Iso20022

DTCCCANOEligibleBalanceSD1V03

supl.007.001.03

The DTCCCANOEligibleBalanceSD1 message extends ISO corporate action notification (Eligible Balance market practice) message with DTCC corporate action eligible balance 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
%% DTCCCANOEligibleBalanceSD1V03 recursion level 0 with max 0
DTCCCANOEligibleBalanceSD1V03 *-- "0..1" CorporateActionGeneralInformationSD14 : CorporateActionGeneralInformation
DTCCCANOEligibleBalanceSD1V03 *-- "0..1" FinancialInstrumentAttributesSD9 : UnderlyingSecurity
DTCCCANOEligibleBalanceSD1V03 *-- "0..1" AccountBalanceSD5 : DistributionsAccountBalance
DTCCCANOEligibleBalanceSD1V03 *-- "0..1" AccountBalanceSD6 : RedemptionsAccountBalance

Now, we will zero-in one-by-one on each of these building blocks.

CorporateActionGeneralInformation building block

Information to be extended as supplementary data to 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

DistributionsAccountBalance building block

Extension block for the information to be extended as account balance for distribution events. 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
%% AccountBalanceSD5 recursion level 0 with max 1
class AccountBalanceSD5{
    PlaceAndName IsoMax350Text
    AsOfDate IsoISODate
    ContraParticipantNumber IsoMax8Text
}
AccountBalanceSD5 *-- "0..1" IAdjustedBalanceTypeSD1Choice : TransactionPosition
%% IAdjustedBalanceTypeSD1Choice recursion level 1 with max 1

AccountBalanceSD5 members

Member name Description Data Type / Multiplicity
PlaceAndName xPath to the element that is being extended. IsoMax350Text - Required 1..1
TransactionPosition Position that is concerned in transaction. IAdjustedBalanceTypeSD1Choice - Optional 0..1
AsOfDate Effective date of the transaction. IsoISODate - Optional 0..1
ContraParticipantNumber Transaction contra participant identification for stock loans, repurchase agreements (REPOs). IsoMax8Text - Optional 0..1

RedemptionsAccountBalance building block

Extension block for the information to be extended as account balance for redemptions events. 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
%% AccountBalanceSD6 recursion level 0 with max 1
class AccountBalanceSD6{
    PlaceAndName IsoMax350Text
}
AccountBalanceSD6 *-- "0..1" SignedQuantityFormat4 : OriginalBalance
AccountBalanceSD6 *-- "0..1" SignedQuantityFormat4 : AdjustedBalance
AccountBalanceSD6 *-- "0..1" SignedQuantityFormat4 : UnpledgedBalance
AccountBalanceSD6 *-- "0..1" SignedQuantityFormat4 : InvestmentUnpledgedBalance
AccountBalanceSD6 *-- "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
%% SignedQuantityFormat4 recursion level 1 with max 1
class SignedQuantityFormat4{
    ShortLongPosition ShortLong1Code
}
SignedQuantityFormat4 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity

AccountBalanceSD6 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
AdjustedBalance Adjusted position held in a security that is subject to redemption call. 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

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the DTCCCANOEligibleBalanceSD1V03 implementation follows a specific implementaiton pattern. First of all, DTCCCANOEligibleBalanceSD1V03 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCANOEligibleBalanceSD1V03Document implements IOuterDocument. Because DTCCCANOEligibleBalanceSD1V03 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCANOEligibleBalanceSD1V03.

classDiagram
    class IOuterRecord
    DTCCCANOEligibleBalanceSD1V03 --|> IOuterRecord : Implements
    DTCCCANOEligibleBalanceSD1V03Document --|> IOuterDocument~DTCCCANOEligibleBalanceSD1V03~ : Implements
    class IOuterDocument~DTCCCANOEligibleBalanceSD1V03~ {
        DTCCCANOEligibleBalanceSD1V03 Message
     }

Document wrapper for serialization

The only real purpose DTCCCANOEligibleBalanceSD1V03Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.007.001.03’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCANOEligibleBalanceSD1V03.ToDocument() method. The returned DTCCCANOEligibleBalanceSD1V03Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DTCCCANOEligibleBalanceSD1V03Document *-- DTCCCANOEligibleBalanceSD1V03 : 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.007.001.03">
    <DTCCCANOElgblBalSD1>
        <CorpActnGnlInf>
            <!-- CorporateActionGeneralInformation inner content -->
        </CorpActnGnlInf>
        <UndrlygScty>
            <!-- UnderlyingSecurity inner content -->
        </UndrlygScty>
        <DstrbtnsAcctBal>
            <!-- DistributionsAccountBalance inner content -->
        </DstrbtnsAcctBal>
        <RedsAcctBal>
            <!-- RedemptionsAccountBalance inner content -->
        </RedsAcctBal>
    </DTCCCANOElgblBalSD1>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_eaasG12lEeOb__BffbPEig"
  nextVersions="_2E1aN6FJEeSK_vfd3NHBGg"
  previousVersion="_gI_aAUk9EeK8UrXTVVBVxw"
  name="DTCCCANOEligibleBalanceSD1V03"
  definition="The DTCCCANOEligibleBalanceSD1 message extends ISO corporate action notification (Eligible Balance market practice) message with DTCC corporate action eligible balance elements not covered in the standard message."
  registrationStatus="Provisionally Registered"
  xmlTag="DTCCCANOElgblBalSD1"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_LFRBoWGJEeORiK3bBeBzGg"
    nextVersions="_2E1aOaFJEeSK_vfd3NHBGg"
    name="CorporateActionGeneralInformation"
    definition="Information to be extended as supplementary data to general information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CorpActnGnlInf"
    complexType="_YTNCqGGJEeORiK3bBeBzGg" />
  <messageBuildingBlock
    xmi:id="_AyMRgXoCEeO2o_OAyvnbZw"
    nextVersions="_2E1aO6FJEeSK_vfd3NHBGg"
    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="_eaasHV2lEeOb__BffbPEig"
    nextVersions="_2E1aPaFJEeSK_vfd3NHBGg"
    previousVersion="_gI_aBUk9EeK8UrXTVVBVxw"
    name="DistributionsAccountBalance"
    definition="Extension block for the information to be extended as account balance for distribution events."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="DstrbtnsAcctBal"
    complexType="_oKuCA3oAEeO2o_OAyvnbZw" />
  <messageBuildingBlock
    xmi:id="_6Z_OwHoAEeO2o_OAyvnbZw"
    nextVersions="_2E1aP6FJEeSK_vfd3NHBGg"
    name="RedemptionsAccountBalance"
    definition="Extension block for the information to be extended as account balance for redemptions events."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RedsAcctBal"
    complexType="_pAInE3oAEeO2o_OAyvnbZw" />
  <messageDefinitionIdentifier
    businessArea="supl"
    messageFunctionality="007"
    flavour="001"
    version="03" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.