sese.028.001.04
Scope An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner’s account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner. The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure acting on behalf of their participants
- an agent (sub-custodian) acting on behalf of their global custodian customer, or
- a custodian acting 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.
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
%% SecuritiesSettlementTransactionAllegementNotificationV04 recursion level 0 with max 0
class SecuritiesSettlementTransactionAllegementNotificationV04{
TransactionIdentification IsoMax35Text
}
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "1..1" SettlementTypeAndAdditionalParameters2 : SettlementTypeAndAdditionalParameters
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" Identification1 : MarketInfrastructureTransactionIdentification
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "1..1" SecuritiesTradeDetails36 : TradeDetails
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "1..1" SecurityIdentification14 : FinancialInstrumentIdentification
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" FinancialInstrumentAttributes35 : FinancialInstrumentAttributes
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "1..1" QuantityAndAccount27 : QuantityAndAccountDetails
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" SecuritiesFinancingTransactionDetails7 : SecuritiesFinancingDetails
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "1..1" SettlementDetails49 : SettlementParameters
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" SettlementParties11 : DeliveringSettlementParties
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" SettlementParties11 : ReceivingSettlementParties
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" CashParties11 : CashParties
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" AmountAndDirection22 : SettlementAmount
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" OtherAmounts8 : OtherAmounts
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "0..1" OtherParties11 : OtherBusinessParties
SecuritiesSettlementTransactionAllegementNotificationV04 *-- "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.
SettlementTypeAndAdditionalParameters building block
Provides settlement type and identification information. Provides transaction type and identification information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementTypeAndAdditionalParameters2 recursion level 0 with max 1
class SettlementTypeAndAdditionalParameters2{
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoMax35Text
}
SettlementTypeAndAdditionalParameters2 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SecuritiesMovementType | Specifies if the movement on a securities account results from a deliver or a receive instruction. | ReceiveDelivery1Code - 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 |
MarketInfrastructureTransactionIdentification building block
Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. Unique identifier of a document, message or transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% Identification1 recursion level 0 with max 1
class Identification1{
Identification IsoMax35Text
}
Identification1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Identification | Unique identifier of a document, message or transaction. | IsoMax35Text - Required 1..1 |
TradeDetails building block
Details of the trade. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails36 recursion level 0 with max 1
class SecuritiesTradeDetails36{
TradeIdentification IsoMax35Text
CollateralTransactionIdentification IsoMax35Text
AccountOwnerTransactionIdentification IsoMax35Text
ProcessorTransactionIdentification IsoMax35Text
PlaceOfClearing IsoAnyBICIdentifier
NumberOfDaysAccrued IsoMax3Number
}
SecuritiesTradeDetails36 *-- "0..1" MarketIdentification78 : PlaceOfTrade
SecuritiesTradeDetails36 *-- "0..1" ITradeDate1Choice : TradeDate
SecuritiesTradeDetails36 *-- "1..1" ISettlementDate1Choice : SettlementDate
SecuritiesTradeDetails36 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails36 *-- "0..0" ITradeTransactionCondition1Choice : TradeTransactionCondition
SecuritiesTradeDetails36 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
%% MarketIdentification78 recursion level 1 with max 1
MarketIdentification78 *-- "0..1" IMarketIdentification1Choice : Identification
MarketIdentification78 *-- "1..1" IMarketType3Choice : Type
%% ITradeDate1Choice recursion level 1 with max 1
%% ISettlementDate1Choice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% ITradeTransactionCondition1Choice recursion level 1 with max 1
%% ITypeOfPrice3Choice recursion level 1 with max 1
SecuritiesTradeDetails36 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TradeIdentification | Reference assigned to the trade by the investor or the trading party. This reference will be used throughout the trade life cycle to access/update the trade details. | IsoMax35Text - Unknown 0..0 |
| CollateralTransactionIdentification | Unambiguous identification of a collateral transaction as assigned by the instructing party. | IsoMax35Text - Unknown 0..0 |
| AccountOwnerTransactionIdentification | Identification of an account owner transaction that could potentially match with the allegement notified. | IsoMax35Text - Unknown 0..0 |
| ProcessorTransactionIdentification | Identification of the transaction assigned by the processor of the instruction other than the account owner the account servicer and the market infrastructure. | IsoMax35Text - Optional 0..1 |
| PlaceOfTrade | Market in which a trade transaction has been executed. | MarketIdentification78 - Optional 0..1 |
| PlaceOfClearing | Infrastructure which may be a component of a clearing house and which 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. | IsoAnyBICIdentifier - Optional 0..1 |
| TradeDate | Specifies the date/time on which the trade was executed. | ITradeDate1Choice - Optional 0..1 |
| SettlementDate | Date and time at which the securities are to be delivered or received. | ISettlementDate1Choice - 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 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition1Choice - Unknown 0..0 |
| TypeOfPrice | Specifies the type of price and information about the price. | ITypeOfPrice3Choice - 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
%% SecurityIdentification14 recursion level 0 with max 1
class SecurityIdentification14{
ISIN IsoISINIdentifier
Description IsoMax140Text
}
SecurityIdentification14 *-- "0..0" OtherIdentification1 : OtherIdentification
%% OtherIdentification1 recursion level 1 with max 1
class OtherIdentification1{
Identification IsoMax35Text
Suffix IsoMax16Text
}
OtherIdentification1 *-- "1..1" IIdentificationSource3Choice : Type
SecurityIdentification14 members
| 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. | IsoISINIdentifier - 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
%% FinancialInstrumentAttributes35 recursion level 0 with max 1
class FinancialInstrumentAttributes35{
DenominationCurrency ActiveOrHistoricCurrencyCode
CouponDate IsoISODate
ExpiryDate IsoISODate
FloatingRateFixingDate IsoISODate
MaturityDate IsoISODate
IssueDate IsoISODate
NextCallableDate IsoISODate
PutableDate IsoISODate
DatedDate IsoISODate
FirstPaymentDate IsoISODate
PreviousFactor IsoBaseOneRate
CurrentFactor IsoBaseOneRate
NextFactor IsoBaseOneRate
InterestRate IsoPercentageRate
YieldToMaturityRate IsoPercentageRate
NextInterestRate IsoPercentageRate
IndexRateBasis IsoPercentageRate
VariableRateIndicator IsoYesNoIndicator
CallableIndicator IsoYesNoIndicator
PutableIndicator IsoYesNoIndicator
FinancialInstrumentAttributeAdditionalDetails IsoMax350Text
}
FinancialInstrumentAttributes35 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
FinancialInstrumentAttributes35 *-- "0..1" IInterestComputationMethodFormat1Choice : DayCountBasis
FinancialInstrumentAttributes35 *-- "0..1" IFormOfSecurity2Choice : RegistrationForm
FinancialInstrumentAttributes35 *-- "0..1" IFrequency3Choice : PaymentFrequency
FinancialInstrumentAttributes35 *-- "0..1" ISecuritiesPaymentStatus2Choice : PaymentStatus
FinancialInstrumentAttributes35 *-- "0..1" IFrequency3Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes35 *-- "0..1" IClassificationType2Choice : ClassificationType
FinancialInstrumentAttributes35 *-- "0..1" IOptionStyle4Choice : OptionStyle
FinancialInstrumentAttributes35 *-- "0..1" IOptionType2Choice : OptionType
FinancialInstrumentAttributes35 *-- "0..1" INumber2Choice : CouponAttachedNumber
FinancialInstrumentAttributes35 *-- "0..1" GenericIdentification37 : PoolNumber
FinancialInstrumentAttributes35 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes35 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes35 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes35 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes35 *-- "0..0" SecurityIdentification14 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification3Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat1Choice recursion level 1 with max 1
%% IFormOfSecurity2Choice recursion level 1 with max 1
%% IFrequency3Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus2Choice recursion level 1 with max 1
%% IFrequency3Choice recursion level 1 with max 1
%% IClassificationType2Choice recursion level 1 with max 1
%% IOptionStyle4Choice recursion level 1 with max 1
%% IOptionType2Choice recursion level 1 with max 1
%% INumber2Choice recursion level 1 with max 1
%% GenericIdentification37 recursion level 1 with max 1
class GenericIdentification37{
Identification IsoMax35Text
Issuer IsoMax35Text
}
%% IPriceType1Choice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% SecurityIdentification14 recursion level 1 with max 1
class SecurityIdentification14{
ISIN IsoISINIdentifier
Description IsoMax140Text
}
SecurityIdentification14 *-- "0..0" OtherIdentification1 : OtherIdentification
FinancialInstrumentAttributes35 members
| 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. | IInterestComputationMethodFormat1Choice - Optional 0..1 |
| RegistrationForm | Specifies the form, this is, ownership, of the security. | IFormOfSecurity2Choice - Optional 0..1 |
| PaymentFrequency | Specifies the frequency of an interest payment. | IFrequency3Choice - Optional 0..1 |
| PaymentStatus | Status of payment of a security at a particular time. | ISecuritiesPaymentStatus2Choice - Optional 0..1 |
| VariableRateChangeFrequency | Specifies the frequency of change to the variable rate of an interest bearing instrument. | IFrequency3Choice - 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. | IClassificationType2Choice - Optional 0..1 |
| OptionStyle | Specifies how an option can be exercised (American, European, Bermudan). | IOptionStyle4Choice - 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). | IOptionType2Choice - 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. | INumber2Choice - 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 | Indicates the minimum tradable quantity of a security. | 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 by an ISIN. | SecurityIdentification14 - 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
%% QuantityAndAccount27 recursion level 0 with max 1
class QuantityAndAccount27{
DenominationChoice IsoMax210Text
}
QuantityAndAccount27 *-- "1..1" IFinancialInstrumentQuantity1Choice : SettlementQuantity
QuantityAndAccount27 *-- "0..1" IPartyIdentification36Choice : AccountOwner
QuantityAndAccount27 *-- "1..1" SecuritiesAccount13 : SafekeepingAccount
QuantityAndAccount27 *-- "0..1" ICashAccountIdentification5Choice : CashAccount
QuantityAndAccount27 *-- "0..0" QuantityBreakdown13 : QuantityBreakdown
QuantityAndAccount27 *-- "0..1" ISafekeepingPlaceFormat3Choice : SafekeepingPlace
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IPartyIdentification36Choice recursion level 1 with max 1
%% SecuritiesAccount13 recursion level 1 with max 1
class SecuritiesAccount13{
Identification IsoMax35Text
Name IsoMax70Text
}
SecuritiesAccount13 *-- "0..1" GenericIdentification20 : Type
%% ICashAccountIdentification5Choice recursion level 1 with max 1
%% QuantityBreakdown13 recursion level 1 with max 1
QuantityBreakdown13 *-- "0..1" GenericIdentification37 : LotNumber
QuantityBreakdown13 *-- "0..1" IFinancialInstrumentQuantity1Choice : LotQuantity
QuantityBreakdown13 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown13 *-- "0..1" Price2 : LotPrice
QuantityBreakdown13 *-- "0..1" ITypeOfPrice3Choice : TypeOfPrice
%% ISafekeepingPlaceFormat3Choice recursion level 1 with max 1
QuantityAndAccount27 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementQuantity | Total quantity of securities to be settled. | IFinancialInstrumentQuantity1Choice - Required 1..1 |
| DenominationChoice | Denomination of the security to be received or delivered. | IsoMax210Text - Optional 0..1 |
| AccountOwner | Party that legally owns the account. | IPartyIdentification36Choice - 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 |
| QuantityBreakdown | Breakdown of a quantity into lots such as tax lots, instrument series, etc. | QuantityBreakdown13 - Unknown 0..0 |
| 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 |
SecuritiesFinancingDetails 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
%% SecuritiesFinancingTransactionDetails7 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails7{
SecuritiesFinancingTradeIdentification IsoMax35Text
ClosingLegIdentification IsoMax35Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
SecondLegNarrative IsoMax140Text
}
SecuritiesFinancingTransactionDetails7 *-- "0..1" ITerminationDate2Choice : TerminationDate
SecuritiesFinancingTransactionDetails7 *-- "0..1" IRateType5Choice : RateType
SecuritiesFinancingTransactionDetails7 *-- "0..1" ILegalFramework1Choice : LegalFramework
SecuritiesFinancingTransactionDetails7 *-- "0..1" RateName1 : VariableRateSupport
SecuritiesFinancingTransactionDetails7 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails7 *-- "0..1" AmountAndDirection4 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails7 *-- "0..1" AmountAndDirection4 : TerminationTransactionAmount
%% ITerminationDate2Choice recursion level 1 with max 1
%% IRateType5Choice recursion level 1 with max 1
%% ILegalFramework1Choice 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
}
%% 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
}
SecuritiesFinancingTransactionDetails7 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 |
| RateType | Specifies whether the rate is fixed or variable. | IRateType5Choice - Optional 0..1 |
| LegalFramework | Legal framework of the transaction. | ILegalFramework1Choice - 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 |
| TransactionCallDelay | Minimum number of days’ notice a counterparty needs for terminating the transaction. | IsoExact3NumericText - Optional 0..1 |
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | 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
%% SettlementDetails49 recursion level 0 with max 1
class SettlementDetails49{
HoldIndicator IsoYesNoIndicator
PartialSettlementIndicator SettlementTransactionCondition5Code
}
SettlementDetails49 *-- "1..1" ISecuritiesTransactionType12Choice : SecuritiesTransactionType
SettlementDetails49 *-- "0..0" ISettlementTransactionCondition5Choice : SettlementTransactionCondition
SettlementDetails49 *-- "0..1" IBeneficialOwnership1Choice : BeneficialOwnership
SettlementDetails49 *-- "0..1" ICashSettlementSystem1Choice : CashClearingSystem
SettlementDetails49 *-- "0..1" IMarketClientSide1Choice : MarketClientSide
SettlementDetails49 *-- "0..1" IRegistration1Choice : Registration
SettlementDetails49 *-- "0..1" IRepurchaseType8Choice : RepurchaseType
SettlementDetails49 *-- "0..1" ISecuritiesRTGS1Choice : SecuritiesRTGS
SettlementDetails49 *-- "0..1" GenericIdentification20 : StampDutyTaxBasis
%% ISecuritiesTransactionType12Choice recursion level 1 with max 1
%% ISettlementTransactionCondition5Choice recursion level 1 with max 1
%% IBeneficialOwnership1Choice recursion level 1 with max 1
%% ICashSettlementSystem1Choice recursion level 1 with max 1
%% IMarketClientSide1Choice recursion level 1 with max 1
%% IRegistration1Choice recursion level 1 with max 1
%% IRepurchaseType8Choice recursion level 1 with max 1
%% ISecuritiesRTGS1Choice recursion level 1 with max 1
%% GenericIdentification20 recursion level 1 with max 1
class GenericIdentification20{
Identification IsoExact4AlphaNumericText
Issuer IsoMax35Text
SchemeName IsoMax35Text
}
SettlementDetails49 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| HoldIndicator | Specifies whether the transaction is on hold/blocked/frozen. | IsoYesNoIndicator - Optional 0..1 |
| SecuritiesTransactionType | Identifies the type of securities transaction. | ISecuritiesTransactionType12Choice - Required 1..1 |
| SettlementTransactionCondition | Conditions under which the order/trade is to be settled. | ISettlementTransactionCondition5Choice - Unknown 0..0 |
| PartialSettlementIndicator | Specifies whether partial settlement is allowed. | SettlementTransactionCondition5Code - Optional 0..1 |
| BeneficialOwnership | Specifies whether there is change of beneficial ownership. | IBeneficialOwnership1Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem1Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction is for a market side or a client side transaction. | IMarketClientSide1Choice - Optional 0..1 |
| Registration | Specifies whether registration should occur upon receipt. | IRegistration1Choice - Optional 0..1 |
| RepurchaseType | Specifies whether the rate is fixed, variable or a forfeit. | IRepurchaseType8Choice - 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 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification20 - 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
%% SettlementParties11 recursion level 0 with max 1
SettlementParties11 *-- "0..1" PartyIdentification48 : Depository
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party1
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party2
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party3
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party4
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party5
%% PartyIdentification48 recursion level 1 with max 1
class PartyIdentification48{
ProcessingIdentification IsoMax35Text
}
PartyIdentification48 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification48 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification48 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification48 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
SettlementParties11 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. | PartyIdentification48 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount42 - 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
%% SettlementParties11 recursion level 0 with max 1
SettlementParties11 *-- "0..1" PartyIdentification48 : Depository
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party1
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party2
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party3
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party4
SettlementParties11 *-- "0..1" PartyIdentificationAndAccount42 : Party5
%% PartyIdentification48 recursion level 1 with max 1
class PartyIdentification48{
ProcessingIdentification IsoMax35Text
}
PartyIdentification48 *-- "1..1" IPartyIdentification44Choice : Identification
PartyIdentification48 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentification48 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification48 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
%% PartyIdentificationAndAccount42 recursion level 1 with max 1
class PartyIdentificationAndAccount42{
ProcessingIdentification IsoMax35Text
}
PartyIdentificationAndAccount42 *-- "1..1" IPartyIdentification43Choice : Identification
PartyIdentificationAndAccount42 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification
PartyIdentificationAndAccount42 *-- "0..1" SecuritiesAccount13 : SafekeepingAccount
PartyIdentificationAndAccount42 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount42 *-- "0..1" PartyTextInformation1 : AdditionalInformation
SettlementParties11 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. | PartyIdentification48 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount42 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount42 - Optional 0..1 |
CashParties building block
Specifies cash parties in the framework of a corporate action event. Payment processes required to transfer cash from the debtor to the creditor. For comparison, see the ISO20022 official specification
classDiagram direction tb %% CashParties11 recursion level 0 with max 1 CashParties11 *-- "0..1" PartyIdentificationAndAccount53 : Debtor CashParties11 *-- "0..1" PartyIdentificationAndAccount55 : DebtorAgent CashParties11 *-- "0..1" PartyIdentificationAndAccount53 : Creditor CashParties11 *-- "0..1" PartyIdentificationAndAccount55 : CreditorAgent %% PartyIdentificationAndAccount53 recursion level 1 with max 1 PartyIdentificationAndAccount53 *-- "1..1" IPartyIdentification40Choice : Identification PartyIdentificationAndAccount53 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : CashAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount PartyIdentificationAndAccount53 *-- "0..1" PartyTextInformation2 : AdditionalInformation %% PartyIdentificationAndAccount55 recursion level 1 with max 1 PartyIdentificationAndAccount55 *-- "1..1" IPartyIdentification42Choice : Identification PartyIdentificationAndAccount55 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : CashAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount PartyIdentificationAndAccount55 *-- "0..1" PartyTextInformation2 : AdditionalInformation %% PartyIdentificationAndAccount53 recursion level 1 with max 1 PartyIdentificationAndAccount53 *-- "1..1" IPartyIdentification40Choice : Identification PartyIdentificationAndAccount53 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : CashAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount PartyIdentificationAndAccount53 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount PartyIdentificationAndAccount53 *-- "0..1" PartyTextInformation2 : AdditionalInformation %% PartyIdentificationAndAccount55 recursion level 1 with max 1 PartyIdentificationAndAccount55 *-- "1..1" IPartyIdentification42Choice : Identification PartyIdentificationAndAccount55 *-- "0..1" AlternatePartyIdentification2 : AlternateIdentification PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : CashAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : ChargesAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : CommissionAccount PartyIdentificationAndAccount55 *-- "0..1" ICashAccountIdentification5Choice : TaxAccount PartyIdentificationAndAccount55 *-- "0..1" PartyTextInformation2 : AdditionalInformation
CashParties11 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Debtor | Party that owes an amount of money to the (ultimate) creditor. | PartyIdentificationAndAccount53 - Optional 0..1 |
| DebtorAgent | Financial institution servicing an account for the debtor. | PartyIdentificationAndAccount55 - Optional 0..1 |
| Creditor | Party to which an amount of money is due. | PartyIdentificationAndAccount53 - Optional 0..1 |
| CreditorAgent | Financial institution servicing an account for the creditor. | PartyIdentificationAndAccount55 - Optional 0..1 |
SettlementAmount building block
Total amount of money to be paid or received in exchange for the securities. 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
%% AmountAndDirection22 recursion level 0 with max 1
class AmountAndDirection22{
Amount IsoActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection22 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
AmountAndDirection22 *-- "0..1" IDateAndDateTimeChoice : ValueDate
%% ForeignExchangeTerms11 recursion level 1 with max 1
class ForeignExchangeTerms11{
UnitCurrency ActiveCurrencyCode
QuotedCurrency ActiveCurrencyCode
ExchangeRate IsoBaseOneRate
ResultingAmount IsoActiveCurrencyAndAmount
}
%% IDateAndDateTimeChoice recursion level 1 with max 1
AmountAndDirection22 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 - 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. | ForeignExchangeTerms11 - 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
%% OtherAmounts8 recursion level 0 with max 1
OtherAmounts8 *-- "0..1" AmountAndDirection23 : AccruedInterestAmount
OtherAmounts8 *-- "0..1" AmountAndDirection23 : ChargesFees
OtherAmounts8 *-- "0..1" AmountAndDirection23 : TradeAmount
OtherAmounts8 *-- "0..1" AmountAndDirection23 : ExecutingBrokerAmount
OtherAmounts8 *-- "0..1" AmountAndDirection23 : LocalTax
OtherAmounts8 *-- "0..1" AmountAndDirection23 : LocalBrokerCommission
OtherAmounts8 *-- "0..1" AmountAndDirection23 : Other
OtherAmounts8 *-- "0..1" AmountAndDirection23 : StampDuty
OtherAmounts8 *-- "0..1" AmountAndDirection23 : TransactionTax
OtherAmounts8 *-- "0..1" AmountAndDirection23 : WithholdingTax
OtherAmounts8 *-- "0..1" AmountAndDirection23 : ConsumptionTax
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
%% AmountAndDirection23 recursion level 1 with max 1
class AmountAndDirection23{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection23 *-- "0..1" ForeignExchangeTerms11 : ForeignExchangeDetails
OtherAmounts8 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection23 - Optional 0..1 |
| ChargesFees | Amount of money paid for the provision of financial services that cannot be categorised by another qualifier. | AmountAndDirection23 - Optional 0..1 |
| TradeAmount | Principal amount of a trade (price multiplied by quantity). | AmountAndDirection23 - Optional 0..1 |
| ExecutingBrokerAmount | Amount of money paid to an executing broker as a commission. | AmountAndDirection23 - Optional 0..1 |
| LocalTax | Tax charged by the jurisdiction in which the financial instrument settles. | AmountAndDirection23 - Optional 0..1 |
| LocalBrokerCommission | Amount of commission paid to a local broker. | AmountAndDirection23 - Optional 0..1 |
| Other | An amount that is not indicated by a known business denomination. | AmountAndDirection23 - Optional 0..1 |
| StampDuty | Amount of stamp duty. | AmountAndDirection23 - Optional 0..1 |
| TransactionTax | Amount of transaction tax. | AmountAndDirection23 - Optional 0..1 |
| WithholdingTax | Amount of money that will be withheld by a tax authority. | AmountAndDirection23 - Optional 0..1 |
| ConsumptionTax | Amount of consumption tax. | AmountAndDirection23 - Optional 0..1 |
OtherBusinessParties building block
Other business parties relevant to the transaction. Other parties information. For comparison, see the ISO20022 official specification
classDiagram direction tb %% OtherParties11 recursion level 0 with max 1 OtherParties11 *-- "0..1" IPartyIdentification37Choice : Investor OtherParties11 *-- "0..1" IPartyIdentification43Choice : QualifiedForeignIntermediary OtherParties11 *-- "0..1" IPartyIdentification43Choice : StockExchange OtherParties11 *-- "0..1" IPartyIdentification43Choice : TradeRegulator OtherParties11 *-- "0..1" IPartyIdentification43Choice : TripartyAgent %% IPartyIdentification37Choice recursion level 1 with max 1 %% IPartyIdentification43Choice recursion level 1 with max 1 %% IPartyIdentification43Choice recursion level 1 with max 1 %% IPartyIdentification43Choice recursion level 1 with max 1 %% IPartyIdentification43Choice recursion level 1 with max 1
OtherParties11 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Investor | Party, either an individual or organisation, whose assets are being invested. | IPartyIdentification37Choice - Optional 0..1 |
| QualifiedForeignIntermediary | Foreign Financial Institution which has been authorised by local authorities to act as account management institution in the country. | IPartyIdentification43Choice - Optional 0..1 |
| StockExchange | Identification of the stock exchange to which transaction reporting will be done. | IPartyIdentification43Choice - Optional 0..1 |
| TradeRegulator | Institution to which a trade must be reported. | IPartyIdentification43Choice - 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. | IPartyIdentification43Choice - 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 SecuritiesSettlementTransactionAllegementNotificationV04 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionAllegementNotificationV04 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionAllegementNotificationV04Document implements IOuterDocument. Because SecuritiesSettlementTransactionAllegementNotificationV04 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionAllegementNotificationV04.
classDiagram
class IOuterRecord
SecuritiesSettlementTransactionAllegementNotificationV04 --|> IOuterRecord : Implements
SecuritiesSettlementTransactionAllegementNotificationV04Document --|> IOuterDocument~SecuritiesSettlementTransactionAllegementNotificationV04~ : Implements
class IOuterDocument~SecuritiesSettlementTransactionAllegementNotificationV04~ {
SecuritiesSettlementTransactionAllegementNotificationV04 Message
}
Document wrapper for serialization
The only real purpose SecuritiesSettlementTransactionAllegementNotificationV04Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.028.001.04’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionAllegementNotificationV04.ToDocument() method. The returned SecuritiesSettlementTransactionAllegementNotificationV04Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesSettlementTransactionAllegementNotificationV04Document *-- SecuritiesSettlementTransactionAllegementNotificationV04 : 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.028.001.04">
<SctiesSttlmTxAllgmtNtfctn>
<TxId>
<!-- TransactionIdentification inner content -->
</TxId>
<SttlmTpAndAddtlParams>
<!-- SettlementTypeAndAdditionalParameters inner content -->
</SttlmTpAndAddtlParams>
<MktInfrstrctrTxId>
<!-- MarketInfrastructureTransactionIdentification inner content -->
</MktInfrstrctrTxId>
<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>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<CshPties>
<!-- CashParties inner content -->
</CshPties>
<SttlmAmt>
<!-- SettlementAmount inner content -->
</SttlmAmt>
<OthrAmts>
<!-- OtherAmounts inner content -->
</OthrAmts>
<OthrBizPties>
<!-- OtherBusinessParties inner content -->
</OthrBizPties>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesSttlmTxAllgmtNtfctn>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_iTpisSRSEeON6sEIseGaUg"
nextVersions="_YSMXUQCTEeW_3KiG8SEjHA"
previousVersion="_cY454fvfEeCBQp5TnX1XKQ"
name="SecuritiesSettlementTransactionAllegementNotificationV04"
definition="Scope
An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner's account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner.
The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure acting on behalf of their participants
- an agent (sub-custodian) acting on behalf of their global custodian customer, or
- a custodian acting 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.

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="SctiesSttlmTxAllgmtNtfctn"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_iTpisyRSEeON6sEIseGaUg"
nextVersions="_YSMXUwCTEeW_3KiG8SEjHA"
previousVersion="_cY455fvfEeCBQp5TnX1XKQ"
name="SettlementAmountRule"
definition="If the instruction is against payment, then SettlementAmount must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/SettlementAmount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/Payment</leftOperand><rightOperand>AgainstPaymentSettlement</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_iTpitSRSEeON6sEIseGaUg"
nextVersions="_YSMXVQCTEeW_3KiG8SEjHA"
previousVersion="_cY456fvfEeCBQp5TnX1XKQ"
name="ReceivingParty1Rule"
definition="If the instruction is a delivery, then ReceivingParty 1 must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_iTpityRSEeON6sEIseGaUg"
nextVersions="_YSMXVwCTEeW_3KiG8SEjHA"
previousVersion="_cY457fvfEeCBQp5TnX1XKQ"
name="DeliveringParty1Rule"
definition="If the instruction is a receive, then DeliveringParty1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Receive</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_iTpiuSRSEeON6sEIseGaUg"
previousVersion="_cY458fvfEeCBQp5TnX1XKQ"
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="_iTpiuyRSEeON6sEIseGaUg"
previousVersion="_cY459fvfEeCBQp5TnX1XKQ"
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="_iTpivSRSEeON6sEIseGaUg"
previousVersion="_cY45-fvfEeCBQp5TnX1XKQ"
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="_iTpivyRSEeON6sEIseGaUg"
nextVersions="_YSMXXwCTEeW_3KiG8SEjHA"
previousVersion="_cY45_fvfEeCBQp5TnX1XKQ"
name="SecuritiesMarketPracticeGroupGuideline"
definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.
These market practices are available on www.smpg.info."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_iTpiwSRSEeON6sEIseGaUg"
nextVersions="_YSMXYQCTEeW_3KiG8SEjHA"
previousVersion="_cY46AfvfEeCBQp5TnX1XKQ"
name="TwoLegTransactionOpeningClosing1Rule"
definition="For settlement of two parts transactions (Securities Financing), the opening/initiation and closing/return of the transaction is alleged by sending the below combination of SettlementTypeAndAdditionalParameters/SecuritiesMovementType codes and SettlementParameters/SecuritiesTransactionType codes:

Repo Opening
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: Repo (REPU)
Repo Closing
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: Repo (REPU)

Reverse Repo Opening
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: ReverseRepo (RVPO)
Reverse Repo Closing
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: ReverseRepo (RVPO)

TriParty Repo Opening
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: TriPartyRepo (TRPO)
TriParty Repo Closing
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: TriPartyRepo (TRPO)

TriParty Reverse Repo Opening
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: TriPartyReverseRepo (TRVO)
TriParty Reverse Repo Closing
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: TriPartyReverseRepo (TRVO)

Securities Lending Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: SecuritiesLending (SECL)
Securities Lending Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: SecuritiesLending (SECL)

Securities Borrowing Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)
Securities Borrowing Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_iTpiwyRSEeON6sEIseGaUg"
nextVersions="_YSMXYwCTEeW_3KiG8SEjHA"
previousVersion="_cY46BfvfEeCBQp5TnX1XKQ"
name="TwoLegTransactionOpeningClosing2Rule"
definition="For settlement of two parts transactions (buy-sell back, sell buy-back, collateral in and out), the opening/initiation and closing/return of the transaction is alleged by sending the below combination of SettlementTypeAndAdditionalParameters/SecuritiesMovementType codes and SettlementParameters/SecuritiesTransactionType codes:

Sell-Buy Back: Sell
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: SellBuyBack (SBBK)
Sell-Buy Back: Buy Back
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: SellBuyBack (SBBK)

Buy-Sell Back: Buy
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: BuySellBack (BSBK)
Buy-Sell Back: Sell Back
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: BuySellBack (BSBK)

Collateral (giver) Out Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: CollateralOut (COLO)
Collateral (giver) Out Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: CollateralOut (COLO)

Collateral (taker) In Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)
Collateral (taker) In Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)."
registrationStatus="Provisionally Registered" />
<messageBuildingBlock
xmi:id="_iTpixSRSEeON6sEIseGaUg"
nextVersions="_YSMXZQCTEeW_3KiG8SEjHA"
previousVersion="_cY46CfvfEeCBQp5TnX1XKQ"
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="_iTpixyRSEeON6sEIseGaUg"
nextVersions="_YSMXZwCTEeW_3KiG8SEjHA"
previousVersion="_cY46DfvfEeCBQp5TnX1XKQ"
name="SettlementTypeAndAdditionalParameters"
definition="Provides settlement type and identification information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SttlmTpAndAddtlParams"
complexType="_UiwXj9p-Ed-ak6NoX_4Aeg_62097927" />
<messageBuildingBlock
xmi:id="_iTpiySRSEeON6sEIseGaUg"
nextVersions="_YSMXaQCTEeW_3KiG8SEjHA"
previousVersion="_cY46EfvfEeCBQp5TnX1XKQ"
name="MarketInfrastructureTransactionIdentification"
definition="Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MktInfrstrctrTxId"
complexType="_QtVlKtp-Ed-ak6NoX_4Aeg_-28410593" />
<messageBuildingBlock
xmi:id="_iTpiyyRSEeON6sEIseGaUg"
nextVersions="_YSMXawCTEeW_3KiG8SEjHA"
previousVersion="_cY46FfvfEeCBQp5TnX1XKQ"
name="TradeDetails"
definition="Details of the trade."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_0km2YStJEeOgfbujmhmNAA" />
<messageBuildingBlock
xmi:id="_iTpizSRSEeON6sEIseGaUg"
nextVersions="_YSMXbQCTEeW_3KiG8SEjHA"
previousVersion="_cY46GfvfEeCBQp5TnX1XKQ"
name="FinancialInstrumentIdentification"
definition="Financial instrument representing a sum of rights of the investor vis-a-vis the issuer."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="FinInstrmId"
complexType="_TBAQ7dp-Ed-ak6NoX_4Aeg_896067631" />
<messageBuildingBlock
xmi:id="_iTpizyRSEeON6sEIseGaUg"
nextVersions="_YSMXbwCTEeW_3KiG8SEjHA"
previousVersion="_cY46HfvfEeCBQp5TnX1XKQ"
name="FinancialInstrumentAttributes"
definition="Elements characterising a financial instrument."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FinInstrmAttrbts"
complexType="_pK6Eof_hEeCcv6nahBzk1w" />
<messageBuildingBlock
xmi:id="_iTpi0SRSEeON6sEIseGaUg"
nextVersions="_YSMXcQCTEeW_3KiG8SEjHA"
previousVersion="_cY46IfvfEeCBQp5TnX1XKQ"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_DTFYUf_rEeCiHMrKuf9tBw" />
<messageBuildingBlock
xmi:id="_iTpi0yRSEeON6sEIseGaUg"
nextVersions="_YSMXcwCTEeW_3KiG8SEjHA"
previousVersion="_cY46JfvfEeCBQp5TnX1XKQ"
name="SecuritiesFinancingDetails"
definition="Details of the closing of the securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SctiesFincgDtls"
complexType="_gRlnEdz4Ed-rNugxifAUeA" />
<messageBuildingBlock
xmi:id="_iTpi1SRSEeON6sEIseGaUg"
nextVersions="_YSMXdQCTEeW_3KiG8SEjHA"
previousVersion="_cY46KfvfEeCBQp5TnX1XKQ"
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="1"
xmlTag="SttlmParams"
complexType="_8BxKEf8qEeCQ-IWv9MUPeQ" />
<messageBuildingBlock
xmi:id="_iTpi1yRSEeON6sEIseGaUg"
nextVersions="_YSMXdwCTEeW_3KiG8SEjHA"
previousVersion="_cY46LfvfEeCBQp5TnX1XKQ"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_eanNbeaOEd-q8fx_Zl_34A" />
<messageBuildingBlock
xmi:id="_iTpi2SRSEeON6sEIseGaUg"
nextVersions="_YSMXeQCTEeW_3KiG8SEjHA"
previousVersion="_cY46MfvfEeCBQp5TnX1XKQ"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_eanNbeaOEd-q8fx_Zl_34A" />
<messageBuildingBlock
xmi:id="_iTpi2yRSEeON6sEIseGaUg"
nextVersions="_YSMXewCTEeW_3KiG8SEjHA"
previousVersion="_cY46NfvfEeCBQp5TnX1XKQ"
name="CashParties"
definition="Specifies cash parties in the framework of a corporate action event."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CshPties"
complexType="_BfsUW_L-Ed-3lpUMQaXLjQ" />
<messageBuildingBlock
xmi:id="_iTpi3SRSEeON6sEIseGaUg"
nextVersions="_YSMXfQCTEeW_3KiG8SEjHA"
previousVersion="_cY46OfvfEeCBQp5TnX1XKQ"
name="SettlementAmount"
definition="Total amount of money to be paid or received in exchange for the securities."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SttlmAmt"
complexType="_zIx24dz1Ed-a791rB7tZXQ" />
<messageBuildingBlock
xmi:id="_iTpi3yRSEeON6sEIseGaUg"
nextVersions="_YSMXfwCTEeW_3KiG8SEjHA"
previousVersion="_cY46PfvfEeCBQp5TnX1XKQ"
name="OtherAmounts"
definition="Other amounts than the settlement amount."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrAmts"
complexType="_9q6Y4dz1Ed-a791rB7tZXQ" />
<messageBuildingBlock
xmi:id="_iTpi4SRSEeON6sEIseGaUg"
nextVersions="_YSMXgQCTEeW_3KiG8SEjHA"
previousVersion="_cY46QfvfEeCBQp5TnX1XKQ"
name="OtherBusinessParties"
definition="Other business parties relevant to the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrBizPties"
complexType="_eadcZ-aOEd-q8fx_Zl_34A" />
<messageBuildingBlock
xmi:id="_iTpi4yRSEeON6sEIseGaUg"
nextVersions="_YSMXgwCTEeW_3KiG8SEjHA"
previousVersion="_cY46RfvfEeCBQp5TnX1XKQ"
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="028"
flavour="001"
version="04" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.