supl.011.001.03
The DTCCCACOSD1 message extends ISO corporate action movement confirmation message with DTCC corporate action elements not covered in the standard message.
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
%% DTCCCACOSD1V03 recursion level 0 with max 0
DTCCCACOSD1V03 *-- "0..1" CorporateActionGeneralInformationSD14 : CorporateActionGeneralInformation
DTCCCACOSD1V03 *-- "0..1" FinancialInstrumentAttributesSD9 : UnderlyingSecurity
DTCCCACOSD1V03 *-- "0..1" CorporateActionSD10 : CorporateActionDetails
DTCCCACOSD1V03 *-- "0..1" AccountBalanceSD4 : AccountBalance
DTCCCACOSD1V03 *-- "0..1" CorporateActionConfirmationSecuritiesMovementDetailsSD3 : CorporateActionConfirmationSecuritiesMovementDetails
DTCCCACOSD1V03 *-- "0..1" CorporateActionConfirmationCashMovementDetailsSD3 : CorporateActionConfirmationCashMovementDetails
Now, we will zero-in one-by-one on each of these building blocks.
CorporateActionGeneralInformation building block
Extension block for the information to be extended as corporate action general information. Provides additional information regarding corporate action general information details. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CorporateActionGeneralInformationSD14 recursion level 0 with max 1
class CorporateActionGeneralInformationSD14{
PlaceAndName IsoMax350Text
RedemptionIdentification IsoMax10NumericText
}
CorporateActionGeneralInformationSD14 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| RedemptionIdentification | Unique number systemically assigned to all Lottery and Non-Lottery events announced in DTC Redemptions (REDS) Participant Terminal System (PTS)/ Particinant Browser System(PBS) function. | IsoMax10NumericText - Optional 0..1 |
UnderlyingSecurity building block
Information to be extended as supplementary data to underlying security details. Provides additional information regarding underlying security details. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% FinancialInstrumentAttributesSD9 recursion level 0 with max 1
class FinancialInstrumentAttributesSD9{
PlaceAndName IsoMax350Text
}
FinancialInstrumentAttributesSD9 *-- "0..1" OtherIdentification2 : OriginatingSecurityIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
Identification IsoRestrictedFINXMax31Text
Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
FinancialInstrumentAttributesSD9 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| OriginatingSecurityIdentification | Represents the ‘original’ security identifier of the event. It is used in the scenarios like “partial call” where there are 2 events. The first event distributes into the Contra CUSIP, a temporary security; and on the second event that temporary security becomes the underlying security of the event. This element is used in the second event to point to the original CUSIP. | OtherIdentification2 - Optional 0..1 |
CorporateActionDetails building block
Information to be extended as supplementary data to corporate action details. Provides additional information regarding corporate action details. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CorporateActionSD10 recursion level 0 with max 1
class CorporateActionSD10{
PlaceAndName IsoMax350Text
LotterySequenceNumber IsoMax3NumericText
LotteryDate IsoISODate
}
CorporateActionSD10 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| LotterySequenceNumber | DTC generated number to distinguish between the series of lotteries run against a particular redemption. | IsoMax3NumericText - Optional 0..1 |
| LotteryDate | Date/time on which the lottery is run and applied to the holder’s positions. This is also applicable to partial calls. | IsoISODate - Optional 0..1 |
AccountBalance building block
Extension block for the information to be extended as account balance. Provides additional information regarding account balance. Contains transaction details of the stock loans, repurchase agreements (REPOs) and undelivered trades (FAILs). For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% AccountBalanceSD4 recursion level 0 with max 1
class AccountBalanceSD4{
PlaceAndName IsoMax350Text
}
AccountBalanceSD4 *-- "0..1" SignedQuantityFormat4 : OriginalBalance
AccountBalanceSD4 *-- "0..1" SignedQuantityFormat4 : UnpledgedBalance
AccountBalanceSD4 *-- "0..1" SignedQuantityFormat4 : InvestmentUnpledgedBalance
AccountBalanceSD4 *-- "0..1" SignedQuantityFormat4 : InvestmentPledgedBalance
%% SignedQuantityFormat4 recursion level 1 with max 1
class SignedQuantityFormat4{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat4 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat4 recursion level 1 with max 1
class SignedQuantityFormat4{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat4 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat4 recursion level 1 with max 1
class SignedQuantityFormat4{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat4 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat4 recursion level 1 with max 1
class SignedQuantityFormat4{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat4 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
AccountBalanceSD4 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| OriginalBalance | Position held in a security as of the day prior to publication date. This position is subject to a redemption lottery call when this is the first lottery. This balance will not be adjusted for the supplemental or concurrent lotteries and will remain constant to report the original position. | SignedQuantityFormat4 - Optional 0..1 |
| UnpledgedBalance | Portion of the Original Balance position held in DTC General Free account as of day prior to Publication Date. Position held in this account is subject to redemption lottery call. | SignedQuantityFormat4 - Optional 0..1 |
| InvestmentUnpledgedBalance | Portion of the Original Balance position held in DTC Segregated account as of day prior to Publication Date. Position held in this account is subject to redemption lottery call and must be released to allow allocation. | SignedQuantityFormat4 - Optional 0..1 |
| InvestmentPledgedBalance | Portion of the Original Balance position held in DTC Investment account as of day prior to Publication Date. Position held in this account is subject to redemption lottery call and must be released to allow allocation. | SignedQuantityFormat4 - Optional 0..1 |
CorporateActionConfirmationSecuritiesMovementDetails building block
Information to be extended as corporate action confirmation securities movement details. Provides additional information regarding corporate action confirmation securities movement details. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CorporateActionConfirmationSecuritiesMovementDetailsSD3 recursion level 0 with max 1
class CorporateActionConfirmationSecuritiesMovementDetailsSD3{
PlaceAndName IsoMax350Text
CreditDebitIndicator CreditDebitCode
PayoutType DTCCPayoutType4Code
ReasonCode DTCAdjustmentPaymentType2Code
SubReasonCode DTCAdjustmentPaymentSubReason1Code
ContraParticipantNumber IsoMax8Text
MaturityDate IsoISODate
TaxAdjustmentRate IsoPercentageRate
NewSecuritiesIssuanceIndicator NewSecuritiesIssuanceType4Code
RDPReferenceNumber IsoExact32AlphaNumericText
}
CorporateActionConfirmationSecuritiesMovementDetailsSD3 *-- "0..1" IFinancialInstrumentQuantity15Choice : TransactionQuantity
CorporateActionConfirmationSecuritiesMovementDetailsSD3 *-- "0..1" IDateFormat28Choice : PostingDate
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% IDateFormat28Choice recursion level 1 with max 1
CorporateActionConfirmationSecuritiesMovementDetailsSD3 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| CreditDebitIndicator | Indicates whether the value is a debit or a credit. | CreditDebitCode - Required 1..1 |
| PayoutType | Specifies the type of payout associated with the event (for example: principal, long term capital gain). | DTCCPayoutType4Code - Required 1..1 |
| TransactionQuantity | Resulting quantity of securities concerned in this transaction. | IFinancialInstrumentQuantity15Choice - Optional 0..1 |
| ReasonCode | Transaction reason. | DTCAdjustmentPaymentType2Code - Optional 0..1 |
| SubReasonCode | Transaction sub reason. | DTCAdjustmentPaymentSubReason1Code - Optional 0..1 |
| ContraParticipantNumber | Transaction contra participant identification when shares are distributed / delivered to / from another participant. | IsoMax8Text - Optional 0..1 |
| MaturityDate | Date on which a financial instrument becomes due and assets are to be repaid. | IsoISODate - Optional 0..1 |
| PostingDate | Date/Time on which the posting /draft of the securities took place. | IDateFormat28Choice - Optional 0..1 |
| TaxAdjustmentRate | Set of the DTC legacy sub reason codes representing tax rate. Used with reason codes ‘TJXD’ ‘TJXF’ ‘TJXI’ ‘TJXL’ ‘TJXR’ ‘TJXT’ ‘TJXU’ to identify the correct tax rate. | IsoPercentageRate - Optional 0..1 |
| NewSecuritiesIssuanceIndicator | Indicates whether the securities are newly issued or not. | NewSecuritiesIssuanceType4Code - Optional 0..1 |
| RDPReferenceNumber | Unique DTCC legacy reference used for matching and reconciling legacy CCF records. The element will be populated to all levels of the message (Event Details, Options, Movements) where applicable to indicate how values are sourced from CCF legacy files. For example: event has 2 related Activity Types 74, and 54. If event details and cash option are sourced from the Activity Type 74, then Activity Type 74 will be in RDP Reference Number in event details, and also on the cash option. The activity type 54 will be “on” the security option. Also, usage rules will specify the different layouts of the RDP Reference Number based on DTCC event group (reorganization, distribution, or redemption). | IsoExact32AlphaNumericText - Optional 0..1 |
CorporateActionConfirmationCashMovementDetails building block
Extension block for the information to be extended as corporate action confirmation cash movement details. Provides additional information regarding corporate action confirmation cash movement details. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% CorporateActionConfirmationCashMovementDetailsSD3 recursion level 0 with max 1
class CorporateActionConfirmationCashMovementDetailsSD3{
PlaceAndName IsoMax350Text
CreditDebitIndicator CreditDebitCode
PayoutType DTCCPayoutType3Code
TransactionAmount IsoRestrictedFINActiveCurrencyAndAmount
ReasonCode DTCAdjustmentPaymentType2Code
SubReasonCode DTCAdjustmentPaymentSubReason1Code
ContraParticipantNumber IsoMax8Text
TaxAdjustmentRate IsoPercentageRate
RDPReferenceNumber IsoExact32AlphaNumericText
}
CorporateActionConfirmationCashMovementDetailsSD3 *-- "0..1" IDateFormat28Choice : PostingDate
%% IDateFormat28Choice recursion level 1 with max 1
CorporateActionConfirmationCashMovementDetailsSD3 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| CreditDebitIndicator | Indicates whether the value is a debit or a credit. | CreditDebitCode - Required 1..1 |
| PayoutType | Specifies the type of payout associated with the event (for example: principal, long term capital gain). | DTCCPayoutType3Code - Required 1..1 |
| TransactionAmount | Resulting cash amount concerned in this transaction. | IsoRestrictedFINActiveCurrencyAndAmount - Optional 0..1 |
| ReasonCode | Transaction reason. | DTCAdjustmentPaymentType2Code - Optional 0..1 |
| SubReasonCode | Transaction sub reason. | DTCAdjustmentPaymentSubReason1Code - Optional 0..1 |
| ContraParticipantNumber | Transaction contra participant identification when shares are distributed / delivered to / from another participant. | IsoMax8Text - Optional 0..1 |
| PostingDate | Date/Time on which the posting /draft of the securities took place. | IDateFormat28Choice - Optional 0..1 |
| TaxAdjustmentRate | Set of the DTC legacy sub reason codes representing tax rate. Used with reason codes ‘TJXD’ ‘TJXF’ ‘TJXI’ ‘TJXL’ ‘TJXR’ ‘TJXT’ ‘TJXU’ to identify the correct tax rate. | IsoPercentageRate - Optional 0..1 |
| RDPReferenceNumber | Unique DTCC legacy reference used for matching and reconciling legacy CCF records. The element will be populated to all levels of the message (Event Details, Options, Movements) where applicable to indicate how values are sourced from CCF legacy files. For example: event has 2 related Activity Types 74, and 54. If event details and cash option are sourced from the Activity Type 74, then Activity Type 74 will be in RDP Reference Number in event details, and also on the cash option. The activity type 54 will be “on” the security option. Also, usage rules will specify the different layouts of the RDP Reference Number based on DTCC event group (reorganization, distribution, or redemption). | IsoExact32AlphaNumericText - Optional 0..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the DTCCCACOSD1V03 implementation follows a specific implementaiton pattern. First of all, DTCCCACOSD1V03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCACOSD1V03Document implements IOuterDocument. Because DTCCCACOSD1V03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCACOSD1V03.
classDiagram
class IOuterRecord
DTCCCACOSD1V03 --|> IOuterRecord : Implements
DTCCCACOSD1V03Document --|> IOuterDocument~DTCCCACOSD1V03~ : Implements
class IOuterDocument~DTCCCACOSD1V03~ {
DTCCCACOSD1V03 Message
}
Document wrapper for serialization
The only real purpose DTCCCACOSD1V03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.011.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCACOSD1V03.ToDocument() method. The returned DTCCCACOSD1V03Document value will serialize correctly according to ISO 20022 standards.
classDiagram
DTCCCACOSD1V03Document *-- DTCCCACOSD1V03 : 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:supl.011.001.03">
<DTCCCACOSD1>
<CorpActnGnlInf>
<!-- CorporateActionGeneralInformation inner content -->
</CorpActnGnlInf>
<UndrlygScty>
<!-- UnderlyingSecurity inner content -->
</UndrlygScty>
<CorpActnDtls>
<!-- CorporateActionDetails inner content -->
</CorpActnDtls>
<AcctBal>
<!-- AccountBalance inner content -->
</AcctBal>
<CorpActnConfSctiesMvmntDtls>
<!-- CorporateActionConfirmationSecuritiesMovementDetails inner content -->
</CorpActnConfSctiesMvmntDtls>
<CorpActnConfCshMvmntDtls>
<!-- CorporateActionConfirmationCashMovementDetails inner content -->
</CorpActnConfCshMvmntDtls>
</DTCCCACOSD1>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_2E1Z8aFJEeSK_vfd3NHBGg"
nextVersions="_X0scUZ2EEeW-bsa36JFb9A"
previousVersion="_eaasAV2lEeOb__BffbPEig"
name="DTCCCACOSD1V03"
definition="The DTCCCACOSD1 message extends ISO corporate action movement confirmation message with DTCC corporate action elements not covered in the standard message."
registrationStatus="Provisionally Registered"
xmlTag="DTCCCACOSD1"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<messageBuildingBlock
xmi:id="_2E1Z86FJEeSK_vfd3NHBGg"
nextVersions="_X0scU52EEeW-bsa36JFb9A"
previousVersion="_eaasA12lEeOb__BffbPEig"
name="CorporateActionGeneralInformation"
definition="Extension block for the information to be extended as corporate action general information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CorpActnGnlInf"
complexType="_YTNCqGGJEeORiK3bBeBzGg">
<semanticMarkup
xmi:id="_2E1Z9aFJEeSK_vfd3NHBGg"
type="Synonym">
<elements
xmi:id="_2E1Z96FJEeSK_vfd3NHBGg"
name="context"
value="DTCC" />
<elements
xmi:id="_2E1Z-aFJEeSK_vfd3NHBGg"
name="value"
value="Event (Details)" />
</semanticMarkup>
</messageBuildingBlock>
<messageBuildingBlock
xmi:id="_2E1Z-6FJEeSK_vfd3NHBGg"
nextVersions="_X0scW52EEeW-bsa36JFb9A"
previousVersion="_oNmr8XoCEeO2o_OAyvnbZw"
name="UnderlyingSecurity"
definition="Information to be extended as supplementary data to underlying security details."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="UndrlygScty"
complexType="_Vboa0noCEeO2o_OAyvnbZw" />
<messageBuildingBlock
xmi:id="_2E1Z_aFJEeSK_vfd3NHBGg"
nextVersions="_X0scXZ2EEeW-bsa36JFb9A"
previousVersion="_xrNucWJfEeOfOt7Y7nAPUA"
name="CorporateActionDetails"
definition="Information to be extended as supplementary data to corporate action details."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CorpActnDtls"
complexType="_S9dVw2JhEeOfOt7Y7nAPUA" />
<messageBuildingBlock
xmi:id="_2E1Z_6FJEeSK_vfd3NHBGg"
nextVersions="_X0scX52EEeW-bsa36JFb9A"
previousVersion="_SwBhQWJiEeOfOt7Y7nAPUA"
name="AccountBalance"
definition="Extension block for the information to be extended as account balance."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="AcctBal"
complexType="_JHpR1GJiEeOfOt7Y7nAPUA" />
<messageBuildingBlock
xmi:id="_2E1aAaFJEeSK_vfd3NHBGg"
nextVersions="_X0scYZ2EEeW-bsa36JFb9A"
previousVersion="_eaasC12lEeOb__BffbPEig"
name="CorporateActionConfirmationSecuritiesMovementDetails"
definition="Information to be extended as corporate action confirmation securities movement details."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="CorpActnConfSctiesMvmntDtls"
complexType="_3L0KIaGLEeSpipW1FBSFVg">
<semanticMarkup
xmi:id="_2E1aA6FJEeSK_vfd3NHBGg"
type="Synonym">
<elements
xmi:id="_2E1aBaFJEeSK_vfd3NHBGg"
name="context"
value="DTCC" />
<elements
xmi:id="_2E1aB6FJEeSK_vfd3NHBGg"
name="value"
value="Payout (Securities)" />
</semanticMarkup>
</messageBuildingBlock>
<messageBuildingBlock
xmi:id="_2E1aCaFJEeSK_vfd3NHBGg"
nextVersions="_X0scaZ2EEeW-bsa36JFb9A"
previousVersion="_eaasE12lEeOb__BffbPEig"
name="CorporateActionConfirmationCashMovementDetails"
definition="Extension block for the information to be extended as corporate action confirmation cash movement details."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="CorpActnConfCshMvmntDtls"
complexType="_awMooaGMEeSpipW1FBSFVg">
<semanticMarkup
xmi:id="_2E1aC6FJEeSK_vfd3NHBGg"
type="Synonym">
<elements
xmi:id="_2E1aDaFJEeSK_vfd3NHBGg"
name="context"
value="DTCC" />
<elements
xmi:id="_2E1aD6FJEeSK_vfd3NHBGg"
name="value"
value="Payout (Cash)" />
</semanticMarkup>
</messageBuildingBlock>
<messageDefinitionIdentifier
businessArea="supl"
messageFunctionality="011"
flavour="001"
version="03" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.