sese.035.002.10
Scope A securities financing transaction account servicer sends a SecuritiesFinancingConfirmation to an account owner to confirm or advise of the partial or full settlement of the opening or closing leg of a securities financing transaction.
The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure managing securities financing transactions on behalf of their participants
- an agent (sub-custodian) managing securities financing transactions on behalf of their global custodian customer, or
- a custodian managing securities financing transactions 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
%% SecuritiesFinancingConfirmation002V10 recursion level 0 with max 0
SecuritiesFinancingConfirmation002V10 *-- "1..1" TransactionTypeAndAdditionalParameters19 : TransactionIdentificationDetails
SecuritiesFinancingConfirmation002V10 *-- "0..1" AdditionalParameters26 : AdditionalParameters
SecuritiesFinancingConfirmation002V10 *-- "1..1" SecuritiesTradeDetails124 : TradeDetails
SecuritiesFinancingConfirmation002V10 *-- "1..1" SecurityIdentification20 : FinancialInstrumentIdentification
SecuritiesFinancingConfirmation002V10 *-- "0..1" FinancialInstrumentAttributes97 : FinancialInstrumentAttributes
SecuritiesFinancingConfirmation002V10 *-- "1..1" QuantityAndAccount85 : QuantityAndAccountDetails
SecuritiesFinancingConfirmation002V10 *-- "0..1" SecuritiesFinancingTransactionDetails46 : SecuritiesFinancingDetails
SecuritiesFinancingConfirmation002V10 *-- "0..1" StandingSettlementInstruction17 : StandingSettlementInstructionDetails
SecuritiesFinancingConfirmation002V10 *-- "0..1" SettlementDetails151 : SettlementParameters
SecuritiesFinancingConfirmation002V10 *-- "0..1" SettlementParties81 : DeliveringSettlementParties
SecuritiesFinancingConfirmation002V10 *-- "0..1" SettlementParties81 : ReceivingSettlementParties
SecuritiesFinancingConfirmation002V10 *-- "0..1" CashParties38 : CashParties
SecuritiesFinancingConfirmation002V10 *-- "0..1" AmountAndDirection96 : SettledAmount
SecuritiesFinancingConfirmation002V10 *-- "0..1" OtherAmounts42 : OtherAmounts
SecuritiesFinancingConfirmation002V10 *-- "0..1" OtherParties35 : OtherBusinessParties
SecuritiesFinancingConfirmation002V10 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
TransactionIdentificationDetails building block
Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters. Specifies the conditions under which the order/trade is to be settled. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% TransactionTypeAndAdditionalParameters19 recursion level 0 with max 1
class TransactionTypeAndAdditionalParameters19{
AccountOwnerTransactionIdentification IsoRestrictedFINXMax16Text
AccountServicerTransactionIdentification IsoRestrictedFINXMax16Text
SecuritiesFinancingTransactionType SecuritiesFinancingTransactionType2Code
SecuritiesMovementType ReceiveDelivery1Code
Payment DeliveryReceiptType2Code
CommonIdentification IsoRestrictedFINXMax16Text
PoolIdentification IsoRestrictedFINXMax16Text
CorporateActionEventIdentification IsoRestrictedFINXMax16Text
}
TransactionTypeAndAdditionalParameters19 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| AccountOwnerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account owner (or the instructing party managing the account). | IsoRestrictedFINXMax16Text - Required 1..1 |
| AccountServicerTransactionIdentification | Unambiguous identification of the transaction (unique per piece of collateral) as known by the account servicer. | IsoRestrictedFINXMax16Text - Optional 0..1 |
| SecuritiesFinancingTransactionType | Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing. | SecuritiesFinancingTransactionType2Code - Required 1..1 |
| 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 |
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
%% AdditionalParameters26 recursion level 0 with max 1
class AdditionalParameters26{
PreConfirmation PreConfirmation1Code
PartialSettlement PartialSettlement2Code
PreviousPartialConfirmationIdentification IsoRestrictedFINXMax16Text
}
AdditionalParameters26 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 |
TradeDetails building block
Details of the securities financing deal. Details of the securities trade. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesTradeDetails124 recursion level 0 with max 1
class SecuritiesTradeDetails124{
NumberOfDaysAccrued IsoMax3Number
SettlementInstructionProcessingAdditionalDetails IsoRestrictedFINXMax350Text
FXAdditionalDetails IsoRestrictedFINXMax350Text
}
SecuritiesTradeDetails124 *-- "0..1" PlaceOfTradeIdentification2 : PlaceOfTrade
SecuritiesTradeDetails124 *-- "0..1" PlaceOfClearingIdentification2 : PlaceOfClearing
SecuritiesTradeDetails124 *-- "0..1" ITradeDate9Choice : TradeDate
SecuritiesTradeDetails124 *-- "0..1" ISettlementDate20Choice : SettlementDate
SecuritiesTradeDetails124 *-- "1..1" ISettlementDate22Choice : EffectiveSettlementDate
SecuritiesTradeDetails124 *-- "0..1" Price11 : DealPrice
SecuritiesTradeDetails124 *-- "0..0" IReporting9Choice : Reporting
SecuritiesTradeDetails124 *-- "0..0" ITradeTransactionCondition6Choice : TradeTransactionCondition
SecuritiesTradeDetails124 *-- "0..1" IInvestorCapacity5Choice : InvestorCapacity
SecuritiesTradeDetails124 *-- "0..1" ITradeOriginator4Choice : TradeOriginatorRole
%% 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
%% 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
SecuritiesTradeDetails124 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| 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, that is, 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. |
| Reporting | Specifies that a trade is to be reported to a third party. | IReporting9Choice - Unknown 0..0 |
| NumberOfDaysAccrued | Number of days on which the interest rate accrues (daily accrual note). | IsoMax3Number - Optional 0..1 |
| TradeTransactionCondition | Indicates the conditions under which the order/trade is to be/was executed. | ITradeTransactionCondition6Choice - Unknown 0..0 |
| 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 |
| SettlementInstructionProcessingAdditionalDetails | Provides additional settlement processing information which cannot be included within the structured fields of the message. | IsoRestrictedFINXMax350Text - Optional 0..1 |
| FXAdditionalDetails | Provides additional details pertaining to foreign exchange instructions. | 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
%% FinancialInstrumentAttributes97 recursion level 0 with max 1
class FinancialInstrumentAttributes97{
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
}
FinancialInstrumentAttributes97 *-- "0..1" IMarketIdentification4Choice : PlaceOfListing
FinancialInstrumentAttributes97 *-- "0..1" IInterestComputationMethodFormat5Choice : DayCountBasis
FinancialInstrumentAttributes97 *-- "0..1" IFormOfSecurity7Choice : RegistrationForm
FinancialInstrumentAttributes97 *-- "0..1" IFrequency27Choice : PaymentFrequency
FinancialInstrumentAttributes97 *-- "0..1" ISecuritiesPaymentStatus6Choice : PaymentStatus
FinancialInstrumentAttributes97 *-- "0..1" IFrequency27Choice : VariableRateChangeFrequency
FinancialInstrumentAttributes97 *-- "0..1" IClassificationType33Choice : ClassificationType
FinancialInstrumentAttributes97 *-- "0..1" IOptionStyle9Choice : OptionStyle
FinancialInstrumentAttributes97 *-- "0..1" IOptionType7Choice : OptionType
FinancialInstrumentAttributes97 *-- "0..1" INumber23Choice : CouponAttachedNumber
FinancialInstrumentAttributes97 *-- "0..1" GenericIdentification39 : PoolNumber
FinancialInstrumentAttributes97 *-- "0..1" IPriceType5Choice : MarketOrIndicativePrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : ExercisePrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : SubscriptionPrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : ConversionPrice
FinancialInstrumentAttributes97 *-- "0..1" Price3 : StrikePrice
FinancialInstrumentAttributes97 *-- "0..1" IFinancialInstrumentQuantity15Choice : MinimumNominalQuantity
FinancialInstrumentAttributes97 *-- "0..1" IFinancialInstrumentQuantity15Choice : ContractSize
FinancialInstrumentAttributes97 *-- "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
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% SecurityIdentification20 recursion level 1 with max 1
class SecurityIdentification20{
ISIN IsoISINOct2015Identifier
Description IsoRestrictedFINXMax140Text
}
SecurityIdentification20 *-- "0..0" OtherIdentification2 : OtherIdentification
FinancialInstrumentAttributes97 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. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| ContractSize | Ratio or multiplying factor used to convert one contract into a quantity. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| UnderlyingFinancialInstrumentIdentification | Identification of the underlying security. | SecurityIdentification20 - Unknown 0..0 |
| FinancialInstrumentAttributeAdditionalDetails | Provides additional information about the financial instrument in narrative form. | IsoRestrictedFINXMax350Text - Optional 0..1 |
QuantityAndAccountDetails building block
Details related to the account and quantity involved in the transaction. Details on a quantity, account and other related information. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% QuantityAndAccount85 recursion level 0 with max 1
QuantityAndAccount85 *-- "1..1" IQuantity10Choice : SettledQuantity
QuantityAndAccount85 *-- "0..1" IFinancialInstrumentQuantity15Choice : PreviouslySettledQuantity
QuantityAndAccount85 *-- "0..1" IFinancialInstrumentQuantity15Choice : RemainingToBeSettledQuantity
QuantityAndAccount85 *-- "0..1" AmountAndDirection19 : PreviouslySettledAmount
QuantityAndAccount85 *-- "0..1" AmountAndDirection19 : RemainingToBeSettledAmount
QuantityAndAccount85 *-- "0..1" PartyIdentification156 : AccountOwner
QuantityAndAccount85 *-- "1..1" SecuritiesAccount30 : SafekeepingAccount
QuantityAndAccount85 *-- "0..1" ICashAccountIdentification6Choice : CashAccount
QuantityAndAccount85 *-- "0..1" SafeKeepingPlace4 : SafekeepingPlace
%% IQuantity10Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% AmountAndDirection19 recursion level 1 with max 1
class AmountAndDirection19{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebit CreditDebitCode
}
%% AmountAndDirection19 recursion level 1 with max 1
class AmountAndDirection19{
Amount IsoRestrictedFINActiveCurrencyAndAmount
CreditDebit 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
%% ICashAccountIdentification6Choice recursion level 1 with max 1
%% SafeKeepingPlace4 recursion level 1 with max 1
class SafeKeepingPlace4{
LEI IsoLEIIdentifier
}
SafeKeepingPlace4 *-- "0..1" ISafekeepingPlaceFormat39Choice : SafekeepingPlaceFormat
QuantityAndAccount85 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SettledQuantity | Quantity of financial instrument effectively settled. | IQuantity10Choice - Required 1..1 |
| PreviouslySettledQuantity | Quantity of financial instrument previously settled. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| RemainingToBeSettledQuantity | Quantity of financial instrument remaining to be settled. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| PreviouslySettledAmount | Amount of money previously settled. | AmountAndDirection19 - Optional 0..1 |
| RemainingToBeSettledAmount | Amount of money remaining to be settled. | AmountAndDirection19 - 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 - Required 1..1 |
| CashAccount | Account to or from which a cash entry is made. | ICashAccountIdentification6Choice - Optional 0..1 |
| SafekeepingPlace | Place where the securities are safe-kept, physically or notionally. This place can be, for example, a local custodian, a Central Securities Depository (CSD) or an International Central Securities Depository (ICSD). | SafeKeepingPlace4 - Optional 0..1 |
SecuritiesFinancingDetails building block
Details of the closing of the securities financing transaction. Details of the closing of the securities financing transaction. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SecuritiesFinancingTransactionDetails46 recursion level 0 with max 1
class SecuritiesFinancingTransactionDetails46{
SecuritiesFinancingTradeIdentification IsoRestrictedFINXMax52Text
ClosingLegIdentification IsoRestrictedFINXMax16Text
MaturityDateModification IsoYesNoIndicator
InterestPayment IsoYesNoIndicator
TransactionCallDelay IsoExact3NumericText
TotalNumberOfCollateralInstructions IsoExact3NumericText
SecondLegNarrative IsoRestrictedFINXMax140Text
}
SecuritiesFinancingTransactionDetails46 *-- "0..1" ITerminationDate7Choice : TerminationDate
SecuritiesFinancingTransactionDetails46 *-- "0..1" IDateAndDateTime2Choice : RateChangeDate
SecuritiesFinancingTransactionDetails46 *-- "0..1" IDateAndDateTime2Choice : EarliestCallBackDate
SecuritiesFinancingTransactionDetails46 *-- "0..1" IDateAndDateTime2Choice : CommissionCalculationDate
SecuritiesFinancingTransactionDetails46 *-- "0..1" IRateType67Choice : RateType
SecuritiesFinancingTransactionDetails46 *-- "0..1" IRevaluationIndicator4Choice : Revaluation
SecuritiesFinancingTransactionDetails46 *-- "0..1" ILegalFramework4Choice : LegalFramework
SecuritiesFinancingTransactionDetails46 *-- "0..1" IInterestComputationMethodFormat5Choice : InterestComputationMethod
SecuritiesFinancingTransactionDetails46 *-- "0..1" RateName2 : VariableRateSupport
SecuritiesFinancingTransactionDetails46 *-- "0..1" Rate2 : RepurchaseRate
SecuritiesFinancingTransactionDetails46 *-- "0..1" Rate2 : StockLoanMargin
SecuritiesFinancingTransactionDetails46 *-- "0..1" Rate2 : SecuritiesHaircut
SecuritiesFinancingTransactionDetails46 *-- "0..1" Rate2 : ChargesRate
SecuritiesFinancingTransactionDetails46 *-- "0..1" IRateOrName2Choice : PricingRate
SecuritiesFinancingTransactionDetails46 *-- "0..1" Rate2 : Spread
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : DealAmount
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : AccruedInterestAmount
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : ForfeitAmount
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : PremiumAmount
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : TerminationAmountPerPieceOfCollateral
SecuritiesFinancingTransactionDetails46 *-- "0..1" AmountAndDirection59 : TerminationTransactionAmount
%% ITerminationDate7Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IDateAndDateTime2Choice recursion level 1 with max 1
%% IRateType67Choice recursion level 1 with max 1
%% IRevaluationIndicator4Choice recursion level 1 with max 1
%% ILegalFramework4Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat5Choice recursion level 1 with max 1
%% RateName2 recursion level 1 with max 1
class RateName2{
Issuer IsoRestrictedFINXMax8Text
RateName IsoRestrictedFINXMax24Text
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% IRateOrName2Choice recursion level 1 with max 1
%% Rate2 recursion level 1 with max 1
class Rate2{
Sign IsoPlusOrMinusIndicator
Rate IsoPercentageRate
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
%% AmountAndDirection59 recursion level 1 with max 1
class AmountAndDirection59{
Amount IsoRestrictedFINActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
}
SecuritiesFinancingTransactionDetails46 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| SecuritiesFinancingTradeIdentification | Unambiguous identification of the underlying securities financing trade as assigned by the instructing party. The identification is common to all collateral pieces (one or many). | IsoRestrictedFINXMax52Text - Optional 0..1 |
| ClosingLegIdentification | Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf). | IsoRestrictedFINXMax16Text - Optional 0..1 |
| TerminationDate | Closing date/time or maturity date/time of the transaction. | ITerminationDate7Choice - Optional 0..1 |
| RateChangeDate | Date/Time at which rate change has taken place. | IDateAndDateTime2Choice - Optional 0..1 |
| EarliestCallBackDate | Earliest date/time at which the call back can take place. | IDateAndDateTime2Choice - Optional 0..1 |
| CommissionCalculationDate | Date/time at which the commission is calculated. | IDateAndDateTime2Choice - Optional 0..1 |
| RateType | Specifies whether the rate is fixed or variable. | IRateType67Choice - Optional 0..1 |
| Revaluation | Specifies whether the collateral position should be subject to automatic revaluation by the account servicer. | IRevaluationIndicator4Choice - Optional 0..1 |
| LegalFramework | Legal framework of the transaction. | ILegalFramework4Choice - Optional 0..1 |
| InterestComputationMethod | Identifies the computation method of accrued interest of the related financial instrument. | IInterestComputationMethodFormat5Choice - Optional 0..1 |
| MaturityDateModification | Specifies whether the maturity date of the securities financing transaction may be modified. | IsoYesNoIndicator - Optional 0..1 |
| InterestPayment | Specifies whether the interest is to be paid to the collateral taker. If set to no, the interest is paid to the collateral giver. | IsoYesNoIndicator - Optional 0..1 |
| VariableRateSupport | Index or support rate used together with the spread to calculate the repurchase rate. | RateName2 - Optional 0..1 |
| RepurchaseRate | Rate to be used to recalculate the repurchase amount. | Rate2 - Optional 0..1 |
| StockLoanMargin | Percentage mark-up on a loan consideration used to reflect the lender’s risk. | Rate2 - Optional 0..1 |
| SecuritiesHaircut | Haircut or valuation factor on the security expressed as a percentage. | Rate2 - Optional 0..1 |
| ChargesRate | Interest rate paid in the context of a securities financing transaction. | Rate2 - Optional 0..1 |
| PricingRate | Interest rate to be paid on the transaction amount, as agreed between the counterparties. | IRateOrName2Choice - Optional 0..1 |
| Spread | Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate. | Rate2 - Optional 0..1 |
| TransactionCallDelay | Minimum number of days’ notice a counterparty needs for terminating the transaction. | IsoExact3NumericText - Optional 0..1 |
| TotalNumberOfCollateralInstructions | Total number of collateral instructions involved in the transaction. | IsoExact3NumericText - Optional 0..1 |
| DealAmount | Principal amount of a trade (for second leg). | AmountAndDirection59 - Optional 0..1 |
| AccruedInterestAmount | Interest amount that has accrued in between coupon payment periods. | AmountAndDirection59 - Optional 0..1 |
| ForfeitAmount | Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date. | AmountAndDirection59 - Optional 0..1 |
| PremiumAmount | Difference between the amount of money of the first leg and the amount of the second leg of the transaction. | AmountAndDirection59 - Optional 0..1 |
| TerminationAmountPerPieceOfCollateral | Amount of money to be settled per piece of collateral to terminate the transaction. | AmountAndDirection59 - Optional 0..1 |
| TerminationTransactionAmount | Total amount of money to be settled to terminate the transaction. | AmountAndDirection59 - Optional 0..1 |
| SecondLegNarrative | Provides additional information about the second leg in narrative form. | IsoRestrictedFINXMax140Text - Optional 0..1 |
StandingSettlementInstructionDetails building block
Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction. Details of the standing settlement instruction to be applied. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% StandingSettlementInstruction17 recursion level 0 with max 1
StandingSettlementInstruction17 *-- "1..1" ISettlementStandingInstructionDatabase5Choice : SettlementStandingInstructionDatabase
StandingSettlementInstruction17 *-- "1..1" ICounterparty14Choice : Counterparty
StandingSettlementInstruction17 *-- "0..1" PartyIdentification157 : Vendor
StandingSettlementInstruction17 *-- "0..1" SettlementParties81 : OtherDeliveringSettlementParties
StandingSettlementInstruction17 *-- "0..1" SettlementParties81 : OtherReceivingSettlementParties
%% ISettlementStandingInstructionDatabase5Choice recursion level 1 with max 1
%% ICounterparty14Choice recursion level 1 with max 1
%% PartyIdentification157 recursion level 1 with max 1
class PartyIdentification157{
LEI IsoLEIIdentifier
}
PartyIdentification157 *-- "1..1" IPartyIdentification137Choice : Identification
%% SettlementParties81 recursion level 1 with max 1
SettlementParties81 *-- "0..1" PartyIdentification162 : Depository
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party1
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party2
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party3
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party4
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party5
%% SettlementParties81 recursion level 1 with max 1
SettlementParties81 *-- "0..1" PartyIdentification162 : Depository
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party1
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party2
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party3
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party4
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party5
StandingSettlementInstruction17 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. | ICounterparty14Choice - 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). | SettlementParties81 - 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). | SettlementParties81 - 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
%% SettlementDetails151 recursion level 0 with max 1
class SettlementDetails151{
PartialSettlementIndicator SettlementTransactionCondition5Code
EligibleForCollateral IsoYesNoIndicator
}
SettlementDetails151 *-- "0..1" IPriorityNumeric5Choice : Priority
SettlementDetails151 *-- "0..0" ISettlementTransactionCondition22Choice : SettlementTransactionCondition
SettlementDetails151 *-- "0..1" ISettlingCapacity8Choice : SettlingCapacity
SettlementDetails151 *-- "0..1" GenericIdentification47 : StampDutyTaxBasis
SettlementDetails151 *-- "0..1" ISecuritiesRTGS5Choice : SecuritiesRTGS
SettlementDetails151 *-- "0..1" IBeneficialOwnership5Choice : BeneficialOwnership
SettlementDetails151 *-- "0..1" ICashSettlementSystem5Choice : CashClearingSystem
SettlementDetails151 *-- "0..1" ITaxCapacityParty5Choice : TaxCapacity
SettlementDetails151 *-- "0..1" IMarketClientSide7Choice : MarketClientSide
SettlementDetails151 *-- "0..1" IBlockTrade5Choice : BlockTrade
SettlementDetails151 *-- "0..1" IRestriction6Choice : LegalRestrictions
SettlementDetails151 *-- "0..1" ISettlementSystemMethod5Choice : SettlementSystemMethod
SettlementDetails151 *-- "0..1" INettingEligibility5Choice : NettingEligibility
SettlementDetails151 *-- "0..1" ICentralCounterPartyEligibility5Choice : CCPEligibility
SettlementDetails151 *-- "0..1" IAutomaticBorrowing8Choice : AutomaticBorrowing
%% IPriorityNumeric5Choice recursion level 1 with max 1
%% ISettlementTransactionCondition22Choice recursion level 1 with max 1
%% ISettlingCapacity8Choice recursion level 1 with max 1
%% GenericIdentification47 recursion level 1 with max 1
class GenericIdentification47{
Identification IsoExact4AlphaNumericText
Issuer IsoMax4AlphaNumericText
SchemeName IsoMax4AlphaNumericText
}
%% ISecuritiesRTGS5Choice recursion level 1 with max 1
%% IBeneficialOwnership5Choice recursion level 1 with max 1
%% ICashSettlementSystem5Choice recursion level 1 with max 1
%% ITaxCapacityParty5Choice recursion level 1 with max 1
%% IMarketClientSide7Choice recursion level 1 with max 1
%% IBlockTrade5Choice recursion level 1 with max 1
%% IRestriction6Choice recursion level 1 with max 1
%% ISettlementSystemMethod5Choice recursion level 1 with max 1
%% INettingEligibility5Choice recursion level 1 with max 1
%% ICentralCounterPartyEligibility5Choice recursion level 1 with max 1
%% IAutomaticBorrowing8Choice recursion level 1 with max 1
SettlementDetails151 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Priority | Specifies whether the transaction was executed with a high priority. | IPriorityNumeric5Choice - Optional 0..1 |
| SettlementTransactionCondition | Conditions under which the order/trade was to be settled. | ISettlementTransactionCondition22Choice - Unknown 0..0 |
| SettlingCapacity | Role of a party in the settlement of the transaction. | ISettlingCapacity8Choice - Optional 0..1 |
| StampDutyTaxBasis | Specifies the stamp duty type or exemption reason applicable to the settlement transaction. | GenericIdentification47 - Optional 0..1 |
| SecuritiesRTGS | Specifies whether the settlement transaction was to be settled through an RTGS or a non RTGS system. | ISecuritiesRTGS5Choice - Optional 0..1 |
| BeneficialOwnership | Specifies whether there was change of beneficial ownership. | IBeneficialOwnership5Choice - Optional 0..1 |
| CashClearingSystem | Specifies the category of cash clearing system, for example, cheque clearing. | ICashSettlementSystem5Choice - Optional 0..1 |
| TaxCapacity | Tax role capacity of the instructing party. | ITaxCapacityParty5Choice - Optional 0..1 |
| MarketClientSide | Specifies if an instruction was for a market side or a client side transaction. | IMarketClientSide7Choice - Optional 0..1 |
| BlockTrade | Specifies whether the settlement instruction was a block parent or child. | IBlockTrade5Choice - Optional 0..1 |
| LegalRestrictions | Regulatory restrictions applicable to a security. | IRestriction6Choice - Optional 0..1 |
| SettlementSystemMethod | Specifies whether the settlement instruction was to be settled through the default or the alternate settlement system. | ISettlementSystemMethod5Choice - Optional 0..1 |
| NettingEligibility | Specifies whether the settlement transaction was eligible for netting. | INettingEligibility5Choice - Optional 0..1 |
| CCPEligibility | Specifies whether the settlement transaction was CCP (Central Counterparty) eligible. | ICentralCounterPartyEligibility5Choice - Optional 0..1 |
| AutomaticBorrowing | Condition for automatic borrowing. | IAutomaticBorrowing8Choice - Optional 0..1 |
| PartialSettlementIndicator | Specifies whether partial settlement was allowed. | SettlementTransactionCondition5Code - 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 |
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
%% SettlementParties81 recursion level 0 with max 1
SettlementParties81 *-- "0..1" PartyIdentification162 : Depository
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party1
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party2
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party3
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party4
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : 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
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties81 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. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount176 - 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
%% SettlementParties81 recursion level 0 with max 1
SettlementParties81 *-- "0..1" PartyIdentification162 : Depository
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party1
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party2
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party3
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : Party4
SettlementParties81 *-- "0..1" PartyIdentificationAndAccount176 : 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
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount176 recursion level 1 with max 1
class PartyIdentificationAndAccount176{
LEI IsoLEIIdentifier
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount176 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount176 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount176 *-- "0..1" SecuritiesAccount30 : SafekeepingAccount
PartyIdentificationAndAccount176 *-- "0..1" IDateAndDateTime2Choice : ProcessingDate
PartyIdentificationAndAccount176 *-- "0..1" PartyTextInformation3 : AdditionalInformation
SettlementParties81 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. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party2 | Party that, in a settlement chain interacts with the party 1. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party3 | Party that, in a settlement chain interacts with the party 2. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party4 | Party that, in a settlement chain interacts with the party 3. | PartyIdentificationAndAccount176 - Optional 0..1 |
| Party5 | Party that, in a settlement chain interacts with the party 4. | PartyIdentificationAndAccount176 - 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
%% OtherAmounts42 recursion level 0 with max 1
OtherAmounts42 *-- "0..1" AmountAndDirection58 : AccruedInterestAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : ChargesFees
OtherAmounts42 *-- "0..1" AmountAndDirection58 : CountryNationalFederalTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : TradeAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : ExecutingBrokerAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : IssueDiscountAllowance
OtherAmounts42 *-- "0..1" AmountAndDirection58 : PaymentLevyTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : LocalTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : LocalBrokerCommission
OtherAmounts42 *-- "0..1" AmountAndDirection58 : Margin
OtherAmounts42 *-- "0..1" AmountAndDirection58 : Other
OtherAmounts42 *-- "0..1" AmountAndDirection58 : RegulatoryAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : ShippingAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : SpecialConcession
OtherAmounts42 *-- "0..1" AmountAndDirection58 : StampDuty
OtherAmounts42 *-- "0..1" AmountAndDirection58 : StockExchangeTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : TransferTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : TransactionTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : ValueAddedTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : WithholdingTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : NetGainLoss
OtherAmounts42 *-- "0..1" AmountAndDirection58 : ConsumptionTax
OtherAmounts42 *-- "0..1" AmountAndDirection58 : AccruedCapitalisationAmount
OtherAmounts42 *-- "0..1" AmountAndDirection58 : BookValue
OtherAmounts42 *-- "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
%% AmountAndDirection44 recursion level 1 with max 1
class AmountAndDirection44{
Amount IsoActiveOrHistoricCurrencyAndAmount
CreditDebitIndicator CreditDebitCode
OriginalCurrencyAndOrderedAmount IsoActiveOrHistoricCurrencyAndAmount
}
AmountAndDirection44 *-- "0..1" ForeignExchangeTerms23 : ForeignExchangeDetails
OtherAmounts42 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 |
| 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 |
| 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
%% OtherParties35 recursion level 0 with max 1
OtherParties35 *-- "0..0" PartyIdentificationAndAccount179 : Investor
OtherParties35 *-- "0..1" PartyIdentificationAndAccount180 : QualifiedForeignIntermediary
OtherParties35 *-- "0..1" PartyIdentificationAndAccount181 : StockExchange
OtherParties35 *-- "0..1" PartyIdentificationAndAccount181 : TradeRegulator
OtherParties35 *-- "0..1" PartyIdentificationAndAccount180 : TripartyAgent
OtherParties35 *-- "0..1" PartyIdentificationAndAccount180 : Broker
%% PartyIdentificationAndAccount179 recursion level 1 with max 1
class PartyIdentificationAndAccount179{
LEI IsoLEIIdentifier
Nationality CountryCode
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount179 *-- "0..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount179 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount179 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount180 recursion level 1 with max 1
class PartyIdentificationAndAccount180{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount180 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount180 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount180 *-- "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
%% PartyIdentificationAndAccount180 recursion level 1 with max 1
class PartyIdentificationAndAccount180{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount180 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount180 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount180 *-- "0..1" PartyTextInformation3 : AdditionalInformation
%% PartyIdentificationAndAccount180 recursion level 1 with max 1
class PartyIdentificationAndAccount180{
LEI IsoLEIIdentifier
SafekeepingAccount IsoRestrictedFINXMax35Text
ProcessingIdentification IsoRestrictedFINXMax16Text
}
PartyIdentificationAndAccount180 *-- "1..1" IPartyIdentification137Choice : Identification
PartyIdentificationAndAccount180 *-- "0..1" AlternatePartyIdentification9 : AlternateIdentification
PartyIdentificationAndAccount180 *-- "0..1" PartyTextInformation3 : AdditionalInformation
OtherParties35 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Investor | Party, either an individual or organisation, whose assets are being invested. | PartyIdentificationAndAccount179 - Unknown 0..0 |
| QualifiedForeignIntermediary | Foreign financial institution which has been authorised by local authorities to act as account management institution in the country. | PartyIdentificationAndAccount180 - 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. | PartyIdentificationAndAccount180 - Optional 0..1 |
| Broker | Party that identifies a broker when required (for example, authorised broker, prime broker, etc). | PartyIdentificationAndAccount180 - Optional 0..1 |
SupplementaryData building block
Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
SupplementaryData1 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SecuritiesFinancingConfirmation002V10 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingConfirmation002V10 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingConfirmation002V10Document implements IOuterDocument. Because SecuritiesFinancingConfirmation002V10 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingConfirmation002V10.
classDiagram
class IOuterRecord
SecuritiesFinancingConfirmation002V10 --|> IOuterRecord : Implements
SecuritiesFinancingConfirmation002V10Document --|> IOuterDocument~SecuritiesFinancingConfirmation002V10~ : Implements
class IOuterDocument~SecuritiesFinancingConfirmation002V10~ {
SecuritiesFinancingConfirmation002V10 Message
}
Document wrapper for serialization
The only real purpose SecuritiesFinancingConfirmation002V10Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:sese.035.002.10’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingConfirmation002V10.ToDocument() method. The returned SecuritiesFinancingConfirmation002V10Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SecuritiesFinancingConfirmation002V10Document *-- SecuritiesFinancingConfirmation002V10 : 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.035.002.10">
<SctiesFincgConf>
<TxIdDtls>
<!-- TransactionIdentificationDetails inner content -->
</TxIdDtls>
<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>
<SctiesFincgDtls>
<!-- SecuritiesFinancingDetails inner content -->
</SctiesFincgDtls>
<StgSttlmInstrDtls>
<!-- StandingSettlementInstructionDetails inner content -->
</StgSttlmInstrDtls>
<SttlmParams>
<!-- SettlementParameters inner content -->
</SttlmParams>
<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>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SctiesFincgConf>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_wKlkEyAZEeu4a6pNulzZ4Q"
nextVersions="_c65Ckzi8Eeydid5dcNPKvg"
previousVersion="_6sbsQ_fVEeiNZp_PtLohLw"
name="SecuritiesFinancingConfirmation002V10"
definition="Scope
A securities financing transaction account servicer sends a SecuritiesFinancingConfirmation to an account owner to confirm or advise of the partial or full settlement of the opening or closing leg of a securities financing transaction. 

The account servicer/owner relationship may be:
- a central securities depository or another settlement market infrastructure managing securities financing transactions on behalf of their participants
- an agent (sub-custodian) managing securities financing transactions on behalf of their global custodian customer, or 
- a custodian managing securities financing transactions 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="_gMCB9OSnEeauk5I89sEP4g"
xmlTag="SctiesFincgConf"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<constraint
xmi:id="_wKlkFSAZEeu4a6pNulzZ4Q"
name="BuyerSSIRule"
definition="If standing settlement instruction applies and the confirmation is on a delivery, then Buyer must be present.
"
registrationStatus="Provisionally Registered"
expression="<RuleDefinition><ComplexRule xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ComplexRule"><mustBe><connector>AND</connector><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails/Counterparty/Buyer</leftOperand></BooleanRule></mustBe><onCondition><connector>AND</connector><BooleanRule xsi:type="EqualToValue"><leftOperand>/TransactionIdentificationDetails/SecuritiesMovementType</leftOperand><rightOperand>Delivery</rightOperand></BooleanRule><BooleanRule xsi:type="Presence"><leftOperand>/StandingSettlementInstructionDetails</leftOperand></BooleanRule></onCondition></ComplexRule></RuleDefinition>" />
<constraint
xmi:id="_wKlkFyAZEeu4a6pNulzZ4Q"
name="SellerSSIRule"
definition="If standing settlement instruction applies and the confirmation is on a receive, then Seller 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/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="_wKlkGSAZEeu4a6pNulzZ4Q"
name="DeliveringDepositoryAndParty1Rule"
definition="If the confirmation is on a receive and no standing settlement instruction applies, then DeliveringDepository 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>/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="_wKlkGyAZEeu4a6pNulzZ4Q"
name="ReceivingDepositoryAndParty1Rule"
definition="If the confirmation is on 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="_wKlkHSAZEeu4a6pNulzZ4Q"
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>" />
<messageBuildingBlock
xmi:id="_wKlkHyAZEeu4a6pNulzZ4Q"
name="TransactionIdentificationDetails"
definition="Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing) and other parameters."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxIdDtls"
complexType="_dkgFgZw1EeazcsnODTksnQ" />
<messageBuildingBlock
xmi:id="_wKlkISAZEeu4a6pNulzZ4Q"
name="AdditionalParameters"
definition="Additional parameters for the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="AddtlParams"
complexType="_5mrXWZNLEeWGlc8L7oPDIg" />
<messageBuildingBlock
xmi:id="_wKlkIyAZEeu4a6pNulzZ4Q"
name="TradeDetails"
definition="Details of the securities financing deal."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TradDtls"
complexType="_wKmLSyAZEeu4a6pNulzZ4Q" />
<messageBuildingBlock
xmi:id="_wKlkJSAZEeu4a6pNulzZ4Q"
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="_wKlkJyAZEeu4a6pNulzZ4Q"
name="FinancialInstrumentAttributes"
definition="Elements characterising a financial instrument."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="FinInstrmAttrbts"
complexType="_qImet83yEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_wKlkKSAZEeu4a6pNulzZ4Q"
name="QuantityAndAccountDetails"
definition="Details related to the account and quantity involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="QtyAndAcctDtls"
complexType="_6sliDffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkKyAZEeu4a6pNulzZ4Q"
name="SecuritiesFinancingDetails"
definition="Details of the closing of the securities financing transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SctiesFincgDtls"
complexType="_6sljfffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkLSAZEeu4a6pNulzZ4Q"
name="StandingSettlementInstructionDetails"
definition="Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="StgSttlmInstrDtls"
complexType="_6sllzffVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkLyAZEeu4a6pNulzZ4Q"
name="SettlementParameters"
definition="Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled. These parameters are defined by the instructing party in compliance with settlement rules in the market the transaction will settle in."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="SttlmParams"
complexType="_5TsvCc3yEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_wKlkMSAZEeu4a6pNulzZ4Q"
name="DeliveringSettlementParties"
definition="Identifies the chain of delivering settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="DlvrgSttlmPties"
complexType="_6sloI_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkMyAZEeu4a6pNulzZ4Q"
name="ReceivingSettlementParties"
definition="Identifies the chain of receiving settlement parties."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RcvgSttlmPties"
complexType="_6sloI_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkNSAZEeu4a6pNulzZ4Q"
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="_wKlkNyAZEeu4a6pNulzZ4Q"
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="_wKlkOSAZEeu4a6pNulzZ4Q"
name="OtherAmounts"
definition="Other amounts than the settlement amount."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrAmts"
complexType="_5TyO7c3yEee5nJBZsW8MFQ" />
<messageBuildingBlock
xmi:id="_wKlkOyAZEeu4a6pNulzZ4Q"
name="OtherBusinessParties"
definition="Other business parties relevant to the transaction."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="OthrBizPties"
complexType="_6svim_fVEeiNZp_PtLohLw" />
<messageBuildingBlock
xmi:id="_wKlkPSAZEeu4a6pNulzZ4Q"
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="035"
flavour="002"
version="10" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.