The New System of Accounts Message structure: Cash settlement balances derivatives (demt.smc )

Transcription

1 The New System of Accounts Message structure: Cash settlement balances derivatives (demt.smc ) Document date:

2 : This message includes a statement of financial liabilities and receivables resulting from the settlement of derivatives. Structure: No. or <XMLTag> Name Multiplicity 0 KDPWDocument KDPW system message [1..1] KDPWDocument 0.1 demt.smc Cash settlement balances - derivatives [1..1] demt.smc Gnllnf General information [1..1] Generallnformation 1.1 SndrMsgRef Message ID generated by the sender [1..1] Max16Text 1.2 FuncOfMsg Function of message [1..1] FunctionOfMessage 1.3 CreDtTm Date of message creation [0..1] DateAndDateTimeChoice {or Dt Date [1..1] ISODate or} DtTm Date and time [1..1] ISODateTime 1.4 StmtDt Balance date [1..1] ISODate 1.5 BizDayStat Accounting day state [1..1] BusinessDayState DayPhs Day phase [1..1] Max1Text SttlmSsnld Number of settlement session [0..1] Max2lnt 1.6 RcvrTp Statement receiver role (payer/participant) [1..1] Code4Text 2 CshSttlmStmt Cash settlement statement [1..n] CashSettlementStatement 2.1 PngAgt Payer's code [1..1] CashParty KDPWMmbld KDPW ID [1..1] KDPWMemberldentifier CshAcct IBAN code [1..1] IBAN 2.2 Ccy Currency code [1..1] CurrencyCode 2.3 OrdrTp Order description code [1..1] Code4Text 2.4 CshSttlmSys Cash settlement mode [1..1] CashSettlementSystem 2.5 TtlNetBal Balance of receivables and [1..1] BalanceAndSide liabilities Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode 2.6 MmbCshStmt CMmbld Balances of payments for the clearing member Clearing member's code [1..n] MemberCashSettlementStatement [1..1] KDPWMemberldentifier 2

3 2.6.2 TtIMmbNetBal Balance of receivables and liabilities for the [1..1] BalanceAndSide participant Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode MtMPrmBal Payment for current market settlements [0..1] BalanceAndSide (CRR)/premium Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode ExrcBal Payment for exercise [0..1] BalanceAndSide Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode CshSttlmSttlmAcct Cash balances on registration account level [0..n] CashSettlementSettlementAccountLevel Acctld Entity account ID [1..1] Max16Text BalTp Status of assets [1..1] Code4Text ISIN ISIN code [1..1] ISINIdentifier CvrdOptQty Number of covered options [1..1] Max11lnt MtMPrmBal Payment for current market settlements [0..1] BalanceAndSide (CRR)/premium Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode ExrcBal Payment for exercise [0..1] BalanceAndSide Bal Balance amount [1..1] Amount CdtDbtlnd Sign of balance side [1..1] CreditDebitCode Message component elements: KDPWDocument- KDPW system message (element) KDPW system message KDPWDocument Source <xs:element name="kdpwdocument" type="kdpwdocument" /> Amount- Amount (simple type) Amount Derivative of type: xs:decimal 3

4 Min. amount=0 Max. amount= Number of decimal places=2 Number of characters=14 Source <xs:simple name="amount" > <xs:restriction base="xs:decimal" > <xs:minlnclusive value="0" /> <xs:maxexclusive value=" " /> <xs:fractiondigits value="2" /> <xs:totaldigits value="14" /> </xs:simple> AmountAndDate- Amount, currency and date (complex type) Component elements Amount, currency and date Amt ValDt{0,1} Source <xs:complex name="amountanddate" > <xs:sequence > <xs:element name="amt" type="currencyandamount" /> <xs:element name="valdt" type="isodate" minoccurs="0" /> </xs:sequence> </xs:complex> AmountAndDate/Amt- Amount and currency code (element) Amount and currency code CurrencyAndAmount Source <xs:element name="amt" type="currencyandamount" /> AmountAndDate/ValDt- Date of determining the transaction amount (element) Value date on which the value of securities was calculated ISODate Source <xs:element name="valdt" type="isodate" minoccurs="0" /> BalanceAndSide- Balance amount and side (complex type) Balance amount and side 4

5 Component elements Bal CdtDbtlnd Source <xs:complex name="balanceandside" > <xs:sequence > <xs:element name="bal" type="amount" /> <xs:element name="cdtdbtlnd" type="creditdebitcode" /> </xs:sequence> </xs:complex> BalanceAndSide/Bal- Balance amount (element) Balance amount Amount Source <xs:element name="bal" type="amount" /> BalanceAndSide/CdtDbtlnd- Sign of balance side (element) Sign of balance side CreditDebitCode Source <xs:element name="cdtdbtlnd" type="creditdebitcode" /> BICIdentifier- BIC identifier (simple type) BIC identifier of the financial institution xs:pattern=[a-z]{6,6}[a-z2-9][a-np-z0-9]([a-z0-9]{3,3}) {0,1} Source <xs:simple name="bicidentifier" > <xs:pattern value="[a-z]{6,6}[a-z2-9][a-np-z0-9]([a-z0-9]{3,3}) {0,1}" /> </xs:simple> BusinessDayState- State of accounting day (complex type) Component elements State of accounting day DayPhs SttlmSsnld{0,1} 5

6 Source <xs:complex name="businessdaystate" > <xs:sequence > <xs:element name="dayphs" type="max1text" /> <xs:element name="sttlmssnld" type="max2lnt" minoccurs="0" /> </xs:sequence> </xs:complex> BusinessDayState/DayPhs- Phase of day (element) Phase of day Max1Text Source <xs:element name="dayphs" type="max1text" /> BusinessDayState/SttlmSsnld- Number of settlement session (element) Number of settlement session Max2lnt Source <xs:element name="sttlmssnld" type="max2lnt" minoccurs="0" /> CashParty- Payer (complex type) Component elements Institution responsible for financial settlement KDPWMmbld CshAcct Source <xs:complex name="cashparty" > <xs:sequence > <xs:element name="kdpwmmbld" type="kdpwmemberldentifier" /> <xs:element name="cshacct" type="iban" /> </xs:sequence> </xs:complex> CashParty/KDPWMmbld- KDPW ID (element) KDPW ID KDPWMemberldentifier Source <xs:element name="kdpwmmbld" type="kdpwmemberldentifier" /> 6

7 CashParty/CshAcct- IBAN code (element) Number of cash account in settlement bank IBAN Source <xs:element name="cshacct" type="iban" /> CashSettlementSettlementAccountLevel- Cash balances on registration account level (complex type) Component elements Cash balances on registration account level Acctld BalTp ISIN CvrdOptQty MtMPrmBal{0,1} ExrcBal{0,1} Source <xs:complex name="cashsettlementsettlementaccountlevel" > <xs:sequence > <xs:element name="acctld" type="max16text" /> <xs:element name="baltp" type="code4text" /> <xs:element name="isin" type="isinidentifier" /> <xs:element name= CvrdOptQty type="max11lnt /> <xs:element name= MtMPrmBal type= BalanceAndSide minoccurs= 0 /> <xs:element name= ExrcBal type="balanceandside" minoccurs= 0 /> </xs:sequence> </xs:complex> CashSettlementSettlementAccountLevel/Acctld-Entity account ID (element) Entity account ID Max16Text Source <xs:element name="acctld" type="max16text" /> CashSettlementSettlementAccountLevel/BalTp- Status of assets (element) Status of assets Code4Text 7

8 Source <xs:element name="baltp" type="code4text" /> CashSettlementSettlementAccountLevel/ISIN- ISIN code (element) Financial instrument ISIN code ISINIdentifier Source <xs:element name="isin" type="isinldentifier" /> CashSettlementSettlementAccountLevel/CvrdOptQty- Number of covered options (element) Number of covered options Max11lnt Source <xs:element name= CvrdOptQty type= Max11lnt /> CashSettlementSettlementAccountLevel/MtMPrmBal- Payment for current market settlements (CRR)/premium (element) Payment for current market settlements (CRR)/premium BalanceAndSide Source <xs:element name="mtmprmbal" type="balanceandside" minoccurs="0" /> CashSettlementSettlementAccountLevel/ExrcBal- Payment for exercise (element) Payment for exercise BalanceAndSide Source <xs:element name="exrcbal" type="balanceandside" minoccurs="0" /> CashSettlementStatement- Cash balance statement (complex type) Cash balance statement 8

9 Component elements PngAgt Ccy OrdrTp CshSttlmSys TtlNetBal MmbCshStmt{1,unbounded} Source <xs:complex name="cashsettlementstatement" > <xs:sequence > <xs:element name="pngagt" type="cashparty" /> <xs:element name="ccy" type="currencycode" /> <xs:element name="ordrtp" type="code4text" /> <xs:element name="cshsttlmsys" type="cashsettlementsystem" /> <xs:element name="ttlnetbal" type="balanceandside" /> <xs:element name="mmbcshstmt" type="membercashsettlementstatement" maxoccurs="unbounded" /> </xs:sequence> </xs:complex> CashSettlementStatement/PngAgt- Payer's code (element) Payer's code CashParty Source <xs:element name="pngagt" type="cashparty" /> CashSettlementStatement/Ccy- Currency code (element) Currency code CurrencyCode Source <xs:element name="ccy" type="currencycode" /> CashSettlementStatement/OrdrTp- Order description code (element) Order description code in settlement bank Code4Text Source <xs:element name="ordrtp" type="code4text" /> CashSettlementStatement/CshSttlmSys- Cash settlement mode (element) of liabilities and receivables netting 9

10 CashSettlementSystem Source <xs:element name="cshsttlmsys" type="cashsettlementsystem" /> CashSettlementStatement/TtlNetBal-Balance of receivables and liabilities (element) Balance of receivables and liabilities BalanceAndSide Source <xs:element name="ttlnetbal" type="balanceandside" /> CashSettlementStatement/MmbCshStmt-Balances of payments for the clearing member (element) Balances of payments for the clearing member. MemberCashSettlementStatement Source <xs:element name="mmbcshstmt" type="membercashsettlementstatement" maxoccurs="unbounded" /> CashSettlementSystem- Cash settlement mode (simple type) Cash settlement mode. This field specifies the mode of liabilities and receivables netting Code NETT BILL GROS Multilateral netting Bilateral netting Gross amount Source <xs:simple name="cashsettlementsystem" > <xs:enumeration value="nett" /> <xs:enumeration value="bill" /> <xs:enumeration value="gros" /> </xs:simple> 10

11 Code4Text- Qualifier (simple type) Qualifier, code Min. length=4 Max. length=4 Source <xs:simple name="code4text" > <xs:whitespace value="collapse" /> <xs:minlength value="4" /> <xs:maxlength value="4" /> </xs:simple> CreditDebitCode- Liabilities/receivables indicator (simple type) Codes specifying the side of the balance Code CRDT DBIT Receivables (participant is to be credited) Liabilities (participant is to be debited) Source <xs:simple name="creditdebitcode" > <xs:enumeration value="crdt" /> <xs:enumeration value="dbit" /> </xs:simple> CurrencyAndAmount- Amount and currency code (complex type) Amount and currency code Derivative of type: Amount Attributes Name Ccy Currency code CurrencyCode Source <xs:complex name="currencyandamount" > <xs:simplecontent> <xs:extension base="amount" > <xs:attribute name="ccy" type="currencycode" use="required" /> </xs:extension> 11

12 </xs:simplecontent> </xs:complex> CurrencyCode- Currency code (simple type) Currency code xs:pattern=[a-z]{3,3} Source <xs:simple name="currencycode" > <xs:pattern value="[a-z]{3,3}" /> </xs:simple> DateAndDateTimeChoice- Date and time (complex type) Component elements Date and time Dt DtTm Source <xs:complex name="dateanddatetimechoice" > <xs:sequence > <xs:choice > <xs:element name="dt" type="isodate" /> <xs:element name="dttm" type="isodatetime" /> </xs:choice> </xs:sequence> </xs:complex> DateAndDateTimeChoice/Dt- Date (element) Date ISODate Source <xs:element name="dt" type="isodate" /> DateAndDateTimeChoice/DtTm- Date and time (element) Date and time ISODateTime Source <xs:element name="dttm" type="isodatetime" /> 12

13 FunctionOfMessage- Function of the message (simple type) Function of the message Code NEWM New statement Source <xs:simple name="functionofmessage" > <xs:enumeration value="newm" /> </xs:simple> Generallnformation- General information (complex type) Component elements General message information SndrMsgRef FuncOfMsg CreDtTm{0,1} StmtDt BizDayStat RcvrTp Source <xs:complex name="generallnformation" > <xs:sequence > <xs:element name="sndrmsgref type="max16text" /> <xs:element name="funcofmsg" type="functionofmessage" /> <xs:element name="credttm" type="dateanddatetimechoice" minoccurs="0" /> <xs:element name="stmtdt" type="isodate" /> <xs:element name="bizdaystat" type="businessdaystate" /> <xs:element name="rcvrtp" type="code4text" /> </xs:sequence> </xs:complex> Generallnformation/SndrMsgRef- Message ID generated by the sender (element) Message ID generated by the sender Max16Text Source <xs:element name="sndrmsgref type="max16text" /> 13

14 Generallnformation/FuncOfMsg- Function of the message (element) Function of the message FunctionOfMessage Source <xs:element name="funcofmsg" type="functionofmessage" /> Generallnformation/CreDtTm- Date of message creation (element) Date of message creation DateAndDateTimeChoice Source <xs:element name="credttm" type="dateanddatetimechoice" minoccurs="0" /> Generallnformation/StmtDt- Balance date (element) Balance date ISODate Source <xs:element name="stmtdt" type="isodate" /> Generallnformation/BizDayStat- Accounting day state (element) Accounting day state BusinessDayState Source <xs:element name="bizdaystat" type="businessdaystate" /> Generallnformation/RcvrTp- Statement receiver role (payer/participant) (element) Statement receiver role. Available values: MMBR-member (participant); PAYE-payer. Code4Text Source <xs:element name="rcvrtp" type="code4text" /> IBAN- IBAN code (simple type) 14

15 Number of cash account in settlement bank Min. length=1 Max. length=28 Source <xs:simple name="iban" > <xs:whitespace value="collapse" /> <xs:minlength value="1" /> <xs:maxlength value="28" /> </xs:simple> ISINIdentifier- ISIN code (simple type) Financial instrument ISIN code Min. length=12 Max. length=12 Source <xs:simple name="isinidentifier" > <xs:whitespace value="collapse" /> <xs:minlength value="12" /> <xs:maxlength value="12" /> </xs:simple> ISODate- Date (simple type) Date Derivative of type: xs:date Source <xs:simple name="isodate" > <xs:restriction base="xs:date" > </xs:simple> ISODateTime- Date and time (simple type) Date and time Derivative of type: xs:datetime 15

16 Source <xs:simple name="isodatetime" > <xs:restriction base="xs:datetime" > </xs:simple> KDPWDocument- KDPW system message (complex type) KDPW system message Attributes Name Sndr Sender KDPWMemberldentifier Rcvr Receiver KDPWMemberldentifier Component elements demt.smc Source <xs:complex name="kdpwdocument" > <xs:sequence > <xs:element name="demt.smc " type="demt.smc " /> </xs:sequence> <xs:attribute name="sndr" type="kdpwmemberldentifier" use="required" /> <xs:attribute name="rcvr" type="kdpwmemberldentifier" use="required" /> </xs:complex> KDPWDocument/demt.smc Cash settlement balances - derivatives (element) Cash settlement balances - derivatives demt.smc Source <xs:element name="demt.smc " type="demt.smc " /> KDPWMarketldentifier- KDPW market ID (simple type) KDPW market ID Min. length=2 Max. length=2 Source <xs:simple name="kdpwmarketldentifier" > 16

17 <xs:whitespace value="collapse" /> <xs:minlength value="2" /> <xs:maxlength value="2" /> </xs:simple> KDPWMemberldentifier- KDPW participant ID (simple type) KDPW participant ID Min. length=4 Max. length=4 Source <xs:simple name="kdpwmemberldentifier" > <xs:whitespace value="collapse" /> <xs:minlength value="4" /> <xs:maxlength value="4" /> </xs:simple> KDPWSettlementTransaction- KDPW operation code (simple type) KDPW settlement operation code Min. length=2 Max. length=2 Source <xs:simple name="kdpwsettlementtransaction" > <xs:whitespace value="collapse" /> <xs:minlength value="2" /> <xs:maxlength value="2" /> </xs:simple> Max2lnt- Number (simple type) Integer - maximum length 2 characters Derivative of type: xs:integer 17

18 Number of characters=2 Min. value=0 Source <xs:simple name="max2lnt" > <xs:restriction base="xs:integer" > <xs:totaldigits value= 2 /> <xs:minlnclusive value= 0 /> </xs:simple> Max11lnt- Number (simple type) Integer - maximum length 11 characters Derivative of type: xs:integer Number of characters=11 Min. value=0 Source <xs:simple name="max11int" > <xs:restriction base="xs:integer" > <xs:totaldigits value="11 /> <xs:minlnclusive value= 0 /> </xs:simple> Max1Text- Text (simple type) Text - 1 character Min. length=1 Max. length=1 Source <xs:simple name="max1text" > <xs:whitespace value="collapse" /> <xs:minlength value= 1 /> <xs:maxlength value= 1 /> </xs:simple> Max2Text- Text (simple type) Text - maximum length 2 characters 18

19 Min. length=1 Max. length=2 Source <xs:simple name="max2text" > <xs:whitespace value="collapse" /> <xs:minlength value= 1 /> <xs:maxlength value="2" /> </xs:simple> Max8Text- Text (simple type) Text - maximum length 8 characters Min. length=1 Max. length=8 Source <xs:simple name="max8text" > <xs:whitespace value="collapse" /> <xs:minlength value= 1 /> <xs:maxlength value= 8 /> </xs:simple> Max16Text- Text (simple type) Text - maximum length 16 characters Min. length=1 Max. length=16 Source <xs:simple name="max16text" > <xs:whitespace value="collapse" /> <xs:minlength value="1 /> <xs:maxlength value="16 /> </xs:simple> MemberCashSettlementStatement- Balances of payments for the clearing member (complex type) Balances of payments for the clearing member 19

20 Component elements CMmbld TtlMmbNetBal MtMPrmBal{0,1} ExrcBal{0,1} CshSttlmSttlmAcct{0,unbounded} Source <xs:complex name="membercashsettlementstatement" > <xs:sequence > <xs:element name="cmmbld" type="kdpwmemberldentifier" /> <xs:element name="ttlmmbnetbal" type="balanceandside" /> <xs:element name= MtMPrmBal type= BalanceAndSide minoccurs= 0 /> <xs:element name="exrcbal" type="balanceandside" minoccurs="0" /> <xs:element name= CshSttlmSttlmAcct type= CashSettlementSettlementAccountLevel minoccurs= 0 maxoccurs="unbounded" /> </xs:sequence> </xs:complex> MemberCashSettlementStatement/CMmbld- Code of clearing member (element) KDPW code of clearing member KDPWMemberldentifier Source <xs:element name="cmmbld" type="kdpwmemberldentifier" /> MemberCashSettlementStatement/TtlMmbNetBal- Balance of receivables and liabilities for the clearing member (element) Balance of receivables and liabilities for the clearing member BalanceAndSide Source <xs:element name="ttlmmbnetbal" type="balanceandside" /> MemberCashSettlementStatement/MtMPrmBal- Payment for current market settlements (CRR)/premium (element) Payment for current market settlements (CRR)/premium BalanceAndSide Source <xs:element name="mtmprmbal" type="balanceandside" minoccurs="0" /> 20

21 MemberCashSettlementStatement/ExrcBal- Payment for exercise (element) Payment for exercise BalanceAndSide Source <xs:element name="exrcbal" type="balanceandside" minoccurs="0" /> MemberCashSettlementStatement/CshSttlmSttlmAcct- Cash balances on registration account level (element) Source Cash balances on registration account level CashSettlementSettlementAccountLevel <xs:element name="cshsttlmsttlmacct" type="cashsettlementsettlementaccountlevel" minoccurs="0" maxoccurs="unbounded" /> YesNoIndicator- Yes/No indicator (simple type) Yes/No indicator Code Y N True (Yes) False (No) Source <xs:simple name="yesnolndicator" > <xs:enumeration value="y" /> <xs:enumeration value="n" /> </xs:simple> demt.smc Cash settlement balances - derivatives (complex type) Component elements Cash settlement balances - derivatives Gnllnf CshSttlmStmt{1,unbounded} 21

22 Source <xs:complex name="demt.smc " > <xs:sequence > <xs:element name= Gnllnf type="generallnformation" /> <xs:element name="cshsttlmstmt" type="cashsettlementstatement" maxoccurs="unbounded" /> </xs:sequence> </xs:complex> demt.smc /gnllnf- General information (element) General information block Generallnformation Source <xs:element name="gnllnf type="generallnformation" /> demt.smc /cshsttlmstmt-cash settlement statement (element) Cash settlement statement CashSettlementStatement Source <xs:element name="cshsttlmstmt" type="cashsettlementstatement" maxoccurs="unbounded" /> 22