sese.025.002.11
Scope An account servicer sends a SecuritiesSettlementTransactionConfirmation to an account owner to confirm the partial or full delivery or receipt of financial instruments, free or against of payment, physically or by book-entry. 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
%% SecuritiesSettlementTransactionConfirmation002V11 recursion level 0 with max 0
SecuritiesSettlementTransactionConfirmation002V11 *-- "1..1" SettlementTypeAndIdentification28 : TransactionIdentificationDetails
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" Linkages50 : Linkages
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" AdditionalParameters31 : AdditionalParameters
SecuritiesSettlementTransactionConfirmation002V11 *-- "1..1" SecuritiesTradeDetails128 : TradeDetails
SecuritiesSettlementTransactionConfirmation002V11 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" FinancialInstrumentAttributes122 : FinancialInstrumentAttributes
SecuritiesSettlementTransactionConfirmation002V11 *-- "1..1" QuantityAndAccount108 : QuantityAndAccountDetails
SecuritiesSettlementTransactionConfirmation002V11 *-- "1..1" SettlementDetails211 : SettlementParameters
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" StandingSettlementInstruction19 : StandingSettlementInstructionDetails
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" SettlementParties105 : DeliveringSettlementParties
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" SettlementParties105 : ReceivingSettlementParties
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" CashParties38 : CashParties
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" AmountAndDirection96 : SettledAmount
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" OtherAmounts44 : OtherAmounts
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" OtherParties44 : OtherBusinessParties
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" RegistrationParameters7 : AdditionalPhysicalOrRegistrationDetails
SecuritiesSettlementTransactionConfirmation002V11 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
TransactionIdentificationDetails building block
Provides transaction type and identification information. Provides transaction type and identification information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementTypeAndIdentification28 recursion level 0 with max 1
class SettlementTypeAndIdentification28{
AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
AccountServicerTransactionIdentification IsoRestrictedFINXMax16Text
MarketInfrastructureTransactionIdentification IsoRestrictedFINXMax16Text
CounterpartyMarketInfrastructureTransactionIdentification IsoRestrictedFINXMax16Text
ProcessorTransactionIdentification IsoRestrictedFINXMax16Text
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoRestrictedFINXMax16Text
PoolIdentification IsoRestrictedFINXMax16Text
CorporateActionEventIdentification IsoRestrictedFINXMax16Text
}
SettlementTypeAndIdentification28 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwnerTransactionIdentification | Unambiguous identification of the transaction as known by the account owner (or the instructing party managing the account). | IsoRestrictedFINXMax16Text - Required 1..1 |
| AccountServicerTransactionIdentification | Unambiguous identification of the transaction as known by the account servicer. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| MarketInfrastructureTransactionIdentification | Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| CounterpartyMarketInfrastructureTransactionIdentification | Identification of a counterparty transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| 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 |
| 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 |
| PoolIdentification | Collective reference identifying a set of messages. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| CorporateActionEventIdentification | Identification assigned by the account servicer to unambiguously identify a corporate action event. | IsoRestrictedFINXMax16Text - Optional 0..1 |
Linkages building block
Link to another transaction - provided for information only. Information related to a linked transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% Linkages50 recursion level 0 with max 1
class Linkages50{
SecuritiesSettlementTransactionIdentification IsoRestrictedFINXMax16Text
}
Linkages50 *-- "0..1" IProcessingPosition23Choice : ProcessingPosition
%% IProcessingPosition23Choice recursion level 1 with max 1
Linkages50 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ProcessingPosition | When the transaction is to be executed relative to a linked transaction - for information only. | IProcessingPosition23Choice - Optional 0..1 |
| SecuritiesSettlementTransactionIdentification | Unambiguous identification of a securities settlement transaction as known by the account owner (or instructing party acting on its behalf). | IsoRestrictedFINXMax16Text - Required 1..1 |
AdditionalParameters building block
Additional parameters for the transaction. Specifies additional parameters to the message or transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% AdditionalParameters31 recursion level 0 with max 1
class AdditionalParameters31{
PreConfirmation PreConfirmation1Code
PartialSettlement PartialSettlement2Code
PreviousPartialConfirmationIdentification IsoRestrictedFINXMax16Text
TripartyAgentServiceProviderCollateralTransactionIdentification IsoRestrictedFINXMax16Text
ClientTripartyCollateralTransactionIdentification IsoRestrictedFINXMax16Text
ClientCollateralInstructionIdentification IsoRestrictedFINXMax16Text
TripartyAgentServiceProviderCollateralInstructionIdentification IsoRestrictedFINXMax16Text
}
AdditionalParameters31 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PreConfirmation | Specifies whether there exists a pre-confirmation. | PreConfirmation1Code - Optional 0..1 |
| PartialSettlement | Specifies partial settlement information. | PartialSettlement2Code - Optional 0..1 |
| PreviousPartialConfirmationIdentification | Identification of the confirmation previously sent to confirm the partial settlement of a transaction. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TripartyAgentServiceProviderCollateralTransactionIdentification | Unique identification identifying the triparty collateral management transaction from the triparty-agent’s/service-provider’s point of view. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| ClientTripartyCollateralTransactionIdentification | Unique reference identifying the triparty collateral management transaction from the client’s point of view. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| ClientCollateralInstructionIdentification | Unique identification assigned to the instruction by the client. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TripartyAgentServiceProviderCollateralInstructionIdentification | Unique identification assigned to the instruction by the triparty-agent/service-provider. | IsoRestrictedFINXMax16Text - Optional 0..1 |
TradeDetails building block
Details of the trade. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails128 recursion level 0 with max 1
class SecuritiesTradeDetails128{
TradeIdentification IsoRestrictedFINXMax52Text
CollateralTransactionIdentification IsoRestrictedFINXMax16Text
NumberOfDaysAccrued IsoMax3Number
FXAdditionalDetails IsoRestrictedFINXMax350Text
SettlementInstructionProcessingAdditionalDetails IsoRestrictedFINXMax350Text
}
SecuritiesTradeDetails128 *-- "0..1" PlaceOfTradeIdentification2 : PlaceOfTrade
SecuritiesTradeDetails128 *-- "0..1" PlaceOfClearingIdentification2 : PlaceOfClearing
SecuritiesTradeDetails128 *-- "0..1" ITradeDate9Choice : TradeDate
SecuritiesTradeDetails128 *-- "0..1" ISettlementDate20Choice : SettlementDate
SecuritiesTradeDetails128 *-- "1..1" ISettlementDate22Choice : EffectiveSettlementDate
SecuritiesTradeDetails128 *-- "0..1" Price11 : DealPrice
SecuritiesTradeDetails128 *-- "0..1" IOpeningClosing4Choice : OpeningClosing
SecuritiesTradeDetails128 *-- "0..0" IReporting9Choice : Reporting
SecuritiesTradeDetails128 *-- "0..0" ITradeTransactionCondition6Choice : TradeTransactionCondition
SecuritiesTradeDetails128 *-- "0..1" IInvestorCapacity5Choice : InvestorCapacity
SecuritiesTradeDetails128 *-- "0..1" ITradeOriginator4Choice : TradeOriginatorRole
SecuritiesTradeDetails128 *-- "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
%% ISettlementDate22Choice recursion level 1 with max 1
%% Price11 recursion level 1 with max 1
Price11 *-- "1..1" IYieldedOrValueType2Choice : Type
Price11 *-- "1..1" IPriceRateOrAmount1Choice : Value
%% IOpeningClosing4Choice recursion level 1 with max 1
%% IReporting9Choice recursion level 1 with max 1
%% ITradeTransactionCondition6Choice recursion level 1 with max 1
%% IInvestorCapacity5Choice recursion level 1 with max 1
%% ITradeOriginator4Choice recursion level 1 with max 1
%% ITypeOfPrice32Choice recursion level 1 with max 1
SecuritiesTradeDetails128 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 |
| 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 - Optional 0..1 |
| EffectiveSettlementDate | Date and time at which a transaction is completed and cleared, for example, payment is effected and securities are delivered. | ISettlementDate22Choice - 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 |
| OpeningClosing | Specifies additional information relative to the processing of the trade. | IOpeningClosing4Choice - Optional 0..1 |
| Reporting | Specifies that a trade is to be reported to a third party. | IReporting9Choice - Unknown 0..0 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition6Choice - Unknown 0..0 |
| InvestorCapacity | Specifies the role of the investor in the transaction. | IInvestorCapacity5Choice - Optional 0..1 |
| TradeOriginatorRole | Specifies the role of the trading party in the transaction. | ITradeOriginator4Choice - Optional 0..1 |
| TypeOfPrice | Specifies the type of price and information about the price. | ITypeOfPrice32Choice - Optional 0..1 |
| FXAdditionalDetails | Provides additional details pertaining to foreign exchange instructions. | IsoRestrictedFINXMax350Text - Optional 0..1 |
| SettlementInstructionProcessingAdditionalDetails | Provides additional settlement processing information which cannot be included within the structured fields of the message. | IsoRestrictedFINXMax350Text - Optional 0..1 |
FinancialInstrumentIdentification building block
Financial instrument representing a sum of rights of the investor vis-a-vis the issuer. Identification of a security. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecurityIdentification20 recursion level 0 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
Identification IsoRestrictedFINXMax31Text
Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
SecurityIdentification20 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| ISIN | International Securities Identification Number (ISIN). A numbering system designed by the United Nation’s International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. | IsoISINOct2015Identifier - Optional 0..1 |
| OtherIdentification | Identification of a security by proprietary or domestic identification scheme. | OtherIdentification2 - Unknown 0..0 |
| Description | Textual description of a security instrument. | IsoRestrictedFINXMax140Text - Optional 0..1 |
FinancialInstrumentAttributes building block
Elements characterising a financial instrument. Elements characterising a financial instrument. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% 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
%% QuantityAndAccount108 recursion level 0 with max 1
class QuantityAndAccount108{
DenominationChoice IsoRestrictedFINXMax210Text
}
QuantityAndAccount108 *-- "1..1" IQuantity54Choice : SettledQuantity
QuantityAndAccount108 *-- "0..1" IFinancialInstrumentQuantity36Choice : PreviouslySettledQuantity
QuantityAndAccount108 *-- "0..1" IFinancialInstrumentQuantity36Choice : RemainingToBeSettledQuantity
QuantityAndAccount108 *-- "0..1" AmountAndDirection57 : PreviouslySettledAmount
QuantityAndAccount108 *-- "0..1" AmountAndDirection57 : RemainingToBeSettledAmount
QuantityAndAccount108 *-- "0..1" PartyIdentification156 : AccountOwner
QuantityAndAccount108 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
QuantityAndAccount108 *-- "0..1" BlockChainAddressWallet7 : BlockChainAddressOrWallet
QuantityAndAccount108 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
QuantityAndAccount108 *-- "0..0" QuantityBreakdown75 : QuantityBreakdown
QuantityAndAccount108 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
%% IQuantity54Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity36Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity36Choice recursion level 1 with max 1
%% AmountAndDirection57 recursion level 1 with max 1
class AmountAndDirection57{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection57 recursion level 1 with max 1
class AmountAndDirection57{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% 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
%% QuantityBreakdown75 recursion level 1 with max 1
QuantityBreakdown75 *-- "0..1" GenericIdentification39 : LotNumber
QuantityBreakdown75 *-- "0..1" IFinancialInstrumentQuantity36Choice : LotQuantity
QuantityBreakdown75 *-- "0..1" GenericIdentification47 : SecuritiesSubBalanceType
QuantityBreakdown75 *-- "0..1" IDateAndDateTime2Choice : LotDateTime
QuantityBreakdown75 *-- "0..1" Price3 : LotPrice
QuantityBreakdown75 *-- "0..1" ITypeOfPrice32Choice : TypeOfPrice
%% SafeKeepingPlace4 recursion level 1 with max 1
class SafeKeepingPlace4{
LEI IsoLEIIdentifier
}
SafeKeepingPlace4 *-- "0..1" ISafekeepingPlaceFormat39Choice : SafekeepingPlaceFormat
QuantityAndAccount108 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettledQuantity | Quantity of financial instrument effectively settled. | IQuantity54Choice - Required 1..1 |
| PreviouslySettledQuantity | Quantity of financial instrument previously settled. | IFinancialInstrumentQuantity36Choice - Optional 0..1 |
| RemainingToBeSettledQuantity | Quantity of financial instrument remaining to be settled. | IFinancialInstrumentQuantity36Choice - Optional 0..1 |
| PreviouslySettledAmount | Amount of money previously settled. | AmountAndDirection57 - Optional 0..1 |
| RemainingToBeSettledAmount | Amount of money remaining to be settled. | AmountAndDirection57 - Optional 0..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. | QuantityBreakdown75 - 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 |
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
%% SettlementDetails211 recursion level 0 with max 1
class SettlementDetails211{
PartialSettlementIndicator SettlementTransactionCondition5Code
EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails211 *-- "0..1" IPriorityNumeric5Choice : Priority
SettlementDetails211 *-- "1..1" ISecuritiesTransactionType51Choice : SecuritiesTransactionType
SettlementDetails211 *-- "0..0" ISettlementTransactionCondition37Choice : SettlementTransactionCondition
SettlementDetails211 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails211 *-- "0..1" IBlockTrade5Choice : BlockTrade
SettlementDetails211 *-- "0..1" ICentralCounterPartyEligibility5Choice : CCPEligibility
SettlementDetails211 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails211 *-- "0..1" IExposureType24Choice : ExposureType
SettlementDetails211 *-- "0..1" IMarketClientSide7Choice : MarketClientSide
SettlementDetails211 *-- "0..1" INettingEligibility5Choice : NettingEligibility
SettlementDetails211 *-- "0..1" IRegistration11Choice : Registration
SettlementDetails211 *-- "0..1" IRepurchaseType24Choice : RepurchaseType
SettlementDetails211 *-- "0..1" IRestriction6Choice : LegalRestrictions
SettlementDetails211 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails211 *-- "0..1" ISettlingCapacity8Choice : SettlingCapacity
SettlementDetails211 *-- "0..1" ISettlementSystemMethod5Choice : SettlementSystemMethod
SettlementDetails211 *-- "0..1" ITaxCapacityParty5Choice : TaxCapacity
SettlementDetails211 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
SettlementDetails211 *-- "0..1" IAutomaticBorrowing8Choice : AutomaticBorrowing
SettlementDetails211 *-- "0..1" ILetterOfGuarantee5Choice : LetterOfGuarantee
SettlementDetails211 *-- "0..1" GenericIdentification47 : SecuritiesSubBalanceType
SettlementDetails211 *-- "0..1" GenericIdentification47 : CashSubBalanceType
%% IPriorityNumeric5Choice recursion level 1 with max 1
%% ISecuritiesTransactionType51Choice recursion level 1 with max 1
%% ISettlementTransactionCondition37Choice recursion level 1 with max 1
%% IBeneficialOwnership5Choice recursion level 1 with max 1
%% IBlockTrade5Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility5Choice recursion level 1 with max 1
%% ICashSettlementSystem5Choice recursion level 1 with max 1
%% IExposureType24Choice recursion level 1 with max 1
%% IMarketClientSide7Choice recursion level 1 with max 1
%% INettingEligibility5Choice recursion level 1 with max 1
%% IRegistration11Choice recursion level 1 with max 1
%% IRepurchaseType24Choice recursion level 1 with max 1
%% IRestriction6Choice recursion level 1 with max 1
%% ISecuritiesRTGS5Choice recursion level 1 with max 1
%% ISettlingCapacity8Choice recursion level 1 with max 1
%% ISettlementSystemMethod5Choice recursion level 1 with max 1
%% ITaxCapacityParty5Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% IAutomaticBorrowing8Choice recursion level 1 with max 1
%% ILetterOfGuarantee5Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
SettlementDetails211 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Priority | Specifies whether the transaction was executed with a high priority. | IPriorityNumeric5Choice - Optional 0..1 |
| SecuritiesTransactionType | Identifies the type of securities transaction. | ISecuritiesTransactionType51Choice - Required 1..1 |
| SettlementTransactionCondition | Conditions under which the order/trade was to be settled. | ISettlementTransactionCondition37Choice - Unknown 0..0 |
| PartialSettlementIndicator | Specifies whether partial settlement was allowed. | SettlementTransactionCondition5Code - Optional 0..1 |
| BeneficialOwnership | Specifies whether there was change of beneficial ownership. | IBeneficialOwnership5Choice - Optional 0..1 |
| BlockTrade | Specifies whether the settlement instruction was a block parent or child. | IBlockTrade5Choice - Optional 0..1 |
| CCPEligibility | Specifies whether the settlement transaction was CCP (Central Counterparty) eligible. | ICentralCounterPartyEligibility5Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem5Choice - Optional 0..1 |
| ExposureType | Specifies the underlying business area/type of trade having caused the collateral movement. | IExposureType24Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction was for a market side or a client side transaction. | IMarketClientSide7Choice - Optional 0..1 |
| NettingEligibility | Specifies whether the settlement transaction was eligible for netting. | INettingEligibility5Choice - Optional 0..1 |
| Registration | Specifies whether registration was to occur upon receipt. | IRegistration11Choice - Optional 0..1 |
| RepurchaseType | Specifies the type of repurchase transaction. | IRepurchaseType24Choice - Optional 0..1 |
| LegalRestrictions | Regulatory restrictions applicable to a security. | IRestriction6Choice - Optional 0..1 |
| SecuritiesRTGS | Specifies whether the settlement transaction was to be settled through an RTGS or a non RTGS system. | ISecuritiesRTGS5Choice - Optional 0..1 |
| SettlingCapacity | Role of a party in the settlement of the transaction. | ISettlingCapacity8Choice - Optional 0..1 |
| SettlementSystemMethod | Specifies whether the settlement instruction was to be settled through the default or the alternate settlement system. | ISettlementSystemMethod5Choice - Optional 0..1 |
| TaxCapacity | Tax role capacity of the instructing party. | ITaxCapacityParty5Choice - Optional 0..1 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification47 - Optional 0..1 |
| AutomaticBorrowing | Condition for automatic borrowing. | IAutomaticBorrowing8Choice - Optional 0..1 |
| LetterOfGuarantee | Specifies whether physical settlement was executed using a letter of guarantee or if the physical certificates were used. | ILetterOfGuarantee5Choice - Optional 0..1 |
| EligibleForCollateral | Specifies whether securities were requested to be included in the pool of securities eligible for collateral purposes. | IsoYesNoIndicator - Optional 0..1 |
| SecuritiesSubBalanceType | Specifies the securities sub balance type indicator (example restriction type for a market infrastructure). | GenericIdentification47 - Optional 0..1 |
| CashSubBalanceType | Specifies the cash sub balance type indicator, for example, the restriction type for a market infrastructure. | GenericIdentification47 - Optional 0..1 |
StandingSettlementInstructionDetails building block
Settlement standing instruction database to be used to derive the settlement parties involved in the transaction. Details of the standing settlement instruction to be applied. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% StandingSettlementInstruction19 recursion level 0 with max 1
StandingSettlementInstruction19 *-- "1..1" ISettlementStandingInstructionDatabase5Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction19 *-- "1..1" ICounterparty16Choice : Counterparty
StandingSettlementInstruction19 *-- "0..1" PartyIdentification157 : Vendor
StandingSettlementInstruction19 *-- "0..1" SettlementParties105 : OtherDeliveringSettlementParties
StandingSettlementInstruction19 *-- "0..1" SettlementParties105 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase5Choice recursion level 1 with max 1
%% ICounterparty16Choice recursion level 1 with max 1
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% SettlementParties105 recursion level 1 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
%% SettlementParties105 recursion level 1 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
StandingSettlementInstruction19 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettlementStandingInstructionDatabase | Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction. | ISettlementStandingInstructionDatabase5Choice - Required 1..1 |
| Counterparty | Identification of the buyer or seller in a standing settlement instruction enabling to derive the Standing Settlement Instruction. | ICounterparty16Choice - Required 1..1 |
| Vendor | Vendor of the settlement standing instruction database that is to be consulted. | PartyIdentification157 - Optional 0..1 |
| OtherDeliveringSettlementParties | Delivering parties, other than the seller, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain). | SettlementParties105 - Optional 0..1 |
| OtherReceivingSettlementParties | Receiving parties, other than the buyer, needed for deriving the standing settlement instruction (for example, depository) or provided for information purposes (for example, instructing party settlement chain). | SettlementParties105 - 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
Cash parties involved in the transaction if different from the securities settlement parties. Payment processes required to transfer cash from the debtor to the creditor. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CashParties38 recursion level 0 with max 1
CashParties38 *-- "0..1" PartyIdentificationAndAccount177 : Debtor
CashParties38 *-- "0..1" PartyIdentificationAndAccount178 : DebtorAgent
CashParties38 *-- "0..1" PartyIdentificationAndAccount177 : Creditor
CashParties38 *-- "0..1" PartyIdentificationAndAccount178 : CreditorAgent
CashParties38 *-- "0..1" PartyIdentificationAndAccount178 : Intermediary
%% 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
%% 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
CashParties38 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 |
| Intermediary | Financial institution through which the transaction must pass to reach the account with institution. | PartyIdentificationAndAccount178 - Optional 0..1 |
SettledAmount building block
Amount effectively settled and which will be credited to/debited from the account owner’s cash account. It may differ from the instructed settlement amount based on market tolerance level. 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
%% AmountAndDirection96 recursion level 0 with max 1
class AmountAndDirection96{
AccruedInterestIndicator IsoYesNoIndicator
StampDutyIndicator IsoYesNoIndicator
BrokerageAmountIndicator IsoYesNoIndicator
ResearchFeeIndicator IsoYesNoIndicator
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection96 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
AmountAndDirection96 *-- "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
AmountAndDirection96 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestIndicator | Indicates whether the net proceeds include interest accrued on the financial instrument. | IsoYesNoIndicator - Optional 0..1 |
| StampDutyIndicator | Whether the net proceeds include stamp duty amount. | IsoYesNoIndicator - Optional 0..1 |
| BrokerageAmountIndicator | Indicates whether the net proceeds include brokerage fees for the transaction. If absent, element is not required. | IsoYesNoIndicator - Optional 0..1 |
| ResearchFeeIndicator | Indicates whether the net proceeds include research fees for the transaction. | IsoYesNoIndicator - Optional 0..1 |
| Amount | Amount of money in the cash entry. | IsoRestrictedFINActiveCurrencyAndAmount - Required 1..1 |
| CreditDebitIndicator | Indicates whether an entry is a credit or a debit. | CreditDebitCode - Required 1..1 |
| OriginalCurrencyAndOrderedAmount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. | IsoRestrictedFINActiveOrHistoricCurrencyAndAmount - Optional 0..1 |
| ForeignExchangeDetails | Information needed to process a currency exchange or conversion. | ForeignExchangeTerms27 - Optional 0..1 |
| ValueDate | Date and time at which the cash is at the disposal of the credit account owner, or ceases to be at the disposal of the debit account owner. | 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
%% OtherAmounts44 recursion level 0 with max 1
OtherAmounts44 *-- "0..1" AmountAndDirection58 : AccruedInterestAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : ChargesFees
OtherAmounts44 *-- "0..1" AmountAndDirection58 : CountryNationalFederalTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : TradeAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : ExecutingBrokerAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : IssueDiscountAllowance
OtherAmounts44 *-- "0..1" AmountAndDirection58 : PaymentLevyTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : LocalTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : LocalTaxCountrySpecific
OtherAmounts44 *-- "0..1" AmountAndDirection58 : LocalBrokerCommission
OtherAmounts44 *-- "0..1" AmountAndDirection58 : Margin
OtherAmounts44 *-- "0..1" AmountAndDirection58 : Other
OtherAmounts44 *-- "0..1" AmountAndDirection58 : RegulatoryAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : ShippingAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : SpecialConcession
OtherAmounts44 *-- "0..1" AmountAndDirection58 : StampDuty
OtherAmounts44 *-- "0..1" AmountAndDirection58 : StockExchangeTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : TransferTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : TransactionTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : ValueAddedTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : WithholdingTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : NetGainLoss
OtherAmounts44 *-- "0..1" AmountAndDirection58 : ConsumptionTax
OtherAmounts44 *-- "0..1" AmountAndDirection58 : AccruedCapitalisationAmount
OtherAmounts44 *-- "0..1" AmountAndDirection58 : BookValue
OtherAmounts44 *-- "0..1" AmountAndDirection58 : CollateralMonitorAmount
OtherAmounts44 *-- "0..1" AmountAndDirection44 : ResearchFee
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection58 recursion level 1 with max 1
class AmountAndDirection58{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection58 *-- "0..1" ForeignExchangeTerms27 : ForeignExchangeDetails
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
OtherAmounts44 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection58 - Optional 0..1 |
| ChargesFees | Amount of money paid for the provision of financial services that cannot be categorised by another qualifier. | AmountAndDirection58 - Optional 0..1 |
| CountryNationalFederalTax | Amount of country, national or federal tax charged by the jurisdiction in which the account servicer is located. | AmountAndDirection58 - Optional 0..1 |
| TradeAmount | Principal amount of a trade (price multiplied by quantity). | AmountAndDirection58 - Optional 0..1 |
| ExecutingBrokerAmount | Amount of money paid to an executing broker as a commission. | AmountAndDirection58 - Optional 0..1 |
| IssueDiscountAllowance | Amount of money defined as a discount on a new issue or on a tranche of an existing issue. | AmountAndDirection58 - Optional 0..1 |
| PaymentLevyTax | Amount of payment levy tax. | AmountAndDirection58 - Optional 0..1 |
| LocalTax | Tax charged by the jurisdiction in which the financial instrument settles. | AmountAndDirection58 - Optional 0..1 |
| LocalTaxCountrySpecific | Local tax country specific. | AmountAndDirection58 - Optional 0..1 |
| LocalBrokerCommission | Amount of commission paid to a local broker. | AmountAndDirection58 - Optional 0..1 |
| Margin | Amount of money deposited by the trading party in a margin account. | AmountAndDirection58 - Optional 0..1 |
| Other | An amount that is not indicated by a known business denomination. | AmountAndDirection58 - Optional 0..1 |
| RegulatoryAmount | Amount of money charged by a regulatory authority, for example, Securities and Exchange fees. | AmountAndDirection58 - Optional 0..1 |
| ShippingAmount | All costs related to the physical delivery of documents such as stamps, postage, carrier fees, insurances or messenger services. | AmountAndDirection58 - Optional 0..1 |
| SpecialConcession | Amount of drawdown or other reduction from or in addition to the deal price. | AmountAndDirection58 - Optional 0..1 |
| StampDuty | Amount of stamp duty. | AmountAndDirection58 - Optional 0..1 |
| StockExchangeTax | Amount of stock exchange tax. | AmountAndDirection58 - Optional 0..1 |
| TransferTax | Amount of tax levied on a transfer of ownership of financial instrument. | AmountAndDirection58 - Optional 0..1 |
| TransactionTax | Amount of transaction tax. | AmountAndDirection58 - Optional 0..1 |
| ValueAddedTax | Amount of value-added tax. | AmountAndDirection58 - Optional 0..1 |
| WithholdingTax | Amount of money that will be withheld by a tax authority. | AmountAndDirection58 - Optional 0..1 |
| NetGainLoss | Amount representing the difference between the cost and the current price of a security. In the context of securities settlement, it is the amount paid or received when the instructions are netted or paired off. | AmountAndDirection58 - Optional 0..1 |
| ConsumptionTax | Amount of consumption tax. | AmountAndDirection58 - Optional 0..1 |
| AccruedCapitalisationAmount | Amount of unpaid interest (on bonds which have defaulted and have subsequently | restructured), which is capitalized and added to the original principal amount of the bond. |
| BookValue | Cost of the securities. May be requested in some countries for tax purposes. | AmountAndDirection58 - Optional 0..1 |
| CollateralMonitorAmount | Value of the collateral available for the delivery settlement process at the account level. | AmountAndDirection58 - Optional 0..1 |
| ResearchFee | Charge or commission paid by the investor to a distributor/intermediary or other service provider for the provision of financial research. | AmountAndDirection44 - Optional 0..1 |
OtherBusinessParties building block
Other business parties relevant to the transaction. Other parties’ information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% OtherParties44 recursion level 0 with max 1
OtherParties44 *-- "0..0" PartyIdentificationAndAccount208 : Investor
OtherParties44 *-- "0..1" PartyIdentificationAndAccount209 : QualifiedForeignIntermediary
OtherParties44 *-- "0..1" PartyIdentificationAndAccount181 : StockExchange
OtherParties44 *-- "0..1" PartyIdentificationAndAccount181 : TradeRegulator
OtherParties44 *-- "0..1" PartyIdentificationAndAccount209 : TripartyAgent
OtherParties44 *-- "0..1" PartyIdentificationAndAccount209 : Broker
%% PartyIdentificationAndAccount208 recursion level 1 with max 1
class PartyIdentificationAndAccount208{
LEI IsoLEIIdentifier
Nationality CountryCode
SafekeepingAccount IsoRestrictedFINXMax35Text
BlockChainAddressOrWallet IsoRestrictedFINXMax140Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount208 *-- "0..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount208 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount208 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount209 recursion level 1 with max 1
class PartyIdentificationAndAccount209{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
BlockChainAddressOrWallet IsoRestrictedFINXMax140Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount209 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount209 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount209 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount181 recursion level 1 with max 1
class PartyIdentificationAndAccount181{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount181 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount181 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount181 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount181 recursion level 1 with max 1
class PartyIdentificationAndAccount181{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount181 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount181 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount181 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount209 recursion level 1 with max 1
class PartyIdentificationAndAccount209{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
BlockChainAddressOrWallet IsoRestrictedFINXMax140Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount209 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount209 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount209 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount209 recursion level 1 with max 1
class PartyIdentificationAndAccount209{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
BlockChainAddressOrWallet IsoRestrictedFINXMax140Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount209 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount209 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount209 *-- "0..1" PartyTextInformation3 : AdditionalInformation
OtherParties44 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Investor | Party, either an individual or organisation, whose assets are being invested. | PartyIdentificationAndAccount208 - Unknown 0..0 |
| QualifiedForeignIntermediary | Foreign financial institution which has been authorised by local authorities to act as account management institution in the country. | PartyIdentificationAndAccount209 - Optional 0..1 |
| StockExchange | Identification of the stock exchange to which transaction reporting will be done. | PartyIdentificationAndAccount181 - Optional 0..1 |
| TradeRegulator | Institution to which a trade must be reported. | PartyIdentificationAndAccount181 - 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. | PartyIdentificationAndAccount209 - Optional 0..1 |
| Broker | Party that identifies a broker when required (for example, authorised broker, prime broker, etc). | PartyIdentificationAndAccount209 - Optional 0..1 |
AdditionalPhysicalOrRegistrationDetails building block
Information for registration or physical settlement. Information related to registration of securities. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% RegistrationParameters7 recursion level 0 with max 1
class RegistrationParameters7{
CertificationIdentification IsoRestrictedFINXMax16Text
RegistrarAccount IsoRestrictedFINXMax35Text
}
RegistrationParameters7 *-- "0..1" IDateAndDateTime2Choice : CertificationDateTime
RegistrationParameters7 *-- "0..0" SecuritiesCertificate5 : CertificateNumber
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% SecuritiesCertificate5 recursion level 1 with max 1
class SecuritiesCertificate5{
Number IsoRestrictedFINXMax30Text
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
RegistrationParameters7 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| CertificationIdentification | Identification assigned to a deposit. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| CertificationDateTime | Date/time at which the certificates in the deposit were validated by the agent. | IDateAndDateTime2Choice - Optional 0..1 |
| RegistrarAccount | Account at the registrar where financial instruments are registered. | IsoRestrictedFINXMax35Text - Optional 0..1 |
| CertificateNumber | Unique and unambiguous identifier of a certificate assigned by the issuer. | SecuritiesCertificate5 - Unknown 0..0 |
SupplementaryData building block
Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
SupplementaryData1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesSettlementTransactionConfirmation002V11 implementation follows a specific implementaiton pattern. First of all, SecuritiesSettlementTransactionConfirmation002V11 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesSettlementTransactionConfirmation002V11Document implements IOuterDocument. Because SecuritiesSettlementTransactionConfirmation002V11 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesSettlementTransactionConfirmation002V11.
classDiagram
class IOuterRecord
SecuritiesSettlementTransactionConfirmation002V11 --|> IOuterRecord : Implements
SecuritiesSettlementTransactionConfirmation002V11Document --|> IOuterDocument~SecuritiesSettlementTransactionConfirmation002V11~ : Implements
class IOuterDocument~SecuritiesSettlementTransactionConfirmation002V11~ {
SecuritiesSettlementTransactionConfirmation002V11 Message
}
Document wrapper for serialization
The only real purpose SecuritiesSettlementTransactionConfirmation002V11Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.025.002.11’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesSettlementTransactionConfirmation002V11.ToDocument() method. The returned SecuritiesSettlementTransactionConfirmation002V11Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesSettlementTransactionConfirmation002V11Document *-- SecuritiesSettlementTransactionConfirmation002V11 : 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.025.002.11">
<SctiesSttlmTxConf>
<TxIdDtls>
<!-- TransactionIdentificationDetails inner content -->
</TxIdDtls>
<Lnkgs>
<!-- Linkages inner content -->
</Lnkgs>
<AddtlParams>
<!-- AdditionalParameters inner content -->
</AddtlParams>
<TradDtls>
<!-- TradeDetails inner content -->
</TradDtls>
<FinInstrmId>
<!-- FinancialInstrumentIdentification inner content -->
</FinInstrmId>
<FinInstrmAttrbts>
<!-- FinancialInstrumentAttributes inner content -->
</FinInstrmAttrbts>
<QtyAndAcctDtls>
<!-- QuantityAndAccountDetails inner content -->
</QtyAndAcctDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<StgSttlmInstrDtls>
<!-- StandingSettlementInstructionDetails inner content -->
</StgSttlmInstrDtls>
<DlvrgSttlmPties>
<!-- DeliveringSettlementParties inner content -->
</DlvrgSttlmPties>
<RcvgSttlmPties>
<!-- ReceivingSettlementParties inner content -->
</RcvgSttlmPties>
<CshPties>
<!-- CashParties inner content -->
</CshPties>
<SttldAmt>
<!-- SettledAmount inner content -->
</SttldAmt>
<OthrAmts>
<!-- OtherAmounts inner content -->
</OthrAmts>
<OthrBizPties>
<!-- OtherBusinessParties inner content -->
</OthrBizPties>
<AddtlPhysOrRegnDtls>
<!-- AdditionalPhysicalOrRegistrationDetails inner content -->
</AddtlPhysOrRegnDtls>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesSttlmTxConf>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_duaxQzi8Eeydid5dcNPKvg"
previousVersion="_38MCsyAaEeu4a6pNulzZ4Q"
name="SecuritiesSettlementTransactionConfirmation002V11"
definition="Scope
An account servicer sends a SecuritiesSettlementTransactionConfirmation to an account owner to confirm the partial or full delivery or receipt of financial instruments, free or against of payment, physically or by book-entry.
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="SctiesSttlmTxConf"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_duaxRTi8Eeydid5dcNPKvg"
name="SettledAmountRule"
definition="If the instruction is against payment, then SettledAmount 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>/SettledAmount</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/Payment</leftOperand><rightOperand>AgainstPaymentSettlement</rightOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_duaxRzi8Eeydid5dcNPKvg"
name="ReceivingDepositoryAndParty1Rule"
definition="If the instruction is a delivery and no standing settlement instruction applies, then ReceivingDepository and Party1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><ComplexRule xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties/Depository</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/ReceivingSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule><BooleanRule xsi:type="Absence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_duaxSTi8Eeydid5dcNPKvg"
name="DeliveringDepositoryAndParty1Rule"
definition="If the instruction is a receive and no standing settlement instruction applies, then DeliveringDepository and Party1 must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties/Depository</leftOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/DeliveringSettlementParties/Party1</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/SecuritiesMovementType</leftOperand><rightOperand>Receive</rightOperand></BooleanRule><BooleanRule xsi:type="Absence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_duaxSzi8Eeydid5dcNPKvg"
name="SellerSSIRule"
definition="If standing settlement instruction applies and the instruction is a receipt, then Seller must be present."
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails/Counterparty/Seller</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/SecuritiesMovementType</leftOperand><rightOperand>Receive</rightOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_duaxTTi8Eeydid5dcNPKvg"
name="BuyerSSIRule"
definition="If standing settlement instruction applies and the instruction is a delivery, then Buyer 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>/StandingSettlementInstructionDetails/Counterparty/Buyer</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>
" />
<constraint
xmi:id="_duaxTzi8Eeydid5dcNPKvg"
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
TransactionIdentificationDetails/SecuritiesMovementType: Delivery (DELI)
SettlementParameters/SecuritiesTransactionType: Repo (REPU)
Repo Closing
TransactionIdentificationDetails/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: Repo (REPU)

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

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

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

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

Securities Borrowing Initiation
TransactionIdentificationDetails/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)
Securities Borrowing Return
TransactionIdentificationDetails/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: SecuritiesBorrowing (SECB)."
registrationStatus="Provisionally Registered" />
<constraint
xmi:id="_duaxUTi8Eeydid5dcNPKvg"
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="_duaxUzi8Eeydid5dcNPKvg"
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 confirmed by sending the following combination of TransactionIdentificationDetails/SecuritiesMovementType codes and SettlementParameters/SecuritiesTransactionType codes:

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

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

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

Collateral (taker) In Initiation
TransactionIdentificationDetails/SecuritiesMovementType: Receive (RECE)
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)
Collateral (taker) In Return
TransactionIdentificationDetails/SecuritiesMovementType: Delivery (DELI) 
SettlementParameters/SecuritiesTransactionType: CollateralIn (COLI)."
registrationStatus="Provisionally Registered" />
<messageBuildingBlock
xmi:id="_duaxWzi8Eeydid5dcNPKvg"
name="TransactionIdentificationDetails"
definition="Provides transaction type and identification information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxIdDtls"
complexType="_dubYbzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_duaxXTi8Eeydid5dcNPKvg"
name="Linkages"
definition="Link to another transaction - provided for information only."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="Lnkgs"
complexType="_dsRUYb-CEeW_u_CSZtGM1g" />
<messageBuildingBlock
xmi:id="_duaxXzi8Eeydid5dcNPKvg"
name="AdditionalParameters"
definition="Additional parameters for the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AddtlParams"
complexType="__NTwD5wyEeazcsnODTksnQ" />
<messageBuildingBlock
xmi:id="_dubYUTi8Eeydid5dcNPKvg"
name="TradeDetails"
definition="Details of the trade."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_38MqKSAaEeu4a6pNulzZ4Q" />
<messageBuildingBlock
xmi:id="_dubYUzi8Eeydid5dcNPKvg"
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="_dubYVTi8Eeydid5dcNPKvg"
name="FinancialInstrumentAttributes"
definition="Elements characterising a financial instrument."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FinInstrmAttrbts"
complexType="_ceeMZzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dubYVzi8Eeydid5dcNPKvg"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_dud07Ti8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dubYWTi8Eeydid5dcNPKvg"
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="_duecqzi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dubYWzi8Eeydid5dcNPKvg"
name="StandingSettlementInstructionDetails"
definition="Settlement standing instruction database to be used to derive the settlement parties involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="StgSttlmInstrDtls"
complexType="_c69UbTi8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dubYXTi8Eeydid5dcNPKvg"
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="_dubYXzi8Eeydid5dcNPKvg"
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="_dubYYTi8Eeydid5dcNPKvg"
name="CashParties"
definition="Cash parties involved in the transaction if different from the securities settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CshPties"
complexType="_6svUPffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_dubYYzi8Eeydid5dcNPKvg"
name="SettledAmount"
definition="Amount effectively settled and which will be credited to/debited from the account owner's cash account. It may differ from the instructed settlement amount based on market tolerance level."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SttldAmt"
complexType="_6svZm_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_dubYZTi8Eeydid5dcNPKvg"
name="OtherAmounts"
definition="Other amounts than the settlement amount."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrAmts"
complexType="_vXaQF83zEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_dubYZzi8Eeydid5dcNPKvg"
name="OtherBusinessParties"
definition="Other business parties relevant to the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrBizPties"
complexType="_c7ObVji8Eeydid5dcNPKvg" />
<messageBuildingBlock
xmi:id="_dubYaTi8Eeydid5dcNPKvg"
name="AdditionalPhysicalOrRegistrationDetails"
definition="Information for registration or physical settlement."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AddtlPhysOrRegnDtls"
complexType="_vXd56c3zEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_dubYazi8Eeydid5dcNPKvg"
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="025"
flavour="002"
version="11" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.