sese.036.002.08
Scope An account owner sends a SecuritiesFinancingModificationInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of an update in the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction that does not impact the original transaction securities quantity. Such a change may be:
- the providing of closing details not available at the time of the sending of the Securities Financing Instruction, for example, termination date for an open repo,
- the providing of a new rate, for example, a repo rate,
- the rollover of a position extending the closing or maturity date. The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure.
Usage The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header.
Message Construction
Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification
classDiagram
direction LR
%% SecuritiesFinancingModificationInstruction002V08 recursion level 0 with max 0
SecuritiesFinancingModificationInstruction002V08 *-- "1..1" TransactionTypeAndAdditionalParameters20 : TransactionTypeAndModificationAdditionalParameters
SecuritiesFinancingModificationInstruction002V08 *-- "1..1" SecuritiesTradeDetails103 : TradeDetails
SecuritiesFinancingModificationInstruction002V08 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesFinancingModificationInstruction002V08 *-- "1..1" QuantityAndAccount105 : QuantityAndAccountDetails
SecuritiesFinancingModificationInstruction002V08 *-- "1..1" SecuritiesFinancingTransactionDetails48 : SecuritiesFinancingAdditionalDetails
SecuritiesFinancingModificationInstruction002V08 *-- "0..1" SettlementDetails172 : SettlementParameters
SecuritiesFinancingModificationInstruction002V08 *-- "0..1" SettlementParties107 : DeliveringSettlementParties
SecuritiesFinancingModificationInstruction002V08 *-- "0..1" SettlementParties107 : ReceivingSettlementParties
SecuritiesFinancingModificationInstruction002V08 *-- "0..1" AmountAndDirection66 : OpeningSettlementAmount
SecuritiesFinancingModificationInstruction002V08 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
TransactionTypeAndModificationAdditionalParameters building block
Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing), modification information and other parameters. Specifies the conditions under which the order/trade is to be settled. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TransactionTypeAndAdditionalParameters20 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters20{
AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
AccountServicerTransactionIdentification IsoRestrictedFINXMax16Text
SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType2Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoRestrictedFINXMax16Text
PoolIdentification IsoRestrictedFINXMax16Text
}
TransactionTypeAndAdditionalParameters20 *-- "0..1" IRepurchaseType31Choice : ModificationType
%% IRepurchaseType31Choice recursion level 1 with max 1
TransactionTypeAndAdditionalParameters20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwnerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account owner (or the instructing party managing the account). | IsoRestrictedFINXMax16Text - Required 1..1 |
| AccountServicerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account servicer. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| SecuritiesFinancingTransactionType | Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing. | SecuritiesFinancingTransactionType2Code - Required 1..1 |
| Payment | Specifies how the transaction is to be settled, for example, against payment. | DeliveryReceiptType2Code - Required 1..1 |
| ModificationType | Identifies the type of securities financing modification requested. | IRepurchaseType31Choice - Optional 0..1 |
| CommonIdentification | Unique reference agreed upon by the two trade counterparties to identify the trade. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| PoolIdentification | Collective reference identifying a set of messages. | IsoRestrictedFINXMax16Text - Optional 0..1 |
TradeDetails building block
Details of the securities financing deal. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails103 recursion level 0 with max 1
class SecuritiesTradeDetails103{
NumberOfDaysAccrued IsoMax3Number
InstructionProcessingAdditionalDetails IsoRestrictedFINXMax350Text
}
SecuritiesTradeDetails103 *-- "0..1" IDateAndDateTime2Choice : TradeDate
SecuritiesTradeDetails103 *-- "1..1" IDateAndDateTime2Choice : OpeningSettlementDate
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
SecuritiesTradeDetails103 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| TradeDate | Specifies the date/time on which the trade was executed. | IDateAndDateTime2Choice - Optional 0..1 |
| OpeningSettlementDate | Date and time at which the securities are to be delivered or received. | IDateAndDateTime2Choice - Required 1..1 |
| NumberOfDaysAccrued | Number of days on which the interest rate accrues (daily accrual note). | IsoMax3Number - Optional 0..1 |
| InstructionProcessingAdditionalDetails | Provides additional settlement processing information which can not be included within the structured fields of the message. | IsoRestrictedFINXMax350Text - Optional 0..1 |
FinancialInstrumentIdentification building block
Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. Identification of a security. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecurityIdentification20 recursion level 0 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
Identification IsoRestrictedFINXMax31Text
Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
SecurityIdentification20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ISIN | International Securities Identification Number (ISIN). A numbering system designed by the United Nation’s International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. | IsoISINOct2015Identifier - Optional 0..1 |
| OtherIdentification | Identification of a security by proprietary or domestic identification scheme. | OtherIdentification2 - Unknown 0..0 |
| Description | Textual description of a security instrument. | IsoRestrictedFINXMax140Text - Optional 0..1 |
QuantityAndAccountDetails building block
Details related to the account and quantity involved in the transaction. Details on a quantity, account and other related information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% QuantityAndAccount105 recursion level 0 with max 1
QuantityAndAccount105 *-- "1..1" IFinancialInstrumentQuantity36Choice : SettlementQuantity
QuantityAndAccount105 *-- "0..1" PartyIdentification156 : AccountOwner
QuantityAndAccount105 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
QuantityAndAccount105 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
QuantityAndAccount105 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
QuantityAndAccount105 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
%% IFinancialInstrumentQuantity36Choice recursion level 1 with max 1
%% PartyIdentification156 recursion level 1 with max 1
class PartyIdentification156{
LEI IsoLEIIdentifier
}
PartyIdentification156 *-- "1..1" IPartyIdentification136Choice : Identification
%% SecuritiesAccount30 recursion level 1 with max 1
class SecuritiesAccount30{
Identification IsoRestrictedFINXMax35Text
Name IsoMax70Text
}
SecuritiesAccount30 *-- "0..1" GenericIdentification47 : Type
%% BlockChainAddressWallet7 recursion level 1 with max 1
class BlockChainAddressWallet7{
Identification IsoRestrictedFINXMax140Text
Name IsoRestrictedFINXMax70Text
}
BlockChainAddressWallet7 *-- "0..1" GenericIdentification47 : Type
%% ICashAccountIdentification6Choice recursion level 1 with max 1
%% SafeKeepingPlace4 recursion level 1 with max 1
class SafeKeepingPlace4{
LEI IsoLEIIdentifier
}
SafeKeepingPlace4 *-- "0..1" ISafekeepingPlaceFormat39Choice : SafekeepingPlaceFormat
QuantityAndAccount105 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementQuantity | Total quantity of securities to be settled. | IFinancialInstrumentQuantity36Choice - Required 1..1 |
| AccountOwner | Party that legally owns the account. | PartyIdentification156 - Optional 0..1 |
| SafekeepingAccount | Account to or from which a securities entry is made. | SecuritiesAccount30 - Optional 0..1 |
| BlockChainAddressOrWallet | Blockchain address or wallet where digital assets are maintained. This is the equivalent of safekeeping account for digital assets. | BlockChainAddressWallet7 - Optional 0..1 |
| CashAccount | Account to or from which a cash entry is made. | ICashAccountIdentification6Choice - Optional 0..1 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | SafeKeepingPlace4 - Optional 0..1 |
SecuritiesFinancingAdditionalDetails building block
Details of the closing of the securities financing transaction. Details of the closing of the securities financing transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesFinancingTransactionDetails48 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails48{
SecuritiesFinancingTradeIdentification IsoRestrictedFINXMax52Text
ClosingLegIdentification IsoRestrictedFINXMax16Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
TotalNumberOfCollateralInstructions IsoExact3NumericText
SecondLegNarrative IsoRestrictedFINXMax140Text
}
SecuritiesFinancingTransactionDetails48 *-- "0..1" ITerminationDate7Choice : TerminationDate
SecuritiesFinancingTransactionDetails48 *-- "0..1" IDateAndDateTime2Choice : RateChangeDate
SecuritiesFinancingTransactionDetails48 *-- "0..1" IDateAndDateTime2Choice : EarliestCallBackDate
SecuritiesFinancingTransactionDetails48 *-- "0..1" IDateAndDateTime2Choice : CommissionCalculationDate
SecuritiesFinancingTransactionDetails48 *-- "0..1" IRateType67Choice : RateType
SecuritiesFinancingTransactionDetails48 *-- "0..1" IRevaluationIndicator4Choice : Revaluation
SecuritiesFinancingTransactionDetails48 *-- "0..1" ILegalFramework4Choice : LegalFramework
SecuritiesFinancingTransactionDetails48 *-- "0..1" IInterestComputationMethodFormat5Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails48 *-- "0..1" RateName2 : VariableRateSupport
SecuritiesFinancingTransactionDetails48 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails48 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails48 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails48 *-- "0..1" Rate2 : ChargesRate
SecuritiesFinancingTransactionDetails48 *-- "0..1" IRateOrName2Choice : PricingRate
SecuritiesFinancingTransactionDetails48 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : LocalBrokerCommission
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : DealAmount
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : ForfeitAmount
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : PremiumAmount
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails48 *-- "0..1" AmountAndDirection59 : TerminationTransactionAmount
%% ITerminationDate7Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IRateType67Choice recursion level 1 with max 1
%% IRevaluationIndicator4Choice recursion level 1 with max 1
%% ILegalFramework4Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat5Choice recursion level 1 with max 1
%% RateName2 recursion level 1 with max 1
class RateName2{
Issuer IsoRestrictedFINXMax8Text
RateName IsoRestrictedFINXMax24Text
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% IRateOrName2Choice recursion level 1 with max 1
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
SecuritiesFinancingTransactionDetails48 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SecuritiesFinancingTradeIdentification | Unambiguous identification of the underlying securities financing trade as assigned by the instructing party. The identification is common to all collateral pieces (one or many). | IsoRestrictedFINXMax52Text - Optional 0..1 |
| ClosingLegIdentification | Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf). | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TerminationDate | Closing date/time or maturity date/time of the transaction. | ITerminationDate7Choice - Optional 0..1 |
| RateChangeDate | Date/Time at which rate change has taken place. | IDateAndDateTime2Choice - Optional 0..1 |
| EarliestCallBackDate | Earliest date/time at which the call back can take place. | IDateAndDateTime2Choice - Optional 0..1 |
| CommissionCalculationDate | Date/time at which the commission is calculated. | IDateAndDateTime2Choice - Optional 0..1 |
| RateType | Specifies whether the rate is fixed or variable. | IRateType67Choice - Optional 0..1 |
| Revaluation | Specifies whether the collateral position should be subject to automatic revaluation by the account servicer. | IRevaluationIndicator4Choice - Optional 0..1 |
| LegalFramework | Legal framework of the transaction. | ILegalFramework4Choice - Optional 0..1 |
| InterestComputationMethod | Identifies the computation method of accrued interest of the related financial instrument. | IInterestComputationMethodFormat5Choice - Optional 0..1 |
| MaturityDateModification | Indicates whether the maturity date of the securities financing transaction may be modified. | IsoYesNoIndicator - Optional 0..1 |
| InterestPayment | Indicates whether the interest is to be paid to the collateral taker. If set to no, the interest is paid to the collateral giver. | IsoYesNoIndicator - Optional 0..1 |
| VariableRateSupport | Index or support rate used together with the spread to calculate the repurchase rate. | RateName2 - Optional 0..1 |
| RepurchaseRate | Rate to be used to recalculate the repurchase amount. | Rate2 - Optional 0..1 |
| StockLoanMargin | Percentage mark-up on a loan consideration used to reflect the lender’s risk. | Rate2 - Optional 0..1 |
| SecuritiesHaircut | Haircut or valuation factor on the security expressed as a percentage. | Rate2 - Optional 0..1 |
| ChargesRate | Interest rate paid in the context of a securities financing transaction. | Rate2 - Optional 0..1 |
| PricingRate | Interest rate to be paid on the transaction amount, as agreed between the counterparties. | IRateOrName2Choice - Optional 0..1 |
| Spread | Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate. | Rate2 - Optional 0..1 |
| TransactionCallDelay | Minimum number of days’ notice a counterparty needs for terminating the transaction. | IsoExact3NumericText - Optional 0..1 |
| TotalNumberOfCollateralInstructions | Total number of collateral instructions involved in the transaction. | IsoExact3NumericText - Optional 0..1 |
| LocalBrokerCommission | Amount of commission paid to a local broker. | AmountAndDirection59 - Optional 0..1 |
| DealAmount | Principal amount of a trade (for second leg). | AmountAndDirection59 - Optional 0..1 |
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection59 - Optional 0..1 |
| ForfeitAmount | Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date. | AmountAndDirection59 - Optional 0..1 |
| PremiumAmount | Difference between the amount of money of the first leg and the amount of the second leg of the transaction. | AmountAndDirection59 - Optional 0..1 |
| TerminationAmountPerPieceOfCollateral | Amount of money to be settled per piece of collateral to terminate the transaction. | AmountAndDirection59 - Optional 0..1 |
| TerminationTransactionAmount | Total amount of money to be settled to terminate the transaction. | AmountAndDirection59 - Optional 0..1 |
| SecondLegNarrative | Provides additional information about the second leg in narrative form. | IsoRestrictedFINXMax140Text - Optional 0..1 |
SettlementParameters building block
Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in. Details of settlement of a transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementDetails172 recursion level 0 with max 1
class SettlementDetails172{
HoldIndicator IsoYesNoIndicator
PartialSettlementIndicator SettlementTransactionCondition5Code
EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails172 *-- "0..1" IPriorityNumeric5Choice : Priority
SettlementDetails172 *-- "0..0" ISettlementTransactionCondition22Choice : SettlementTransactionCondition
SettlementDetails172 *-- "0..1" ISettlingCapacity8Choice : SettlingCapacity
SettlementDetails172 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
SettlementDetails172 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails172 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails172 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails172 *-- "0..1" ITaxCapacityParty5Choice : TaxCapacity
SettlementDetails172 *-- "0..1" IMarketClientSide7Choice : MarketClientSide
SettlementDetails172 *-- "0..1" IFXStandingInstruction5Choice : FXStandingInstruction
SettlementDetails172 *-- "0..1" IBlockTrade5Choice : BlockTrade
SettlementDetails172 *-- "0..1" IRestriction6Choice : LegalRestrictions
SettlementDetails172 *-- "0..1" ISettlementSystemMethod5Choice : SettlementSystemMethod
SettlementDetails172 *-- "0..1" INettingEligibility5Choice : NettingEligibility
SettlementDetails172 *-- "0..1" ICentralCounterPartyEligibility5Choice : CCPEligibility
SettlementDetails172 *-- "0..1" ITracking5Choice : Tracking
SettlementDetails172 *-- "0..1" IAutomaticBorrowing8Choice : AutomaticBorrowing
%% IPriorityNumeric5Choice recursion level 1 with max 1
%% ISettlementTransactionCondition22Choice recursion level 1 with max 1
%% ISettlingCapacity8Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% ISecuritiesRTGS5Choice recursion level 1 with max 1
%% IBeneficialOwnership5Choice recursion level 1 with max 1
%% ICashSettlementSystem5Choice recursion level 1 with max 1
%% ITaxCapacityParty5Choice recursion level 1 with max 1
%% IMarketClientSide7Choice recursion level 1 with max 1
%% IFXStandingInstruction5Choice recursion level 1 with max 1
%% IBlockTrade5Choice recursion level 1 with max 1
%% IRestriction6Choice recursion level 1 with max 1
%% ISettlementSystemMethod5Choice recursion level 1 with max 1
%% INettingEligibility5Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility5Choice recursion level 1 with max 1
%% ITracking5Choice recursion level 1 with max 1
%% IAutomaticBorrowing8Choice recursion level 1 with max 1
SettlementDetails172 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| HoldIndicator | Specifies whether the transaction is on hold/blocked/frozen. | IsoYesNoIndicator - Optional 0..1 |
| Priority | Specifies whether the transaction is to be executed with a high priority. | IPriorityNumeric5Choice - Optional 0..1 |
| SettlementTransactionCondition | Conditions under which the order/trade is to be settled. | ISettlementTransactionCondition22Choice - Unknown 0..0 |
| SettlingCapacity | Role of a party in the settlement of the transaction. | ISettlingCapacity8Choice - Optional 0..1 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification47 - Optional 0..1 |
| SecuritiesRTGS | Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. | ISecuritiesRTGS5Choice - Optional 0..1 |
| BeneficialOwnership | Specifies whether there is change of beneficial ownership. | IBeneficialOwnership5Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem5Choice - Optional 0..1 |
| TaxCapacity | Tax role capacity of the instructing party. | ITaxCapacityParty5Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction is for a market side or a client side transaction. | IMarketClientSide7Choice - Optional 0..1 |
| FXStandingInstruction | Specifies whether the forex standing instruction in place should apply. | IFXStandingInstruction5Choice - Optional 0..1 |
| BlockTrade | Specifies whether the settlement instruction is a block parent or child. | IBlockTrade5Choice - Optional 0..1 |
| LegalRestrictions | Regulatory restrictions applicable to a security. | IRestriction6Choice - Optional 0..1 |
| SettlementSystemMethod | Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. | ISettlementSystemMethod5Choice - Optional 0..1 |
| NettingEligibility | Specifies whether the settlement transaction is eligible for netting. | INettingEligibility5Choice - Optional 0..1 |
| CCPEligibility | Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. | ICentralCounterPartyEligibility5Choice - Optional 0..1 |
| Tracking | Specifies whether the loan and/or collateral is tracked. | ITracking5Choice - Optional 0..1 |
| AutomaticBorrowing | Condition for automatic borrowing. | IAutomaticBorrowing8Choice - Optional 0..1 |
| PartialSettlementIndicator | Specifies whether partial settlement is allowed. | SettlementTransactionCondition5Code - Optional 0..1 |
| EligibleForCollateral | Specifies whether securities should be included in the pool of securities eligible for collateral purposes. | IsoYesNoIndicator - Optional 0..1 |
DeliveringSettlementParties building block
Identifies the chain of delivering settlement parties. Chain of parties involved in the settlement of a transaction, including receipts and deliveries, book transfers, treasury deals, or other activities, resulting in the movement of a security or amount of money from one account to another. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementParties107 recursion level 0 with max 1
SettlementParties107 *-- "0..1" PartyIdentification162 : Depository
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party1
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party2
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party3
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party4
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party5
%% PartyIdentification162 recursion level 1 with max 1
class PartyIdentification162{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentification162 *-- "1..1" IPartyIdentification145Choice : Identification
PartyIdentification162 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentification162 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentification162 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties107 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. | PartyIdentification162 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount213 - 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
%% SettlementParties107 recursion level 0 with max 1
SettlementParties107 *-- "0..1" PartyIdentification162 : Depository
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party1
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party2
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party3
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party4
SettlementParties107 *-- "0..1" PartyIdentificationAndAccount213 : Party5
%% PartyIdentification162 recursion level 1 with max 1
class PartyIdentification162{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentification162 *-- "1..1" IPartyIdentification145Choice : Identification
PartyIdentification162 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentification162 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentification162 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount213 recursion level 1 with max 1
class PartyIdentificationAndAccount213{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount213 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount213 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount213 *-- "0..1" SecuritiesAccount37 : SafekeepingAccount
PartyIdentificationAndAccount213 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount213 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount213 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties107 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. | PartyIdentification162 - Optional 0..1 |
| Party1 | Party that, in a settlement chain interacts with the depository. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount213 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount213 - Optional 0..1 |
OpeningSettlementAmount building block
Total amount of money to be paid or received in exchange for the securities at the opening of a securities financing transaction. Amount of money debited or credited on the books of an account servicer. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% AmountAndDirection66 recursion level 0 with max 1
class AmountAndDirection66{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection66 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% ForeignExchangeTerms27 recursion level 1 with max 1
class ForeignExchangeTerms27{
UnitCurrency ActiveCurrencyCode
QuotedCurrency ActiveCurrencyCode
ExchangeRate IsoBaseOneRate
ResultingAmount IsoRestrictedFINActiveCurrencyAndAmount
}
AmountAndDirection66 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Amount | Amount of money in the cash entry. | IsoRestrictedFINActiveCurrencyAndAmount - Required 1..1 |
| CreditDebitIndicator | Indicates whether an entry is a credit or a debit. | CreditDebitCode - Optional 0..1 |
| OriginalCurrencyAndOrderedAmount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. | IsoRestrictedFINActiveOrHistoricCurrencyAndAmount - Optional 0..1 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms27 - Optional 0..1 |
SupplementaryData building block
Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
SupplementaryData1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesFinancingModificationInstruction002V08 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingModificationInstruction002V08 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingModificationInstruction002V08Document implements IOuterDocument. Because SecuritiesFinancingModificationInstruction002V08 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingModificationInstruction002V08.
classDiagram
class IOuterRecord
SecuritiesFinancingModificationInstruction002V08 --|> IOuterRecord : Implements
SecuritiesFinancingModificationInstruction002V08Document --|> IOuterDocument~SecuritiesFinancingModificationInstruction002V08~ : Implements
class IOuterDocument~SecuritiesFinancingModificationInstruction002V08~ {
SecuritiesFinancingModificationInstruction002V08 Message
}
Document wrapper for serialization
The only real purpose SecuritiesFinancingModificationInstruction002V08Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.036.002.08’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingModificationInstruction002V08.ToDocument() method. The returned SecuritiesFinancingModificationInstruction002V08Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesFinancingModificationInstruction002V08Document *-- SecuritiesFinancingModificationInstruction002V08 : Document
Sample of message format
This is an abbreviated version of what the message should look like.
<Document xmlns="urn:iso:std:iso:20022:tech:xsd:sese.036.002.08">
<SctiesFincgModInstr>
<TxTpAndModAddtlParams>
<!-- TransactionTypeAndModificationAdditionalParameters inner content -->
</TxTpAndModAddtlParams>
<TradDtls>
<!-- TradeDetails inner content -->
</TradDtls>
<FinInstrmId>
<!-- FinancialInstrumentIdentification inner content -->
</FinInstrmId>
<QtyAndAcctDtls>
<!-- QuantityAndAccountDetails inner content -->
</QtyAndAcctDtls>
<SctiesFincgAddtlDtls>
<!-- SecuritiesFinancingAdditionalDetails inner content -->
</SctiesFincgAddtlDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<OpngSttlmAmt>
<!-- OpeningSettlementAmount inner content -->
</OpngSttlmAmt>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesFincgModInstr>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_daqHwzi8Eeydid5dcNPKvg"
previousVersion="_SsHYg_fWEeiNZp_PtLohLw"
name="SecuritiesFinancingModificationInstruction002V08"
definition="Scope
An account owner sends a SecuritiesFinancingModificationInstruction to a securities financing transaction account servicer to notify the securities financing transaction account servicer of an update in the details of a repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing transaction that does not impact the original transaction securities quantity.
Such a change may be:
- the providing of closing details not available at the time of the sending of the Securities Financing Instruction, for example, termination date for an open repo,
- the providing of a new rate, for example, a repo rate,
- the rollover of a position extending the closing or maturity date.
The account owner/servicer relationship may be:
- a global custodian which has an account with a local custodian, or
- an investment management institution which manage a fund account opened at a custodian, or
- a broker which has an account with a custodian, or
- a central securities depository participant which has an account with a central securities depository, or
- a central securities depository which has an account with a custodian, another central securities depository or another settlement market infrastructure, or
- a central counterparty or a stock exchange or a trade matching utility which need to instruct the settlement of securities financing transactions to a central securities depository or another settlement market infrastructure.

Usage
The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header."
registrationStatus="Registered"
messageSet="_KoChkKS_EeWiN6v48CBCXg _26G2kVI3EeyUbfjRDFS84A"
xmlTag="SctiesFincgModInstr"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_daqHxTi8Eeydid5dcNPKvg"
name="SettlementAmountRule"
definition="If the Transaction is against payment, then OpeningSettlementAmount must be present.
"
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/OpeningSettlementAmount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionTypeAndModificationAdditionalParameters/Payment</leftOperand><rightOperand>AgainstPaymentSettlement</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<messageBuildingBlock
xmi:id="_daqHyji8Eeydid5dcNPKvg"
name="TransactionTypeAndModificationAdditionalParameters"
definition="Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing), modification information and other parameters."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxTpAndModAddtlParams"
complexType="_yYMhXZw2EeazcsnODTksnQ" />
<messageBuildingBlock
xmi:id="_daqHzDi8Eeydid5dcNPKvg"
name="TradeDetails"
definition="Details of the securities financing deal."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_SsHZBffWEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_daqHzji8Eeydid5dcNPKvg"
name="FinancialInstrumentIdentification"
definition="Financial instrument representing a sum of rights of the investor vis-a-vis the issuer."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="FinInstrmId"
complexType="_cdRCO5KQEeWHWpTQn1FFVg" />
<messageBuildingBlock
xmi:id="_daqH0Di8Eeydid5dcNPKvg"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_daqvlDi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_daqH0ji8Eeydid5dcNPKvg"
name="SecuritiesFinancingAdditionalDetails"
definition="Details of the closing of the securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SctiesFincgAddtlDtls"
complexType="_SsHaYffWEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_daqH1Di8Eeydid5dcNPKvg"
name="SettlementParameters"
definition="Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SttlmParams"
complexType="_SsHczffWEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_daqH1ji8Eeydid5dcNPKvg"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_daslUTi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_daqu0Di8Eeydid5dcNPKvg"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_daslUTi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_daqu0ji8Eeydid5dcNPKvg"
name="OpeningSettlementAmount"
definition="Total amount of money to be paid or received in exchange for the securities at the opening of a securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OpngSttlmAmt"
complexType="_5-O7j5NLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_daqu1Di8Eeydid5dcNPKvg"
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="036"
flavour="002"
version="08" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.