sese.036.001.01
Scope An account owner sends a SecuritiesFinancingModificationInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of an update in the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction that does not impact the original transaction securities quantity. Such a change may be:
- the providing of closing details not available at the time of the sending of the Securities Financing Instruction, for example, termination date for an open repo,
- the providing of a new rate, for example, a repo rate,
- the rollover of a position extending the closing or maturity date. The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure. Usage The message may also be used to:
- re-send a message previously sent (the sub-function of the message is Duplicate),
- provide a third party with a copy of a message for information (the sub-function of the message is Copy),
- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate). ISO 15022 - 20022 Coexistence This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”.
Message Construction
Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification
classDiagram
direction LR
%% SecuritiesFinancingModificationInstructionV01 recursion level 0 with max 0
SecuritiesFinancingModificationInstructionV01 *-- "1..1" DocumentIdentification11 : Identification
SecuritiesFinancingModificationInstructionV01 *-- "1..1" TransactionTypeAndAdditionalParameters2 : TransactionTypeAndModificationAdditionalParameters
SecuritiesFinancingModificationInstructionV01 *-- "1..1" SecuritiesTradeDetails5 : TradeDetails
SecuritiesFinancingModificationInstructionV01 *-- "1..1" SecurityIdentification11 : FinancialInstrumentIdentification
SecuritiesFinancingModificationInstructionV01 *-- "1..1" QuantityAndAccount7 : QuantityAndAccountDetails
SecuritiesFinancingModificationInstructionV01 *-- "1..1" SecuritiesFinancingTransactionDetails1 : SecuritiesFinancingAdditionalDetails
SecuritiesFinancingModificationInstructionV01 *-- "0..1" SettlementDetails3 : SettlementParameters
SecuritiesFinancingModificationInstructionV01 *-- "0..1" SettlementParties5 : DeliveringSettlementParties
SecuritiesFinancingModificationInstructionV01 *-- "0..1" SettlementParties5 : ReceivingSettlementParties
SecuritiesFinancingModificationInstructionV01 *-- "0..1" AmountAndDirection10 : OpeningSettlementAmount
SecuritiesFinancingModificationInstructionV01 *-- "0..1" IPartyIdentification10Choice : MessageOriginator
SecuritiesFinancingModificationInstructionV01 *-- "0..1" IPartyIdentification10Choice : MessageRecipient
SecuritiesFinancingModificationInstructionV01 *-- "0..1" Extension2 : Extension
Now, we will zero-in one-by-one on each of these building blocks.
Identification building block
Information that unambiguously identifies a SecuritiesFinancingModificationInstruction message as known by the account owner (or the instructing party acting on its behalf). Identification and creation date of a document. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% DocumentIdentification11 recursion level 0 with max 1
class DocumentIdentification11{
Identification IsoMax35Text
CopyDuplicate CopyDuplicate1Code
}
DocumentIdentification11 *-- "0..1" IDateAndDateTimeChoice : CreationDateTime
%% IDateAndDateTimeChoice recursion level 1 with max 1
DocumentIdentification11 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identifier of the document (message) assigned by the sender of the document. | IsoMax35Text - Required 1..1 |
| CreationDateTime | Date and time at which the document (message) was created by the sender. | IDateAndDateTimeChoice - Optional 0..1 |
| CopyDuplicate | Specifies if this document is a copy, a duplicate, or a duplicate of a copy. | CopyDuplicate1Code - Optional 0..1 |
TransactionTypeAndModificationAdditionalParameters building block
Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing), modification information and other parameters. Specifies the conditions under which the order/trade is to be settled. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TransactionTypeAndAdditionalParameters2 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters2{
AccountOwnerTransactionIdentification IsoMax35Text
AccountServicerTransactionIdentification IsoMax35Text
SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoMax35Text
PoolIdentification IsoMax35Text
}
TransactionTypeAndAdditionalParameters2 *-- "0..1" IRepurchaseType2Choice : ModificationType
%% IRepurchaseType2Choice recursion level 1 with max 1
TransactionTypeAndAdditionalParameters2 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwnerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account owner (or the instructing party managing the account). | IsoMax35Text - Required 1..1 |
| AccountServicerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account servicer. | IsoMax35Text - Optional 0..1 |
| SecuritiesFinancingTransactionType | Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing. | SecuritiesFinancingTransactionType1Code - Required 1..1 |
| Payment | Specifies how the transaction is to be settled, for example, against payment. | DeliveryReceiptType2Code - Required 1..1 |
| ModificationType | Identifies the type of securities financing modification requested. | IRepurchaseType2Choice - Optional 0..1 |
| CommonIdentification | Unique reference agreed upon by the two trade counterparties to identify the trade. | IsoMax35Text - Optional 0..1 |
| PoolIdentification | Collective reference identifying a set of messages. | IsoMax35Text - Optional 0..1 |
TradeDetails building block
Details of the securities financing deal. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails5 recursion level 0 with max 1
class SecuritiesTradeDetails5{
NumberOfDaysAccrued IsoMax3Number
InstructionProcessingAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails5 *-- "0..1" IDateAndDateTimeChoice : TradeDate
SecuritiesTradeDetails5 *-- "1..1" IDateAndDateTimeChoice : OpeningSettlementDate
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
SecuritiesTradeDetails5 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TradeDate | Specifies the date/time on which the trade was executed. | IDateAndDateTimeChoice - Optional 0..1 |
| OpeningSettlementDate | Date and time at which the securities are to be delivered or received. | IDateAndDateTimeChoice - Required 1..1 |
| NumberOfDaysAccrued | Number of days on which the interest rate accrues (daily accrual note). | IsoMax3Number - Optional 0..1 |
| InstructionProcessingAdditionalDetails | Provides additional settlement processing information which can not be included within the structured fields of the message. | IsoMax350Text - Optional 0..1 |
FinancialInstrumentIdentification building block
Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. Identification of a security. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecurityIdentification11 recursion level 0 with max 1
class SecurityIdentification11{
Description IsoMax140Text
}
SecurityIdentification11 *-- "1..1" ISecurityIdentification11Choice : Identification
%% ISecurityIdentification11Choice recursion level 1 with max 1
SecurityIdentification11 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Identification of a security. | ISecurityIdentification11Choice - Required 1..1 |
| Description | Textual description of a security instrument. | IsoMax140Text - Optional 0..1 |
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
%% QuantityAndAccount7 recursion level 0 with max 1
QuantityAndAccount7 *-- "1..1" IFinancialInstrumentQuantity1Choice : SettlementQuantity
QuantityAndAccount7 *-- "0..1" IPartyIdentification13Choice : AccountOwner
QuantityAndAccount7 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
QuantityAndAccount7 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount7 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IPartyIdentification13Choice recursion level 1 with max 1
%% SecuritiesAccount13 recursion level 1 with max 1
class SecuritiesAccount13{
Identification IsoMax35Text
Name IsoMax70Text
}
SecuritiesAccount13 *-- "0..1" GenericIdentification20 : Type
%% ICashAccountIdentification5Choice recursion level 1 with max 1
%% ISafekeepingPlaceFormat3Choice recursion level 1 with max 1
QuantityAndAccount7 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementQuantity | Total quantity of securities to be settled. | IFinancialInstrumentQuantity1Choice - Required 1..1 |
| AccountOwner | Party that legally owns the account. | IPartyIdentification13Choice - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount13 - Required 1..1 |
| CashAccount | Account to or from which a cash entry is made. | ICashAccountIdentification5Choice - Optional 0..1 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | ISafekeepingPlaceFormat3Choice - Optional 0..1 |
SecuritiesFinancingAdditionalDetails building block
Details of the closing of the securities financing transaction. Details of the closing of the securities financing transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesFinancingTransactionDetails1 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails1{
SecuritiesFinancingTradeIdentification IsoMax35Text
ClosingLegIdentification IsoMax35Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
TotalNumberOfCollateralInstructions IsoExact3NumericText
SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails1 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRevaluationIndicator1Choice : Revaluation
SecuritiesFinancingTransactionDetails1 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails1 *-- "0..1" IInterestComputationMethodFormat1Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails1 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails1 *-- "0..1" IRateOrName1Choice : PricingRate
SecuritiesFinancingTransactionDetails1 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : DealAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : ForfeitAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : PremiumAmount
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails1 *-- "0..1" AmountAndDirection4 : TerminationTransactionAmount
%% ITerminationDate2Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% IRateType5Choice recursion level 1 with max 1
%% IRevaluationIndicator1Choice recursion level 1 with max 1
%% ILegalFramework1Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat1Choice recursion level 1 with max 1
%% RateName1 recursion level 1 with max 1
class RateName1{
Issuer IsoMax8Text
RateName IsoMax35Text
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% IRateOrName1Choice recursion level 1 with max 1
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection4 recursion level 1 with max 1
class AmountAndDirection4{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
SecuritiesFinancingTransactionDetails1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SecuritiesFinancingTradeIdentification | Unambiguous identification of the underlying securities financing trade as assigned by the instructing party. The identification is common to all collateral pieces (one or many). | IsoMax35Text - Optional 0..1 |
| ClosingLegIdentification | Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf). | IsoMax35Text - Optional 0..1 |
| TerminationDate | Closing date/time or maturity date/time of the transaction. | ITerminationDate2Choice - Optional 0..1 |
| RateChangeDate | Date/Time at which rate change has taken place. | IDateAndDateTimeChoice - Optional 0..1 |
| RateType | Specifies whether the rate is fixed or variable. | IRateType5Choice - Optional 0..1 |
| Revaluation | Specifies whether the collateral position should be subject to automatic revaluation by the account servicer. | IRevaluationIndicator1Choice - Optional 0..1 |
| LegalFramework | Legal framework of the transaction. | ILegalFramework1Choice - Optional 0..1 |
| InterestComputationMethod | Identifies the computation method of accrued interest of the related financial instrument. | IInterestComputationMethodFormat1Choice - Optional 0..1 |
| 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 |
| PricingRate | Interest rate to be paid on the transaction amount, as agreed between the counterparties. | IRateOrName1Choice - Optional 0..1 |
| Spread | Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate. | Rate2 - Optional 0..1 |
| TransactionCallDelay | Minimum number of days’ notice a counterparty needs for terminating the transaction. | IsoExact3NumericText - Optional 0..1 |
| TotalNumberOfCollateralInstructions | Total number of collateral instructions involved in the transaction. | IsoExact3NumericText - Optional 0..1 |
| DealAmount | Principal amount of a trade (for second leg). | AmountAndDirection4 - Optional 0..1 |
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection4 - Optional 0..1 |
| ForfeitAmount | Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date. | AmountAndDirection4 - Optional 0..1 |
| PremiumAmount | Difference between the amount of money of the first leg and the amount of the second leg of the transaction. | AmountAndDirection4 - Optional 0..1 |
| TerminationAmountPerPieceOfCollateral | Amount of money to be settled per piece of collateral to terminate the transaction. | AmountAndDirection4 - Optional 0..1 |
| TerminationTransactionAmount | Total amount of money to be settled to terminate the transaction. | AmountAndDirection4 - Optional 0..1 |
| SecondLegNarrative | Provides additional information about the second leg in narrative form. | IsoMax140Text - Optional 0..1 |
SettlementParameters building block
Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementDetails3 recursion level 0 with max 1
class SettlementDetails3{
HoldIndicator IsoYesNoIndicator
PartialSettlementIndicator IsoYesNoIndicator
EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails3 *-- "0..1" IPriorityNumeric1Choice : Priority
SettlementDetails3 *-- "0..0" ISettlementTransactionCondition1Choice : SettlementTransactionCondition
SettlementDetails3 *-- "0..1" ISettlingCapacity1Choice : SettlingCapacity
SettlementDetails3 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
SettlementDetails3 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails3 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails3 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails3 *-- "0..1" ITaxCapacityParty1Choice : TaxCapacity
SettlementDetails3 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails3 *-- "0..1" IFXStandingInstruction1Choice : FXStandingInstruction
SettlementDetails3 *-- "0..1" IBlockTrade1Choice : BlockTrade
SettlementDetails3 *-- "0..1" IRestriction1Choice : LegalRestrictions
SettlementDetails3 *-- "0..1" ISettlementSystemMethod1Choice : SettlementSystemMethod
SettlementDetails3 *-- "0..1" INettingEligibility1Choice : NettingEligibility
SettlementDetails3 *-- "0..1" ICentralCounterPartyEligibility1Choice : CCPEligibility
SettlementDetails3 *-- "0..1" ITracking1Choice : Tracking
SettlementDetails3 *-- "0..1" IAutomaticBorrowing1Choice : AutomaticBorrowing
%% IPriorityNumeric1Choice recursion level 1 with max 1
%% ISettlementTransactionCondition1Choice recursion level 1 with max 1
%% ISettlingCapacity1Choice recursion level 1 with max 1
%% GenericIdentification20 recursion level 1 with max 1
class GenericIdentification20{
Identification IsoExact4AlphaNumericText
Issuer IsoMax35Text
SchemeName IsoMax35Text
}
%% ISecuritiesRTGS1Choice recursion level 1 with max 1
%% IBeneficialOwnership1Choice recursion level 1 with max 1
%% ICashSettlementSystem1Choice recursion level 1 with max 1
%% ITaxCapacityParty1Choice recursion level 1 with max 1
%% IMarketClientSide1Choice recursion level 1 with max 1
%% IFXStandingInstruction1Choice recursion level 1 with max 1
%% IBlockTrade1Choice recursion level 1 with max 1
%% IRestriction1Choice recursion level 1 with max 1
%% ISettlementSystemMethod1Choice recursion level 1 with max 1
%% INettingEligibility1Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility1Choice recursion level 1 with max 1
%% ITracking1Choice recursion level 1 with max 1
%% IAutomaticBorrowing1Choice recursion level 1 with max 1
SettlementDetails3 members
| 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. | IPriorityNumeric1Choice - Optional 0..1 |
| SettlementTransactionCondition | Conditions under which the order/trade is to be settled. | ISettlementTransactionCondition1Choice - Unknown 0..0 |
| SettlingCapacity | Role of a party in the settlement of the transaction. | ISettlingCapacity1Choice - Optional 0..1 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification20 - Optional 0..1 |
| SecuritiesRTGS | Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. | ISecuritiesRTGS1Choice - Optional 0..1 |
| BeneficialOwnership | Specifies whether there is change of beneficial ownership. | IBeneficialOwnership1Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, eg, cheque clearing. | ICashSettlementSystem1Choice - Optional 0..1 |
| TaxCapacity | Tax role capacity of the instructing party. | ITaxCapacityParty1Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction is for a market side or a client side transaction. | IMarketClientSide1Choice - Optional 0..1 |
| FXStandingInstruction | Specifies whether the forex standing instruction in place should apply. | IFXStandingInstruction1Choice - Optional 0..1 |
| BlockTrade | Specifies whether the settlement instruction is a block parent or child. | IBlockTrade1Choice - Optional 0..1 |
| LegalRestrictions | Regulatory restrictions applicable to a security. | IRestriction1Choice - Optional 0..1 |
| SettlementSystemMethod | Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. | ISettlementSystemMethod1Choice - Optional 0..1 |
| NettingEligibility | Specifies whether the settlement transaction is eligible for netting. | INettingEligibility1Choice - Optional 0..1 |
| CCPEligibility | Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. | ICentralCounterPartyEligibility1Choice - Optional 0..1 |
| Tracking | Specifies whether the loan and/or collateral is tracked. | ITracking1Choice - Optional 0..1 |
| AutomaticBorrowing | Condition for automatic borrowing. | IAutomaticBorrowing1Choice - Optional 0..1 |
| PartialSettlementIndicator | Specifies whether partial settlement is allowed. | IsoYesNoIndicator - Optional 0..1 |
| EligibleForCollateral | Specifies whether securities should be included in the pool of securities eligible for collateral purposes. | IsoYesNoIndicator - Optional 0..1 |
DeliveringSettlementParties building block
Identifies the chain of delivering settlement parties. Chain of parties involved in the settlement of a transaction, including receipts and deliveries, book transfers, treasury deals, or other activities, resulting in the movement of a security or amount of money from one account to another. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementParties5 recursion level 0 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% PartyIdentification2 recursion level 1 with max 1
class PartyIdentification2{
ProcessingIdentification IsoMax35Text
}
PartyIdentification2 *-- "1..1" IPartyIdentification12Choice : Identification
PartyIdentification2 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification2 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification2 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
SettlementParties5 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Depository | First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments. | PartyIdentification2 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount1 - Optional 0..1 |
ReceivingSettlementParties building block
Identifies the chain of receiving settlement parties. Chain of parties involved in the settlement of a transaction, including receipts and deliveries, book transfers, treasury deals, or other activities, resulting in the movement of a security or amount of money from one account to another. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementParties5 recursion level 0 with max 1
SettlementParties5 *-- "0..1" PartyIdentification2 : Depository
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party1
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party2
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party3
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party4
SettlementParties5 *-- "0..1" PartyIdentificationAndAccount1 : Party5
%% PartyIdentification2 recursion level 1 with max 1
class PartyIdentification2{
ProcessingIdentification IsoMax35Text
}
PartyIdentification2 *-- "1..1" IPartyIdentification12Choice : Identification
PartyIdentification2 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification2 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification2 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount1 recursion level 1 with max 1
class PartyIdentificationAndAccount1{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount1 *-- "1..1" IPartyIdentification10Choice : Identification
PartyIdentificationAndAccount1 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount1 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount1 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount1 *-- "0..1" PartyTextInformation1 : AdditionalInformation
SettlementParties5 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Depository | First party in the settlement chain. In a plain vanilla settlement, it is the Central Securities Depository where the counterparty requests to receive the financial instrument or from where the counterparty delivers the financial instruments. | PartyIdentification2 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount1 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount1 - Optional 0..1 |
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. Amount of money debited or credited on the books of an account servicer. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% AmountAndDirection10 recursion level 0 with max 1
class AmountAndDirection10{
Amount IsoActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection10 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% ForeignExchangeTerms11 recursion level 1 with max 1
class ForeignExchangeTerms11{
UnitCurrency ActiveCurrencyCode
QuotedCurrency ActiveCurrencyCode
ExchangeRate IsoBaseOneRate
ResultingAmount IsoActiveCurrencyAndAmount
}
AmountAndDirection10 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Amount | Amount of money in the cash entry. | IsoActiveCurrencyAndAmount - Required 1..1 |
| CreditDebitIndicator | Indicates whether an entry is a credit or a debit. | CreditDebitCode - Optional 0..1 |
| OriginalCurrencyAndOrderedAmount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. | IsoActiveOrHistoricCurrencyAndAmount - Optional 0..1 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms11 - Optional 0..1 |
MessageOriginator building block
Party that originated the message, if other than the sender. Choice of identification of a party. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IPartyIdentification10Choice recursion level 0 with max 1
PartyIdentification10Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
MessageRecipient building block
Party that is the final destination of the message, if other than the receiver. Choice of identification of a party. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IPartyIdentification10Choice recursion level 0 with max 1
PartyIdentification10Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
Extension building block
Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% Extension2 recursion level 0 with max 1
class Extension2{
PlaceAndName IsoMax350Text
}
Extension2 *-- "1..1" ExtensionEnvelope1 : ExtensionEnvelope
%% ExtensionEnvelope1 recursion level 1 with max 1
ExtensionEnvelope1 *-- "1..1" ExtensionContents1 : ExtensionContents
Extension2 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Name qualifying the information provided in the Text field, and place where this information should be inserted. | IsoMax350Text - Optional 0..1 |
| ExtensionEnvelope | Technical element wrapping the extension. | ExtensionEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesFinancingModificationInstructionV01 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingModificationInstructionV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingModificationInstructionV01Document implements IOuterDocument. Because SecuritiesFinancingModificationInstructionV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingModificationInstructionV01.
classDiagram
class IOuterRecord
SecuritiesFinancingModificationInstructionV01 --|> IOuterRecord : Implements
SecuritiesFinancingModificationInstructionV01Document --|> IOuterDocument~SecuritiesFinancingModificationInstructionV01~ : Implements
class IOuterDocument~SecuritiesFinancingModificationInstructionV01~ {
SecuritiesFinancingModificationInstructionV01 Message
}
Document wrapper for serialization
The only real purpose SecuritiesFinancingModificationInstructionV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.036.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingModificationInstructionV01.ToDocument() method. The returned SecuritiesFinancingModificationInstructionV01Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesFinancingModificationInstructionV01Document *-- SecuritiesFinancingModificationInstructionV01 : 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.036.001.01">
<SctiesFincgModInstr>
<Id>
<!-- Identification inner content -->
</Id>
<TxTpAndModAddtlParams>
<!-- TransactionTypeAndModificationAdditionalParameters inner content -->
</TxTpAndModAddtlParams>
<TradDtls>
<!-- TradeDetails inner content -->
</TradDtls>
<FinInstrmId>
<!-- FinancialInstrumentIdentification inner content -->
</FinInstrmId>
<QtyAndAcctDtls>
<!-- QuantityAndAccountDetails inner content -->
</QtyAndAcctDtls>
<SctiesFincgAddtlDtls>
<!-- SecuritiesFinancingAdditionalDetails inner content -->
</SctiesFincgAddtlDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<OpngSttlmAmt>
<!-- OpeningSettlementAmount inner content -->
</OpngSttlmAmt>
<MsgOrgtr>
<!-- MessageOriginator inner content -->
</MsgOrgtr>
<MsgRcpt>
<!-- MessageRecipient inner content -->
</MsgRcpt>
<Xtnsn>
<!-- Extension inner content -->
</Xtnsn>
</SctiesFincgModInstr>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_ujbRaNE5Ed-BzquC8wXy7w_78412407"
nextVersions="_xJ2m0dtaEd-RF5yaMAVhAw"
name="SecuritiesFinancingModificationInstructionV01"
definition="Scope
An account owner sends a SecuritiesFinancingModificationInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of an update in the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction that does not impact the original transaction securities quantity.
Such a change may be:
- the providing of closing details not available at the time of the sending of the Securities Financing Instruction, for example, termination date for an open repo,
- the providing of a new rate, for example, a repo rate,
- the rollover of a position extending the closing or maturity date.
The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure.
Usage
The message may also be used to:
- re-send a message previously sent (the sub-function of the message is Duplicate),
- provide a third party with a copy of a message for information (the sub-function of the message is Copy),
- re-send to a third party a copy of a message for information (the sub-function of the message is Copy Duplicate).
ISO 15022 - 20022 Coexistence
This ISO 20022 message is reversed engineered from ISO 15022. Both standards will coexist for a certain number of years. Until this coexistence period ends, the usage of certain data types is restricted to ensure interoperability between ISO 15022 and 20022 users. Compliance to these rules is mandatory in a coexistence environment. The coexistence restrictions are described in a Textual Rule linked to the Message Items they concern. These coexistence textual rules are clearly identified as follows: “CoexistenceXxxxRule”."
registrationStatus="Registered"
messageSet="_urpIICeJEeOCeO5e7islRQ"
xmlTag="SctiesFincgModInstr"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<semanticMarkup
xmi:id="_fvXKqA5lEeO42pgjaJ50lw"
type="Synonym">
<elements
xmi:id="_fvXKqQ5lEeO42pgjaJ50lw"
name="context"
value="ISO 15022" />
<elements
xmi:id="_fvXKqg5lEeO42pgjaJ50lw"
name="value"
value="MT540-3 Seq A :23G:NEWM, D used, E :22F::REPT//CALL,ROLP,RATE" />
</semanticMarkup>
<constraint
xmi:id="_ujuMVNE5Ed-BzquC8wXy7w_1741460204"
name="CoexistenceAmountRule"
definition="During ISO 15022 – 20022 coexistence, Amount length must not be greater than 15, including the decimal point."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_ujuMV9E5Ed-BzquC8wXy7w_-678078167"
name="CoexistenceCharacterSetXRule"
definition="During ISO 15022 – 20022 coexistence, characters used in all text fields must correspond to character set X, that is, a-z A-Z / - ? : ( ) . , ‘ + { } CR LF."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_ujuMWtE5Ed-BzquC8wXy7w_-1308696830"
name="CoexistenceIdentificationRule"
definition="During ISO 15022 – 20022 coexistence, all transaction and document identifications or references must be 16 characters or less. The field must not start or end with a slash ‘/’ or contain two consecutive slashes ‘//’."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_uj39UdE5Ed-BzquC8wXy7w_821293313"
name="SettlementAmountRule"
definition="If the Transaction is against payment, then OpeningSettlementAmount must be present.
"
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/OpeningSettlementAmount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionTypeAndModificationAdditionalParameters/Payment</leftOperand><rightOperand>AgainstPaymentSettlement</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<messageBuildingBlock
xmi:id="_ujbRadE5Ed-BzquC8wXy7w_377366915"
name="Identification"
definition="Information that unambiguously identifies a SecuritiesFinancingModificationInstruction message as known by the account owner (or the instructing party acting on its behalf)."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="Id"
complexType="_RBcz8tp-Ed-ak6NoX_4Aeg_-746423515" />
<messageBuildingBlock
xmi:id="_ujlCYNE5Ed-BzquC8wXy7w_-2022600336"
name="TransactionTypeAndModificationAdditionalParameters"
definition="Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing), modification information and other parameters."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxTpAndModAddtlParams"
complexType="_UjW0d9p-Ed-ak6NoX_4Aeg_1455971930" />
<messageBuildingBlock
xmi:id="_ujlCYdE5Ed-BzquC8wXy7w_-1578388304"
name="TradeDetails"
definition="Details of the securities financing deal."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_S8PFsNp-Ed-ak6NoX_4Aeg_35599121" />
<messageBuildingBlock
xmi:id="_ujlCYtE5Ed-BzquC8wXy7w_1030874165"
name="FinancialInstrumentIdentification"
definition="Financial instrument representing a sum of rights of the investor vis-a-vis the issuer."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="FinInstrmId"
complexType="_TBKB89p-Ed-ak6NoX_4Aeg_-524266634" />
<messageBuildingBlock
xmi:id="_ujlCY9E5Ed-BzquC8wXy7w_-1933300288"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_Ubmmptp-Ed-ak6NoX_4Aeg_1099213695" />
<messageBuildingBlock
xmi:id="_ujlCZNE5Ed-BzquC8wXy7w_-721574342"
name="SecuritiesFinancingAdditionalDetails"
definition="Details of the closing of the securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SctiesFincgAddtlDtls"
complexType="_Too4rNp-Ed-ak6NoX_4Aeg_940177305" />
<messageBuildingBlock
xmi:id="_ujlCZdE5Ed-BzquC8wXy7w_-275489088"
name="SettlementParameters"
definition="Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SttlmParams"
complexType="_Ug0d1dp-Ed-ak6NoX_4Aeg_1753947071" />
<messageBuildingBlock
xmi:id="_ujlCZtE5Ed-BzquC8wXy7w_-1491793740"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_Shts19p-Ed-ak6NoX_4Aeg_-3062756" />
<messageBuildingBlock
xmi:id="_ujlCZ9E5Ed-BzquC8wXy7w_-1477941330"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_Shts19p-Ed-ak6NoX_4Aeg_-3062756" />
<messageBuildingBlock
xmi:id="_ujuMUNE5Ed-BzquC8wXy7w_-1059584982"
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="_STQaE9p-Ed-ak6NoX_4Aeg_-1944451386" />
<messageBuildingBlock
xmi:id="_ujuMUdE5Ed-BzquC8wXy7w_-687404038"
name="MessageOriginator"
definition="Party that originated the message, if other than the sender."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MsgOrgtr"
complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
<messageBuildingBlock
xmi:id="_ujuMUtE5Ed-BzquC8wXy7w_-691100368"
name="MessageRecipient"
definition="Party that is the final destination of the message, if other than the receiver."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MsgRcpt"
complexType="_QQR1tdp-Ed-ak6NoX_4Aeg_-1244141483" />
<messageBuildingBlock
xmi:id="_ujuMU9E5Ed-BzquC8wXy7w_-591361141"
name="Extension"
definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="Xtnsn"
complexType="_QzJSNdp-Ed-ak6NoX_4Aeg_251191216" />
<messageDefinitionIdentifier
businessArea="sese"
messageFunctionality="036"
flavour="001"
version="01" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.