sese.023.002.07
Scope An account owner sends a SecuritiesSettlementTransactionInstruction to an account servicer to instruct the receipt or delivery of financial instruments with or without payment, physically or by book-entry. The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manages a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of transactions to a central securities depository or another settlement market infrastructure.
Usage The instruction may be linked to other settlement instructions, for example, for a turnaround or back-to-back, or other transactions, for example, foreign exchange deal, using the linkage functionality. 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
%% SecuritiesSettlementTransactionInstruction002V07 recursion level 0 with max 0
class SecuritiesSettlementTransactionInstruction002V07{
TransactionIdentification IsoRestrictedFINXMax16Text
}
SecuritiesSettlementTransactionInstruction002V07 *-- "1..1" SettlementTypeAndAdditionalParameters20 : SettlementTypeAndAdditionalParameters
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" INumberCount1Choice : NumberCounts
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" Linkages43 : Linkages
SecuritiesSettlementTransactionInstruction002V07 *-- "1..1" SecuritiesTradeDetails63 : TradeDetails
SecuritiesSettlementTransactionInstruction002V07 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" FinancialInstrumentAttributes78 : FinancialInstrumentAttributes
SecuritiesSettlementTransactionInstruction002V07 *-- "1..1" QuantityAndAccount56 : QuantityAndAccountDetails
SecuritiesSettlementTransactionInstruction002V07 *-- "1..1" SettlementDetails132 : SettlementParameters
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" StandingSettlementInstruction12 : StandingSettlementInstructionDetails
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" SettlementParties44 : DeliveringSettlementParties
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" SettlementParties44 : ReceivingSettlementParties
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" CashParties30 : CashParties
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" AmountAndDirection60 : SettlementAmount
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" OtherAmounts35 : OtherAmounts
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" OtherParties29 : OtherBusinessParties
SecuritiesSettlementTransactionInstruction002V07 *-- "0..1" RegistrationParameters5 : AdditionalPhysicalOrRegistrationDetails
SecuritiesSettlementTransactionInstruction002V07 *-- "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 16 characters. It has a pattern that disables the use of characters that is not part of the character set X, that is, that is not a-z A-Z / - ? : ( ) . , ‘ + , and disable the use of slash “/” at the beginning and end of line and double slash “//” within the line. For comparison, see the ISO20022 official specification This message is declared as RestrictedFINXMax16Text in the ISO specification. In our implementation, it is represented in source code as IsoRestrictedFINXMax16Text. 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
%% SettlementTypeAndAdditionalParameters20 recursion level 0 with max 1
class SettlementTypeAndAdditionalParameters20{
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoRestrictedFINXMax16Text
CorporateActionEventIdentification IsoRestrictedFINXMax16Text
ReconciliationIndicator IsoYesNoIndicator
ClientCollateralInstructionIdentification IsoRestrictedFINXMax16Text
ClientCollateralTransactionIdentification IsoRestrictedFINXMax16Text
TripartyAgentServiceProviderCollateralTransactionIdentification IsoRestrictedFINXMax16Text
TripartyAgentServiceProviderCollateralInstructionIdentification IsoRestrictedFINXMax16Text
}
SettlementTypeAndAdditionalParameters20 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. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| CorporateActionEventIdentification | Identification assigned by the account servicer to unambiguously identify a corporate action event. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| ReconciliationIndicator | Indicates whether the settlement transaction was already sent on the market and that it is only sent by an account owner to an account servicer for reconciliation purposes. | IsoYesNoIndicator - Optional 0..1 |
| ClientCollateralInstructionIdentification | Unique identification assigned to the instruction by the client. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| ClientCollateralTransactionIdentification | Unique identification identifying the triparty collateral management transaction from the client’s point of view. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TripartyAgentServiceProviderCollateralTransactionIdentification | Unique identification identifying the triparty collateral management transaction from the triparty-agent’s/service-provider’s point of view. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TripartyAgentServiceProviderCollateralInstructionIdentification | Unique identification assigned to the instruction by the triparty-agent/service-provider. | IsoRestrictedFINXMax16Text - Optional 0..1 |
NumberCounts building block
Count of the number of transactions linked. Choice of number count type. For comparison, see the ISO20022 official specification
classDiagram direction tb %% INumberCount1Choice recursion level 0 with max 1
NumberCount1Choice members
| Member name | Description | Data Type / Multiplicity |
|---|
Linkages building block
Link to another transaction that must be processed after, before or at the same time. Information related to a linked transaction. For comparison, see the ISO20022 official specification
classDiagram direction tb %% Linkages43 recursion level 0 with max 1 Linkages43 *-- "0..1" IProcessingPosition10Choice : ProcessingPosition Linkages43 *-- "0..1" IDocumentNumber6Choice : MessageNumber Linkages43 *-- "1..1" IReferences50Choice : Reference Linkages43 *-- "0..1" IPairedOrTurnedQuantity4Choice : LinkedQuantity Linkages43 *-- "0..1" IPartyIdentification103Choice : ReferenceOwner %% IProcessingPosition10Choice recursion level 1 with max 1 %% IDocumentNumber6Choice recursion level 1 with max 1 %% IReferences50Choice recursion level 1 with max 1 %% IPairedOrTurnedQuantity4Choice recursion level 1 with max 1 %% IPartyIdentification103Choice recursion level 1 with max 1
Linkages43 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ProcessingPosition | When the transaction is to be executed relative to a linked transaction. | IProcessingPosition10Choice - Optional 0..1 |
| MessageNumber | Message type number/message identifier of the message referenced in the linkage sequence. | IDocumentNumber6Choice - Optional 0..1 |
| Reference | Reference to the linked transaction. | IReferences50Choice - Required 1..1 |
| LinkedQuantity | Quantity of financial instruments of the linked transaction to be paired-off or turned. | IPairedOrTurnedQuantity4Choice - Optional 0..1 |
| ReferenceOwner | Party that generates the reference. | IPartyIdentification103Choice - Optional 0..1 |
TradeDetails building block
Details of the trade. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails63 recursion level 0 with max 1
class SecuritiesTradeDetails63{
TradeIdentification IsoRestrictedFINXMax16Text
CollateralTransactionIdentification IsoRestrictedFINXMax16Text
NumberOfDaysAccrued IsoMax3Number
FXAdditionalDetails IsoRestrictedFINXMax350Text
SettlementInstructionProcessingAdditionalDetails IsoRestrictedFINXMax350Text
}
SecuritiesTradeDetails63 *-- "0..1" PlaceOfTradeIdentification2 : PlaceOfTrade
SecuritiesTradeDetails63 *-- "0..1" PlaceOfClearingIdentification1 : PlaceOfClearing
SecuritiesTradeDetails63 *-- "0..1" ITradeDate6Choice : TradeDate
SecuritiesTradeDetails63 *-- "1..1" ISettlementDate12Choice : SettlementDate
SecuritiesTradeDetails63 *-- "0..1" IDateAndDateTimeChoice : LateDeliveryDate
SecuritiesTradeDetails63 *-- "0..1" Price3 : DealPrice
SecuritiesTradeDetails63 *-- "0..1" IOpeningClosing4Choice : OpeningClosing
SecuritiesTradeDetails63 *-- "0..0" IReporting9Choice : Reporting
SecuritiesTradeDetails63 *-- "0..0" ITradeTransactionCondition6Choice : TradeTransactionCondition
SecuritiesTradeDetails63 *-- "0..1" IInvestorCapacity5Choice : InvestorCapacity
SecuritiesTradeDetails63 *-- "0..1" ITradeOriginator4Choice : TradeOriginatorRole
SecuritiesTradeDetails63 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
SecuritiesTradeDetails63 *-- "0..1" ICurrencyToBuyOrSell1Choice : CurrencyToBuyOrSell
SecuritiesTradeDetails63 *-- "0..1" IMatchingStatus28Choice : MatchingStatus
SecuritiesTradeDetails63 *-- "0..1" IAffirmationStatus9Choice : AffirmationStatus
%% PlaceOfTradeIdentification2 recursion level 1 with max 1
class PlaceOfTradeIdentification2{
LEI IsoLEIIdentifier
}
PlaceOfTradeIdentification2 *-- "0..1" MarketIdentification90 : MarketTypeAndIdentification
%% PlaceOfClearingIdentification1 recursion level 1 with max 1
class PlaceOfClearingIdentification1{
Identification IsoAnyBICIdentifier
LEI IsoLEIIdentifier
}
%% ITradeDate6Choice recursion level 1 with max 1
%% ISettlementDate12Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% IOpeningClosing4Choice recursion level 1 with max 1
%% IReporting9Choice recursion level 1 with max 1
%% ITradeTransactionCondition6Choice recursion level 1 with max 1
%% IInvestorCapacity5Choice recursion level 1 with max 1
%% ITradeOriginator4Choice recursion level 1 with max 1
%% ITypeOfPrice32Choice recursion level 1 with max 1
%% ICurrencyToBuyOrSell1Choice recursion level 1 with max 1
%% IMatchingStatus28Choice recursion level 1 with max 1
%% IAffirmationStatus9Choice recursion level 1 with max 1
SecuritiesTradeDetails63 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. | IsoRestrictedFINXMax16Text - Unknown 0..0 |
| CollateralTransactionIdentification | Unambiguous identification of a collateral transaction as assigned by the instructing party. | IsoRestrictedFINXMax16Text - Unknown 0..0 |
| PlaceOfTrade | Market in which a trade transaction has been executed. | PlaceOfTradeIdentification2 - Optional 0..1 |
| PlaceOfClearing | Infrastructure which may be a component of a clearing house and wich facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position. | PlaceOfClearingIdentification1 - Optional 0..1 |
| TradeDate | Specifies the date/time on which the trade was executed. | ITradeDate6Choice - Optional 0..1 |
| SettlementDate | Date and time at which the securities are to be delivered or received. | ISettlementDate12Choice - Required 1..1 |
| LateDeliveryDate | Date and time after the settlement date specified in the trade, used for pool trades resulting from the original To Be Assigned (TBA) securities. | IDateAndDateTimeChoice - Optional 0..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 |
| OpeningClosing | Specifies additional information relative to the processing of the trade. | IOpeningClosing4Choice - Optional 0..1 |
| Reporting | Specifies that a trade is to be reported to a third party. | IReporting9Choice - Unknown 0..0 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition6Choice - Unknown 0..0 |
| InvestorCapacity | Specifies the role of the investor in the transaction. | IInvestorCapacity5Choice - Optional 0..1 |
| TradeOriginatorRole | Specifies the role of the trading party in the transaction. | ITradeOriginator4Choice - Optional 0..1 |
| TypeOfPrice | Specifies the type of price and information about the price. | ITypeOfPrice32Choice - Optional 0..1 |
| CurrencyToBuyOrSell | Account servicer is instructed to buy the indicated currency after the receipt of cash proceeds or to sell the indicated currency in order to obtain the necessary currency to fund the transaction. | ICurrencyToBuyOrSell1Choice - Optional 0..1 |
| MatchingStatus | Provides the matching status of the instruction. | IMatchingStatus28Choice - Optional 0..1 |
| AffirmationStatus | Status of affirmation of a trade. | IAffirmationStatus9Choice - Optional 0..1 |
| FXAdditionalDetails | Provides additional details pertaining to foreign exchange instructions. | IsoRestrictedFINXMax350Text - Optional 0..1 |
| SettlementInstructionProcessingAdditionalDetails | Provides additional settlement processing information which can not be included within the structured fields of the message. | IsoRestrictedFINXMax350Text - 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
%% SecurityIdentification20 recursion level 0 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
Identification IsoRestrictedFINXMax31Text
Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
SecurityIdentification20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ISIN | International Securities Identification Number (ISIN). A numbering system designed by the United Nation’s International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. | IsoISINOct2015Identifier - Optional 0..1 |
| OtherIdentification | Identification of a security by proprietary or domestic identification scheme. | OtherIdentification2 - Unknown 0..0 |
| Description | Textual description of a security instrument. | IsoRestrictedFINXMax140Text - 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
%% FinancialInstrumentAttributes78 recursion level 0 with max 1
class FinancialInstrumentAttributes78{
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 IsoRestrictedFINXMax350Text
}
FinancialInstrumentAttributes78 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
FinancialInstrumentAttributes78 *-- "0..1" IInterestComputationMethodFormat5Choice : DayCountBasis
FinancialInstrumentAttributes78 *-- "0..1" IFormOfSecurity7Choice : RegistrationForm
FinancialInstrumentAttributes78 *-- "0..1" IFrequency27Choice : PaymentFrequency
FinancialInstrumentAttributes78 *-- "0..1" ISecuritiesPaymentStatus6Choice : PaymentStatus
FinancialInstrumentAttributes78 *-- "0..1" IFrequency27Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes78 *-- "0..1" IClassificationType33Choice : ClassificationType
FinancialInstrumentAttributes78 *-- "0..1" IOptionStyle9Choice : OptionStyle
FinancialInstrumentAttributes78 *-- "0..1" IOptionType7Choice : OptionType
FinancialInstrumentAttributes78 *-- "0..1" INumber23Choice : CouponAttachedNumber
FinancialInstrumentAttributes78 *-- "0..1" GenericIdentification39 : PoolNumber
FinancialInstrumentAttributes78 *-- "0..1" IPriceType2Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes78 *-- "0..1" Price3 : ExercisePrice
FinancialInstrumentAttributes78 *-- "0..1" Price3 : SubscriptionPrice
FinancialInstrumentAttributes78 *-- "0..1" Price3 : ConversionPrice
FinancialInstrumentAttributes78 *-- "0..1" Price3 : StrikePrice
FinancialInstrumentAttributes78 *-- "0..1" IFinancialInstrumentQuantity15Choice : MinimumNominalQuantity
FinancialInstrumentAttributes78 *-- "0..1" IFinancialInstrumentQuantity15Choice : ContractSize
FinancialInstrumentAttributes78 *-- "0..0" SecurityIdentification20 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification4Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat5Choice recursion level 1 with max 1
%% IFormOfSecurity7Choice recursion level 1 with max 1
%% IFrequency27Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus6Choice recursion level 1 with max 1
%% IFrequency27Choice recursion level 1 with max 1
%% IClassificationType33Choice recursion level 1 with max 1
%% IOptionStyle9Choice recursion level 1 with max 1
%% IOptionType7Choice recursion level 1 with max 1
%% INumber23Choice recursion level 1 with max 1
%% GenericIdentification39 recursion level 1 with max 1
class GenericIdentification39{
Identification IsoRestrictedFINMax30Text
Issuer IsoRestrictedFINMax8Text
}
%% IPriceType2Choice recursion level 1 with max 1
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
FinancialInstrumentAttributes78 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceOfListing | Market(s) on which the security is listed. | IMarketIdentification4Choice - Optional 0..1 |
| DayCountBasis | Specifies the computation method of (accrued) interest of the security. | IInterestComputationMethodFormat5Choice - Optional 0..1 |
| RegistrationForm | Specifies the form, this is, ownership, of the security. | IFormOfSecurity7Choice - Optional 0..1 |
| PaymentFrequency | Specifies the frequency of an interest payment. | IFrequency27Choice - Optional 0..1 |
| PaymentStatus | Status of payment of a security at a particular time. | ISecuritiesPaymentStatus6Choice - Optional 0..1 |
| VariableRateChangeFrequency | Specifies the frequency of change to the variable rate of an interest bearing instrument. | IFrequency27Choice - 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. | IClassificationType33Choice - Optional 0..1 |
| OptionStyle | Specifies how an option can be exercised (American, European, Bermudan). | IOptionStyle9Choice - 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). | IOptionType7Choice - 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. | INumber23Choice - Optional 0..1 |
| PoolNumber | Number identifying a group of underlying assets assigned by the issuer of a factored security. | GenericIdentification39 - 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. | IPriceType2Choice - Optional 0..1 |
| ExercisePrice | Predetermined price at which the holder of a derivative will buy or sell the underlying instrument. | Price3 - Optional 0..1 |
| SubscriptionPrice | Pre-determined price at which the holder of a right is entitled to buy the underlying instrument. | Price3 - Optional 0..1 |
| ConversionPrice | Price of one target security in the conversion. | Price3 - Optional 0..1 |
| StrikePrice | Predetermined price at which the holder will have to buy or sell the underlying instrument. | Price3 - Optional 0..1 |
| MinimumNominalQuantity | Minimum nominal quantity of financial instrument. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| ContractSize | Ratio or multiplying factor used to convert one contract into a quantity. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| UnderlyingFinancialInstrumentIdentification | Identification of the underlying security. | SecurityIdentification20 - Unknown 0..0 |
| FinancialInstrumentAttributeAdditionalDetails | Provides additional information about the financial instrument in narrative form. | IsoRestrictedFINXMax350Text - 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
%% QuantityAndAccount56 recursion level 0 with max 1
class QuantityAndAccount56{
DenominationChoice IsoRestrictedFINXMax210Text
}
QuantityAndAccount56 *-- "1..1" IQuantity10Choice : SettlementQuantity
QuantityAndAccount56 *-- "0..1" PartyIdentification119 : AccountOwner
QuantityAndAccount56 *-- "1..1" SecuritiesAccount30 : SafekeepingAccount
QuantityAndAccount56 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
QuantityAndAccount56 *-- "0..1" SafeKeepingPlace2 : SafekeepingPlace
QuantityAndAccount56 *-- "0..0" QuantityBreakdown38 : QuantityBreakdown
%% IQuantity10Choice recursion level 1 with max 1
%% PartyIdentification119 recursion level 1 with max 1
class PartyIdentification119{
LEI IsoLEIIdentifier
}
PartyIdentification119 *-- "1..1" IPartyIdentification103Choice : Identification
%% SecuritiesAccount30 recursion level 1 with max 1
class SecuritiesAccount30{
Identification IsoRestrictedFINXMax35Text
Name IsoMax70Text
}
SecuritiesAccount30 *-- "0..1" GenericIdentification47 : Type
%% ICashAccountIdentification6Choice recursion level 1 with max 1
%% SafeKeepingPlace2 recursion level 1 with max 1
class SafeKeepingPlace2{
LEI IsoLEIIdentifier
}
SafeKeepingPlace2 *-- "0..1" ISafekeepingPlaceFormat17Choice : SafekeepingPlaceFormat
%% QuantityBreakdown38 recursion level 1 with max 1
QuantityBreakdown38 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown38 *-- "0..1" IFinancialInstrumentQuantity15Choice : LotQuantity
QuantityBreakdown38 *-- "0..1" IDateAndDateTimeChoice : LotDateTime
QuantityBreakdown38 *-- "0..1" Price3 : LotPrice
QuantityBreakdown38 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
QuantityAndAccount56 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementQuantity | Total quantity of securities to be settled. | IQuantity10Choice - Required 1..1 |
| DenominationChoice | Denomination of the security to be received or delivered. | IsoRestrictedFINXMax210Text - Optional 0..1 |
| AccountOwner | Party that legally owns the account. | PartyIdentification119 - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount30 - Required 1..1 |
| CashAccount | Account to or from which a cash entry is made. | ICashAccountIdentification6Choice - Optional 0..1 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | SafeKeepingPlace2 - Optional 0..1 |
| QuantityBreakdown | Breakdown of a quantity into lots such as tax lots, instrument series, etc. | QuantityBreakdown38 - Unknown 0..0 |
SettlementParameters building block
Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. Details of settlement of a transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementDetails132 recursion level 0 with max 1
class SettlementDetails132{
PartialSettlementIndicator SettlementTransactionCondition5Code
ReturnLeg IsoYesNoIndicator
EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails132 *-- "0..1" HoldIndicator7 : HoldIndicator
SettlementDetails132 *-- "0..1" IPriorityNumeric5Choice : Priority
SettlementDetails132 *-- "1..1" ISecuritiesTransactionType34Choice : SecuritiesTransactionType
SettlementDetails132 *-- "0..0" ISettlementTransactionCondition28Choice : SettlementTransactionCondition
SettlementDetails132 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails132 *-- "0..1" IBlockTrade5Choice : BlockTrade
SettlementDetails132 *-- "0..1" ICentralCounterPartyEligibility5Choice : CCPEligibility
SettlementDetails132 *-- "0..1" IDeliveryReturn4Choice : DeliveryReturnReason
SettlementDetails132 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails132 *-- "0..1" IExposureType17Choice : ExposureType
SettlementDetails132 *-- "0..1" IFXStandingInstruction5Choice : FXStandingInstruction
SettlementDetails132 *-- "0..1" IMarketClientSide5Choice : MarketClientSide
SettlementDetails132 *-- "0..1" INettingEligibility5Choice : NettingEligibility
SettlementDetails132 *-- "0..1" IRegistration11Choice : Registration
SettlementDetails132 *-- "0..1" IRepurchaseType26Choice : RepurchaseType
SettlementDetails132 *-- "0..1" IRestriction6Choice : LegalRestrictions
SettlementDetails132 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails132 *-- "0..1" ISettlingCapacity8Choice : SettlingCapacity
SettlementDetails132 *-- "0..1" ISettlementSystemMethod5Choice : SettlementSystemMethod
SettlementDetails132 *-- "0..1" ITaxCapacityParty5Choice : TaxCapacity
SettlementDetails132 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
SettlementDetails132 *-- "0..1" ITracking5Choice : Tracking
SettlementDetails132 *-- "0..1" IAutomaticBorrowing8Choice : AutomaticBorrowing
SettlementDetails132 *-- "0..1" ILetterOfGuarantee5Choice : LetterOfGuarantee
SettlementDetails132 *-- "0..1" IModificationCancellationAllowed5Choice : ModificationCancellationAllowed
SettlementDetails132 *-- "0..1" GenericIdentification47 : SecuritiesSubBalanceType
SettlementDetails132 *-- "0..1" GenericIdentification47 : CashSubBalanceType
%% HoldIndicator7 recursion level 1 with max 1
class HoldIndicator7{
Indicator IsoYesNoIndicator
}
HoldIndicator7 *-- "0..0" RegistrationReason6 : Reason
%% IPriorityNumeric5Choice recursion level 1 with max 1
%% ISecuritiesTransactionType34Choice recursion level 1 with max 1
%% ISettlementTransactionCondition28Choice recursion level 1 with max 1
%% IBeneficialOwnership5Choice recursion level 1 with max 1
%% IBlockTrade5Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility5Choice recursion level 1 with max 1
%% IDeliveryReturn4Choice recursion level 1 with max 1
%% ICashSettlementSystem5Choice recursion level 1 with max 1
%% IExposureType17Choice recursion level 1 with max 1
%% IFXStandingInstruction5Choice recursion level 1 with max 1
%% IMarketClientSide5Choice recursion level 1 with max 1
%% INettingEligibility5Choice recursion level 1 with max 1
%% IRegistration11Choice recursion level 1 with max 1
%% IRepurchaseType26Choice recursion level 1 with max 1
%% IRestriction6Choice recursion level 1 with max 1
%% ISecuritiesRTGS5Choice recursion level 1 with max 1
%% ISettlingCapacity8Choice recursion level 1 with max 1
%% ISettlementSystemMethod5Choice recursion level 1 with max 1
%% ITaxCapacityParty5Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% ITracking5Choice recursion level 1 with max 1
%% IAutomaticBorrowing8Choice recursion level 1 with max 1
%% ILetterOfGuarantee5Choice recursion level 1 with max 1
%% IModificationCancellationAllowed5Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
SettlementDetails132 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| HoldIndicator | Specifies whether the transaction is on hold/blocked/frozen. | HoldIndicator7 - Optional 0..1 |
| Priority | Specifies whether the transaction is to be executed with a high priority. | IPriorityNumeric5Choice - Optional 0..1 |
| SecuritiesTransactionType | Identifies the type of securities transaction. | ISecuritiesTransactionType34Choice - Required 1..1 |
| SettlementTransactionCondition | Conditions under which the order/trade is to be settled. | ISettlementTransactionCondition28Choice - Unknown 0..0 |
| PartialSettlementIndicator | Specifies whether partial settlement is allowed. | SettlementTransactionCondition5Code - Optional 0..1 |
| BeneficialOwnership | Specifies whether there is change of beneficial ownership. | IBeneficialOwnership5Choice - Optional 0..1 |
| BlockTrade | Specifies whether the settlement instruction is a block parent or child. | IBlockTrade5Choice - Optional 0..1 |
| CCPEligibility | Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. | ICentralCounterPartyEligibility5Choice - Optional 0..1 |
| DeliveryReturnReason | Specifies the reason of a delivery return. | IDeliveryReturn4Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem5Choice - Optional 0..1 |
| ExposureType | Specifies the underlying business area/type of trade causing the collateral movement. | IExposureType17Choice - Optional 0..1 |
| FXStandingInstruction | Specifies whether the foreign exchange standing instruction in place should apply. | IFXStandingInstruction5Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction is for a market side or a client side transaction. | IMarketClientSide5Choice - Optional 0..1 |
| NettingEligibility | Specifies whether the settlement transaction is eligible for netting. | INettingEligibility5Choice - Optional 0..1 |
| Registration | Specifies whether registration should occur upon receipt. | IRegistration11Choice - Optional 0..1 |
| RepurchaseType | Specifies the type of repurchase transaction. | IRepurchaseType26Choice - Optional 0..1 |
| LegalRestrictions | Regulatory restrictions applicable to a security. | IRestriction6Choice - Optional 0..1 |
| SecuritiesRTGS | Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. | ISecuritiesRTGS5Choice - Optional 0..1 |
| SettlingCapacity | Role of a party in the settlement of the transaction. | ISettlingCapacity8Choice - Optional 0..1 |
| SettlementSystemMethod | Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. | ISettlementSystemMethod5Choice - Optional 0..1 |
| TaxCapacity | Tax role capacity of the instructing party. | ITaxCapacityParty5Choice - Optional 0..1 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification47 - Optional 0..1 |
| Tracking | Specifies whether the loan and/or collateral is tracked. | ITracking5Choice - Optional 0..1 |
| AutomaticBorrowing | Condition for automatic borrowing. | IAutomaticBorrowing8Choice - Optional 0..1 |
| LetterOfGuarantee | Specifies whether physical settlement may be executed using a letter of guarantee or if the physical certificates should be used. | ILetterOfGuarantee5Choice - Optional 0..1 |
| ReturnLeg | Specifies whether, for a securities lending/borrowing settlement transaction, the lender will instruct the return leg as agreed with the borrower. | IsoYesNoIndicator - Optional 0..1 |
| ModificationCancellationAllowed | Specifies whether a third party is allowed to modify or cancel the transaction. | IModificationCancellationAllowed5Choice - Optional 0..1 |
| EligibleForCollateral | Specifies whether securities should be included in the pool of securities eligible for collateral purposes. | IsoYesNoIndicator - Optional 0..1 |
| SecuritiesSubBalanceType | Specifies the securities sub balance type indicator (example restriction type for a market infrastructure). | GenericIdentification47 - Optional 0..1 |
| CashSubBalanceType | Specifies the cash sub balance type indicator (example restriction type for a market infrastructure). | GenericIdentification47 - Optional 0..1 |
StandingSettlementInstructionDetails building block
Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction. Details of the standing settlement instruction to be applied. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% StandingSettlementInstruction12 recursion level 0 with max 1
StandingSettlementInstruction12 *-- "1..1" ISettlementStandingInstructionDatabase5Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction12 *-- "1..1" ICounterparty10Choice : Counterparty
StandingSettlementInstruction12 *-- "0..1" PartyIdentification111 : Vendor
StandingSettlementInstruction12 *-- "0..1" SettlementParties44 : OtherDeliveringSettlementParties
StandingSettlementInstruction12 *-- "0..1" SettlementParties44 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase5Choice recursion level 1 with max 1
%% ICounterparty10Choice recursion level 1 with max 1
%% PartyIdentification111 recursion level 1 with max 1
class PartyIdentification111{
LEI IsoLEIIdentifier
}
PartyIdentification111 *-- "1..1" IPartyIdentification104Choice : Identification
%% 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
StandingSettlementInstruction12 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementStandingInstructionDatabase | Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction. | ISettlementStandingInstructionDatabase5Choice - Required 1..1 |
| Counterparty | Identification of the buyer or seller in a standing settlement instruction enabling to derive the Standing Settlement Instruction. | ICounterparty10Choice - Required 1..1 |
| Vendor | Vendor of the Settlement Standing Instruction database requested to be consulted. | PartyIdentification111 - Optional 0..1 |
| OtherDeliveringSettlementParties | Delivering parties, other than the seller, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain). | SettlementParties44 - Optional 0..1 |
| OtherReceivingSettlementParties | Receiving parties, other than the buyer, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain). | SettlementParties44 - 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
%% SettlementParties44 recursion level 0 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
%% PartyIdentification103 recursion level 1 with max 1
class PartyIdentification103{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentification103 *-- "1..1" IPartyIdentification58Choice : Identification
PartyIdentification103 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentification103 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification103 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties44 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. | PartyIdentification103 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount131 - 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
%% SettlementParties44 recursion level 0 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
%% PartyIdentification103 recursion level 1 with max 1
class PartyIdentification103{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentification103 *-- "1..1" IPartyIdentification58Choice : Identification
PartyIdentification103 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentification103 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentification103 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount131 recursion level 1 with max 1
class PartyIdentificationAndAccount131{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount131 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount131 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount131 *-- "0..1" SecuritiesAccount27 : SafekeepingAccount
PartyIdentificationAndAccount131 *-- "0..1" IDateAndDateTimeChoice : ProcessingDate
PartyIdentificationAndAccount131 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties44 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. | PartyIdentification103 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount131 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount131 - Optional 0..1 |
CashParties building block
Cash parties involved in the transaction if different for the securities settlement parties. Payment processes required to transfer cash from the debtor to the creditor. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CashParties30 recursion level 0 with max 1
CashParties30 *-- "0..1" PartyIdentificationAndAccount133 : Debtor
CashParties30 *-- "0..1" PartyIdentificationAndAccount134 : DebtorAgent
CashParties30 *-- "0..1" PartyIdentificationAndAccount133 : Creditor
CashParties30 *-- "0..1" PartyIdentificationAndAccount134 : CreditorAgent
CashParties30 *-- "0..1" PartyIdentificationAndAccount134 : Intermediary
%% PartyIdentificationAndAccount133 recursion level 1 with max 1
class PartyIdentificationAndAccount133{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount133 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount133 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount133 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount134 recursion level 1 with max 1
class PartyIdentificationAndAccount134{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount134 *-- "1..1" IPartyIdentification113Choice : Identification
PartyIdentificationAndAccount134 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount134 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount133 recursion level 1 with max 1
class PartyIdentificationAndAccount133{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount133 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount133 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount133 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount133 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount134 recursion level 1 with max 1
class PartyIdentificationAndAccount134{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount134 *-- "1..1" IPartyIdentification113Choice : Identification
PartyIdentificationAndAccount134 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount134 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount134 recursion level 1 with max 1
class PartyIdentificationAndAccount134{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount134 *-- "1..1" IPartyIdentification113Choice : Identification
PartyIdentificationAndAccount134 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount134 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount134 *-- "0..1" PartyTextInformation4 : AdditionalInformation
CashParties30 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Debtor | Party that owes an amount of money to the (ultimate) creditor. | PartyIdentificationAndAccount133 - Optional 0..1 |
| DebtorAgent | Financial institution servicing an account for the debtor. | PartyIdentificationAndAccount134 - Optional 0..1 |
| Creditor | Party to which an amount of money is due. | PartyIdentificationAndAccount133 - Optional 0..1 |
| CreditorAgent | Financial institution servicing an account for the creditor. | PartyIdentificationAndAccount134 - Optional 0..1 |
| Intermediary | Financial institution through which the transaction must pass to reach the account with institution. | PartyIdentificationAndAccount134 - 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
%% AmountAndDirection60 recursion level 0 with max 1
class AmountAndDirection60{
AccruedInterestIndicator IsoYesNoIndicator
StampDutyIndicator IsoYesNoIndicator
BrokerageAmountIndicator IsoYesNoIndicator
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection60 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
AmountAndDirection60 *-- "0..1" IDateAndDateTimeChoice : ValueDate
%% ForeignExchangeTerms27 recursion level 1 with max 1
class ForeignExchangeTerms27{
UnitCurrency ActiveCurrencyCode
QuotedCurrency ActiveCurrencyCode
ExchangeRate IsoBaseOneRate
ResultingAmount IsoRestrictedFINActiveCurrencyAndAmount
}
%% IDateAndDateTimeChoice recursion level 1 with max 1
AmountAndDirection60 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestIndicator | Indicates whether the net proceeds include interest accrued on the financial instrument. | IsoYesNoIndicator - Optional 0..1 |
| StampDutyIndicator | Whether the net proceeds include stamp duty amount. | IsoYesNoIndicator - Optional 0..1 |
| BrokerageAmountIndicator | Indicates whether the net proceeds include brokerage fees for the transaction. If absent, element is not required. | IsoYesNoIndicator - Optional 0..1 |
| Amount | Amount of money in the cash entry. | IsoRestrictedFINActiveCurrencyAndAmount - 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. | IsoRestrictedFINActiveOrHistoricCurrencyAndAmount - Optional 0..1 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms27 - 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
%% OtherAmounts35 recursion level 0 with max 1
OtherAmounts35 *-- "0..1" AmountAndDirection58 : AccruedInterestAmount
OtherAmounts35 *-- "0..1" AmountAndDirection58 : ChargesFees
OtherAmounts35 *-- "0..1" AmountAndDirection58 : CountryNationalFederalTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : TradeAmount
OtherAmounts35 *-- "0..1" AmountAndDirection58 : ExecutingBrokerAmount
OtherAmounts35 *-- "0..1" AmountAndDirection58 : IssueDiscountAllowance
OtherAmounts35 *-- "0..1" AmountAndDirection58 : PaymentLevyTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : LocalTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : LocalTaxCountrySpecific
OtherAmounts35 *-- "0..1" AmountAndDirection58 : LocalBrokerCommission
OtherAmounts35 *-- "0..1" AmountAndDirection58 : Margin
OtherAmounts35 *-- "0..1" AmountAndDirection58 : Other
OtherAmounts35 *-- "0..1" AmountAndDirection58 : RegulatoryAmount
OtherAmounts35 *-- "0..1" AmountAndDirection58 : ShippingAmount
OtherAmounts35 *-- "0..1" AmountAndDirection58 : SpecialConcession
OtherAmounts35 *-- "0..1" AmountAndDirection58 : StampDuty
OtherAmounts35 *-- "0..1" AmountAndDirection58 : StockExchangeTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : TransferTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : TransactionTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : ValueAddedTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : WithholdingTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : NetGainLoss
OtherAmounts35 *-- "0..1" AmountAndDirection58 : ConsumptionTax
OtherAmounts35 *-- "0..1" AmountAndDirection58 : AccruedCapitalisationAmount
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
OtherAmounts35 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection58 - Optional 0..1 |
| ChargesFees | Amount of money paid for the provision of financial services that cannot be categorised by another qualifier. | AmountAndDirection58 - Optional 0..1 |
| CountryNationalFederalTax | Amount of country, national or federal tax charged by the jurisdiction in which the account servicer is located. | AmountAndDirection58 - Optional 0..1 |
| TradeAmount | Principal amount of a trade (price multiplied by quantity). | AmountAndDirection58 - Optional 0..1 |
| ExecutingBrokerAmount | Amount of money paid to an executing broker as a commission. | AmountAndDirection58 - Optional 0..1 |
| IssueDiscountAllowance | Amount of money defined as a discount on a new issue or on a tranche of an existing issue. | AmountAndDirection58 - Optional 0..1 |
| PaymentLevyTax | Amount of payment levy tax. | AmountAndDirection58 - Optional 0..1 |
| LocalTax | Tax charged by the jurisdiction in which the financial instrument settles. | AmountAndDirection58 - Optional 0..1 |
| LocalTaxCountrySpecific | Local tax country specific. | AmountAndDirection58 - Optional 0..1 |
| LocalBrokerCommission | Amount of commission paid to a local broker. | AmountAndDirection58 - Optional 0..1 |
| Margin | Amount of money deposited by the trading party in a margin account. | AmountAndDirection58 - Optional 0..1 |
| Other | An amount that is not indicated by a known business denomination. | AmountAndDirection58 - Optional 0..1 |
| RegulatoryAmount | Amount of money charged by a regulatory authority, for example, Securities and Exchange fees. | AmountAndDirection58 - Optional 0..1 |
| ShippingAmount | All costs related to the physical delivery of documents such as stamps, postage, carrier fees, insurances or messenger services. | AmountAndDirection58 - Optional 0..1 |
| SpecialConcession | Amount of drawdown or other reduction from or in addition to the deal price. | AmountAndDirection58 - Optional 0..1 |
| StampDuty | Amount of stamp duty. | AmountAndDirection58 - Optional 0..1 |
| StockExchangeTax | Amount of stock exchange tax. | AmountAndDirection58 - Optional 0..1 |
| TransferTax | Amount of tax levied on a transfer of ownership of financial instrument. | AmountAndDirection58 - Optional 0..1 |
| TransactionTax | Amount of transaction tax. | AmountAndDirection58 - Optional 0..1 |
| ValueAddedTax | Amount of value-added tax. | AmountAndDirection58 - Optional 0..1 |
| WithholdingTax | Amount of money that will be withheld by a tax authority. | AmountAndDirection58 - Optional 0..1 |
| NetGainLoss | Amount representing the difference between the cost and the current price of a security. In the context of securities settlement, it is the amount paid or received when the instructions are netted or paired off. | AmountAndDirection58 - Optional 0..1 |
| ConsumptionTax | Amount of consumption tax. | AmountAndDirection58 - Optional 0..1 |
| AccruedCapitalisationAmount | Amount of unpaid interest (on bonds which have defaulted and have subsequently | restructured), which is capitalized and added to the original principal amount of the bond. |
OtherBusinessParties building block
Other business parties relevant to the transaction. Other parties information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% OtherParties29 recursion level 0 with max 1
OtherParties29 *-- "0..0" PartyIdentificationAndAccount135 : Investor
OtherParties29 *-- "0..1" PartyIdentificationAndAccount136 : QualifiedForeignIntermediary
OtherParties29 *-- "0..1" PartyIdentificationAndAccount137 : StockExchange
OtherParties29 *-- "0..1" PartyIdentificationAndAccount137 : TradeRegulator
OtherParties29 *-- "0..1" PartyIdentificationAndAccount136 : TripartyAgent
OtherParties29 *-- "0..1" PartyIdentificationAndAccount136 : Broker
%% PartyIdentificationAndAccount135 recursion level 1 with max 1
class PartyIdentificationAndAccount135{
LEI IsoLEIIdentifier
Nationality CountryCode
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount135 *-- "0..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount135 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount135 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount136 recursion level 1 with max 1
class PartyIdentificationAndAccount136{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount136 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount136 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount136 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount137 recursion level 1 with max 1
class PartyIdentificationAndAccount137{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount137 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount137 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount137 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount137 recursion level 1 with max 1
class PartyIdentificationAndAccount137{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount137 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount137 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount137 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount136 recursion level 1 with max 1
class PartyIdentificationAndAccount136{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount136 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount136 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount136 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount136 recursion level 1 with max 1
class PartyIdentificationAndAccount136{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount136 *-- "1..1" IPartyIdentification104Choice : Identification
PartyIdentificationAndAccount136 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount136 *-- "0..1" PartyTextInformation3 : AdditionalInformation
OtherParties29 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Investor | Party, either an individual or organisation, whose assets are being invested. | PartyIdentificationAndAccount135 - Unknown 0..0 |
| QualifiedForeignIntermediary | Foreign Financial Institution which has been authorised by local authorities to act as account management institution in the country. | PartyIdentificationAndAccount136 - Optional 0..1 |
| StockExchange | Identification of the stock exchange to which transaction reporting will be done. | PartyIdentificationAndAccount137 - Optional 0..1 |
| TradeRegulator | Institution to which a trade must be reported. | PartyIdentificationAndAccount137 - 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. | PartyIdentificationAndAccount136 - Optional 0..1 |
| Broker | Party that identifies a broker when required (for example, authorised broker, prime broker, etc). | PartyIdentificationAndAccount136 - Optional 0..1 |
AdditionalPhysicalOrRegistrationDetails building block
Provides information required for the registration or physical settlement. Information related to registration of securities. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% RegistrationParameters5 recursion level 0 with max 1
class RegistrationParameters5{
CertificationIdentification IsoRestrictedFINXMax16Text
RegistrarAccount IsoRestrictedFINXMax35Text
}
RegistrationParameters5 *-- "0..1" IDateAndDateTimeChoice : CertificationDateTime
RegistrationParameters5 *-- "0..0" SecuritiesCertificate5 : CertificateNumber
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% SecuritiesCertificate5 recursion level 1 with max 1
class SecuritiesCertificate5{
Number IsoRestrictedFINXMax30Text
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
RegistrationParameters5 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| CertificationIdentification | Identification assigned to a deposit. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| CertificationDateTime | Date/time at which the certificates in the deposit were validated by the agent. | IDateAndDateTimeChoice - Optional 0..1 |
| RegistrarAccount | Account at the registrar where financial instruments are registered. | IsoRestrictedFINXMax35Text - Optional 0..1 |
| CertificateNumber | Unique and unambiguous identifier of a certificate assigned by the issuer. | SecuritiesCertificate5 - Unknown 0..0 |
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 SecuritiesSettlementTransactionInstruction002V07 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionInstruction002V07 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionInstruction002V07Document implements IOuterDocument. Because SecuritiesSettlementTransactionInstruction002V07 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionInstruction002V07.
classDiagram
class IOuterRecord
SecuritiesSettlementTransactionInstruction002V07 --|> IOuterRecord : Implements
SecuritiesSettlementTransactionInstruction002V07Document --|> IOuterDocument~SecuritiesSettlementTransactionInstruction002V07~ : Implements
class IOuterDocument~SecuritiesSettlementTransactionInstruction002V07~ {
SecuritiesSettlementTransactionInstruction002V07 Message
}
Document wrapper for serialization
The only real purpose SecuritiesSettlementTransactionInstruction002V07Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.023.002.07’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionInstruction002V07.ToDocument() method. The returned SecuritiesSettlementTransactionInstruction002V07Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesSettlementTransactionInstruction002V07Document *-- SecuritiesSettlementTransactionInstruction002V07 : 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.023.002.07">
<SctiesSttlmTxInstr>
<TxId>
<!-- TransactionIdentification inner content -->
</TxId>
<SttlmTpAndAddtlParams>
<!-- SettlementTypeAndAdditionalParameters inner content -->
</SttlmTpAndAddtlParams>
<NbCounts>
<!-- NumberCounts inner content -->
</NbCounts>
<Lnkgs>
<!-- Linkages inner content -->
</Lnkgs>
<TradDtls>
<!-- TradeDetails inner content -->
</TradDtls>
<FinInstrmId>
<!-- FinancialInstrumentIdentification inner content -->
</FinInstrmId>
<FinInstrmAttrbts>
<!-- FinancialInstrumentAttributes inner content -->
</FinInstrmAttrbts>
<QtyAndAcctDtls>
<!-- QuantityAndAccountDetails inner content -->
</QtyAndAcctDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<StgSttlmInstrDtls>
<!-- StandingSettlementInstructionDetails inner content -->
</StgSttlmInstrDtls>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<CshPties>
<!-- CashParties inner content -->
</CshPties>
<SttlmAmt>
<!-- SettlementAmount inner content -->
</SttlmAmt>
<OthrAmts>
<!-- OtherAmounts inner content -->
</OthrAmts>
<OthrBizPties>
<!-- OtherBusinessParties inner content -->
</OthrBizPties>
<AddtlPhysOrRegnDtls>
<!-- AdditionalPhysicalOrRegistrationDetails inner content -->
</AddtlPhysOrRegnDtls>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesSttlmTxInstr>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_R518Y5wyEeazcsnODTksnQ"
nextVersions="_HYZQQ832Eee5nJBZsW8MFQ"
previousVersion="_6ni-Q5NLEeWGlc8L7oPDIg"
name="SecuritiesSettlementTransactionInstruction002V07"
definition="Scope
An account owner sends a SecuritiesSettlementTransactionInstruction to an account servicer to instruct the receipt or delivery of financial instruments with or without payment, physically or by book-entry.
The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manages a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of transactions to a central securities depository or another settlement market infrastructure.

Usage
The instruction may be linked to other settlement instructions, for example, for a turnaround or back-to-back, or other transactions, for example, foreign exchange deal, using the linkage functionality.
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."
registrationStatus="Registered"
messageSet="_urpIICeJEeOCeO5e7islRQ"
xmlTag="SctiesSttlmTxInstr"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_R518ZZwyEeazcsnODTksnQ"
name="AdditionalPhysicalOrRegistrationDetailsRule"
definition="If AdditionalPhysicalOrRegistrationDetails is used, then the instruction must be free of payment."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_R518Z5wyEeazcsnODTksnQ"
name="CurrencyToBuyRule"
definition="If CurrencytoBuy is used, then the instruction must be a delivery.
."
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="Absence"><leftOperand>/TradeDetails/CurrencyToBuyOrSell/CurrencyToBuy</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="_R518aZwyEeazcsnODTksnQ"
name="CurrencyToSellRule"
definition="If CurrencytoSell is used, then the instruction must be a receive.
."
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="Absence"><leftOperand>/TradeDetails/CurrencyToBuyOrSell/CurrencyToSell</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="_R518a5wyEeazcsnODTksnQ"
name="SettlementAmountRule"
definition="If the instruction is against payment, then SettlementAmount must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/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="_R518bZwyEeazcsnODTksnQ"
name="PairOffTurnRule"
definition="If LinkedQuantity is present in minimum one occurrence of Linkages, then the type of settlement transaction must be a pair-off or a turnaround, that is, SettlementDetails SettlementTransactionTypes must be PAIR or TURN.
"
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>OR</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementParameters/SecuritiesTransactionType/Code</leftOperand><rightOperand>PairOff</rightOperand></BooleanRule><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementParameters/SecuritiesTransactionType/Code</leftOperand><rightOperand>Turnaround</rightOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/Linkages[*]/LinkedQuantity</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_R518b5wyEeazcsnODTksnQ"
name="ReceivingDepositoryAndParty1Rule"
definition="If the instruction is a delivery and no standing settlement instruction applies, then ReceivingDepository and Party1 must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties/Depository</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><BooleanRule xsi:type="Absence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_R518cZwyEeazcsnODTksnQ"
name="DeliveringDepositoryAndParty1Rule"
definition="If the instruction is a receive and no standing settlement instruction applies, then DeliveringDepository and Party1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties/Depository</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><BooleanRule xsi:type="Absence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_R518c5wyEeazcsnODTksnQ"
name="SellerSSIRule"
definition="If standing settlement instruction applies and the instruction is a receipt, then Seller must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails/Counterparty/Seller</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Receive</rightOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_R518dZwyEeazcsnODTksnQ"
name="BuyerSSIRule"
definition="If standing settlement instruction applies and the instruction is a delivery, then Buyer must be present.
."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails/Counterparty/Buyer</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_R518d5wyEeazcsnODTksnQ"
name="SecuritiesFinancingSettlementRule"
definition="In the framework of Securities Financing (repo, reverse repo, sec lending, sec borrowing), the SettlementInstruction can only be used for the plain vanilla settlement of the opening leg and closing leg."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_R518eZwyEeazcsnODTksnQ"
name="BuyToCoverRule"
definition="If SettlementParameters/SettlementTransactionCondition BuyToCover (BUTC) is used, then at least one Linkage must be present with the reference of the sell instruction (may be more than one) to be covered by the concerned buy."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_R518e5wyEeazcsnODTksnQ"
name="RegistrationDetailsRule"
definition="If SettlementParameters/Registration is used with code YREG (Registration to take place), then additional registration details must be specified in the AdditonalInformation/RegistrationDetails field of the Party (Receiving or DeliveringSettlementParties) under whom the registration must take place, unless this information is already available at the account servicer via standing instruction/SLA."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_R518fZwyEeazcsnODTksnQ"
name="LinkageGuideline"
definition="Global market practice rules on the use of the linkages exists for various business scenarios such as cancellations, settlement confirmation but also more complex processes like pair-off, back-to-back, block trades, sell-buy back, buy-sell back, securities lending and borrowing, etc.
For more details, see the relevant market practice documents on www.smpg.info."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_R518f5wyEeazcsnODTksnQ"
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="_R518gZwyEeazcsnODTksnQ"
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 instructed 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" />
<constraint
xmi:id="_R518g5wyEeazcsnODTksnQ"
name="TwoLegTransactionOpeningClosing1Rule"
definition="For settlement of two parts transactions (Securities Financing), the opening/initiation and closing/return of the transaction is instructed 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" />
<messageBuildingBlock
xmi:id="_R518hZwyEeazcsnODTksnQ"
name="TransactionIdentification"
definition="Unambiguous identification of the transaction as know by the instructing party."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxId"
simpleType="_XZJV2Np-Ed-ak6NoX_4Aeg_-1555155859" />
<messageBuildingBlock
xmi:id="_R518h5wyEeazcsnODTksnQ"
name="SettlementTypeAndAdditionalParameters"
definition="Provides settlement type and identification information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SttlmTpAndAddtlParams"
complexType="_R518q5wyEeazcsnODTksnQ" />
<messageBuildingBlock
xmi:id="_R518iZwyEeazcsnODTksnQ"
name="NumberCounts"
definition="Count of the number of transactions linked."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="NbCounts"
complexType="_QrsmZ9p-Ed-ak6NoX_4Aeg_994582654" />
<messageBuildingBlock
xmi:id="_R518i5wyEeazcsnODTksnQ"
name="Linkages"
definition="Link to another transaction that must be processed after, before or at the same time."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="Lnkgs"
complexType="_5xlm-ZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518jZwyEeazcsnODTksnQ"
name="TradeDetails"
definition="Details of the trade."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_6dmYYZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518j5wyEeazcsnODTksnQ"
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="_cdRCO5KQEeWHWpTQn1FFVg" />
<messageBuildingBlock
xmi:id="_R518kZwyEeazcsnODTksnQ"
name="FinancialInstrumentAttributes"
definition="Elements characterising a financial instrument."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FinInstrmAttrbts"
complexType="_5TG65ZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518k5wyEeazcsnODTksnQ"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_F1gsoaWaEea1rLcUp8Fsgw" />
<messageBuildingBlock
xmi:id="_R518lZwyEeazcsnODTksnQ"
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="_R52Fl5wyEeazcsnODTksnQ" />
<messageBuildingBlock
xmi:id="_R518l5wyEeazcsnODTksnQ"
name="StandingSettlementInstructionDetails"
definition="Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="StgSttlmInstrDtls"
complexType="_5mxerpNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518mZwyEeazcsnODTksnQ"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_5TKlmZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518m5wyEeazcsnODTksnQ"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_5TKlmZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518nZwyEeazcsnODTksnQ"
name="CashParties"
definition="Cash parties involved in the transaction if different for the securities settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CshPties"
complexType="_5nBVr5NLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518n5wyEeazcsnODTksnQ"
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="_5nEY0ZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518oZwyEeazcsnODTksnQ"
name="OtherAmounts"
definition="Other amounts than the settlement amount."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrAmts"
complexType="_5x8zWZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518o5wyEeazcsnODTksnQ"
name="OtherBusinessParties"
definition="Other business parties relevant to the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrBizPties"
complexType="_5nIEFZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518pZwyEeazcsnODTksnQ"
name="AdditionalPhysicalOrRegistrationDetails"
definition="Provides information required for the registration or physical settlement."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AddtlPhysOrRegnDtls"
complexType="_6Szd8ZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_R518p5wyEeazcsnODTksnQ"
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="023"
flavour="002"
version="07" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.