sese.028.002.10
Scope An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner’s account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner. The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure acting on behalf of their participants
- an agent (sub-custodian) acting on behalf of their global custodian customer, or
- a custodian acting on behalf of an investment management institution or a broker/dealer.
Usage The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header.
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
%% SecuritiesSettlementTransactionAllegementNotification002V10 recursion level 0 with max 0
class SecuritiesSettlementTransactionAllegementNotification002V10{
TransactionIdentification IsoRestrictedFINXMax16Text
MarketInfrastructureTransactionIdentification IsoRestrictedFINXMax16Text
CounterpartyMarketInfrastructureTransactionIdentification IsoMax35Text
}
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "1..1" SettlementTypeAndAdditionalParameters15 : SettlementTypeAndAdditionalParameters
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "1..1" SecuritiesTradeDetails126 : TradeDetails
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" FinancialInstrumentAttributes122 : FinancialInstrumentAttributes
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "1..1" QuantityAndAccount106 : QuantityAndAccountDetails
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" SecuritiesFinancingTransactionDetails50 : SecuritiesFinancingDetails
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "1..1" SettlementDetails191 : SettlementParameters
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" SettlementParties105 : DeliveringSettlementParties
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" SettlementParties105 : ReceivingSettlementParties
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" CashParties40 : CashParties
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" AmountAndDirection92 : SettlementAmount
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" OtherAmounts36 : OtherAmounts
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "0..1" OtherParties37 : OtherBusinessParties
SecuritiesSettlementTransactionAllegementNotification002V10 *-- "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 known by the instructing party. Specifies a character string with a maximum length of 16 characters. It has a pattern that disables the use of characters that is not part of the character set X, that is, that is not a-z A-Z / - ? : ( ) . , ‘ + , and disable the use of slash “/” at the beginning and end of line and double slash “//” within the line. For comparison, see the ISO20022 official specification This message is declared as RestrictedFINXMax16Text in the ISO specification. In our implementation, it is represented in source code as IsoRestrictedFINXMax16Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.
SettlementTypeAndAdditionalParameters building block
Provides settlement type and identification information. Provides transaction type and identification information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementTypeAndAdditionalParameters15 recursion level 0 with max 1
class SettlementTypeAndAdditionalParameters15{
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoRestrictedFINXMax16Text
}
SettlementTypeAndAdditionalParameters15 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SecuritiesMovementType | Specifies if the movement on a securities account results from a deliver or a receive instruction. | ReceiveDelivery1Code - Required 1..1 |
| Payment | Specifies how the transaction is to be settled, for example, against payment. | DeliveryReceiptType2Code - Required 1..1 |
| CommonIdentification | Unique reference agreed upon by the two trade counterparties to identify the trade. | IsoRestrictedFINXMax16Text - Optional 0..1 |
MarketInfrastructureTransactionIdentification building block
Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. Specifies a character string with a maximum length of 16 characters. It has a pattern that disables the use of characters that is not part of the character set X, that is, that is not a-z A-Z / - ? : ( ) . , ‘ + , and disable the use of slash “/” at the beginning and end of line and double slash “//” within the line. For comparison, see the ISO20022 official specification This message is declared as RestrictedFINXMax16Text in the ISO specification. In our implementation, it is represented in source code as IsoRestrictedFINXMax16Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.
CounterpartyMarketInfrastructureTransactionIdentification building block
Identification of a counterparty transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. 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.
TradeDetails building block
Details of the trade. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails126 recursion level 0 with max 1
class SecuritiesTradeDetails126{
TradeIdentification IsoRestrictedFINXMax52Text
CollateralTransactionIdentification IsoRestrictedFINXMax16Text
AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
ProcessorTransactionIdentification IsoRestrictedFINXMax16Text
NumberOfDaysAccrued IsoMax3Number
}
SecuritiesTradeDetails126 *-- "0..1" PlaceOfTradeIdentification2 : PlaceOfTrade
SecuritiesTradeDetails126 *-- "0..1" PlaceOfClearingIdentification2 : PlaceOfClearing
SecuritiesTradeDetails126 *-- "0..1" ITradeDate9Choice : TradeDate
SecuritiesTradeDetails126 *-- "1..1" ISettlementDate20Choice : SettlementDate
SecuritiesTradeDetails126 *-- "0..1" Price11 : DealPrice
SecuritiesTradeDetails126 *-- "0..0" ITradeTransactionCondition6Choice : TradeTransactionCondition
SecuritiesTradeDetails126 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
%% PlaceOfTradeIdentification2 recursion level 1 with max 1
class PlaceOfTradeIdentification2{
LEI IsoLEIIdentifier
}
PlaceOfTradeIdentification2 *-- "0..1" MarketIdentification90 : MarketTypeAndIdentification
%% PlaceOfClearingIdentification2 recursion level 1 with max 1
class PlaceOfClearingIdentification2{
Identification IsoAnyBICDec2014Identifier
LEI IsoLEIIdentifier
}
%% ITradeDate9Choice recursion level 1 with max 1
%% ISettlementDate20Choice recursion level 1 with max 1
%% Price11 recursion level 1 with max 1
Price11 *-- "1..1" IYieldedOrValueType2Choice : Type
Price11 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% ITradeTransactionCondition6Choice recursion level 1 with max 1
%% ITypeOfPrice32Choice recursion level 1 with max 1
SecuritiesTradeDetails126 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. | IsoRestrictedFINXMax52Text - Unknown 0..0 |
| CollateralTransactionIdentification | Unambiguous identification of a collateral transaction as assigned by the instructing party. | IsoRestrictedFINXMax16Text - Unknown 0..0 |
| AccountOwnerTransactionIdentification | Identification of an account owner transaction that could potentially match with the allegement notified. | IsoRestrictedFINXMax16Text - Unknown 0..0 |
| ProcessorTransactionIdentification | Identification of the transaction assigned by the processor of the instruction other than the account owner, the account servicer and the market infrastructure. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| PlaceOfTrade | Market in which a trade transaction has been executed. | PlaceOfTradeIdentification2 - Optional 0..1 |
| PlaceOfClearing | Infrastructure which may be a component of a clearing house and which facilitates clearing and settlement for its members by standing between the buyer and the seller. It may net transactions and it substitutes itself as settlement counterparty for each position. | PlaceOfClearingIdentification2 - Optional 0..1 |
| TradeDate | Specifies the date/time on which the trade was executed. | ITradeDate9Choice - Optional 0..1 |
| SettlementDate | Date and time at which the securities are to be delivered or received. | ISettlementDate20Choice - Required 1..1 |
| DealPrice | Specifies the price of the traded financial instrument. | This is the deal price of the individual trade transaction. |
| NumberOfDaysAccrued | Number of days on which the interest rate accrues (daily accrual note). | IsoMax3Number - Optional 0..1 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition6Choice - Unknown 0..0 |
| TypeOfPrice | Specifies the type of price and information about the price. | ITypeOfPrice32Choice - Optional 0..1 |
FinancialInstrumentIdentification building block
Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. Identification of a security. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecurityIdentification20 recursion level 0 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
Identification IsoRestrictedFINXMax31Text
Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
SecurityIdentification20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ISIN | International Securities Identification Number (ISIN). A numbering system designed by the United Nation’s International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. | IsoISINOct2015Identifier - Optional 0..1 |
| OtherIdentification | Identification of a security by proprietary or domestic identification scheme. | OtherIdentification2 - Unknown 0..0 |
| Description | Textual description of a security instrument. | IsoRestrictedFINXMax140Text - Optional 0..1 |
FinancialInstrumentAttributes building block
Elements characterising a financial instrument. Elements characterising a financial instrument. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% FinancialInstrumentAttributes122 recursion level 0 with max 1
class FinancialInstrumentAttributes122{
DenominationCurrency ActiveOrHistoricCurrencyCode
CouponDate IsoISODate
ExpiryDate IsoISODate
FloatingRateFixingDate IsoISODate
MaturityDate IsoISODate
IssueDate IsoISODate
NextCallableDate IsoISODate
PutableDate IsoISODate
DatedDate IsoISODate
FirstPaymentDate IsoISODate
PreviousFactor IsoBaseOneRate
CurrentFactor IsoBaseOneRate
NextFactor IsoBaseOneRate
InterestRate IsoPercentageRate
YieldToMaturityRate IsoPercentageRate
NextInterestRate IsoPercentageRate
IndexRateBasis IsoPercentageRate
VariableRateIndicator IsoYesNoIndicator
CallableIndicator IsoYesNoIndicator
PutableIndicator IsoYesNoIndicator
FinancialInstrumentAttributeAdditionalDetails IsoRestrictedFINXMax350Text
}
FinancialInstrumentAttributes122 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
FinancialInstrumentAttributes122 *-- "0..1" IInterestComputationMethodFormat5Choice : DayCountBasis
FinancialInstrumentAttributes122 *-- "0..1" IFormOfSecurity7Choice : RegistrationForm
FinancialInstrumentAttributes122 *-- "0..1" IFrequency27Choice : PaymentFrequency
FinancialInstrumentAttributes122 *-- "0..1" ISecuritiesPaymentStatus6Choice : PaymentStatus
FinancialInstrumentAttributes122 *-- "0..1" IFrequency27Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes122 *-- "0..1" IClassificationType33Choice : ClassificationType
FinancialInstrumentAttributes122 *-- "0..1" IOptionStyle9Choice : OptionStyle
FinancialInstrumentAttributes122 *-- "0..1" IOptionType7Choice : OptionType
FinancialInstrumentAttributes122 *-- "0..1" INumber23Choice : CouponAttachedNumber
FinancialInstrumentAttributes122 *-- "0..1" GenericIdentification39 : PoolNumber
FinancialInstrumentAttributes122 *-- "0..1" IPriceType5Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : ExercisePrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : SubscriptionPrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : ConversionPrice
FinancialInstrumentAttributes122 *-- "0..1" Price3 : StrikePrice
FinancialInstrumentAttributes122 *-- "0..1" IFinancialInstrumentQuantity36Choice : MinimumNominalQuantity
FinancialInstrumentAttributes122 *-- "0..1" IFinancialInstrumentQuantity36Choice : ContractSize
FinancialInstrumentAttributes122 *-- "0..0" SecurityIdentification20 : UnderlyingFinancialInstrumentIdentification
%% IMarketIdentification4Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat5Choice recursion level 1 with max 1
%% IFormOfSecurity7Choice recursion level 1 with max 1
%% IFrequency27Choice recursion level 1 with max 1
%% ISecuritiesPaymentStatus6Choice recursion level 1 with max 1
%% IFrequency27Choice recursion level 1 with max 1
%% IClassificationType33Choice recursion level 1 with max 1
%% IOptionStyle9Choice recursion level 1 with max 1
%% IOptionType7Choice recursion level 1 with max 1
%% INumber23Choice recursion level 1 with max 1
%% GenericIdentification39 recursion level 1 with max 1
class GenericIdentification39{
Identification IsoRestrictedFINMax30Text
Issuer IsoRestrictedFINMax8Text
}
%% IPriceType5Choice recursion level 1 with max 1
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% Price3 recursion level 1 with max 1
Price3 *-- "1..1" IYieldedOrValueType1Choice : Type
Price3 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% IFinancialInstrumentQuantity36Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity36Choice recursion level 1 with max 1
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
FinancialInstrumentAttributes122 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceOfListing | Market(s) on which the security is listed. | IMarketIdentification4Choice - Optional 0..1 |
| DayCountBasis | Specifies the computation method of (accrued) interest of the security. | IInterestComputationMethodFormat5Choice - Optional 0..1 |
| RegistrationForm | Specifies the form, this is, ownership, of the security. | IFormOfSecurity7Choice - Optional 0..1 |
| PaymentFrequency | Specifies the frequency of an interest payment. | IFrequency27Choice - Optional 0..1 |
| PaymentStatus | Status of payment of a security at a particular time. | ISecuritiesPaymentStatus6Choice - Optional 0..1 |
| VariableRateChangeFrequency | Specifies the frequency of change to the variable rate of an interest bearing instrument. | IFrequency27Choice - Optional 0..1 |
| ClassificationType | Classification type of the financial instrument, as per the ISO Classification of Financial Instrument (CFI) codification, for example, common share with voting rights, fully paid, or registered. | IClassificationType33Choice - Optional 0..1 |
| OptionStyle | Specifies how an option can be exercised (American, European, Bermudan). | IOptionStyle9Choice - Optional 0..1 |
| OptionType | Specifies whether it is a Call option (right to purchase a specific underlying asset) or a Put option (right to sell a specific underlying asset). | IOptionType7Choice - Optional 0..1 |
| DenominationCurrency | Currency in which a security is issued or redenominated. | ActiveOrHistoricCurrencyCode - Optional 0..1 |
| CouponDate | Next payment date of an interest bearing financial instrument. | IsoISODate - Optional 0..1 |
| ExpiryDate | Date on which a privilege expires. | IsoISODate - Optional 0..1 |
| FloatingRateFixingDate | Date at which the interest rate of an interest bearing security will be calculated and reset, according to the terms of the issue. | IsoISODate - Optional 0..1 |
| MaturityDate | Planned final repayment date at the time of issuance. | IsoISODate - Optional 0..1 |
| IssueDate | Date at which the security was made available. | IsoISODate - Optional 0..1 |
| NextCallableDate | Next date at which the issuer has the right to pay the security prior to maturity. | IsoISODate - Optional 0..1 |
| PutableDate | Date at which the holder has the right to ask for redemption of the security prior to final maturity. | IsoISODate - Optional 0..1 |
| DatedDate | First date at which a security begins to accrue interest. | IsoISODate - Optional 0..1 |
| FirstPaymentDate | Date at which the first interest payment is due to holders of the security. | IsoISODate - Optional 0..1 |
| PreviousFactor | Rate expressed as a decimal between 0 and 1 that was applicable before the current factor and defines the outstanding principal of the financial instrument (for factored securities). | IsoBaseOneRate - Optional 0..1 |
| CurrentFactor | Rate expressed as a decimal between 0 and 1 defining the outstanding principal of the financial instrument (for factored securities). | IsoBaseOneRate - Optional 0..1 |
| NextFactor | Rate expressed as a decimal between 0 and 1 that will be applicable as of the next factor date and defines the outstanding principal of the financial instrument (for factored securities). | IsoBaseOneRate - Optional 0..1 |
| InterestRate | Per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time. | IsoPercentageRate - Optional 0..1 |
| YieldToMaturityRate | Rate of return anticipated on a bond when held until maturity date. | IsoPercentageRate - Optional 0..1 |
| NextInterestRate | Interest rate applicable to the next interest payment period in relation to variable rate instruments. | IsoPercentageRate - Optional 0..1 |
| IndexRateBasis | Specifies the reference rate for fixed income instruments where the | price of the instrument is indexed to the price of an underlying benchmark. |
| CouponAttachedNumber | Number of the coupon attached to the physical security. | INumber23Choice - Optional 0..1 |
| PoolNumber | Number identifying a group of underlying assets assigned by the issuer of a factored security. | GenericIdentification39 - Optional 0..1 |
| VariableRateIndicator | Indicates whether the interest rate of an interest bearing instrument is reset periodically. | IsoYesNoIndicator - Optional 0..1 |
| CallableIndicator | Indicates whether the issuer has the right to pay the security prior to maturity. Also called RetractableIndicator. | IsoYesNoIndicator - Optional 0..1 |
| PutableIndicator | Indicates whether the holder has the right to ask for redemption of the security prior to final maturity. Also called RedeemableIndicator. | IsoYesNoIndicator - Optional 0..1 |
| MarketOrIndicativePrice | Value of the price, for example, as a currency and value per unit or as a percentage. | IPriceType5Choice - Optional 0..1 |
| ExercisePrice | Predetermined price at which the holder of a derivative will buy or sell the underlying instrument. | Price3 - Optional 0..1 |
| SubscriptionPrice | Pre-determined price at which the holder of a right is entitled to buy the underlying instrument. | Price3 - Optional 0..1 |
| ConversionPrice | Price of one target security in the conversion. | Price3 - Optional 0..1 |
| StrikePrice | Predetermined price at which the holder will have to buy or sell the underlying instrument. | Price3 - Optional 0..1 |
| MinimumNominalQuantity | Minimum nominal quantity of financial instrument. | IFinancialInstrumentQuantity36Choice - Optional 0..1 |
| ContractSize | Ratio or multiplying factor used to convert one contract into a quantity. | IFinancialInstrumentQuantity36Choice - Optional 0..1 |
| UnderlyingFinancialInstrumentIdentification | Identification of the underlying security. | SecurityIdentification20 - Unknown 0..0 |
| FinancialInstrumentAttributeAdditionalDetails | Provides additional information about the financial instrument in narrative form. | IsoRestrictedFINXMax350Text - Optional 0..1 |
QuantityAndAccountDetails building block
Details related to the account and quantity involved in the transaction. Details on a quantity, account and other related information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% QuantityAndAccount106 recursion level 0 with max 1
class QuantityAndAccount106{
DenominationChoice IsoRestrictedFINXMax210Text
}
QuantityAndAccount106 *-- "1..1" IFinancialInstrumentQuantity36Choice : SettlementQuantity
QuantityAndAccount106 *-- "0..1" PartyIdentification156 : AccountOwner
QuantityAndAccount106 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
QuantityAndAccount106 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
QuantityAndAccount106 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
QuantityAndAccount106 *-- "0..0" QuantityBreakdown69 : QuantityBreakdown
QuantityAndAccount106 *-- "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
%% QuantityBreakdown69 recursion level 1 with max 1
QuantityBreakdown69 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown69 *-- "0..1" IFinancialInstrumentQuantity36Choice : LotQuantity
QuantityBreakdown69 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown69 *-- "0..1" Price3 : LotPrice
QuantityBreakdown69 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
%% SafeKeepingPlace4 recursion level 1 with max 1
class SafeKeepingPlace4{
LEI IsoLEIIdentifier
}
SafeKeepingPlace4 *-- "0..1" ISafekeepingPlaceFormat39Choice : SafekeepingPlaceFormat
QuantityAndAccount106 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementQuantity | Total quantity of securities to be settled. | IFinancialInstrumentQuantity36Choice - Required 1..1 |
| DenominationChoice | Denomination of the security to be received or delivered. | IsoRestrictedFINXMax210Text - Optional 0..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 |
| QuantityBreakdown | Breakdown of a quantity into lots such as tax lots, instrument series. | QuantityBreakdown69 - Unknown 0..0 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | SafeKeepingPlace4 - Optional 0..1 |
SecuritiesFinancingDetails building block
Details of the closing of the securities financing transaction. Details of the closing of the securities financing transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesFinancingTransactionDetails50 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails50{
SecuritiesFinancingTradeIdentification IsoRestrictedFINXMax52Text
ClosingLegIdentification IsoRestrictedFINXMax16Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
SecondLegNarrative IsoRestrictedFINXMax140Text
}
SecuritiesFinancingTransactionDetails50 *-- "0..1" ITerminationDate7Choice : TerminationDate
SecuritiesFinancingTransactionDetails50 *-- "0..1" IRateType67Choice : RateType
SecuritiesFinancingTransactionDetails50 *-- "0..1" ILegalFramework4Choice : LegalFramework
SecuritiesFinancingTransactionDetails50 *-- "0..1" RateName2 : VariableRateSupport
SecuritiesFinancingTransactionDetails50 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails50 *-- "0..1" AmountAndDirection59 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails50 *-- "0..1" AmountAndDirection59 : TerminationTransactionAmount
%% ITerminationDate7Choice recursion level 1 with max 1
%% IRateType67Choice recursion level 1 with max 1
%% ILegalFramework4Choice 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
}
%% 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
}
SecuritiesFinancingTransactionDetails50 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 |
| RateType | Specifies whether the rate is fixed or variable. | IRateType67Choice - Optional 0..1 |
| LegalFramework | Legal framework of the transaction. | ILegalFramework4Choice - 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 |
| TransactionCallDelay | Minimum number of days’ notice a counterparty needs for terminating the transaction. | IsoExact3NumericText - Optional 0..1 |
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | 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
%% SettlementDetails191 recursion level 0 with max 1
class SettlementDetails191{
HoldIndicator IsoYesNoIndicator
PartialSettlementIndicator SettlementTransactionCondition5Code
}
SettlementDetails191 *-- "1..1" ISecuritiesTransactionType49Choice : SecuritiesTransactionType
SettlementDetails191 *-- "0..0" ISettlementTransactionCondition36Choice : SettlementTransactionCondition
SettlementDetails191 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails191 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails191 *-- "0..1" IMarketClientSide7Choice : MarketClientSide
SettlementDetails191 *-- "0..1" IRegistration11Choice : Registration
SettlementDetails191 *-- "0..1" IRepurchaseType17Choice : RepurchaseType
SettlementDetails191 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails191 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
%% ISecuritiesTransactionType49Choice recursion level 1 with max 1
%% ISettlementTransactionCondition36Choice recursion level 1 with max 1
%% IBeneficialOwnership5Choice recursion level 1 with max 1
%% ICashSettlementSystem5Choice recursion level 1 with max 1
%% IMarketClientSide7Choice recursion level 1 with max 1
%% IRegistration11Choice recursion level 1 with max 1
%% IRepurchaseType17Choice recursion level 1 with max 1
%% ISecuritiesRTGS5Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
SettlementDetails191 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| HoldIndicator | Indicates whether the transaction is on hold/blocked/frozen. | IsoYesNoIndicator - Optional 0..1 |
| SecuritiesTransactionType | Identifies the type of securities transaction. | ISecuritiesTransactionType49Choice - Required 1..1 |
| SettlementTransactionCondition | Conditions under which the order/trade is to be settled. | ISettlementTransactionCondition36Choice - Unknown 0..0 |
| PartialSettlementIndicator | Specifies whether partial settlement is allowed. | SettlementTransactionCondition5Code - Optional 0..1 |
| BeneficialOwnership | Specifies whether there is change of beneficial ownership. | IBeneficialOwnership5Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem5Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction is for a market side or a client side transaction. | IMarketClientSide7Choice - Optional 0..1 |
| Registration | Specifies whether registration should occur upon receipt. | IRegistration11Choice - Optional 0..1 |
| RepurchaseType | Specifies whether the rate is fixed, variable or a forfeit. | IRepurchaseType17Choice - 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 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification47 - 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
%% SettlementParties105 recursion level 0 with max 1
SettlementParties105 *-- "0..1" PartyIdentification162 : Depository
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party1
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party2
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party3
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party4
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : 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
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties105 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. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount206 - 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
%% SettlementParties105 recursion level 0 with max 1
SettlementParties105 *-- "0..1" PartyIdentification162 : Depository
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party1
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party2
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party3
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : Party4
SettlementParties105 *-- "0..1" PartyIdentificationAndAccount206 : 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
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount206 recursion level 1 with max 1
class PartyIdentificationAndAccount206{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount206 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount206 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount206 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount206 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
PartyIdentificationAndAccount206 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount206 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties105 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. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount206 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount206 - Optional 0..1 |
CashParties building block
Specifies cash parties in the framework of a corporate action event. Payment processes required to transfer cash from the debtor to the creditor. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CashParties40 recursion level 0 with max 1
CashParties40 *-- "0..1" PartyIdentificationAndAccount177 : Debtor
CashParties40 *-- "0..1" PartyIdentificationAndAccount178 : DebtorAgent
CashParties40 *-- "0..1" PartyIdentificationAndAccount177 : Creditor
CashParties40 *-- "0..1" PartyIdentificationAndAccount178 : CreditorAgent
%% PartyIdentificationAndAccount177 recursion level 1 with max 1
class PartyIdentificationAndAccount177{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount177 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount177 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount177 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount178 recursion level 1 with max 1
class PartyIdentificationAndAccount178{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount178 *-- "1..1" IPartyIdentification147Choice : Identification
PartyIdentificationAndAccount178 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount178 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount177 recursion level 1 with max 1
class PartyIdentificationAndAccount177{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount177 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount177 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount177 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount177 *-- "0..1" PartyTextInformation4 : AdditionalInformation
%% PartyIdentificationAndAccount178 recursion level 1 with max 1
class PartyIdentificationAndAccount178{
LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount178 *-- "1..1" IPartyIdentification147Choice : Identification
PartyIdentificationAndAccount178 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : ChargesAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : CommissionAccount
PartyIdentificationAndAccount178 *-- "0..1" ICashAccountIdentification6Choice : TaxAccount
PartyIdentificationAndAccount178 *-- "0..1" PartyTextInformation4 : AdditionalInformation
CashParties40 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Debtor | Party that owes an amount of money to the (ultimate) creditor. | PartyIdentificationAndAccount177 - Optional 0..1 |
| DebtorAgent | Financial institution servicing an account for the debtor. | PartyIdentificationAndAccount178 - Optional 0..1 |
| Creditor | Party to which an amount of money is due. | PartyIdentificationAndAccount177 - Optional 0..1 |
| CreditorAgent | Financial institution servicing an account for the creditor. | PartyIdentificationAndAccount178 - 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
%% AmountAndDirection92 recursion level 0 with max 1
class AmountAndDirection92{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection92 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
AmountAndDirection92 *-- "0..1" IDateAndDateTime2Choice : ValueDate
%% ForeignExchangeTerms27 recursion level 1 with max 1
class ForeignExchangeTerms27{
UnitCurrency ActiveCurrencyCode
QuotedCurrency ActiveCurrencyCode
ExchangeRate IsoBaseOneRate
ResultingAmount IsoRestrictedFINActiveCurrencyAndAmount
}
%% IDateAndDateTime2Choice recursion level 1 with max 1
AmountAndDirection92 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 - Required 1..1 |
| OriginalCurrencyAndOrderedAmount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. | IsoRestrictedFINActiveOrHistoricCurrencyAndAmount - Optional 0..1 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms27 - Optional 0..1 |
| ValueDate | Date and time at which the cash is at the disposal of the credit account owner, or ceases to be at the disposal of the debit account owner. | IDateAndDateTime2Choice - 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
%% OtherAmounts36 recursion level 0 with max 1
OtherAmounts36 *-- "0..1" AmountAndDirection72 : AccruedInterestAmount
OtherAmounts36 *-- "0..1" AmountAndDirection72 : ChargesFees
OtherAmounts36 *-- "0..1" AmountAndDirection72 : TradeAmount
OtherAmounts36 *-- "0..1" AmountAndDirection72 : ExecutingBrokerAmount
OtherAmounts36 *-- "0..1" AmountAndDirection72 : LocalTax
OtherAmounts36 *-- "0..1" AmountAndDirection72 : LocalBrokerCommission
OtherAmounts36 *-- "0..1" AmountAndDirection72 : Other
OtherAmounts36 *-- "0..1" AmountAndDirection72 : StampDuty
OtherAmounts36 *-- "0..1" AmountAndDirection72 : TransactionTax
OtherAmounts36 *-- "0..1" AmountAndDirection72 : WithholdingTax
OtherAmounts36 *-- "0..1" AmountAndDirection72 : ConsumptionTax
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection72 recursion level 1 with max 1
class AmountAndDirection72{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
AmountAndDirection72 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
OtherAmounts36 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection72 - Optional 0..1 |
| ChargesFees | Amount of money paid for the provision of financial services that cannot be categorised by another qualifier. | AmountAndDirection72 - Optional 0..1 |
| TradeAmount | Principal amount of a trade (price multiplied by quantity). | AmountAndDirection72 - Optional 0..1 |
| ExecutingBrokerAmount | Amount of money paid to an executing broker as a commission. | AmountAndDirection72 - Optional 0..1 |
| LocalTax | Tax charged by the jurisdiction in which the financial instrument settles. | AmountAndDirection72 - Optional 0..1 |
| LocalBrokerCommission | Amount of commission paid to a local broker. | AmountAndDirection72 - Optional 0..1 |
| Other | An amount that is not indicated by a known business denomination. | AmountAndDirection72 - Optional 0..1 |
| StampDuty | Amount of stamp duty. | AmountAndDirection72 - Optional 0..1 |
| TransactionTax | Amount of transaction tax. | AmountAndDirection72 - Optional 0..1 |
| WithholdingTax | Amount of money that will be withheld by a tax authority. | AmountAndDirection72 - Optional 0..1 |
| ConsumptionTax | Amount of consumption tax. | AmountAndDirection72 - Optional 0..1 |
OtherBusinessParties building block
Other business parties relevant to the transaction. Identification of other parties. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% OtherParties37 recursion level 0 with max 1
OtherParties37 *-- "0..1" PartyIdentification170 : Investor
OtherParties37 *-- "0..1" PartyIdentification157 : QualifiedForeignIntermediary
OtherParties37 *-- "0..1" PartyIdentification157 : StockExchange
OtherParties37 *-- "0..1" PartyIdentification157 : TradeRegulator
OtherParties37 *-- "0..1" PartyIdentification157 : TripartyAgent
%% PartyIdentification170 recursion level 1 with max 1
class PartyIdentification170{
LEI IsoLEIIdentifier
}
PartyIdentification170 *-- "1..1" IPartyIdentification176Choice : Identification
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
OtherParties37 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Investor | Party, either an individual or organisation, whose assets are being invested. | PartyIdentification170 - Optional 0..1 |
| QualifiedForeignIntermediary | Foreign financial institution which has been authorised by local authorities to act as account management institution in the country. | PartyIdentification157 - Optional 0..1 |
| StockExchange | Identification of the stock exchange to which transaction reporting will be done. | PartyIdentification157 - Optional 0..1 |
| TradeRegulator | Institution to which a trade must be reported. | PartyIdentification157 - 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. | PartyIdentification157 - 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 SecuritiesSettlementTransactionAllegementNotification002V10 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionAllegementNotification002V10 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionAllegementNotification002V10Document implements IOuterDocument. Because SecuritiesSettlementTransactionAllegementNotification002V10 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionAllegementNotification002V10.
classDiagram
class IOuterRecord
SecuritiesSettlementTransactionAllegementNotification002V10 --|> IOuterRecord : Implements
SecuritiesSettlementTransactionAllegementNotification002V10Document --|> IOuterDocument~SecuritiesSettlementTransactionAllegementNotification002V10~ : Implements
class IOuterDocument~SecuritiesSettlementTransactionAllegementNotification002V10~ {
SecuritiesSettlementTransactionAllegementNotification002V10 Message
}
Document wrapper for serialization
The only real purpose SecuritiesSettlementTransactionAllegementNotification002V10Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.028.002.10’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionAllegementNotification002V10.ToDocument() method. The returned SecuritiesSettlementTransactionAllegementNotification002V10Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesSettlementTransactionAllegementNotification002V10Document *-- SecuritiesSettlementTransactionAllegementNotification002V10 : Document
Sample of message format
This is an abbreviated version of what the message should look like.
<Document xmlns="urn:iso:std:iso:20022:tech:xsd:sese.028.002.10">
<SctiesSttlmTxAllgmtNtfctn>
<TxId>
<!-- TransactionIdentification inner content -->
</TxId>
<SttlmTpAndAddtlParams>
<!-- SettlementTypeAndAdditionalParameters inner content -->
</SttlmTpAndAddtlParams>
<MktInfrstrctrTxId>
<!-- MarketInfrastructureTransactionIdentification inner content -->
</MktInfrstrctrTxId>
<CtrPtyMktInfrstrctrTxId>
<!-- CounterpartyMarketInfrastructureTransactionIdentification inner content -->
</CtrPtyMktInfrstrctrTxId>
<TradDtls>
<!-- TradeDetails inner content -->
</TradDtls>
<FinInstrmId>
<!-- FinancialInstrumentIdentification inner content -->
</FinInstrmId>
<FinInstrmAttrbts>
<!-- FinancialInstrumentAttributes inner content -->
</FinInstrmAttrbts>
<QtyAndAcctDtls>
<!-- QuantityAndAccountDetails inner content -->
</QtyAndAcctDtls>
<SctiesFincgDtls>
<!-- SecuritiesFinancingDetails inner content -->
</SctiesFincgDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<CshPties>
<!-- CashParties inner content -->
</CshPties>
<SttlmAmt>
<!-- SettlementAmount inner content -->
</SttlmAmt>
<OthrAmts>
<!-- OtherAmounts inner content -->
</OthrAmts>
<OthrBizPties>
<!-- OtherBusinessParties inner content -->
</OthrBizPties>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesSttlmTxAllgmtNtfctn>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_dkR90zi8Eeydid5dcNPKvg"
previousVersion="_lfVF0yAaEeu4a6pNulzZ4Q"
name="SecuritiesSettlementTransactionAllegementNotification002V10"
definition="Scope
An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner's account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner.
The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure acting on behalf of their participants
- an agent (sub-custodian) acting on behalf of their global custodian customer, or
- a custodian acting on behalf of an investment management institution or a broker/dealer.

Usage
The message may also be used to:
- re-send a message previously sent,
- provide a third party with a copy of a message for information,
- re-send to a third party a copy of a message for information using the relevant elements in the Business Application Header."
registrationStatus="Registered"
messageSet="_KoChkKS_EeWiN6v48CBCXg _26G2kVI3EeyUbfjRDFS84A"
xmlTag="SctiesSttlmTxAllgmtNtfctn"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_dkR91Ti8Eeydid5dcNPKvg"
name="SettlementAmountRule"
definition="If the instruction is against payment, then SettlementAmount must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/SettlementAmount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/Payment</leftOperand><rightOperand>AgainstPaymentSettlement</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_dkR91zi8Eeydid5dcNPKvg"
name="ReceivingParty1Rule"
definition="If the instruction is a delivery, then ReceivingParty1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_dkR92Ti8Eeydid5dcNPKvg"
name="DeliveringParty1Rule"
definition="If the instruction is a receive, then DeliveringParty1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/SettlementTypeAndAdditionalParameters/SecuritiesMovementType</leftOperand><rightOperand>Receive</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_dkR92zi8Eeydid5dcNPKvg"
name="SecuritiesMarketPracticeGroupGuideline"
definition="The Securities Market Practice Group (SMPG) has published market practice recommendations on the use of this message.
These market practices are available on www.smpg.info."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_dkR93Ti8Eeydid5dcNPKvg"
name="TwoLegTransactionOpeningClosing1Rule"
definition="For settlement of two part transactions (Securities Financing), the opening/initiation and closing/return of the transaction is confirmed by sending the following combination of TransactionIdentificationDetails/SecuritiesMovementType codes and SettlementParameters/SecuritiesTransactionType codes:

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

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

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

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

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

Securities Borrowing Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)
Securities Borrowing Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_dkR93zi8Eeydid5dcNPKvg"
name="TwoLegTransactionOpeningClosing2Rule"
definition="For settlement of two part transactions (buy-sell back, sell buy-back, collateral in and out), the opening/initiation and closing/return of the transaction is alleged by sending the following combination of SettlementTypeAndAdditionalParameters/SecuritiesMovementType codes and SettlementParameters/SecuritiesTransactionType codes:

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

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

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

Collateral (taker) In Initiation
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)
Collateral (taker) In Return
SettlementTypeAndAdditionalParameters/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)."
registrationStatus="Provisionally Registered" />
<messageBuildingBlock
xmi:id="_dkR95zi8Eeydid5dcNPKvg"
name="TransactionIdentification"
definition="Unambiguous identification of the transaction as known by the instructing party."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxId"
simpleType="_XZJV2Np-Ed-ak6NoX_4Aeg_-1555155859" />
<messageBuildingBlock
xmi:id="_dkR96Ti8Eeydid5dcNPKvg"
name="SettlementTypeAndAdditionalParameters"
definition="Provides settlement type and identification information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="SttlmTpAndAddtlParams"
complexType="_6IYWM5NLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_dkR96zi8Eeydid5dcNPKvg"
name="MarketInfrastructureTransactionIdentification"
definition="Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MktInfrstrctrTxId"
simpleType="_XZJV2Np-Ed-ak6NoX_4Aeg_-1555155859" />
<messageBuildingBlock
xmi:id="_dkR97Ti8Eeydid5dcNPKvg"
name="CounterpartyMarketInfrastructureTransactionIdentification"
definition="Identification of a counterparty transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CtrPtyMktInfrstrctrTxId"
simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
<messageBuildingBlock
xmi:id="_dkR97zi8Eeydid5dcNPKvg"
name="TradeDetails"
definition="Details of the trade."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_lfVtPyAaEeu4a6pNulzZ4Q" />
<messageBuildingBlock
xmi:id="_dkR98Ti8Eeydid5dcNPKvg"
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="_dkR98zi8Eeydid5dcNPKvg"
name="FinancialInstrumentAttributes"
definition="Elements characterising a financial instrument."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FinInstrmAttrbts"
complexType="_ceeMZzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dkR99Ti8Eeydid5dcNPKvg"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_dkUajTi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dkR99zi8Eeydid5dcNPKvg"
name="SecuritiesFinancingDetails"
definition="Details of the closing of the securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SctiesFincgDtls"
complexType="_ZdqPNffXEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_dkR9-Ti8Eeydid5dcNPKvg"
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="_lfW82SAaEeu4a6pNulzZ4Q" />
<messageBuildingBlock
xmi:id="_dkR9-zi8Eeydid5dcNPKvg"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_c6-ihzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dkR9_Ti8Eeydid5dcNPKvg"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_c6-ihzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dkR9_zi8Eeydid5dcNPKvg"
name="CashParties"
definition="Specifies cash parties in the framework of a corporate action event."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CshPties"
complexType="_pqQgV_x0Eeiw7JLXi8f9Yw" />
<messageBuildingBlock
xmi:id="_dkR-ATi8Eeydid5dcNPKvg"
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="_VKrcCc3zEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_dkR-Azi8Eeydid5dcNPKvg"
name="OtherAmounts"
definition="Other amounts than the settlement amount."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrAmts"
complexType="_6InnD5NLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_dkR-BTi8Eeydid5dcNPKvg"
name="OtherBusinessParties"
definition="Other business parties relevant to the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrBizPties"
complexType="_ZdzW2ffXEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_dkR-Bzi8Eeydid5dcNPKvg"
name="SupplementaryData"
definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SplmtryData"
complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
<messageDefinitionIdentifier
businessArea="sese"
messageFunctionality="028"
flavour="002"
version="10" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.