SecuritiesFinancingStatusAdvice002V06

sese.034.002.06

Scope An securities financing transaction account servicer sends a SecuritiesFinancingStatusAdvice to an account owner to advise the status of a securities financing transaction previously instructed by the account owner. The status advice may be sent as a response to the request of the account owner or not. The account servicer/owner relationship may be:

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

Usage The message may also be used to:

• re-send a message previously sent,
• 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
%% SecuritiesFinancingStatusAdvice002V06 recursion level 0 with max 0
SecuritiesFinancingStatusAdvice002V06 *-- "1..1" TransactionIdentifications35 : TransactionIdentification
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" IProcessingStatus57Choice : ProcessingStatus
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" IMatchingStatus29Choice : MatchingStatus
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" IMatchingStatus29Choice : InferredMatchingStatus
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" ISettlementStatus21Choice : SettlementStatus
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" IRepoCallRequestStatus9Choice : RepoCallRequestStatus
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" SecuritiesFinancingTransactionDetails33 : TransactionDetails
SecuritiesFinancingStatusAdvice002V06 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

TransactionIdentification building block

Provides unambiguous transaction identification information. Provides transaction type and identification information. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionIdentifications35 recursion level 0 with max 1
class TransactionIdentifications35{
    AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
    AccountServicerTransactionIdentification IsoRestrictedFINXMax16Text
    CommonIdentification IsoRestrictedFINXMax16Text
}
  

TransactionIdentifications35 members

ProcessingStatus building block

Processing status of the transaction. Choice of format for the processing status. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IProcessingStatus57Choice recursion level 0 with max 1
  

ProcessingStatus57Choice members

MatchingStatus building block

Provides the matching status of the instruction. Choice of format for the matching status. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IMatchingStatus29Choice recursion level 0 with max 1
  

MatchingStatus29Choice members

InferredMatchingStatus building block

Provides the matching status of an instruction as per the account servicer based on an allegement. At this time no matching took place on the market (at the CSD/ICSD). Choice of format for the matching status. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IMatchingStatus29Choice recursion level 0 with max 1
  

MatchingStatus29Choice members

SettlementStatus building block

Provides the status of settlement of a transaction. Choice of format for the settlement status. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ISettlementStatus21Choice recursion level 0 with max 1
  

SettlementStatus21Choice members

RepoCallRequestStatus building block

Provides the status of the repurchase agreement call request. Choice of format for the repurchase agreement call acknowledgement. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IRepoCallRequestStatus9Choice recursion level 0 with max 1
  

RepoCallRequestStatus9Choice members

TransactionDetails building block

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

classDiagram
   direction tb
%% SecuritiesFinancingTransactionDetails33 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails33{
    SecuritiesFinancingTradeIdentification IsoRestrictedFINXMax16Text
    ClosingLegIdentification IsoRestrictedFINXMax16Text
    PoolIdentification IsoRestrictedFINXMax16Text
    CorporateActionEventIdentification IsoRestrictedFINXMax16Text
    TripartyAgentCollateralTransactionIdentification IsoRestrictedFINXMax16Text
    ClientTripartyCollateralTransactionIdentification IsoRestrictedFINXMax16Text
    SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType1Code
    SecuritiesMovementType ReceiveDelivery1Code
    Payment DeliveryReceiptType2Code
    SettlementInstructionProcessingAdditionalDetails IsoRestrictedFINXMax350Text
}
SecuritiesFinancingTransactionDetails33 *-- "0..1" PartyIdentification109 : AccountOwner
SecuritiesFinancingTransactionDetails33 *-- "1..1" SecuritiesAccount30 : SafekeepingAccount
SecuritiesFinancingTransactionDetails33 *-- "0..1" SafeKeepingPlace2 : SafekeepingPlace
SecuritiesFinancingTransactionDetails33 *-- "0..1" PlaceOfTradeIdentification2 : PlaceOfTrade
SecuritiesFinancingTransactionDetails33 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesFinancingTransactionDetails33 *-- "1..1" IQuantity10Choice : SettlementQuantity
SecuritiesFinancingTransactionDetails33 *-- "0..1" AmountAndDirection67 : OpeningSettlementAmount
SecuritiesFinancingTransactionDetails33 *-- "0..1" AmountAndDirection59 : TerminationTransactionAmount
SecuritiesFinancingTransactionDetails33 *-- "1..1" ISettlementDate15Choice : OpeningSettlementDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" ITerminationDate5Choice : TerminationDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" ITradeDate6Choice : TradeDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" IDateAndDateTimeChoice : ExpectedSettlementDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" IDateAndDateTimeChoice : ExpectedValueDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" IDateAndDateTimeChoice : LateDeliveryDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" IDateAndDateTimeChoice : RateChangeDate
SecuritiesFinancingTransactionDetails33 *-- "0..1" SettlementDetails107 : SettlementParameters
SecuritiesFinancingTransactionDetails33 *-- "0..1" IRateType67Choice : RateType
SecuritiesFinancingTransactionDetails33 *-- "0..1" RateName2 : VariableRateSupport
SecuritiesFinancingTransactionDetails33 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails33 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails33 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails33 *-- "0..1" IRateOrName2Choice : PricingRate
SecuritiesFinancingTransactionDetails33 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails33 *-- "0..1" SettlementParties44 : DeliveringSettlementParties
SecuritiesFinancingTransactionDetails33 *-- "0..1" SettlementParties44 : ReceivingSettlementParties
SecuritiesFinancingTransactionDetails33 *-- "0..1" PartyIdentification110 : Investor
%% PartyIdentification109 recursion level 1 with max 1
class PartyIdentification109{
    LEI IsoLEIIdentifier
}
PartyIdentification109 *-- "1..1" IPartyIdentification114Choice : Identification
%% SecuritiesAccount30 recursion level 1 with max 1
class SecuritiesAccount30{
    Identification IsoRestrictedFINXMax35Text
    Name IsoMax70Text
}
SecuritiesAccount30 *-- "0..1" GenericIdentification47 : Type
%% SafeKeepingPlace2 recursion level 1 with max 1
class SafeKeepingPlace2{
    LEI IsoLEIIdentifier
}
SafeKeepingPlace2 *-- "0..1" ISafekeepingPlaceFormat17Choice : SafekeepingPlaceFormat
%% PlaceOfTradeIdentification2 recursion level 1 with max 1
class PlaceOfTradeIdentification2{
    LEI IsoLEIIdentifier
}
PlaceOfTradeIdentification2 *-- "0..1" MarketIdentification90 : MarketTypeAndIdentification
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
    ISIN IsoISINOct2015Identifier
    Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% IQuantity10Choice recursion level 1 with max 1
%% AmountAndDirection67 recursion level 1 with max 1
class AmountAndDirection67{
    Amount IsoRestrictedFINActiveCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
    OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
    Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
    CreditDebitIndicator CreditDebitCode
}
%% ISettlementDate15Choice recursion level 1 with max 1
%% ITerminationDate5Choice recursion level 1 with max 1
%% ITradeDate6Choice 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
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% SettlementDetails107 recursion level 1 with max 1
class SettlementDetails107{
    HoldIndicator IsoYesNoIndicator
    PartialSettlementIndicator SettlementTransactionCondition5Code
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails107 *-- "0..0" ISettlementTransactionCondition22Choice : SettlementTransactionCondition
SettlementDetails107 *-- "0..1" ISettlingCapacity8Choice : SettlingCapacity
SettlementDetails107 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
SettlementDetails107 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails107 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails107 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails107 *-- "0..1" ITaxCapacityParty5Choice : TaxCapacity
SettlementDetails107 *-- "0..1" IMarketClientSide5Choice : MarketClientSide
SettlementDetails107 *-- "0..1" IBlockTrade5Choice : BlockTrade
SettlementDetails107 *-- "0..1" IRestriction6Choice : LegalRestrictions
SettlementDetails107 *-- "0..1" ISettlementSystemMethod5Choice : SettlementSystemMethod
SettlementDetails107 *-- "0..1" INettingEligibility5Choice : NettingEligibility
SettlementDetails107 *-- "0..1" ICentralCounterPartyEligibility5Choice : CCPEligibility
%% IRateType67Choice recursion level 1 with max 1
%% RateName2 recursion level 1 with max 1
class RateName2{
    Issuer IsoRestrictedFINXMax8Text
    RateName IsoRestrictedFINXMax24Text
}
%% 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
}
%% IRateOrName2Choice recursion level 1 with max 1
%% Rate2 recursion level 1 with max 1
class Rate2{
    Sign IsoPlusOrMinusIndicator
    Rate IsoPercentageRate
}
%% SettlementParties44 recursion level 1 with max 1
SettlementParties44 *-- "0..1" PartyIdentification103 : Depository
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party1
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party2
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party3
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party4
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party5
%% SettlementParties44 recursion level 1 with max 1
SettlementParties44 *-- "0..1" PartyIdentification103 : Depository
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party1
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party2
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party3
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party4
SettlementParties44 *-- "0..1" PartyIdentificationAndAccount131 : Party5
%% PartyIdentification110 recursion level 1 with max 1
class PartyIdentification110{
    LEI IsoLEIIdentifier
}
PartyIdentification110 *-- "1..1" IPartyIdentification115Choice : Identification
  

SecuritiesFinancingTransactionDetails33 members

SupplementaryData building block

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

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

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the SecuritiesFinancingStatusAdvice002V06 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingStatusAdvice002V06 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingStatusAdvice002V06Document implements IOuterDocument. Because SecuritiesFinancingStatusAdvice002V06 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingStatusAdvice002V06.

classDiagram
    class IOuterRecord
    SecuritiesFinancingStatusAdvice002V06 --|> IOuterRecord : Implements
    SecuritiesFinancingStatusAdvice002V06Document --|> IOuterDocument~SecuritiesFinancingStatusAdvice002V06~ : Implements
    class IOuterDocument~SecuritiesFinancingStatusAdvice002V06~ {
        SecuritiesFinancingStatusAdvice002V06 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesFinancingStatusAdvice002V06Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.034.002.06’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingStatusAdvice002V06.ToDocument() method. The returned SecuritiesFinancingStatusAdvice002V06Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingStatusAdvice002V06Document *-- SecuritiesFinancingStatusAdvice002V06 : 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.034.002.06">
    <SctiesFincgStsAdvc>
        <TxId>
            <!-- TransactionIdentification inner content -->
        </TxId>
        <PrcgSts>
            <!-- ProcessingStatus inner content -->
        </PrcgSts>
        <MtchgSts>
            <!-- MatchingStatus inner content -->
        </MtchgSts>
        <IfrrdMtchgSts>
            <!-- InferredMatchingStatus inner content -->
        </IfrrdMtchgSts>
        <SttlmSts>
            <!-- SettlementStatus inner content -->
        </SttlmSts>
        <RepoCallReqSts>
            <!-- RepoCallRequestStatus inner content -->
        </RepoCallReqSts>
        <TxDtls>
            <!-- TransactionDetails inner content -->
        </TxDtls>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </SctiesFincgStsAdvc>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_6BE0I5NLEeWGlc8L7oPDIg"
  nextVersions="_F9OSA5w1EeazcsnODTksnQ"
  name="SecuritiesFinancingStatusAdvice002V06"
  definition="Scope&#xD;&#xA;An securities financing transaction account servicer sends a SecuritiesFinancingStatusAdvice to an account owner to advise the status of a securities financing transaction previously instructed by the account owner.&#xD;&#xA;The status advice may be sent as a response to the request of the account owner or not.&#xD;&#xA;The account servicer/owner relationship may be:&#xD;&#xA;- a central securities depository or another settlement market infrastructure managing securities financing transactions on behalf of their participants&#xD;&#xA;- an agent (sub-custodian) managing securities financing transactions on behalf of their global custodian customer, or&#xD;&#xA;- a custodian managing securities financing transactions on behalf of an investment management institution or a broker/dealer.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;The message may also be used to:&#xD;&#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="SctiesFincgStsAdvc"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_6BE0JZNLEeWGlc8L7oPDIg"
    name="SettlementStatusAndMatchedRule"
    definition="If settlement status/reason is used alone, then it means that the transaction is matched (if a matching process exists in the concerned market or at the concerned account servicer)."
    registrationStatus="Provisionally Registered" />
  <messageBuildingBlock
    xmi:id="_6BE0J5NLEeWGlc8L7oPDIg"
    name="TransactionIdentification"
    definition="Provides unambiguous transaction identification information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxId"
    complexType="_6BE0OZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0KZNLEeWGlc8L7oPDIg"
    name="ProcessingStatus"
    definition="Processing status of the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="PrcgSts"
    complexType="_6BE0V5NLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0K5NLEeWGlc8L7oPDIg"
    name="MatchingStatus"
    definition="Provides the matching status of the instruction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="MtchgSts"
    complexType="_6BH3wZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0LZNLEeWGlc8L7oPDIg"
    name="InferredMatchingStatus"
    definition="Provides the matching status of an instruction as per the account servicer based on an allegement. At this time no matching took place on the market (at the CSD/ICSD)."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="IfrrdMtchgSts"
    complexType="_6BH3wZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0L5NLEeWGlc8L7oPDIg"
    name="SettlementStatus"
    definition="Provides the status of settlement of a transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="SttlmSts"
    complexType="_6BJtO5NLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0MZNLEeWGlc8L7oPDIg"
    name="RepoCallRequestStatus"
    definition="Provides the status of the repurchase agreement call request."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RepoCallReqSts"
    complexType="_6BKUgZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0M5NLEeWGlc8L7oPDIg"
    name="TransactionDetails"
    definition="Identifies the details of the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TxDtls"
    complexType="_6BMI6ZNLEeWGlc8L7oPDIg" />
  <messageBuildingBlock
    xmi:id="_6BE0NZNLEeWGlc8L7oPDIg"
    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="034"
    flavour="002"
    version="06" />
</messageDefinition>

ISO Building Blocks

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