtherBusinessParties"
    definition="Other business parties relevant to the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrBizPties"
    complexType="__8IFYR5fEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_YSMW1QCTEeW_3KiG8SEjHA"
    nextVersions="_368g2W6uEeat2-NFbXd1Pw"
    previousVersion="_nQZwzyRSEeON6sEIseGaUg"
    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="06" />
</messageDefinition>

ISO Building Blocks

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