Iso20022

SecuritiesSettlementTransactionInstructionV07

sese.023.001.07

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:

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:

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
%% SecuritiesSettlementTransactionInstructionV07 recursion level 0 with max 0
class SecuritiesSettlementTransactionInstructionV07{
    TransactionIdentification IsoMax35Text
}
SecuritiesSettlementTransactionInstructionV07 *-- "1..1" SettlementTypeAndAdditionalParameters19 : SettlementTypeAndAdditionalParameters
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" INumberCount1Choice : NumberCounts
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" Linkages37 : Linkages
SecuritiesSettlementTransactionInstructionV07 *-- "1..1" SecuritiesTradeDetails51 : TradeDetails
SecuritiesSettlementTransactionInstructionV07 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" FinancialInstrumentAttributes64 : FinancialInstrumentAttributes
SecuritiesSettlementTransactionInstructionV07 *-- "1..1" QuantityAndAccount39 : QuantityAndAccountDetails
SecuritiesSettlementTransactionInstructionV07 *-- "1..1" SettlementDetails119 : SettlementParameters
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" StandingSettlementInstruction11 : StandingSettlementInstructionDetails
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" SettlementParties36 : DeliveringSettlementParties
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" SettlementParties36 : ReceivingSettlementParties
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" CashParties26 : CashParties
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" AmountAndDirection46 : SettlementAmount
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" OtherAmounts28 : OtherAmounts
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" OtherParties27 : OtherBusinessParties
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" RegistrationParameters4 : AdditionalPhysicalOrRegistrationDetails
SecuritiesSettlementTransactionInstructionV07 *-- "0..1" SupplementaryData1 : SupplementaryData

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

TransactionIdentification building block

Unambiguous identification of the transaction as know by the instructing party. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

SettlementTypeAndAdditionalParameters building block

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

classDiagram
   direction tb
%% SettlementTypeAndAdditionalParameters19 recursion level 0 with max 1
class SettlementTypeAndAdditionalParameters19{
    SecuritiesMovementType ReceiveDelivery1Code
    Payment DeliveryReceiptType2Code
    CommonIdentification IsoMax35Text
    CorporateActionEventIdentification IsoMax35Text
    ReconciliationIndicator IsoYesNoIndicator
    ClientCollateralInstructionIdentification IsoMax35Text
    ClientCollateralTransactionIdentification IsoMax35Text
    TripartyAgentServiceProviderCollateralTransactionIdentification IsoMax35Text
    TripartyAgentServiceProviderCollateralInstructionIdentification IsoMax35Text
}

SettlementTypeAndAdditionalParameters19 members

Member name Description Data Type / Multiplicity
SecuritiesMovementType Specifies if the movement on a securities account results from a deliver or a receive instruction. ReceiveDelivery1Code - Required 1..1
Payment Specifies how the transaction is to be settled, for example, against payment. DeliveryReceiptType2Code - Required 1..1
CommonIdentification Unique reference agreed upon by the two trade counterparties to identify the trade. IsoMax35Text - Optional 0..1
CorporateActionEventIdentification Identification assigned by the account servicer to unambiguously identify a corporate action event. IsoMax35Text - 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. IsoMax35Text - Optional 0..1
ClientCollateralTransactionIdentification Unique identification identifying the triparty collateral management transaction from the client’s point of view. IsoMax35Text - Optional 0..1
TripartyAgentServiceProviderCollateralTransactionIdentification Unique identification identifying the triparty collateral management transaction from the triparty-agent’s/service-provider’s point of view. IsoMax35Text - Optional 0..1
TripartyAgentServiceProviderCollateralInstructionIdentification Unique identification assigned to the instruction by the triparty-agent/service-provider. IsoMax35Text - Optional 0..1

NumberCounts building block

Count of the number of transactions linked. Choice of number count type. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% INumberCount1Choice recursion level 0 with max 1

NumberCount1Choice members

Member name Description Data Type / Multiplicity

Linkages building block

Link to another transaction that must be processed after, before or at the same time. Information related to a linked transaction. For comparison, see the ISO20022 official specification

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

Linkages37 members

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

TradeDetails building block

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

classDiagram
   direction tb
%% SecuritiesTradeDetails51 recursion level 0 with max 1
class SecuritiesTradeDetails51{
    TradeIdentification IsoMax35Text
    CollateralTransactionIdentification IsoMax35Text
    NumberOfDaysAccrued IsoMax3Number
    FXAdditionalDetails IsoMax350Text
    SettlementInstructionProcessingAdditionalDetails IsoMax350Text
}
SecuritiesTradeDetails51 *-- "0..1" PlaceOfTradeIdentification1 : PlaceOfTrade
SecuritiesTradeDetails51 *-- "0..1" PlaceOfClearingIdentification1 : PlaceOfClearing
SecuritiesTradeDetails51 *-- "0..1" ITradeDate5Choice : TradeDate
SecuritiesTradeDetails51 *-- "1..1" ISettlementDate9Choice : SettlementDate
SecuritiesTradeDetails51 *-- "0..1" IDateAndDateTimeChoice : LateDeliveryDate
SecuritiesTradeDetails51 *-- "0..1" Price2 : DealPrice
SecuritiesTradeDetails51 *-- "0..1" IOpeningClosing3Choice : OpeningClosing
SecuritiesTradeDetails51 *-- "0..0" IReporting6Choice : Reporting
SecuritiesTradeDetails51 *-- "0..0" ITradeTransactionCondition5Choice : TradeTransactionCondition
SecuritiesTradeDetails51 *-- "0..1" IInvestorCapacity4Choice : InvestorCapacity
SecuritiesTradeDetails51 *-- "0..1" ITradeOriginator3Choice : TradeOriginatorRole
SecuritiesTradeDetails51 *-- "0..1" ITypeOfPrice29Choice : TypeOfPrice
SecuritiesTradeDetails51 *-- "0..1" ICurrencyToBuyOrSell1Choice : CurrencyToBuyOrSell
SecuritiesTradeDetails51 *-- "0..1" IMatchingStatus27Choice : MatchingStatus
SecuritiesTradeDetails51 *-- "0..1" IAffirmationStatus8Choice : AffirmationStatus
%% PlaceOfTradeIdentification1 recursion level 1 with max 1
class PlaceOfTradeIdentification1{
    LEI IsoLEIIdentifier
}
PlaceOfTradeIdentification1 *-- "0..1" MarketIdentification84 : MarketTypeAndIdentification
%% PlaceOfClearingIdentification1 recursion level 1 with max 1
class PlaceOfClearingIdentification1{
    Identification IsoAnyBICIdentifier
    LEI IsoLEIIdentifier
}
%% ITradeDate5Choice recursion level 1 with max 1
%% ISettlementDate9Choice recursion level 1 with max 1
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% IOpeningClosing3Choice recursion level 1 with max 1
%% IReporting6Choice recursion level 1 with max 1
%% ITradeTransactionCondition5Choice recursion level 1 with max 1
%% IInvestorCapacity4Choice recursion level 1 with max 1
%% ITradeOriginator3Choice recursion level 1 with max 1
%% ITypeOfPrice29Choice recursion level 1 with max 1
%% ICurrencyToBuyOrSell1Choice recursion level 1 with max 1
%% IMatchingStatus27Choice recursion level 1 with max 1
%% IAffirmationStatus8Choice recursion level 1 with max 1

SecuritiesTradeDetails51 members

Member name Description Data Type / Multiplicity
TradeIdentification Reference assigned to the trade by the investor or the trading party. This reference will be used throughout the trade life cycle to access/update the trade details. IsoMax35Text - Unknown 0..0
CollateralTransactionIdentification Unambiguous identification of a collateral transaction as assigned by the instructing party. IsoMax35Text - Unknown 0..0
PlaceOfTrade Market in which a trade transaction has been executed. PlaceOfTradeIdentification1 - Optional 0..1
PlaceOfClearing Infrastructure which may be a component of a clearing house and wich facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position. PlaceOfClearingIdentification1 - Optional 0..1
TradeDate Specifies the date/time on which the trade was executed. ITradeDate5Choice - Optional 0..1
SettlementDate Date and time at which the securities are to be delivered or received. ISettlementDate9Choice - 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. IOpeningClosing3Choice - Optional 0..1
Reporting Specifies that a trade is to be reported to a third party. IReporting6Choice - Unknown 0..0
TradeTransactionCondition Indicates the conditions under which the order/trade is to be/was executed. ITradeTransactionCondition5Choice - Unknown 0..0
InvestorCapacity Specifies the role of the investor in the transaction. IInvestorCapacity4Choice - Optional 0..1
TradeOriginatorRole Specifies the role of the trading party in the transaction. ITradeOriginator3Choice - Optional 0..1
TypeOfPrice Specifies the type of price and information about the price. ITypeOfPrice29Choice - 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. IMatchingStatus27Choice - Optional 0..1
AffirmationStatus Status of affirmation of a trade. IAffirmationStatus8Choice - Optional 0..1
FXAdditionalDetails Provides additional details pertaining to foreign exchange instructions. IsoMax350Text - Optional 0..1
SettlementInstructionProcessingAdditionalDetails Provides additional settlement processing information which can not be included within the structured fields of the message. IsoMax350Text - Optional 0..1

FinancialInstrumentIdentification building block

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

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

SecurityIdentification19 members

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

FinancialInstrumentAttributes building block

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

classDiagram
   direction tb
%% FinancialInstrumentAttributes64 recursion level 0 with max 1
class FinancialInstrumentAttributes64{
    DenominationCurrency ActiveOrHistoricCurrencyCode
    CouponDate IsoISODate
    ExpiryDate IsoISODate
    FloatingRateFixingDate IsoISODate
    MaturityDate IsoISODate
    IssueDate IsoISODate
    NextCallableDate IsoISODate
    PutableDate IsoISODate
    DatedDate IsoISODate
    FirstPaymentDate IsoISODate
    PreviousFactor IsoBaseOneRate
    CurrentFactor IsoBaseOneRate
    NextFactor IsoBaseOneRate
    InterestRate IsoPercentageRate
    YieldToMaturityRate IsoPercentageRate
    NextInterestRate IsoPercentageRate
    IndexRateBasis IsoPercentageRate
    VariableRateIndicator IsoYesNoIndicator
    CallableIndicator IsoYesNoIndicator
    PutableIndicator IsoYesNoIndicator
    FinancialInstrumentAttributeAdditionalDetails IsoMax350Text
}
FinancialInstrumentAttributes64 *-- "0..1" IMarketIdentification3Choice : PlaceOfListing
FinancialInstrumentAttributes64 *-- "0..1" IInterestComputationMethodFormat4Choice : DayCountBasis
FinancialInstrumentAttributes64 *-- "0..1" IFormOfSecurity6Choice : RegistrationForm
FinancialInstrumentAttributes64 *-- "0..1" IFrequency23Choice : PaymentFrequency
FinancialInstrumentAttributes64 *-- "0..1" ISecuritiesPaymentStatus5Choice : PaymentStatus
FinancialInstrumentAttributes64 *-- "0..1" IFrequency23Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes64 *-- "0..1" IClassificationType32Choice : ClassificationType
FinancialInstrumentAttributes64 *-- "0..1" IOptionStyle8Choice : OptionStyle
FinancialInstrumentAttributes64 *-- "0..1" IOptionType6Choice : OptionType
FinancialInstrumentAttributes64 *-- "0..1" INumber22Choice : CouponAttachedNumber
FinancialInstrumentAttributes64 *-- "0..1" GenericIdentification37 : PoolNumber
FinancialInstrumentAttributes64 *-- "0..1" IPriceType1Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : ExercisePrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : SubscriptionPrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : ConversionPrice
FinancialInstrumentAttributes64 *-- "0..1" Price2 : StrikePrice
FinancialInstrumentAttributes64 *-- "0..1" IFinancialInstrumentQuantity1Choice : MinimumNominalQuantity
FinancialInstrumentAttributes64 *-- "0..1" IFinancialInstrumentQuantity1Choice : ContractSize
FinancialInstrumentAttributes64 *-- "0..0" SecurityIdentification19 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification3Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat4Choice recursion level 1 with max 1
%% IFormOfSecurity6Choice recursion level 1 with max 1
%% IFrequency23Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus5Choice recursion level 1 with max 1
%% IFrequency23Choice recursion level 1 with max 1
%% IClassificationType32Choice recursion level 1 with max 1
%% IOptionStyle8Choice recursion level 1 with max 1
%% IOptionType6Choice recursion level 1 with max 1
%% INumber22Choice recursion level 1 with max 1
%% GenericIdentification37 recursion level 1 with max 1
class GenericIdentification37{
    Identification IsoMax35Text
    Issuer IsoMax35Text
}
%% IPriceType1Choice recursion level 1 with max 1
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% Price2 recursion level 1 with max 1
Price2 *-- "1..1" IYieldedOrValueType1Choice : Type
Price2 *-- "1..1" IPriceRateOrAmountChoice : Value
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity1Choice recursion level 1 with max 1
%% SecurityIdentification19 recursion level 1 with max 1
class SecurityIdentification19{
    ISIN IsoISINOct2015Identifier
    Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification

FinancialInstrumentAttributes64 members

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

QuantityAndAccountDetails building block

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

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

QuantityAndAccount39 members

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

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
%% SettlementDetails119 recursion level 0 with max 1
class SettlementDetails119{
    PartialSettlementIndicator SettlementTransactionCondition5Code
    ReturnLeg IsoYesNoIndicator
    EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails119 *-- "0..1" HoldIndicator6 : HoldIndicator
SettlementDetails119 *-- "0..1" IPriorityNumeric4Choice : Priority
SettlementDetails119 *-- "1..1" ISecuritiesTransactionType32Choice : SecuritiesTransactionType
SettlementDetails119 *-- "0..0" ISettlementTransactionCondition16Choice : SettlementTransactionCondition
SettlementDetails119 *-- "0..1" IBeneficialOwnership4Choice : BeneficialOwnership
SettlementDetails119 *-- "0..1" IBlockTrade4Choice : BlockTrade
SettlementDetails119 *-- "0..1" ICentralCounterPartyEligibility4Choice : CCPEligibility
SettlementDetails119 *-- "0..1" IDeliveryReturn3Choice : DeliveryReturnReason
SettlementDetails119 *-- "0..1" ICashSettlementSystem4Choice : CashClearingSystem
SettlementDetails119 *-- "0..1" IExposureType16Choice : ExposureType
SettlementDetails119 *-- "0..1" IFXStandingInstruction4Choice : FXStandingInstruction
SettlementDetails119 *-- "0..1" IMarketClientSide4Choice : MarketClientSide
SettlementDetails119 *-- "0..1" INettingEligibility4Choice : NettingEligibility
SettlementDetails119 *-- "0..1" IRegistration9Choice : Registration
SettlementDetails119 *-- "0..1" IRepurchaseType23Choice : RepurchaseType
SettlementDetails119 *-- "0..1" IRestriction5Choice : LegalRestrictions
SettlementDetails119 *-- "0..1" ISecuritiesRTGS4Choice : SecuritiesRTGS
SettlementDetails119 *-- "0..1" ISettlingCapacity7Choice : SettlingCapacity
SettlementDetails119 *-- "0..1" ISettlementSystemMethod4Choice : SettlementSystemMethod
SettlementDetails119 *-- "0..1" ITaxCapacityParty4Choice : TaxCapacity
SettlementDetails119 *-- "0..1" GenericIdentification30 : StampDutyTaxBasis
SettlementDetails119 *-- "0..1" ITracking4Choice : Tracking
SettlementDetails119 *-- "0..1" IAutomaticBorrowing6Choice : AutomaticBorrowing
SettlementDetails119 *-- "0..1" ILetterOfGuarantee4Choice : LetterOfGuarantee
SettlementDetails119 *-- "0..1" IModificationCancellationAllowed4Choice : ModificationCancellationAllowed
SettlementDetails119 *-- "0..1" GenericIdentification30 : SecuritiesSubBalanceType
SettlementDetails119 *-- "0..1" GenericIdentification30 : CashSubBalanceType
%% HoldIndicator6 recursion level 1 with max 1
class HoldIndicator6{
    Indicator IsoYesNoIndicator
}
HoldIndicator6 *-- "0..0" RegistrationReason5 : Reason
%% IPriorityNumeric4Choice recursion level 1 with max 1
%% ISecuritiesTransactionType32Choice recursion level 1 with max 1
%% ISettlementTransactionCondition16Choice recursion level 1 with max 1
%% IBeneficialOwnership4Choice recursion level 1 with max 1
%% IBlockTrade4Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility4Choice recursion level 1 with max 1
%% IDeliveryReturn3Choice recursion level 1 with max 1
%% ICashSettlementSystem4Choice recursion level 1 with max 1
%% IExposureType16Choice recursion level 1 with max 1
%% IFXStandingInstruction4Choice recursion level 1 with max 1
%% IMarketClientSide4Choice recursion level 1 with max 1
%% INettingEligibility4Choice recursion level 1 with max 1
%% IRegistration9Choice recursion level 1 with max 1
%% IRepurchaseType23Choice recursion level 1 with max 1
%% IRestriction5Choice recursion level 1 with max 1
%% ISecuritiesRTGS4Choice recursion level 1 with max 1
%% ISettlingCapacity7Choice recursion level 1 with max 1
%% ISettlementSystemMethod4Choice recursion level 1 with max 1
%% ITaxCapacityParty4Choice recursion level 1 with max 1
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% ITracking4Choice recursion level 1 with max 1
%% IAutomaticBorrowing6Choice recursion level 1 with max 1
%% ILetterOfGuarantee4Choice recursion level 1 with max 1
%% IModificationCancellationAllowed4Choice recursion level 1 with max 1
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}

SettlementDetails119 members

Member name Description Data Type / Multiplicity
HoldIndicator Specifies whether the transaction is on hold/blocked/frozen. HoldIndicator6 - Optional 0..1
Priority Specifies whether the transaction is to be executed with a high priority. IPriorityNumeric4Choice - Optional 0..1
SecuritiesTransactionType Identifies the type of securities transaction. ISecuritiesTransactionType32Choice - Required 1..1
SettlementTransactionCondition Conditions under which the order/trade is to be settled. ISettlementTransactionCondition16Choice - Unknown 0..0
PartialSettlementIndicator Specifies whether partial settlement is allowed. SettlementTransactionCondition5Code - Optional 0..1
BeneficialOwnership Specifies whether there is change of beneficial ownership. IBeneficialOwnership4Choice - Optional 0..1
BlockTrade Specifies whether the settlement instruction is a block parent or child. IBlockTrade4Choice - Optional 0..1
CCPEligibility Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. ICentralCounterPartyEligibility4Choice - Optional 0..1
DeliveryReturnReason Specifies the reason of a delivery return. IDeliveryReturn3Choice - Optional 0..1
CashClearingSystem Specifies the category of cash clearing system, for example, cheque clearing. ICashSettlementSystem4Choice - Optional 0..1
ExposureType Specifies the underlying business area/type of trade causing the collateral movement. IExposureType16Choice - Optional 0..1
FXStandingInstruction Specifies whether the foreign exchange standing instruction in place should apply. IFXStandingInstruction4Choice - Optional 0..1
MarketClientSide Specifies if an instruction is for a market side or a client side transaction. IMarketClientSide4Choice - Optional 0..1
NettingEligibility Specifies whether the settlement transaction is eligible for netting. INettingEligibility4Choice - Optional 0..1
Registration Specifies whether registration should occur upon receipt. IRegistration9Choice - Optional 0..1
RepurchaseType Specifies the type of repurchase transaction. IRepurchaseType23Choice - Optional 0..1
LegalRestrictions Regulatory restrictions applicable to a security. IRestriction5Choice - Optional 0..1
SecuritiesRTGS Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. ISecuritiesRTGS4Choice - Optional 0..1
SettlingCapacity Role of a party in the settlement of the transaction. ISettlingCapacity7Choice - Optional 0..1
SettlementSystemMethod Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. ISettlementSystemMethod4Choice - Optional 0..1
TaxCapacity Tax role capacity of the instructing party. ITaxCapacityParty4Choice - Optional 0..1
StampDutyTaxBasis Specifies the stamp duty type or exemption reason applicable to the settlement transaction. GenericIdentification30 - Optional 0..1
Tracking Specifies whether the loan and/or collateral is tracked. ITracking4Choice - Optional 0..1
AutomaticBorrowing Condition for automatic borrowing. IAutomaticBorrowing6Choice - Optional 0..1
LetterOfGuarantee Specifies whether physical settlement may be executed using a letter of guarantee or if the physical certificates should be used. ILetterOfGuarantee4Choice - 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. IModificationCancellationAllowed4Choice - 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). GenericIdentification30 - Optional 0..1
CashSubBalanceType Specifies the cash sub balance type indicator (example restriction type for a market infrastructure). GenericIdentification30 - Optional 0..1

StandingSettlementInstructionDetails building block

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

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

StandingSettlementInstruction11 members

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

DeliveringSettlementParties building block

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

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

SettlementParties36 members

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

ReceivingSettlementParties building block

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

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

SettlementParties36 members

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

CashParties building block

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

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

CashParties26 members

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

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

AmountAndDirection46 members

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

OtherAmounts building block

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

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

OtherAmounts28 members

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

OtherBusinessParties building block

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

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

OtherParties27 members

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

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
%% RegistrationParameters4 recursion level 0 with max 1
class RegistrationParameters4{
    CertificationIdentification IsoMax35Text
    RegistrarAccount IsoMax35Text
}
RegistrationParameters4 *-- "0..1" IDateAndDateTimeChoice : CertificationDateTime
RegistrationParameters4 *-- "0..0" SecuritiesCertificate4 : CertificateNumber
%% IDateAndDateTimeChoice recursion level 1 with max 1
%% SecuritiesCertificate4 recursion level 1 with max 1
class SecuritiesCertificate4{
    Number IsoMax35Text
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}

RegistrationParameters4 members

Member name Description Data Type / Multiplicity
CertificationIdentification Identification assigned to a deposit. IsoMax35Text - 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. IsoMax35Text - Optional 0..1
CertificateNumber Unique and unambiguous identifier of a certificate assigned by the issuer. SecuritiesCertificate4 - 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 SecuritiesSettlementTransactionInstructionV07 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionInstructionV07 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionInstructionV07Document implements IOuterDocument. Because SecuritiesSettlementTransactionInstructionV07 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionInstructionV07.

classDiagram
    class IOuterRecord
    SecuritiesSettlementTransactionInstructionV07 --|> IOuterRecord : Implements
    SecuritiesSettlementTransactionInstructionV07Document --|> IOuterDocument~SecuritiesSettlementTransactionInstructionV07~ : Implements
    class IOuterDocument~SecuritiesSettlementTransactionInstructionV07~ {
        SecuritiesSettlementTransactionInstructionV07 Message
     }

Document wrapper for serialization

The only real purpose SecuritiesSettlementTransactionInstructionV07Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.023.001.07’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionInstructionV07.ToDocument() method. The returned SecuritiesSettlementTransactionInstructionV07Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesSettlementTransactionInstructionV07Document *-- SecuritiesSettlementTransactionInstructionV07 : 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.023.001.07">
    <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="_XhEhMW6sEeat2-NFbXd1Pw"
  nextVersions="_O2Ed8adCEee4_75LDmHZiQ"
  previousVersion="_YSWHhwCTEeW_3KiG8SEjHA"
  name="SecuritiesSettlementTransactionInstructionV07"
  definition="Scope&#xD;&#xA;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.&#xD;&#xA;The account owner/servicer relationship may be:&#xD;&#xA;- a global custodian which has an account with a local custodian, or&#xD;&#xA;- an investment management institution which manages a fund account opened at a custodian, or&#xD;&#xA;- a broker which has an account with a custodian, or&#xD;&#xA;- a central securities depository participant which has an account with a central securities depository, or&#xD;&#xA;- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or&#xD;&#xA;- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of transactions to a central securities depository or another settlement market infrastructure.&#xD;&#xA;&#xD;&#xA;Usage&#xD;&#xA;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.&#xD;&#xA;The message may also be used to:&#xD;&#xA;- re-send a message previously sent,&#xD;&#xA;- provide a third party with a copy of a message for information,&#xD;&#xA;- re-send to a third party a copy of a message for information&#xD;&#xA;using the relevant elements in the Business Application Header."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ"
  xmlTag="SctiesSttlmTxInstr"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_XhEhM26sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed86dCEee4_75LDmHZiQ"
    previousVersion="_YSWHiQCTEeW_3KiG8SEjHA"
    name="AdditionalPhysicalOrRegistrationDetailsRule"
    definition="If AdditionalPhysicalOrRegistrationDetails is present, then the instruction must be free of payment."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_XhEhNW6sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed9adCEee4_75LDmHZiQ"
    previousVersion="_YSWHiwCTEeW_3KiG8SEjHA"
    name="CurrencyToBuyRule"
    definition="If CurrencytoBuy is present then the instruction must be a delivery.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot;&gt;&lt;ComplexRule xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/TradeDetails/CurrencyToBuyOrSell/CurrencyToBuy&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Receive&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;&#xA;" />
  <constraint
    xmi:id="_XhEhN26sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed96dCEee4_75LDmHZiQ"
    previousVersion="_YSWHjQCTEeW_3KiG8SEjHA"
    name="CurrencyToSellRule"
    definition="If CurrencytoSell is present then the instruction must be a receive.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot;&gt;&lt;ComplexRule xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/TradeDetails/CurrencyToBuyOrSell/CurrencyToSell&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Delivery&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;&#xA;" />
  <constraint
    xmi:id="_XhEhOW6sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed-adCEee4_75LDmHZiQ"
    previousVersion="_YSWHjwCTEeW_3KiG8SEjHA"
    name="SettlementAmountRule"
    definition="If the instruction is against payment, then SettlementAmount must be present.&#xA;."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/SettlementAmount&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/Payment&lt;/leftOperand&gt;&lt;rightOperand&gt;AgainstPaymentSettlement&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhO26sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed-6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHkQCTEeW_3KiG8SEjHA"
    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.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;OR&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementParameters/SecuritiesTransactionType/Code&lt;/leftOperand&gt;&lt;rightOperand&gt;PairOff&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementParameters/SecuritiesTransactionType/Code&lt;/leftOperand&gt;&lt;rightOperand&gt;Turnaround&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/Linkages[*]/LinkedQuantity&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhPW6sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed_adCEee4_75LDmHZiQ"
    previousVersion="_YSWHkwCTEeW_3KiG8SEjHA"
    name="ReceivingDepositoryAndParty1Rule"
    definition="If the instruction is a delivery and no standing settlement instruction applies, then ReceivingDepository and Party1 must be present.&#xA;."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/ReceivingSettlementParties/Depository&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/ReceivingSettlementParties/Party1&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Delivery&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhP26sEeat2-NFbXd1Pw"
    nextVersions="_O2Ed_6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHlQCTEeW_3KiG8SEjHA"
    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="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/DeliveringSettlementParties/Depository&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/DeliveringSettlementParties/Party1&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Receive&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Absence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhQW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeAadCEee4_75LDmHZiQ"
    previousVersion="_YSWHlwCTEeW_3KiG8SEjHA"
    name="SellerSSIRule"
    definition="If standing settlement instruction applies and the instruction is a receipt, then Seller must be present.&#xA;."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails/Counterparty/Seller&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Receive&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhQ26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeA6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHmQCTEeW_3KiG8SEjHA"
    name="BuyerSSIRule"
    definition="If standing settlement instruction applies and the instruction is a delivery, then Buyer must be present.&#xA;."
    registrationStatus="Provisionally Registered"
    expression="&lt;RuleDefinition&gt;&lt;ComplexRule xmlns:xsi=&quot;http://www.w3.org/2001/XMLSchema-instance&quot; xsi:type=&quot;ComplexRule&quot;&gt;&lt;mustBe&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails/Counterparty/Buyer&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/mustBe&gt;&lt;onCondition&gt;&lt;connector&gt;AND&lt;/connector&gt;&lt;BooleanRule xsi:type=&quot;EqualToValue&quot;&gt;&lt;leftOperand&gt;/SettlementTypeAndAdditionalParameters/SecuritiesMovementType&lt;/leftOperand&gt;&lt;rightOperand&gt;Delivery&lt;/rightOperand&gt;&lt;/BooleanRule&gt;&lt;BooleanRule xsi:type=&quot;Presence&quot;&gt;&lt;leftOperand&gt;/StandingSettlementInstructionDetails&lt;/leftOperand&gt;&lt;/BooleanRule&gt;&lt;/onCondition&gt;&lt;/ComplexRule&gt;&lt;/RuleDefinition&gt;" />
  <constraint
    xmi:id="_XhEhRW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeBadCEee4_75LDmHZiQ"
    previousVersion="_YSWHmwCTEeW_3KiG8SEjHA"
    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="_XhEhR26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeB6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHoQCTEeW_3KiG8SEjHA"
    name="BuyToCoverRule"
    definition="If SettlementParameters/SettlementTransactionCondition BuyToCover (BUTC) is present 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="_XhEhSW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeCadCEee4_75LDmHZiQ"
    previousVersion="_YSWHowCTEeW_3KiG8SEjHA"
    name="RegistrationDetailsRule"
    definition="If SettlementParameters/Registration is present 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="_XhEhS26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeC6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHpwCTEeW_3KiG8SEjHA"
    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.&#xD;&#xA;For more details, see the relevant market practice documents on www.smpg.info."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_XhEhTW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeDadCEee4_75LDmHZiQ"
    previousVersion="_YSWHqQCTEeW_3KiG8SEjHA"
    name="SecuritiesMarketPracticeGroupGuideline"
    definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.&#xD;&#xA;These market practices are available on www.smpg.info."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_XhEhT26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeD6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHqwCTEeW_3KiG8SEjHA"
    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:&#xD;&#xA;&#xD;&#xA;Sell-Buy Back: Sell&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SellBuyBack (SBBK)&#xD;&#xA;Sell-Buy Back: Buy Back&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SellBuyBack (SBBK)&#xD;&#xA;&#xD;&#xA;Buy-Sell Back: Buy&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: BuySellBack (BSBK)&#xD;&#xA;Buy-Sell Back: Sell Back&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) &#xD;&#xA;SettlementParameters/SecuritiesTransactionType: BuySellBack (BSBK)&#xD;&#xA;&#xD;&#xA;Collateral (giver) Out Initiation&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: CollateralOut (COLO)&#xD;&#xA;Collateral (giver) Out Return&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: CollateralOut (COLO)&#xD;&#xA;&#xD;&#xA;Collateral (taker) In Initiation&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)&#xD;&#xA;Collateral (taker) In Return&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) &#xD;&#xA;SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_XhEhUW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeEadCEee4_75LDmHZiQ"
    previousVersion="_YSWHrQCTEeW_3KiG8SEjHA"
    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:&#xD;&#xA;&#xD;&#xA;Repo Opening&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: Repo (REPU)&#xD;&#xA;Repo Closing&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: Repo (REPU)&#xD;&#xA;&#xD;&#xA;Reverse Repo Opening&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: ReverseRepo (RVPO)&#xD;&#xA;Reverse Repo Closing&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) &#xD;&#xA;SettlementParameters/SecuritiesTransactionType: ReverseRepo (RVPO)&#xD;&#xA;&#xD;&#xA;TriParty Repo Opening&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: TriPartyRepo (TRPO)&#xD;&#xA;TriParty Repo Closing&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: TriPartyRepo (TRPO)&#xD;&#xA;&#xD;&#xA;TriParty Reverse Repo Opening&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: TriPartyReverseRepo (TRVO)&#xD;&#xA;TriParty Reverse Repo Closing&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) &#xD;&#xA;SettlementParameters/SecuritiesTransactionType: TriPartyReverseRepo (TRVO)&#xD;&#xA;&#xD;&#xA;Securities Lending Initiation&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SecuritiesLending (SECL)&#xD;&#xA;Securities Lending Return&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SecuritiesLending (SECL)&#xD;&#xA;&#xD;&#xA;Securities Borrowing Initiation&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)&#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)&#xD;&#xA;Securities Borrowing Return&#xD;&#xA;SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) &#xD;&#xA;SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)."
    registrationStatus="Provisionally Registered" />
  <messageBuildingBlock
    xmi:id="_XhEhU26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeE6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHrwCTEeW_3KiG8SEjHA"
    name="TransactionIdentification"
    definition="Unambiguous identification of the transaction as know by the instructing party."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxId"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_XhEhVW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeFadCEee4_75LDmHZiQ"
    previousVersion="_YSWHsQCTEeW_3KiG8SEjHA"
    name="SettlementTypeAndAdditionalParameters"
    definition="Provides settlement type and identification information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="SttlmTpAndAddtlParams"
    complexType="_cAsREY6_Eeaa5_S8lsRKCQ" />
  <messageBuildingBlock
    xmi:id="_XhEhV26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeF6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHswCTEeW_3KiG8SEjHA"
    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="_XhEhWW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeGadCEee4_75LDmHZiQ"
    previousVersion="_YSWHtQCTEeW_3KiG8SEjHA"
    name="Linkages"
    definition="Link to another transaction that must be processed after, before or at the same time."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="Lnkgs"
    complexType="_QaEOsTnrEeWfSKvvZlhRKg" />
  <messageBuildingBlock
    xmi:id="_XhEhW26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeG6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHtwCTEeW_3KiG8SEjHA"
    name="TradeDetails"
    definition="Details of the trade."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradDtls"
    complexType="_Rf-eHTnXEeWV5sr121Fc8A" />
  <messageBuildingBlock
    xmi:id="_XhEhXW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeHadCEee4_75LDmHZiQ"
    previousVersion="_YSWHuQCTEeW_3KiG8SEjHA"
    name="FinancialInstrumentIdentification"
    definition="Financial instrument representing a sum of rights of the investor vis-a-vis the issuer."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="FinInstrmId"
    complexType="_ho6XQYlXEeWPSZi0kAOXhg" />
  <messageBuildingBlock
    xmi:id="_XhEhX26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeH6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHuwCTEeW_3KiG8SEjHA"
    name="FinancialInstrumentAttributes"
    definition="Elements characterising a financial instrument."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="FinInstrmAttrbts"
    complexType="_bMY-5Tm6EeWV5sr121Fc8A" />
  <messageBuildingBlock
    xmi:id="_XhEhYW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeIadCEee4_75LDmHZiQ"
    previousVersion="_YSWHvQCTEeW_3KiG8SEjHA"
    name="QuantityAndAccountDetails"
    definition="Details related to the account and quantity involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="QtyAndAcctDtls"
    complexType="_iGr07R5hEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEhY26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeI6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHvwCTEeW_3KiG8SEjHA"
    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="_3i9zYYvXEea5B-LIompvYg" />
  <messageBuildingBlock
    xmi:id="_XhEhZW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeJadCEee4_75LDmHZiQ"
    previousVersion="_YSWHwQCTEeW_3KiG8SEjHA"
    name="StandingSettlementInstructionDetails"
    definition="Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="StgSttlmInstrDtls"
    complexType="_FhR3eR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEhZ26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeJ6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHwwCTEeW_3KiG8SEjHA"
    name="DeliveringSettlementParties"
    definition="Identifies the chain of delivering settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="DlvrgSttlmPties"
    complexType="_CFY_UR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEhaW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeKadCEee4_75LDmHZiQ"
    previousVersion="_YSWHxQCTEeW_3KiG8SEjHA"
    name="ReceivingSettlementParties"
    definition="Identifies the chain of receiving settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RcvgSttlmPties"
    complexType="_CFY_UR5dEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEha26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeK6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHxwCTEeW_3KiG8SEjHA"
    name="CashParties"
    definition="Cash parties involved in the transaction if different for the securities settlement parties."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CshPties"
    complexType="_F1RDiR5gEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEhbW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeLadCEee4_75LDmHZiQ"
    previousVersion="_YSWHyQCTEeW_3KiG8SEjHA"
    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="_-ZtTMzp8EeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_XhEhb26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeL6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHywCTEeW_3KiG8SEjHA"
    name="OtherAmounts"
    definition="Other amounts than the settlement amount."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrAmts"
    complexType="_sjjw4Tp8EeWVrPy0StzzSg" />
  <messageBuildingBlock
    xmi:id="_XhEhcW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeMadCEee4_75LDmHZiQ"
    previousVersion="_YSWHzQCTEeW_3KiG8SEjHA"
    name="OtherBusinessParties"
    definition="Other business parties relevant to the transaction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrBizPties"
    complexType="__8IFYR5fEeWE3PufGMdJ3w" />
  <messageBuildingBlock
    xmi:id="_XhEhc26sEeat2-NFbXd1Pw"
    nextVersions="_O2EeM6dCEee4_75LDmHZiQ"
    previousVersion="_YSWHzwCTEeW_3KiG8SEjHA"
    name="AdditionalPhysicalOrRegistrationDetails"
    definition="Provides information required for the registration or physical settlement."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="AddtlPhysOrRegnDtls"
    complexType="_VwlrITtHEeWRTLSN0i0tng" />
  <messageBuildingBlock
    xmi:id="_XhEhdW6sEeat2-NFbXd1Pw"
    nextVersions="_O2EeNadCEee4_75LDmHZiQ"
    previousVersion="_YSWH0QCTEeW_3KiG8SEjHA"
    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="001"
    version="07" />
</messageDefinition>

ISO Building Blocks

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