Iso20022

DTCCCASTSD1V05

supl.031.001.05

The DTCCCASTSD1 message extends ISO corporate action instruction statement report 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
%% DTCCCASTSD1V05 recursion level 0 with max 0
DTCCCASTSD1V05 *-- "0..1" CorporateActionBalanceSD5 : EventBalanceDetails
DTCCCASTSD1V05 *-- "0..1" CorporateActionInstructedBalanceOptionBalanceSD3 : TotalInstructedBalanceOptionBalanceDetails
DTCCCASTSD1V05 *-- "0..1" CorporateActionInstructedBalanceOptionInstructionSD4 : TotalInstructedBalanceOptionInstructionDetails
DTCCCASTSD1V05 *-- "0..1" CorporateActionInstructedBalanceOptionProtectInstructionSD4 : TotalInstructedBalanceOptionProtectInstructionDetails

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

EventBalanceDetails building block

Information to be extended as supplementary data to corporate action balance details at event level. Provides additional information regarding corporate action balance details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionBalanceSD5 recursion level 0 with max 1
class CorporateActionBalanceSD5{
    PlaceAndName IsoMax350Text
}
CorporateActionBalanceSD5 *-- "0..1" SignedQuantityFormat9 : TotalUncoveredProtectBalance
%% SignedQuantityFormat9 recursion level 1 with max 1
class SignedQuantityFormat9{
    ShortLongPosition ShortLong1Code
}
SignedQuantityFormat9 *-- "1..1" IFinancialInstrumentQuantity15Choice : Quantity

CorporateActionBalanceSD5 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
TotalUncoveredProtectBalance Balance of uncovered protect transactions at an event level. SignedQuantityFormat9 - Optional 0..1

TotalInstructedBalanceOptionBalanceDetails building block

Information to be extended as supplementary data to corporate action balance details at option level. Provides additional information regarding corporate action instructed balance details at option level. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionInstructedBalanceOptionBalanceSD3 recursion level 0 with max 1
class CorporateActionInstructedBalanceOptionBalanceSD3{
    PlaceAndName IsoMax350Text
}
CorporateActionInstructedBalanceOptionBalanceSD3 *-- "1..1" IOptionNumber1Choice : OptionNumber
CorporateActionInstructedBalanceOptionBalanceSD3 *-- "0..1" SignedQuantityFormat9 : OptionUncoveredProtectBalance
CorporateActionInstructedBalanceOptionBalanceSD3 *-- "0..1" SignedQuantityFormat9 : OptionOversubscriptionQuantity
CorporateActionInstructedBalanceOptionBalanceSD3 *-- "0..1" SignedQuantityFormat9 : OptionUnacceptedBalance
%% IOptionNumber1Choice recursion level 1 with max 1
%% 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

CorporateActionInstructedBalanceOptionBalanceSD3 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
OptionNumber Option Number of the extended balances. IOptionNumber1Choice - Required 1..1
OptionUncoveredProtectBalance Balance of uncovered protect transactions at an option level. SignedQuantityFormat9 - Optional 0..1
OptionOversubscriptionQuantity For rights subscription events, total number of oversubscribed units. When there is an oversubscription privilege, this quantity will be included within the Instructed quantity in the core message. SignedQuantityFormat9 - Optional 0..1
OptionUnacceptedBalance For election merger events, the balance that is being moved into another option number for payment due to the proration of the original option. SignedQuantityFormat9 - Optional 0..1

TotalInstructedBalanceOptionInstructionDetails building block

Information to be extended as supplementary data to corporate action balance details at option instruction details level. Option level instruction details are referenced by unique instruction identification, instruction date, quantity and status of instruction. Provides additional information regarding corporate action instructed balance details at option level. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionInstructedBalanceOptionInstructionSD4 recursion level 0 with max 1
class CorporateActionInstructedBalanceOptionInstructionSD4{
    PlaceAndName IsoMax350Text
    ProtectIdentification IsoMax15Text
    TransactionIdentificationStatus DTCInstructionStatus2Code
}
CorporateActionInstructedBalanceOptionInstructionSD4 *-- "1..1" IOptionNumber1Choice : OptionNumber
CorporateActionInstructedBalanceOptionInstructionSD4 *-- "0..1" OtherIdentification2 : TransactionContraCUSIP
CorporateActionInstructedBalanceOptionInstructionSD4 *-- "0..1" IFinancialInstrumentQuantity15Choice : TransactionIdentificationOversubscriptionQuantity
%% IOptionNumber1Choice recursion level 1 with max 1
%% OtherIdentification2 recursion level 1 with max 1
class OtherIdentification2{
    Identification IsoRestrictedFINXMax31Text
    Suffix IsoMax16Text
}
OtherIdentification2 *-- "1..1" IIdentificationSource4Choice : Type
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1

CorporateActionInstructedBalanceOptionInstructionSD4 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
OptionNumber Number identifying the available corporate action options. IOptionNumber1Choice - Required 1..1
ProtectIdentification Instruction reference number assigned by DTC to the uncovered protect instruction. IsoMax15Text - Optional 0..1
TransactionContraCUSIP Contra CUSIP Identification of the option instruction. OtherIdentification2 - Optional 0..1
TransactionIdentificationOversubscriptionQuantity Quantity relating only to the oversubscription. IFinancialInstrumentQuantity15Choice - Optional 0..1
TransactionIdentificationStatus Status of the instruction. DTCInstructionStatus2Code - Required 1..1

TotalInstructedBalanceOptionProtectInstructionDetails building block

Information to be extended as supplementary data to corporate action balance details at option protect instruction details level. Provides additional information regarding corporate action instructed balance details at option protect level. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CorporateActionInstructedBalanceOptionProtectInstructionSD4 recursion level 0 with max 1
class CorporateActionInstructedBalanceOptionProtectInstructionSD4{
    PlaceAndName IsoMax350Text
    ProtectIdentification IsoMax15Text
    ProtectSafekeepingAccount IsoRestrictedFINMax35Text
    ProtectIdentificationStatus DTCProtectInstructionStatus1Code
}
CorporateActionInstructedBalanceOptionProtectInstructionSD4 *-- "1..1" IOptionNumber1Choice : OptionNumber
CorporateActionInstructedBalanceOptionProtectInstructionSD4 *-- "0..1" IFinancialInstrumentQuantity15Choice : ProtectIdentificationUncoveredQuantity
CorporateActionInstructedBalanceOptionProtectInstructionSD4 *-- "0..1" IFinancialInstrumentQuantity15Choice : ProtectIdentificationOversubscriptionQuantity
%% IOptionNumber1Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1
%% IFinancialInstrumentQuantity15Choice recursion level 1 with max 1

CorporateActionInstructedBalanceOptionProtectInstructionSD4 members

Member name Description Data Type / Multiplicity
PlaceAndName Xpath to the element that is being extended. IsoMax350Text - Optional 0..1
OptionNumber Option number of the protect instruction. IOptionNumber1Choice - Required 1..1
ProtectIdentification Instruction reference number assigned by DTC to the uncovered protect instruction. IsoMax15Text - Optional 0..1
ProtectSafekeepingAccount For cover protect instructions whereby one safekeeping account is covering on behalf of another safekeeping account. The protect safekeeping account will be the account which submitted the original protect instruction. IsoRestrictedFINMax35Text - Optional 0..1
ProtectIdentificationUncoveredQuantity Quantity of the protect instruction which has not been covered. IFinancialInstrumentQuantity15Choice - Optional 0..1
ProtectIdentificationOversubscriptionQuantity Protect oversubscription quantity. IFinancialInstrumentQuantity15Choice - Optional 0..1
ProtectIdentificationStatus Status of the protect instruction. DTCProtectInstructionStatus1Code - Optional 0..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the DTCCCASTSD1V05 implementation follows a specific implementaiton pattern. First of all, DTCCCASTSD1V05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DTCCCASTSD1V05Document implements IOuterDocument. Because DTCCCASTSD1V05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DTCCCASTSD1V05.

classDiagram
    class IOuterRecord
    DTCCCASTSD1V05 --|> IOuterRecord : Implements
    DTCCCASTSD1V05Document --|> IOuterDocument~DTCCCASTSD1V05~ : Implements
    class IOuterDocument~DTCCCASTSD1V05~ {
        DTCCCASTSD1V05 Message
     }

Document wrapper for serialization

The only real purpose DTCCCASTSD1V05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:supl.031.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DTCCCASTSD1V05.ToDocument() method. The returned DTCCCASTSD1V05Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DTCCCASTSD1V05Document *-- DTCCCASTSD1V05 : 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.031.001.05">
    <DTCCCASTSD1>
        <EvtBalDtls>
            <!-- EventBalanceDetails inner content -->
        </EvtBalDtls>
        <TtlInstdBalOptnBalDtls>
            <!-- TotalInstructedBalanceOptionBalanceDetails inner content -->
        </TtlInstdBalOptnBalDtls>
        <TtlInstdBalOptnInstrDtls>
            <!-- TotalInstructedBalanceOptionInstructionDetails inner content -->
        </TtlInstdBalOptnInstrDtls>
        <TtlInstdBalOptnPrtctInstrDtls>
            <!-- TotalInstructedBalanceOptionProtectInstructionDetails inner content -->
        </TtlInstdBalOptnPrtctInstrDtls>
    </DTCCCASTSD1>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_Vk6qzzDmEey2N-DB7H7A5A"
  nextVersions="_myaAfVB5Ee2KGNXAcFL5RA"
  previousVersion="_q_pK-Q4zEeuIpNw_GxsBOw"
  name="DTCCCASTSD1V05"
  definition="The DTCCCASTSD1 message extends ISO corporate action instruction statement report message with DTCC corporate action elements not covered in the standard message."
  registrationStatus="Registered"
  messageSet="_f180QGxSEeKtkPXDQKdgxQ"
  xmlTag="DTCCCASTSD1"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_Vk6q0TDmEey2N-DB7H7A5A"
    nextVersions="_myaAf1B5Ee2KGNXAcFL5RA"
    previousVersion="_q_pK-w4zEeuIpNw_GxsBOw"
    name="EventBalanceDetails"
    definition="Information to be extended as supplementary data to corporate action balance details at event level."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="EvtBalDtls"
    complexType="__1Zacb-zEeeb2ZBoAlSG1Q" />
  <messageBuildingBlock
    xmi:id="_Vk6q0zDmEey2N-DB7H7A5A"
    nextVersions="_myaAgVB5Ee2KGNXAcFL5RA"
    previousVersion="_q_pK_Q4zEeuIpNw_GxsBOw"
    name="TotalInstructedBalanceOptionBalanceDetails"
    definition="Information to be extended as supplementary data to corporate action balance details at option level."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="TtlInstdBalOptnBalDtls"
    complexType="_EqhGsegXEei5aPS232E3Mw" />
  <messageBuildingBlock
    xmi:id="_Vk6q1TDmEey2N-DB7H7A5A"
    nextVersions="_myaAg1B5Ee2KGNXAcFL5RA"
    previousVersion="_q_pK_w4zEeuIpNw_GxsBOw"
    name="TotalInstructedBalanceOptionInstructionDetails"
    definition="Information to be extended as supplementary data to corporate action balance details at option instruction details level. Option level instruction details are referenced by unique instruction identification, instruction date, quantity and status of instruction."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="TtlInstdBalOptnInstrDtls"
    complexType="_tBdBcTDwEey2N-DB7H7A5A" />
  <messageBuildingBlock
    xmi:id="_Vk6q1zDmEey2N-DB7H7A5A"
    nextVersions="_myaAhVB5Ee2KGNXAcFL5RA"
    previousVersion="_q_pLAQ4zEeuIpNw_GxsBOw"
    name="TotalInstructedBalanceOptionProtectInstructionDetails"
    definition="Information to be extended as supplementary data to corporate action balance details at option protect instruction details level."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="TtlInstdBalOptnPrtctInstrDtls"
    complexType="_Q4PnoQ-0EeuE0Pnt-OcNOA" />
  <messageDefinitionIdentifier
    businessArea="supl"
    messageFunctionality="031"
    flavour="001"
    version="05" />
</messageDefinition>

ISO Building Blocks

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