supl.007.001.06
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
%% DTCCCANOEligibleBalanceSD1V06 recursion level 0 with max 0
DTCCCANOEligibleBalanceSD1V06 *-- "0..1" CorporateActionGeneralInformationSD25 : CorporateActionGeneralInformation
DTCCCANOEligibleBalanceSD1V06 *-- "0..1" FinancialInstrumentAttributesSD9 : UnderlyingSecurity
DTCCCANOEligibleBalanceSD1V06 *-- "0..1" AccountBalanceSD7 : DistributionAccountBalance
DTCCCANOEligibleBalanceSD1V06 *-- "0..1" AccountBalanceSD6 : RedemptionAccountBalance
DTCCCANOEligibleBalanceSD1V06 *-- "0..1" AccountBalanceSD8 : ReorganisationAccountBalance
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
%% CorporateActionGeneralInformationSD25 recursion level 0 with max 1
class CorporateActionGeneralInformationSD25{
PlaceAndName IsoMax350Text
EventGroup EventGroup1Code
EventType ExtendedEventType4Code
SubEventType DTCCSubEventType5Code
RedemptionIdentification IsoMax10NumericText
}
CorporateActionGeneralInformationSD25 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| EventGroup | DTC processing domain/ category for event types. | EventGroup1Code - Optional 0..1 |
| EventType | DTCC (The Depository Trust and Clearing Corporation) native corporate action event type name. Used in place for the events that cannot be classified by ISO code and mapped to OTHR or when two or more distinct events (in DTCC model) use same ISO code and there are no additional data elements that distinguish those two or more events. | ExtendedEventType4Code - Optional 0..1 |
| SubEventType | DTCC (The Depository Trust and Clearing Corporation) native corporate action sub event type name further defines the event type. | DTCCSubEventType5Code - Optional 0..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 |
DistributionAccountBalance 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
%% AccountBalanceSD7 recursion level 0 with max 1
class AccountBalanceSD7{
PlaceAndName IsoMax350Text
ContraParticipantNumber IsoMax8Text
}
AccountBalanceSD7 *-- "0..1" IAdjustedBalanceTypeSD3Choice : TransactionPosition
%% IAdjustedBalanceTypeSD3Choice recursion level 1 with max 1
AccountBalanceSD7 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. | IAdjustedBalanceTypeSD3Choice - Optional 0..1 |
| ContraParticipantNumber | Transaction contra participant identification for stock loans, repurchase agreements (REPOs). | IsoMax8Text - Optional 0..1 |
RedemptionAccountBalance 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 |
ReorganisationAccountBalance building block
Extension block for the information to be extended as account balance for reorganisation 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
%% AccountBalanceSD8 recursion level 0 with max 1
class AccountBalanceSD8{
PlaceAndName IsoMax350Text
}
AccountBalanceSD8 *-- "0..1" SignedQuantityFormat9 : UncoveredProtectBalance
AccountBalanceSD8 *-- "0..1" SignedQuantityFormat9 : InvestmentUnpledgedBalance
AccountBalanceSD8 *-- "0..1" SignedQuantityFormat9 : InvestmentPledgedBalance
AccountBalanceSD8 *-- "0..1" SignedQuantityFormat9 : MemoSegregationBalance
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity
AccountBalanceSD8 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | xPath to the element that is being extended. | IsoMax350Text - Required 1..1 |
| UncoveredProtectBalance | Balance of all uncovered protect instructions across all options. | SignedQuantityFormat9 - Optional 0..1 |
| InvestmentUnpledgedBalance | Position held in DTC segregated account also called account 18. This position is not eligible for instruction processing but will be eligible for payment on mandatory events. | SignedQuantityFormat9 - Optional 0..1 |
| InvestmentPledgedBalance | Position held in DTC segregated account also called account 22. This position is not eligible for instruction processing but will be eligible for payment on mandatory events. | SignedQuantityFormat9 - Optional 0..1 |
| MemoSegregationBalance | Position held in DTC memo segregated account. This position is eligible for payment. | SignedQuantityFormat9 - Optional 0..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the DTCCCANOEligibleBalanceSD1V06 implementation follows a specific implementaiton pattern. First of all, DTCCCANOEligibleBalanceSD1V06 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCANOEligibleBalanceSD1V06Document implements IOuterDocument. Because DTCCCANOEligibleBalanceSD1V06 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCANOEligibleBalanceSD1V06.
classDiagram
class IOuterRecord
DTCCCANOEligibleBalanceSD1V06 --|> IOuterRecord : Implements
DTCCCANOEligibleBalanceSD1V06Document --|> IOuterDocument~DTCCCANOEligibleBalanceSD1V06~ : Implements
class IOuterDocument~DTCCCANOEligibleBalanceSD1V06~ {
DTCCCANOEligibleBalanceSD1V06 Message
}
Document wrapper for serialization
The only real purpose DTCCCANOEligibleBalanceSD1V06Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.007.001.06’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCANOEligibleBalanceSD1V06.ToDocument() method. The returned DTCCCANOEligibleBalanceSD1V06Document value will serialize correctly according to ISO 20022 standards.
classDiagram
DTCCCANOEligibleBalanceSD1V06Document *-- DTCCCANOEligibleBalanceSD1V06 : 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.007.001.06">
<DTCCCANOElgblBalSD1>
<CorpActnGnlInf>
<!-- CorporateActionGeneralInformation inner content -->
</CorpActnGnlInf>
<UndrlygScty>
<!-- UnderlyingSecurity inner content -->
</UndrlygScty>
<DstrbtnAcctBal>
<!-- DistributionAccountBalance inner content -->
</DstrbtnAcctBal>
<RedAcctBal>
<!-- RedemptionAccountBalance inner content -->
</RedAcctBal>
<ReorgAcctBal>
<!-- ReorganisationAccountBalance inner content -->
</ReorgAcctBal>
</DTCCCANOElgblBalSD1>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_I7uegZCEEeaSk9d1hvTrHg"
nextVersions="_LAGyI75MEeexmbB7KsjCwA"
previousVersion="_X0irV52EEeW-bsa36JFb9A"
name="DTCCCANOEligibleBalanceSD1V06"
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="_I7ueg5CEEeaSk9d1hvTrHg"
nextVersions="_LAGyJb5MEeexmbB7KsjCwA"
previousVersion="_X0irWZ2EEeW-bsa36JFb9A"
name="CorporateActionGeneralInformation"
definition="Information to be extended as supplementary data to general information."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="CorpActnGnlInf"
complexType="_sdJSIZCQEeaSk9d1hvTrHg" />
<messageBuildingBlock
xmi:id="_I7uehZCEEeaSk9d1hvTrHg"
nextVersions="_LAGyJ75MEeexmbB7KsjCwA"
previousVersion="_X0irW52EEeW-bsa36JFb9A"
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="_I7ueh5CEEeaSk9d1hvTrHg"
nextVersions="_LAGyKb5MEeexmbB7KsjCwA"
previousVersion="_X0irXZ2EEeW-bsa36JFb9A"
name="DistributionAccountBalance"
definition="Extension block for the information to be extended as account balance for distribution events."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="DstrbtnAcctBal"
complexType="_RFVUkaGGEeSpipW1FBSFVg" />
<messageBuildingBlock
xmi:id="_I7ueiZCEEeaSk9d1hvTrHg"
nextVersions="_LAGyK75MEeexmbB7KsjCwA"
previousVersion="_X0irX52EEeW-bsa36JFb9A"
name="RedemptionAccountBalance"
definition="Extension block for the information to be extended as account balance for redemptions events."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RedAcctBal"
complexType="_pAInE3oAEeO2o_OAyvnbZw" />
<messageBuildingBlock
xmi:id="_WzNvUJEfEeajS_7NioJdVA"
nextVersions="_LAGyLb5MEeexmbB7KsjCwA"
name="ReorganisationAccountBalance"
definition="Extension block for the information to be extended as account balance for reorganisation events."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="ReorgAcctBal"
complexType="_doTs95EhEeajS_7NioJdVA" />
<messageDefinitionIdentifier
businessArea="supl"
messageFunctionality="007"
flavour="001"
version="06" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.