SettlementTransfer

This is a container to carry 'transfers', i.e. elementary transfers of cash or securities. Transfer instructions are coupled with settlement instructions that are referenced.

Nested view
Tree view

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
id	SettlementTransferId				1-∞
Branch2
versionedId	VersionedSettlementTransferId				1-∞
Choice end
Choice begin
Branch1
type	SettlementTransferType				1-∞
Branch2
versionedType	VersionedSettlementTransferType				1-∞
Choice end
transferInformation	PartySettlementTransferInformation	Transfer information which applies to all elementary transfers.	Transfer information.		0-∞, ncf	This is not used in messages to the repository.
transfer	Transfer	An elementary transfer. There can be as many transfers specified in this structure as required.	Transfer.		1-∞, mre
settlementInstruction	SettlementInstruction	An explicit specification of how a currency payment is to be made, when the payment is not netted and the route is other than the recipient's standard settlement instruction.	Settlement instructions.		0-∞, ncf	This is not used in messages to the repository.

Collapse All | Expand All

SettlementTransfer

Selecting one of variants:

id(SettlementTransferId)

versionedId(VersionedSettlementTransferId)

id(SettlementTransferId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

Selecting one of variants:

type(SettlementTransferType)

versionedType(VersionedSettlementTransferType)

type(SettlementTransferType)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

transfer(Transfer)

	An elementary transfer. There can be as many transfers specified in this structure as required.

Selecting one of variants:

id(TransferId)

versionedId(VersionedTransferId)

id(TransferId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

Selecting one of variants:

tradeComponentIdentifier(TradeComponentIdentifier)

Selecting one of variants:

repoLegId(RepoLegId)

versionedRepoLegId(VersionedRepoLegId)

id(RepoLegId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

repoLegReference(RepoTransactionLegReference)

Selecting one of variants:

eventId(EventId)

versionedEventId(VersionedEventId)

id(EventId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

eventReference(EventReference)

Selecting one of variants:

streamId(StreamId)

versionedStreamId(VersionedStreamId)

id(StreamId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

streamReference(StreamReference)

tradeAndComponentIdentifier(TradeAndComponentIdentifier)

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

tradeComponentIdentifier(TradeComponentIdentifier)

Selecting one of variants:

repoLegId(RepoLegId)

versionedRepoLegId(VersionedRepoLegId)

id(RepoLegId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

repoLegReference(RepoTransactionLegReference)

Selecting one of variants:

eventId(EventId)

versionedEventId(VersionedEventId)

id(EventId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

eventReference(EventReference)

Selecting one of variants:

streamId(StreamId)

versionedStreamId(VersionedStreamId)

id(StreamId)

version(nonNegativeInteger)

	The version number of idenrifier.

effectiveDate(IdentifiedDate)

Optionally it is possible to specify a version effective date when a versionId is supplied.

streamReference(StreamReference)

netTradeIdentifier(NetTradeIdentifier)

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

linkId(LinkId)

	Use to relating reported trade with master agreements. Contains master agreement identifier. Filled only within element describing identifier given by the repository.
	Master agreement identifier.

originalTradeIdentifier(TradeIdentifierList)

tradeIdentifier(TradeIdentifier)

A choice of method of specifying a trade identifier.

Sequence

issuer(IssuerId)

	The data type used for issuer identifiers.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'issuer' element.

Sequence

partyReference(PartyReference)

	Reference to a party.

A choice of a trade identifier type.

tradeId(TradeId)

	Trade identifier given by a party specified in the 'partyReference' element.

deliveryMethod(DeliveryMethodEnum)

	Specify the delivery method. There is a business rule associated with this field: if deliveryMethod is DVP then you must specify a cashTransfer and a securityTransfer at the same time. It is incorrect to specify DVP and give only a cash transfer instruction.
	DeliveryVersusPayment;FreeOfPayment;

transferDate(IdentifiedDate)

	The date at which the transfer should occur.

Specifying variant of the transfer.

securityTransfer(SecurityTransfer)

	A transfer of securities between two parties.

quantity(decimal)

	The quantity of asset being transfered.
	Total notional quantity.

assetReference(AssetReference)

	The asset being transfered.
	Underlying asset code.

delivererPartyReference(PartyReference)

	Reference to the party delivering the asset.

receiverPartyReference(PartyReference)

	Reference to the party receiving the asset.

Sequence

cashTransfer(CashTransfer)

	A transfer of a cash amount between two parties.

transferAmount(Money)

	The money to transfer.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(decimal)

	The monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

attributions(Attributions)

For accounting, reporting or regulatory reasons, the transfer may have to be explained in a series of individual amounts. It may be possible for example to break down a transfer amount into constituents (gross, tax, net) or into individual amounts (interest, penalty) that would be netted at the transfer level. The attributions structure allows participants to explain their transfer amounts for better traceability. This is strictly optional.

settlementCurrency(Currency)

The currency that is used for all the attributions expressed with settlementAmount. The reason for this is to avoid repeating the currency (for example using FpML:Money) for every attribution amount in the structure. We therefore assume that attributions are expressed in a maximum of three currencies, which we specify here. The settlementCurrency is assumed to be the settlement currency of the trade in general cases.

baseCurrency(Currency)

	The currency that is used for all the attributions expressed with baseAmount. The baseCurrency is usually USD within the firm, but it is in fact driven by the accounting engine expectations.

underlyingCurrency(Currency)

	The currency that is used for all the attributions expressed with underlyingAmount. Underlying currency is the currency of issuance for the underlying instrument. So if you need to express attributions on a Repo settling in EUR but with GBP instruments, you would specify underlyingCurrency to be GBP.

attribution(Attribution)

	The attributions go here. There is no limit on the number of attributions.

type(AttributionType)

	The attribution type. The cash settlement amount specified in the enclosing transfer will be broken down into several subcomponents (like a PandL explain), and the type of the breakdown is defined here. Typical values are in a scheme.

settlementAmount(decimal)

An amount expressed in the settlement currency that was indicated in the enclosing Attributions structure. This is done to avoid repeating the currency for every amount when we know that attributions are expressed in a consistent way, with the same currencies.

baseAmount(decimal)

An amount expressed in the base currency defined in the enclosing Attributions structure (see baseCurrency). If this optional field is present, baseCurrency must be defined in the enclosing structure.

underlyingAmount(decimal)

An amount expressed in the currency of an underlyer (see underlyingCurrency). If this field is present then the underlyingCurrency field in the enclosing structure must be defined.

securityTransfer(SecurityTransfer)

A transfer of securities between two parties.

quantity(decimal)

	The quantity of asset being transfered.
	Total notional quantity.

assetReference(AssetReference)

	The asset being transfered.
	Underlying asset code.

delivererPartyReference(PartyReference)

	Reference to the party delivering the asset.

receiverPartyReference(PartyReference)

	Reference to the party receiving the asset.

settlementInstructionReference(SettlementInstructionReference)

	This is not used in messages to the repository.
	Specifies settlement instruction reference.