Iso20022

DTCCCANOEligibleBalanceSD1V11

supl.007.001.11

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
%% DTCCCANOEligibleBalanceSD1V11 recursion level 0 with max 0
DTCCCANOEligibleBalanceSD1V11 *-- "0..1" CorporateActionGeneralInformationSD49 : CorporateActionGeneralInformation
DTCCCANOEligibleBalanceSD1V11 *-- "0..1" FinancialInstrumentAttributesSD21 : UnderlyingSecurity
DTCCCANOEligibleBalanceSD1V11 *-- "0..1" AccountBalanceSD10 : DistributionAccountBalance
DTCCCANOEligibleBalanceSD1V11 *-- "0..1" AccountBalanceSD11 : RedemptionAccountBalance
DTCCCANOEligibleBalanceSD1V11 *-- "0..1" AccountBalanceSD12 : 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
%% CorporateActionGeneralInformationSD49 recursion level 0 with max 1
class CorporateActionGeneralInformationSD49{
    PlaceAndName IsoMax350Text
    EventGroup EventGroup1Code
    EventType ExtendedEventType6Code
    SubEventType DTCCSubEventType9Code
    RedemptionIdentification IsoMax10NumericText
}

CorporateActionGeneralInformationSD49 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..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. ExtendedEventType6Code - Optional 0..1
SubEventType DTCC (The Depository Trust and Clearing Corporation) native corporate action sub event type name further defines the event type. DTCCSubEventType9Code - Optional 0..1
RedemptionIdentification Unique number systemically assigned to all lottery and non-lottery events announced in DTC redemptions (REDS) participant terminal system (PTS)/ participant 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
%% FinancialInstrumentAttributesSD21 recursion level 0 with max 1
class FinancialInstrumentAttributesSD21{
    PlaceAndName IsoMax350Text
    MoneyMarketInstrumentFlag IsoYesNoIndicator
}
FinancialInstrumentAttributesSD21 *-- "0..1" OtherIdentification2 : OriginatingSecurityIdentification
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
    Identification IsoRestrictedFINXMax31Text
    Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type

FinancialInstrumentAttributesSD21 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..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
MoneyMarketInstrumentFlag Indicates that the underlying security is a money market instrument. IsoYesNoIndicator - Optional 0..1

DistributionAccountBalance building block

Information to be extended as supplementary data to 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
%% AccountBalanceSD10 recursion level 0 with max 1
class AccountBalanceSD10{
    PlaceAndName IsoMax350Text
    ContraParticipantNumber IsoMax8Text
}
AccountBalanceSD10 *-- "0..1" IAdjustedBalanceTypeSD4Choice : TransactionPosition
%% IAdjustedBalanceTypeSD4Choice recursion level 1 with max 1

AccountBalanceSD10 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
TransactionPosition Position that is concerned in transaction. IAdjustedBalanceTypeSD4Choice - Optional 0..1
ContraParticipantNumber Transaction contra participant identification for stock loans, repurchase agreements (REPOs). IsoMax8Text - Optional 0..1

RedemptionAccountBalance building block

Information to be extended as supplementary data to 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
%% AccountBalanceSD11 recursion level 0 with max 1
class AccountBalanceSD11{
    PlaceAndName IsoMax350Text
}
AccountBalanceSD11 *-- "0..1" SignedQuantityFormat9 : OriginalBalance
AccountBalanceSD11 *-- "0..1" SignedQuantityFormat9 : AdjustedBalance
AccountBalanceSD11 *-- "0..1" SignedQuantityFormat9 : UnpledgedBalance
AccountBalanceSD11 *-- "0..1" SignedQuantityFormat9 : InvestmentUnpledgedBalance
AccountBalanceSD11 *-- "0..1" SignedQuantityFormat9 : InvestmentPledgedBalance
%% 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
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
    ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity

AccountBalanceSD11 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..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. SignedQuantityFormat9 - Optional 0..1
AdjustedBalance Adjusted position held in a security that is subject to redemption call. SignedQuantityFormat9 - 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. SignedQuantityFormat9 - 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. SignedQuantityFormat9 - 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. SignedQuantityFormat9 - Optional 0..1

ReorganisationAccountBalance building block

Information to be extended as supplementary data to 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
%% AccountBalanceSD12 recursion level 0 with max 1
class AccountBalanceSD12{
    PlaceAndName IsoMax350Text
}
AccountBalanceSD12 *-- "0..1" SignedQuantityFormat9 : UncoveredProtectBalance
AccountBalanceSD12 *-- "0..1" SignedQuantityFormat9 : InvestmentUnpledgedBalance
AccountBalanceSD12 *-- "0..1" SignedQuantityFormat9 : InvestmentPledgedBalance
AccountBalanceSD12 *-- "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

AccountBalanceSD12 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..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 DTCCCANOEligibleBalanceSD1V11 implementation follows a specific implementaiton pattern. First of all, DTCCCANOEligibleBalanceSD1V11 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCANOEligibleBalanceSD1V11Document implements IOuterDocument. Because DTCCCANOEligibleBalanceSD1V11 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCANOEligibleBalanceSD1V11.

classDiagram
    class IOuterRecord
    DTCCCANOEligibleBalanceSD1V11 --|> IOuterRecord : Implements
    DTCCCANOEligibleBalanceSD1V11Document --|> IOuterDocument~DTCCCANOEligibleBalanceSD1V11~ : Implements
    class IOuterDocument~DTCCCANOEligibleBalanceSD1V11~ {
        DTCCCANOEligibleBalanceSD1V11 Message
     }

Document wrapper for serialization

The only real purpose DTCCCANOEligibleBalanceSD1V11Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.007.001.11’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCANOEligibleBalanceSD1V11.ToDocument() method. The returned DTCCCANOEligibleBalanceSD1V11Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DTCCCANOEligibleBalanceSD1V11Document *-- DTCCCANOEligibleBalanceSD1V11 : 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.007.001.11">
    <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="_Vk6qRzDmEey2N-DB7H7A5A"
  previousVersion="_q_pKdQ4zEeuIpNw_GxsBOw"
  name="DTCCCANOEligibleBalanceSD1V11"
  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="Registered"
  messageSet="_Bu3cEJVUEeO6Q83g-JIX_w"
  xmlTag="DTCCCANOElgblBalSD1"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_Vk6qSTDmEey2N-DB7H7A5A"
    previousVersion="_q_pKdw4zEeuIpNw_GxsBOw"
    name="CorporateActionGeneralInformation"
    definition="Information to be extended as supplementary data to general information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CorpActnGnlInf"
    complexType="_Nuz3MTDrEey2N-DB7H7A5A" />
  <messageBuildingBlock
    xmi:id="_Vk6qSzDmEey2N-DB7H7A5A"
    previousVersion="_q_pKeQ4zEeuIpNw_GxsBOw"
    name="UnderlyingSecurity"
    definition="Information to be extended as supplementary data to underlying security details."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="UndrlygScty"
    complexType="_MlVMgw-qEeuE0Pnt-OcNOA" />
  <messageBuildingBlock
    xmi:id="_Vk6qTTDmEey2N-DB7H7A5A"
    previousVersion="_q_pKew4zEeuIpNw_GxsBOw"
    name="DistributionAccountBalance"
    definition="Information to be extended as supplementary data to account balance for distribution events."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="DstrbtnAcctBal"
    complexType="_hn-gQb5YEeexmbB7KsjCwA" />
  <messageBuildingBlock
    xmi:id="_Vk6qTzDmEey2N-DB7H7A5A"
    previousVersion="_q_pKfQ4zEeuIpNw_GxsBOw"
    name="RedemptionAccountBalance"
    definition="Information to be extended as supplementary data to account balance for redemptions events.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RedAcctBal"
    complexType="_mlwo4b5YEeexmbB7KsjCwA" />
  <messageBuildingBlock
    xmi:id="_Vk6qUTDmEey2N-DB7H7A5A"
    previousVersion="_q_pKfw4zEeuIpNw_GxsBOw"
    name="ReorganisationAccountBalance"
    definition="Information to be extended as supplementary data to account balance for reorganisation events."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="ReorgAcctBal"
    complexType="_qL6QMb5YEeexmbB7KsjCwA" />
  <messageDefinitionIdentifier
    businessArea="supl"
    messageFunctionality="007"
    flavour="001"
    version="11" />
</messageDefinition>

ISO Building Blocks

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