ALERT OPEN APPLICATION INTERFACE (API) MESSAGE SPECIFICATION BROKER/DEALERS VERSION 1.0 MARCH 28, 2018

Transcription

1 ALERT OPEN APPLICATION INTERFACE (API) MESSAGE SPECIFICATION BROKER/DEALERS VERSION 1.0 MARCH 28, 2018

2 Copyright 2018 DTCC. All rights reserved. This work (including, without limitation, all text, images, logos, compilation and design) is proprietary and protected by copyright, and is for the exclusive use of users authorized by DTCC. If this work is received from DTCC in any electronic medium, authorized users of this work are granted a limited, non-exclusive, nontransferable, non-sublicensable and freely revocable license to make reproductions and transmissions necessary for downloading and storage of this work on the users' computers and to print one or more paper copies from the electronic version for their own use. Other than to this limited extent, no part of this work (including any paper copies thereof or print versions thereof) may be printed, copied, altered, modified, posted, reproduced, displayed, published, sold, licensed, used or distributed (including by transmission) in any form or by any means, or stored in any information storage and retrieval system, without DTCC's prior written permission. All product or service names are the property of their respective owners. The services described herein are provided under the DTCC brand name by certain affiliates of The Depository Trust & Clearing Corporation ( DTCC ). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see for more information on DTCC, its affiliates and the services they offer. Publication Code: AL429 Service: ALERT Title: Open Application Interface (API) Message Specification Broker/Dealers

3 TABLE OF CONTENTS Prefix 6 Questions? 6 Related Documents and Training 6 1. Overview 7 What is ALERT? 7 ALERT Open API for Broker/Dealers 7 How do Broker/Dealers use the ALERT Open API? 7 ALERT Open API Components 8 ALERT Open API Workflow 8 Broker/Dealer Retrieving Own Settlement/Collateral Model Instructions 8 Broker/Dealer OBO Linking to Another Broker/Dealer 9 Broker/Dealer OBO Another Broker/Dealer for Retrieving Counterparty Data 9 Broker/Dealer Creating, Editing, Deleting Own Settlement Collateral Model Instructions 10 Broker/Dealer OBO another Broker/Dealer to Create, Edit, Delete Settlement/Collateral Model Instructions Envelope 12 Purpose 12 Envelope Layout Retrieval Messages 17 Introduction 17 GetSSIRequest 17 Purpose 17 GETSSIRequest for Settlement Instructions 17 Example 1 20 Example 2 21 GETSSIRequest for Collateral Instructions 24 Example 26 GetSSIResponse 28

4 Purpose 28 GetSSIResponse for Settlement Instructions 28 Message Layout 28 Success 40 Error 43 Levels of Clearing Manage SSI Messages 45 Introduction 45 Create, Edit, and Delete SSIAPIRequest 45 Purpose 45 Levels of Clearing 45 Create and Edit SSIAPIRequest for Settlement and Collateral Model Instructions 46 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives 71 CreateSSIAPIRequest Messages - Examples 93 CreateSSIAPIRequest STMT Instructions 93 CreateSSIAPIRequest COLL Instructions 98 DeleteSSIAPIRequest for Settlement and Collateral Instructions 102 DeleteSSIAPIRequest STMT Instructions - Examples 107 DeleteSSIAPIRequest STMT Instructions 107 DeleteSSIAPIRequest COLL Instructions 110 Create, Edit and Delete SSIAPIResponse 113 Purpose 113 Create, Edit, and Delete SSI Response - Examples 118 Example 1: Create, Edit, and Delete SSI Response Success 118 Example 2: Create, Edit, and Delete SSI Response Failure ASV Error 121 Example 3: Create, Edit, and Delete SSI Response Failure ALERT Host Error Invalid message 126 Purpose 126 Message Layout 126

5 Examples Troubleshooting 130 Introduction 130 Envelope Errors 130 Purpose 130 Error Layout 131 Schema Errors and ASVs 132 ALERT Host Errors 137 A. Message Common Reference data 138 OriginOfResponse 138 ResponseType 138 ErrorSeverity 138 Org Role 138 Org Type 138 Sub Entity Type 139 B. Appendix Envelope common reference data 140 Party Role 140 Party Type 140 C. Levels of Clearing 141 Levels of Clearing for Securities 141 Levels of Clearing for Cash/FX/Derivatives 142

6 PREFIX Questions? The DTCC Client Center provides general assistance and technical help. Visit to: Enter a service request or check Search the knowledge base Obtain contact information Related Documents and Training For related documents and videos, and all documents referenced in this document, go to the Institutional Trade Processing - ALERT section of the Learning Center. Prefix 6

7 1. OVERVIEW What is ALERT? The ALERT platform is the industry's largest global database for the maintenance of standing settlement instructions and account information. Clients use the ALERT platform to reduce trade failures and security and cash settlement delays. The ALERT platform maintains an extensive rules-based engine on a market-by-market basis to combat against invalid instructions being stored for community consumption. The ALERT platform scans its database throughout the day to highlight invalid instructions to their SSI owners. The ALERT platform enables investment managers, broker/dealers, and custodian banks to transmit complete, automated account and settlement instructions between counterparties, using standardized formats. ALERT platform Straight Through Processing (STP) enriches account and settlement instructions for other DTCC services, including the CTM service, the OASYS - TradeMatch service, and the TradeSuite ID service. ALERT Open API for Broker/Dealers The ALERT platform has an open application program interface (API) to manage the retrieval of Standing Settlement Instructions (SSIs) and collateral management instructions from the ALERT platform. Access to the ALERT platform is developed with a series of XML schema format messages. The XML schema format messages allow clients internal application(s) to interact directly with the ALERT platform through a standard interface. With the appropriate permissions, subscriptions, and roles, broker/dealers are permitted to enrich investment managers' SSI data, their own SSI data, or SSI data on behalf of (OBO) another broker/dealer. The XML schema format message provides real-time retrieval of SSIs from the ALERT platform for data enrichment to down-stream applications. How do Broker/Dealers use the ALERT Open API? Broker/dealers must: have the ability to send/receive xml messages to DTCC using a secure MQ connection or the HTTPS interface. have the ability to troubleshoot operational or technical issues related to messaging: o market validation rule fails (operational) o unsupported or invalid message(s) (technical) Overview 7

8 ALERT Open API Components Table 1.1 outlines the components in ALERT Open API. Table 1.1 ALERT Open API Components Component Message handling and translation Connection from the client Message validation Purpose The ALERT platform processes incoming and outgoing messages from clients. Two connection options are available: 1. MQ: The MQ interface enables an ALERT platform connection from the client. MQ connects to a host-side middleware layer, which provides seamless loadbalancing and resiliency. 2. HTTPS: The HTTPS interface enables ALERT platform broker/dealer clients to submit messages and get responses. The ALERT platform adds two types of validation capabilities: syntactical validation content validation for all incoming messages ALERT Open API Workflow The steps in the workflow described in this section describe the message flow that occurs between the broker/dealer and ALERT Open API to retrieve their own settlement and collateral instructions, or to retrieve collateral instructions On Behalf Of (OBO) another broker/dealer. Broker/Dealer Retrieving Own Settlement/Collateral Model Instructions The DTCC Product Operations team provides access for the broker/dealer to retrieve their own settlement and/or collateral model instructions. Table 1.2 describes each stakeholder's role and actions for establishing Open API retrievals. Table 1.2 Broker/Dealer Retrieval of Own Instructions Step Stakeholder Actions/Description 1 Broker/dealer Broker/dealer submits a request to the DTCC Product Operations to be set up as an ALERT host Acronym, and provides appropriate subscriptions and roles for message retrieval through ALERT Open API. 2 DTCC Product Operations The DTCC Product Operations processes the request and sets up the broker/dealer with the appropriate subscriptions and roles, and confirms with the broker/dealer that the setup is complete. 3 Broker/dealer The broker/dealer validates access and sends a GetSSIRequest to retrieve settlement model instructions or collateral model instructions. 4 The ALERT platform The ALERT platform sends a success/error GetSSIResponse to the broker/dealer. The ALERT platform retrieves the model SI associated to the broker/dealer before sending a success response to the broker/dealer. Overview 8

9 Broker/Dealer OBO Linking to Another Broker/Dealer The DTCC Product Operations team provides a broker/dealer OBO access to another broker/dealer to retrieve the OBO broker/dealer s settlement and/or collateral model instructions. Table 1.3 describes each stakeholder s role and actions for establishing Open API retrievals. Table 1.3 Broker/Dealer OBO Another Broker/Dealer's Retrieval Step Stakeholder Actions/Description 1 Broker/dealer The broker/dealer submits a request to DTCC Product Operations to be set up as an ALERT platform host Acronym, to provide appropriate subscriptions and roles, and to establish an OBO relationship with another broker/dealer for message retrieval the ALERT Open API. 2 DTCC Product Operations DTCC Product Operations processes the request and sets up the broker/dealer with the appropriate subscriptions, roles, and OBO relationship. DTCC Product Operations confirms with the broker/dealer that the setup is complete. 3 Broker/dealer The broker/dealer validates access as well as the OBO relationship with another broker/dealer, and sends a GetSSIRequest to retrieve settlement model instructions or collateral model instructions. 4 ALERT platform The ALERT platform sends a success/error GetSSIResponse to the broker/dealer. The ALERT platform retrieves the model SI associated to the broker/dealer before sending a success response to the broker/dealer. Broker/Dealer OBO Another Broker/Dealer for Retrieving Counterparty Data The DTCC Product Operations team provides a broker/dealer OBO access to another broker/dealer to retrieve an investment manager s settlement and/or collateral instructions. Table 1.4 describes each stakeholder s role and actions for establishing Open API retrievals. Table 1.4 Broker/Dealer OBO Another Broker/Dealer for Counterparty Retrieval Step Stakeholder Actions/Description 1 Broker/dealer The broker/dealer submits a request to DTCC Product Operations to be set up as an ALERT host Acronym, provide appropriate subscriptions and roles, and establish an OBO relationship with another broker/dealer for message retrieval through the ALERT Open API. 2 DTCC Product Operations 3 OBO Broker/dealer DTCC Product Operations: Processes the request. Sets up the ALERT platform with the appropriate subscriptions, roles, and OBO relationships. Confirms with the broker/dealer that the setup is complete. The OBO broker/dealer validates access to investment manager accounts (access codes) whose settlement and collateral instruction(s) are being retrieved. Overview 9

10 Table 1.4 Broker/Dealer OBO Another Broker/Dealer for Counterparty Retrieval (continued) Step Stakeholder Actions/Description 4 Broker/dealer The broker/dealer validates access and the OBO relationship with another broker/dealer, and sends a GetSSIRequest to retrieve settlement or collateral instructions. 5 DTCC Product Operations The ALERT platform sends a success/error GetSSIResponse. The ALERT platform retrieves the instruction(s) associated with the investment manager accounts (access codes) before sending a success response to the broker/dealer. Broker/Dealer Creating, Editing, Deleting Own Settlement Collateral Model Instructions DTCC Product Operations provides access for a broker/dealer to create, edit, or delete their own settlement and/or collateral model instructions. Table 5 describes each stakeholder's role and actions for establishing Open API create, edit, or delete instructions. Table 1.5 Broker/Dealer Create, Edit, and Delete Own Instructions Step Stakeholder Actions/Description 1 Broker/dealer The broker/dealer submits a request to DTCC Product Operations to be set up as an ALERT host Acronym, and provides appropriate subscriptions and roles for message creating, editing, deleting through the ALERT Open API. 2 DTCC Product Operations 3 OBO Broker/dealer 4 ALERT platform DTCC Product Operations processes the request and sets up the broker/dealer with the appropriate subscriptions and roles, and confirms with the broker/dealer that the setup is complete. The broker/dealer validates the access and the OBO relationship with another broker/dealer. The broker/dealer also sends a CreateSSIAPIRequest, EditSSIAPIRequest, or DeleteSSIAPIRequest to create, edit, or delete model settlement or collateral instructions. The ALERT platform sends a success/error CreateSSIAPIResponse, EditSSIAPIResponse, or DeleteSSIAPIResponse to the Requestor broker/dealer. Overview 10

11 Broker/Dealer OBO another Broker/Dealer to Create, Edit, Delete Settlement/Collateral Model Instructions The DTCC Product Operations team provides a broker/dealer OBO access to another broker/dealer to create, edit, delete another broker/dealer s settlement and/or collateral instructions. Table 1.6 describes each stakeholder s role and actions for establishing the Open API to create, edit, delete model instructions. Table 1.6 Broker/Dealer OBO Another Broker/Dealer to Create, Edit, Delete Model Settlement and/or Collateral Instructions Step Stakeholder Actions/Description 1 Broker/dealer The broker/dealer submits a request to DTCC Product Operations to be set up as an ALERT platform host Acronym, provide appropriate subscriptions and roles, and establish OBO relationship with another broker/dealer to create, edit, delete model instructions through the ALERT Open API. 2 DTCC Product Operations DTCC Product Operations: Processes the request. Sets up the ALERT platform with the appropriate subscriptions, roles, and OBO relationship. Confirms with the broker/dealer that the setup is complete. 3 Broker/dealer The broker/dealer validates access and the OBO relationship with another broker/dealer, and sends a CreateSSIAPIRequest, EditSSIAPIRequest, or DeleteSSIAPIRequest to create, edit, or delete model settlement or collateral instructions. 4 ALERT platform The ALERT platform sends a success/error CreateSSIAPIResponse, EditSSIAPIResponse, or DeleteSSIAPIResponse to the Requestor broker/dealer. Overview 11

12 2. ENVELOPE Purpose The envelope is a wrapper for a business message to a DTCC service. It indicates a validation failure on the envelope and the message that it holds. The message envelope: wraps the business message. drives sequencing, routing, and mapping. supports error messaging back to the client Envelope Layout Table 2.1 lists the fields for the envelope. Notes The Min and Max fields show minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 2.1 Envelope Layout In CMI Fields Min Max Syntax Description Mapping Rule 0 OmgeoMessageContainer 1 1 Composite The top level-message envelope. It contains all information necessary to route the business message (OmgeoMessage) to its final destination. This message is bi-directional, that is, it can be used to both send data to and receive data from DTCC. 1 MessageParties 0 1 Composite This Composite is optional; however, if one party is populated, then all three parties must be populated. Envelope 12

13 Table 2.1 Envelope Layout (continued) In CMI Fields Min Max Syntax Description Mapping Rule 2 SenderParty 1 1 Composite This sender party is authorized in DTCC's proprietary database ID. Inbound to CMI (Common Message Interface): Party Role: must be MEOR Party Type: ALRT Party Value: ALERT platform broker/dealer Acronym Outbound to client from CMI (Common Message Interface): Role = MEOR Type = TFID Value = OMGEO 3 PartyRole 1 1 4!c 3 PartyType z 3 PartyValue z 2 ReceiverParty 1 1 Composite A reference to the party receiving the message. Inbound. Must be : Role: MERE Type: TFID Value: Omgeo Outbound : Role: MERE Type: ALRT Value: ALERT platform broker/dealer Acronym 3 PartyRole 1 1 4!c 3 PartyType z 3 PartyValue z Envelope 13

14 Table 2.1 Envelope Layout (continued) In CMI Fields Min Max Syntax Description Mapping Rule 2 DataOwnerParty 1 1 Composite Inbound/Outbound Data Owner (Client's): Party Role (EXEC / INST) Party Type (ALRT) Party Value (ALERT platform broker/dealer or investment manager Acronym) 3 PartyRole 1 1 4!c 3 PartyType z 3 PartyValue z 1 ClientIdentifier 0 1 This is a client-supplied Identifier Not Mapped There is currently no specific logic in CMI other than storage in the in the database. 1 ClientMessageReference z Allows clients to provide a reference ID to identify the message envelope. This number is not the same as the transaction message reference number in the business payload. If populated, the value is stored in the message database. Not Mapped 1 QualityOfService 0 1 Composite These fields are specific to the CTM service. Do not use for the ALERT platform. 2 TransportMessageId z Not Mapped 2 ProcessingHash 0 1 Not Mapped 2 ProcessingSequence z Not Mapped 2 Duplicate Errors 0 1 Composite Errors generated when validating the CMI (Common Message Interface). envelope mapped in this Composite. 2 Error 0 n Composite 3 ErrorId 1 1 DTCCS error message ID Mapped Envelope 14

15 Table 2.1 Envelope Layout (continued) In CMI Fields Min Max Syntax Description Mapping Rule 3 ErrorSeverity 1 1 The error reporting protocol is: INFO errors: These errors do not stop processing of the message and do not prevent message delivery to the business service. These errors are diagnostic and internal. WARNING errors: These errors denote potential problems while processing the message but do not stop processing of the message. These errors are diagnostic and internal. FATAL errors: These errors prevent message delivery to the business service. FATAL errors are sent to clients. 3 ErrorCode 1 1 A DTCC code that identifies the error reason. Mapped Mapped 3 ErrorText 1 1 DTCC error text related to the error code. Mapped 3 ErrorParameter 0 * DTCC error parameters that allow for flexibility in composing error text. Mapped 1 OmgeoService 1 1 Composite 2 Route 1 1 Composite Complete routing information of the Destination Service being invoked. In addition to the name of the service and version of the service's message specification, this value also includes an optional encoded URI to pass additional service-specific metadata. 3 Service 1 1 Hard code ALERT 3 ServiceVersion 1 1 Message Version being sent to Destination Service. It is used in the appropriate underlying mapper routing. Currently defined as: ALERT = ServiceInfo 0 1 Other service-related information that may be used to provide more specific routing. Hard code 5.0 Future Use Envelope 15

16 Table 2.1 Envelope Layout (continued) In CMI Fields Min Max Syntax Description Mapping Rule 3 OmgeoMessage 1 1 Business Payload with Content Type attribute. It contains the actual Omgeo business-level message. "Any" format can be sent. The message can be: A pass thru message, which requires no translation. A message needing translation to a valid Service-level format. The translation map is determined after envelope validation (later step in process). 4 ContentType 1 1 Mandatory. ContentType is an enumerated value indicating the content type of the attached business message. The current allowed value is XML. Potential future values include: RAW (binary format) FIX CSV SWIFT Hard code XML 4 DTCC business-level message 1 1 Any Contains the actual DTCC business-level message. Map the entire ALERT platform message. For example, match the GETSSIRequest message per the mapping logic on page 17. Map the GETSSIResponse message per the mapping logic on page 28. Envelope 16

17 3. RETRIEVAL MESSAGES Introduction The ALERT Open API supports the following Retrieval messages: GetSSIRequest below GetSSIResponse on page 28 GetSSIRequest Purpose The ALERT platform stores settlement and collateral instructions. To retrieve those instructions on behalf of a broker/dealer and investment manager, broker/dealers send a GetSSIRequest message to the ALERT platform. The broker/dealer must submit the request message with the mandatory MessageHeader fields and the GetSSIRequest Data Type message Composite. GETSSIRequest for Settlement Instructions Submit a GetSSIRequest message for retrieving settlement Instructions as per the specifications in Table 3.1. Notes The Min and Max fields show minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 3.1 GetSSIRequest Message Layout Indent CMI Fields Min Max Syntax Description 0 GetSSIRequest 1 1 Composite Request message for retrieving settlement instructions. 1 MessageHeader 1 1 Composite 2 RequestorOrg 1 1 String Identify the Requestor/Sender of the request message. 3 OrgRole 1 1 Populate Requestor Role as BD (broker/dealer). 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate Requestor ALERT platform acronym. 2 OBOOrgs 0 1 Composite Identify the party on whose behalf the Requestor is sending the SSI request message. 3 OrgRole 1 1 Populate the OBO Role. Allowed value is BD (broker/dealer). Retrieval Messages 17

18 Table 3.1 GetSSIRequest Message Layout (continued) Indent CMI Fields Min Max Syntax Description 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate the OBO broker/dealer ALERT platform Acronym 2 MessageReferenceID 1 1 String Reference number to identify the request message. The ALERT platform sends back the number on the response to correlate the response to the request. 1 GetSSIRequestData 1 n Composite 2 ClientOrg 1 1 String Identify the owner of the settlement instructions. 3 OrgRole 1 1 Populate the SSI Owner Role. Allowed values: BD: Broker/Dealer IM: Investment Manager 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate the SSI Owner's ALERT platform acronym. 2 SubEntity 0 n String Identify the SSI owner's account or the model name. 3 SubEntityType 1 1 Populate the sub entity type. Allowed values: AC: Access Code (investment manager is the SSI Owner). MN: Model Name (broker/dealer is the SSI Owner). 3 SubEntityValue 1 1 Populate: the access code when the investment manager is the SSI Owner - or - the model name when the broker/dealer is SSI Owner 2 Purp 1 1 String Indicates whether the SSI relates to Trade Settlement or Collateral Management Settlement. 3 Cd 1 1 Settlement Purpose code. Allowed values: STMT: Trade Settlement Instructions returned. Blank: Trade Settlement Instructions returned. 3 Prtry 1 1 Do not populate. 2 FctvSttlmDt 0 1 Populate the Settlement Effective Date with the current date only; the date cannot be a past or future date. Retrieval Messages 18

19 Table 3.1 GetSSIRequest Message Layout (continued) Indent CMI Fields Min Max Syntax Description 2 SttlmInstrrMktIdr 1 1 String Identify the Market Identifiers for the Settlement Instructions. 3 Ctry 1 1 Populate the country in which security is 3 ClssfctnTp 1 1 String settling. 4 ClssfctnFinInstrm 1 1 Do not populate. 4 AltrnClssfctn 1 1 String 5 Id 1 1 Populate the type of the settling security type. Allowed ISITC values: CLIENT id: Description CORP: Corporate Bonds MTGE: Mortgage EQTY: Equity GOVT: Government Bonds MMKT: Money Market 5 SchmeNm 0 1 Do not populate. 5 Issr 0 1 Issuer of the security type. Allowed values: OMGEO ISITC An error message is returned for any other value. 2 Dpstry 0 1 Place of settlement details. 3 Id BICorBEI 1 1 PSET BIC 4 NmAndAdr Nm 1 1 Depository Name. Populate with CASH if Depository (PSET) BIC is not available and the request is for Cash SSIs. Populate with UNIVERSAL when retrieving Universal Instructions. 5 Adr 0 1 Do not populate. 6 AdrTp 0 1 Do not populate. 6 AdrLine 0 5 Do not populate. 6 StrtNm 0 1 Do not populate. 6 BldgNb 0 1 Do not populate. 6 PstCd 0 1 Do not populate. 6 TwnNm 0 1 Do not populate. 6 CtrySubDvsn 0 1 Do not populate. Retrieval Messages 19

20 Table 3.1 GetSSIRequest Message Layout (continued) Indent CMI Fields Min Max Syntax Description 6 Ctry 1 1 Do not populate. 4 Ctry 1 1 Populate Country of settlement if the BIC is not available. 3 PrcgId 0 1 Do not populate. 2 CollateralKeys 0 1 Identifies the Collateral Management Settlement keys. No input is required when the Purpose is STMT or Blank. 3 ClltrlClrngMndt 0 1 Do not populate. 3 ClltrlSgrgtnStatus 0 1 Do not populate. 3 ClltrlMrgnType 0 1 Do not populate. 3 ClltrlDrctn 0 1 Do not populate. 3 ClltrlCallType 0 1 Do not populate. Example 1 A broker/dealer sends the GETSSI Request in xml schema format as in Table 3.2 to retrieve their own settlement Instructions. Table 3.2 GetSSIRequest <GetSSIRequest> <MessageHeader> <RequestorOrg> <OrgRole>VN</OrgRole> <OrgType>ALRT</OrgType> <OrgID>30_BROK1</OrgID> </RequestorOrg> <OBOOrg> </OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>30_BROK1</OrgID> <MessageReferenceID>m </MessageReferenceID> </MessageHeader> <GetSSIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> Retrieval Messages 20

21 Table 3.2 GetSSIRequest (continued) <OrgID>30_BROK1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> <SubEntityValue>OPAPIB</SubEntityValue> </SubEntity> <Purp> </Purp> <Cd>STMT</Cd> <SttlmInstrMktIdr> <Ctry>AT</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>EQU</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <Dpstry> <Id> </Id> </Dpstry> <CollateralKeys> <BICOrBEI>OCSDATWW</BICOrBEI> <ClltrlMrgnType></ClltrlMrgnType> <ClltrlDrctn></ClltrlDrctn> <ClltrlCallType></ClltrlCallType> </CollateralKeys> </GetSSIRequestData> </GetSSIRequest> Example 2 A broker/dealer sends the GetSSIRequest in xml schema format as in Table 3.3 to retrieve settlement instructions OBO another broker/dealer. Retrieval Messages 21

22 Table 3.3 GetSSIRequest <GetSSIRequest> <MessageHeader> <RequestorOrg> <OrgRole>VN</OrgRole> <OrgType>ALRT</OrgType> <OrgID>30_BROK1</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>30_BROK3</OrgID> </OBOOrg> <MessageReferenceID>m </MessageReferenceID> </MessageHeader> <GetSSIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>30_BROK3</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> <SubEntityValue>TESTAPIB</SubEntityValue> </SubEntity> <Purp> <Cd>STMT</Cd> </Purp> <SttlmInstrMktIdr> <Ctry>AT</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>EQU</Id> <Issr>OMGEO</Issr> Retrieval Messages 22

23 Table 3.3 GetSSIRequest (continued) </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <Dpstry> <Id> <BICOrBEI>OCSDATWW</BICOrBEI> </Id> </Dpstry> <CollateralKeys> <ClltrlMrgnType></ClltrlMrgnType> <ClltrlDrctn></ClltrlDrctn> <ClltrlCallType></ClltrlCallType> </CollateralKeys> </GetSSIRequestData> </GetSSIRequest> Retrieval Messages 23

24 GETSSIRequest for Collateral Instructions Submit a GetSSIRequest message for retrieving collateral Instructions as per the specifications in Table 3.4. Notes The Min and Max fields show minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 3.4 GetSSIRequest Message Layout Indent CMI Fields Min Max Syntax Description 0 GetSSIRequest 1 1 Composite Request message for retrieving collateral model 1 MessageHeader 1 1 instructions. 2 RequestorOrg 1 1 String Identify the Requestor/Sender of the request message. 3 OrgRole 1 1 Populate Requestor Role as BD for broker/dealer. 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate the Requestor's ALERT platform acronym. 2 OBOOrg 0 1 Identify the party on whose behalf the Requestor is sending the SSI request message. 3 OrgRole 1 1 Populate the OBO Role. Allowed value is BD (broker/dealer). 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate the OBO ALERT platform acronym. 2 MessageReferenceID 1 1 String Reference number to identify the request message. The 1 GetSSIRequestData 1 n Composite ALERT platform sends this number back on the response to correlate the response to the request. 2 ClientOrg 1 1 String Identify the owner of settlement instructions. 3 OrgRole 1 1 Populate SSI Owner Role. Allowed values: BD: Broker/Dealer IM: Investment Manager 3 OrgType 1 1 Populate ALRT. 3 OrgID 1 1 Populate the SSI Owner's ALERT platform acronym 2 SubEntity 0 n String Identify the SSI owner's account or the model name. 3 SubEntityType 1 1 Populate the sub entity type. Allowed values: AC: Access Code (investment manager is SSI Owner) MN: Model Name (broker/dealer is SSI Owner) Retrieval Messages 24

25 Table 3.4 GetSSIRequest Message Layout (continued) Indent CMI Fields Min Max Syntax Description 3 SubEntityValue 1 1 Populate with: the access code when the investment manager is the SSI Owner. the model name (when the broker/dealer is the SSI Owner. 2 Purp 1 1 String Indicate whether the SSI relates to Trade Settlement or Collateral Management settlement. 3 Cd 1 1 Populate the Purpose Code as COLL for Collateral Instructions. 3 Prtry 1 1 Do not populate. 2 FctvSttlmDt 0 1 Populate the Settlement Effective Data as the current date; it cannot be a past or future date. 2 SttlmInstrrMktIdr 1 1 String Identify the Market Identifiers for the settlement instructions. 3 Ctry 1 1 Populate the country in which security is settling. 3 ClssfctnTp 1 1 String 4 ClssfctnFinInstrm 1 1 Do not populate. 4 AltrnClssfctn 1 1 String 5 Id 1 1 Populate the type of the settling security type Allowed ISITC values: CLIENT id: Description CORP: Corporate Bonds MTGE: Mortgage EQTY: Equity GOVT: Government Bonds MMKT: Money Market 5 SchmeNm 0 1 Do not populate. 5 Issr 0 1 Issuer of the security type. Allowed values: OMGEO ISITC 2 Dpstry 0 1 Place of settlement details. 3 Id BICorBEI 1 1 PSET BIC 4 NmAndAdr Nm 1 1 Depository Name An Error message will be returned for any other value. Populate with CASH if Depository (PSET) BIC is not available and the request is for Cash SSIs. Populate with UNIVERSAL when retrieving Universal Instructions. 5 Adr 0 1 Do not populate. Retrieval Messages 25

26 Table 3.4 GetSSIRequest Message Layout (continued) Indent CMI Fields Min Max Syntax Description 6 AdrTp 0 1 Do not populate. 6 AdrLine 0 5 Do not populate. 6 StrtNm 0 1 Do not populate. 6 BldgNb 0 1 Do not populate. 6 PstCd 0 1 Do not populate. 6 TwnNm 0 1 Do not populate. 6 CtrySubDvsn 0 1 Do not populate. 6 Ctry 1 1 Do not populate. 4 Ctry 1 1 Populate the Country of Settlement if the BIC is not available. 3 PrcgId 0 1 Do not populate. 2 CollateralKeys 0 1 Identifies the Collateral Management Settlement keys. 3 ClltrlClrngMndt 0 1 Do not populate. 3 ClltrlSgrgtnStatus 0 1 Do not populate. 3 ClltrlMrgnType 0 1 Collateral Margin Type. Allowed values: Any Initial Margin Variation Margin 3 ClltrlDrctn 0 1 Collateral Direction. Allowed Values: Any Deliver Receive 3 ClltrlCallType 0 1 Collateral Call Type. Allowed Values: Any Call Recall Example A broker/dealer sends the GETSSI Request in xml schema format as in Example 3.1 to retrieve OBO collateral instructions of an investment manager's account OBO another broker/dealer. Example 3.1 GetSSIRequest for Collateral Instructions <GetSSIRequest> <MessageHeader> <RequestorOrg> <OrgRole>VN</OrgRole> <OrgType>ALRT</OrgType> Retrieval Messages 26

27 Example 3.1 GetSSIRequest for Collateral Instructions (continued) <OrgID>E0BROK1</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK5</OrgID> </OBOOrg> <MessageReferenceID>m </MessageReferenceID> </MessageHeader> <GetSSIRequestData> <ClientOrg> <OrgRole>IM</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0INST1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>AC</SubEntityType> <SubEntityValue>CTUACC01</SubEntityValue> </SubEntity> <Purp> <Cd>COLL</Cd> </Purp> <FctvSttlmDt> </FctvSttlmDt> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>COB</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <Dpstry> Retrieval Messages 27

28 Example 3.1 GetSSIRequest for Collateral Instructions (continued) <Id> <BICOrBEI>CEDELULL</BICOrBEI> </Id> </Dpstry> <CollateralKeys> <ClltrlMrgnType>VARIATION</ClltrlMrgnType> <ClltrlDrctn>DELIVER</ClltrlDrctn> <ClltrlCallType>RECALL</ClltrlCallType> </CollateralKeys> </GetSSIRequestData> </GetSSIRequest> GetSSIResponse Purpose The ALERT platform sends a GetSSIResponse message in response to a GetSSIRequest message. The GetSSIResponse message informs the broker/dealer of a successful retrieval of settlement and collateral instructions stored in the ALERT platform. GetSSIResponse for Settlement Instructions A GetSSIResponse message is returned with settlement instructions, as per the specifications in Table 3.5. Message Layout Table 3.5 contains the GetSSIResponse message layout. Notes The Min and Max fields show minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 3.5 GETSSIResponse Message Layout Indent CMI Fields Min Max Syntax Description 0 GetSSIResponse 1 1 The ALERT platform s Success or Error Response to GetSSIRequest. It details the settlement instructions of the requested client org. 1 MessageHeader 1 1 Retrieval Messages 28

29 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 2 RequestorOrg 1 1 String Identifies the Requestor/Sender of the GetSSIrequest message. 3 OrgRole 1 1 Requestor Role (from the GetSSIRequest). 3 OrgType 1 1 Requestor Org Type (from the GetSSIRequest). 3 OrgID 1 1 The ALERT platform broker/dealer Acronym. 2 OBOOrg 0 1 Identifies the party on whose behalf the Requestor is sending the GetSSIRequest message. 3 OrgRole 1 1 OBO Role (from the GetSSIRequest). 3 OrgType 1 1 OBO Type (from the GetSSIRequest). 3 OrgID 1 1 OBO ALERT platform Acronym. 2 MessageReferenceID 1 1 String Reference number from the GetSSIRequest. 1 GetSSIResponseData 1 n 2 OmgeoStatus 1 1 Indicates a success or error response from the ALERT platform. 3 OriginOfResponse 1 1 Identifies the Origin of the response. Allowed values: ALERT CMI 3 ResponseType 1 1 Type of the response from the ALERT platform. Allowed values: ERROR NO DATA FOUND SUCCESS 3 ProcessingStatusDetails 0 n Populated only for an error response from the ALERT platform. Identifies the error code and the error text. 4 Code 1 1 Error Code. 4 Text 1 1 Error Description. 4 ErrorSeverity 0 1 Error Severity (populated only when OriginOfResponse is CMI). 4 ErrorParameter 0 n XPATH of the field that failed the validation (populated only when OriginOfResponse is CMI). 2 ClientOrg 0 1 String Identifies the owner of Settlement Instructions. 3 OrgRole 1 1 SSI Owner Role (from the GetSSIrequest). 3 OrgType 1 1 ClientOrg Type (from the GetSSIrequest). 3 OrgID 1 1 SSI owner of the ALERT platform Acronym. Retrieval Messages 29

30 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 2 SubEntity 0 n String Identifies the SSI owner's account or the model name. 3 SubEntityType 1 1 Identifies the sub entity type (from the GetSSIrequest). 3 SubEntityValue 1 1 The access code (investment manager SSI Owner) or model name (broker/dealer SSI Owner). 2 StgSttlmInstr 0 n This composite holds Standing Settlement Instructions. It is populated on a Success response and not on an Error response. 3 Purp 0 1 String Identifies the Purpose of the Settlement Instructions. 4 Cd 1 1 Settlement Purpose code. Returned values: STMT: Trade Settlement Instructions COLL: Collateral Settlement Instructions 4 Prtry 1 1 Field not populated. 3 FctvSttlmDt 0 1 Settlement Effective Date. 3 AcctId Prtry Id 1 1 Field not populated. 3 SttlmInstrrMktIdr 1 1 String Identifies the Market Identifiers for the Settlement Instructions. 4 Ctry 1 1 ISO Country Code. 4 ClssfctnTp 1 1 String 5 ClssfctnFinInstrm 1 1 Field not populated. 5 AltrnClssfctn 1 1 String 6 Id 1 1 ISITC or OMGEO security type value returned. 6 SchmeNm 0 1 Field not populated. 6 Issr 0 1 Issuer of the security type. 3 SttlmCcy 0 1 Settlement Currency. 3 LclMktId 0 n RepeatingComposite that holds the local market IDs. Up to four IDs are allowed for each market, starting at ID2. 4 Id 1 1 Actual ID value (Local Market Identifier). Retrieval Messages 30

31 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 4 IdTp 1 1 The type of Local Market Identifier, populated by one of the following allowed values: ID2 ID3 ID4 ID5 3 StgSttlmPty Dpstry 1 1 Place of settlement details. 5 Id BICorBEI 1 1 Depository (PSET) BIC. 6 NmAndAdr Nm 1 1 Depository Name. CASH returned if Depository (PSET) BIC is not available and the request is for Cash SSIs. UNIVERSAL is returned when retrieving Universal Instructions. 7 Adr 0 1 Field not populated. 8 AdrTp 0 1 Field not populated. 8 AdrLine 0 1 Field not populated. 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Field not populated. 8 TwnNm 0 1 Field not populated. 8 CtrySubDvsn 0 1 Field not populated. 8 Ctry 1 1 Field not populated. 6 Ctry 1 1 ISO Country of settlement. Populated if the BIC is not available. 5 PrcgId 0 1 Field not populated. 4 Pty Id BICorBEI 1 1 Custodian BIC Code for one level of clearing. - or - Local Agent BIC Code for one, two, or three levels of clearing. 6 PrtryId Id 1 1 Local Agent/Custodian A/C# at Depository. Populated when the Local Agent/Custodian BIC or Name are not available. Retrieval Messages 31

32 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 7 Issr 1 1 DSS (Data Source Scheme). Value of the place of settlement. If DSS value is not available, populated with OMGEO, indicating it is a proprietary ID. 7 SchmeNm 0 1 Field not populated. 6 NmAndAdr Nm 1 1 Custodian Name for one level of clearing. - or - Local Agent Name for one, two, or three levels of clearing. 7 Adr AdrTp 0 1 Field not populated. 8 AdrLine 0 1 Custodian Address for one level of clearing. - or - Local Agent Address for one, two, or three levels of clearing. 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Custodian Postal Code for one level of clearing. - or - Local Agent Postal Code for one, two, or three levels of clearing. 8 TwnNm 0 1 Custodian City for one level of clearing. - or - Local Agent City for one, two, or three levels of clearing 8 CtrySubDvsn 0 1 Custodian Locality for one level of clearing - or - Local Agent Locality for one, two, or three levels of clearing 8 Ctry 1 1 Custodian Country for one level of clearing - or - Local Agent Country for one, two, or three levels of clearing 5 SfkpgAcct 0 1 Retrieval Messages 32

33 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 6 Id 1 1 Custodian Participant ID for one level of clearing. - or - Local Agent Participant ID for one, two, or three levels of clearing. N/A for Cash Settlement Instructions 6 Tp Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 Nm 0 1 Participant Name is populated. 5 PrcgId 0 1 Field not populated. 4 Pty Id BICorBEI 1 1 Investment manager BIC Code for one level of clearing - or - Custodian BIC Code for two levels of clearing - or - Intermediary BIC Code for three levels of clearing 6 PrtryId Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 NmAndAdr Nm 1 1 Investment manager Name (or SSI Owner Acronym if the investment manager Name is not available) for one level of clearing. - or - Custodian Name for two levels of clearing. - or - Intermediary Name for three levels of clearing. 7 Adr AdrTp 0 1 Field not populated. Retrieval Messages 33

34 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 8 AdrLine 0 1 Custodian Address for two levels of clearing. - or - Intermediary Address for three levels of clearing. 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Custodian Postal Code for two levels of clearing. - or - Intermediary Postal Code for three levels of clearing. 8 TwnNm 0 1 Custodian City for two levels of clearing. - or - Intermediary City for three levels of clearing. 8 CtrySubDvsn 0 1 Custodian Locality for two levels of clearing. - or - Intermediary Locality for three levels of clearing. 8 Ctry 1 1 Custodian Country for two levels of clearing. - or - Intermediary Country for three levels of clearing. 5 SfkpgAcct Id 1 1 Investment manager's account at Global Custodian (or investment manager's account at Local Agent) for one level of clearing. - or - Global Custodian's account at Local Agent for two levels of clearing. - or - Intermediary's account at Local Agent for three levels of clearing. 6 Tp Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. Retrieval Messages 34

35 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 6 Nm 0 1 Investment manager's Account Name at Global Custodian for one level of clearing. - or - Global Custodian's Account Name at Local Agent for two levels of clearing. - or - Intermediary's Account Name at Local Agent for three levels of clearing. 5 PrcgId 0 1 Field not populated. 4 Pty Id BICorBEI 1 1 Investment manager BIC Code for two levels of clearing. - or - Custodian BIC Code for three levels of clearing. 6 PrtryId Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 NmAndAdr Nm 1 1 Investment manager Name (or SSI Owner Acronym if the investment manager Name is not available) for two levels of clearing - or - Custodian Name for three levels of clearing 7 Adr AdrTp 0 1 Field not populated. 8 AdrLine 0 1 Custodian Address for three levels of clearing 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Custodian Postal Code for three levels of clearing 8 TwnNm 0 1 Custodian City for three levels of clearing 8 CtrySubDvsn 0 1 Custodian Locality for three levels of clearing 8 Ctry 1 1 Custodian Country for three levels of clearing 5 SfkpgAcct 0 1 Retrieval Messages 35

36 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 6 Id 1 1 Investment manager's account at Global Custodian for two levels of clearing. - or - Global Custodian's account at Intermediary for three levels of clearing. 6 Tp Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 Nm 0 1 Investment manager's Account Name at Global Custodian for two levels of clearing. 5 PrcgId 0 1 Field not populated. 4 Pty Id BICorBEI 1 1 Investment manager BIC Code for three levels of clearing. 6 PrtryId Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 NmAndAdr Nm 1 1 Investment manager Name (or SSI Owner Acronym if the investment manager Name is not available) for three levels of clearing. 7 Adr AdrTp 0 1 Field not populated. 8 AdrLine 0 1 Field not populated. 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Field not populated. 8 TwnNm 0 1 Field not populated. 8 CtrySubDvsn 0 1 Field not populated. 8 Ctry 1 1 Field not populated. 5 SfkpgAcct Id 1 1 Investment manager's account at Global Custodian for three levels of clearing. 6 Tp 0 1 Retrieval Messages 36

37 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 7 Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 Nm 0 1 Investment manager's Account Name at Global Custodian for three levels of clearing. 5 PrcgId 0 1 Field not populated. 4 Pty5 0 1 DTCC supports three levels of settlement so Pty5 is not populated. 5 Id BICorBEI 1 1 Field not populated. 6 PrtryId Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 NmAndAdr Nm 1 1 Field not populated. 7 Adr AdrTp 0 1 Field not populated. 8 AdrLine 0 1 Field not populated. 8 StrtNm 0 1 Field not populated. 8 BldgNb 0 1 Field not populated. 8 PstCd 0 1 Field not populated. 8 TwnNm 0 1 Field not populated. 8 CtrySubDvsn 0 1 Field not populated. 8 Ctry 1 1 Field not populated. 5 SfkpgAcct Id 1 1 Field not populated. 6 Tp 0 1 Field not populated. 7 Id 1 1 Field not populated. 7 Issr 1 1 Field not populated. 7 SchmeNm 0 1 Field not populated. 6 Nm 0 1 Field not populated. 5 PrcgId 0 1 Field not populated. 3 RegnDtls NmAndAdr Nm 1 1 Registration Name. Retrieval Messages 37

38 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 5 Adr AdrTp 0 1 Field not populated. 6 AdrLine 0 1 Field not populated. 6 StrtNm 0 1 Field not populated. 6 BldgNb 0 1 Field not populated. 6 PstCd 0 1 Field not populated. 6 TwnNm 0 1 Field not populated. 6 CtrySubDvsn 0 1 Field not populated. 6 Ctry 1 1 Field not populated. 5 AltrntvIdr 0 10 Field not populated. 4 BICOrBEI BICOrBEI 1 1 Registration BIC. 5 AltrntvIdr 0 10 Field not populated. 3 SplmtryData 0 n 4 PlcAndNm 0 1 Field not populated. 4 Envlp OmgeoAlertSSIDetails CollateralKeys 0 1 Populated when the GetSSIRequest relates to Collateral Management Settlement (Purpose code is COLL). 7 ClltrlClrngMndt 0 1 Field not populated. 7 ClltrlSgrgtnStatus 0 1 Field not populated. 7 ClltrlMrgnType 0 1 Collateral Margin Type. 7 ClltrlDrctn 0 1 Collateral Direction. 7 ClltrlCallType 0 1 Collateral Call Type. 6 AdditionalData InterestedParty 0 5 Composite Repeating Composite that can have details for up to six interested parties. 8 InterestedPartyType 1 1 Interested Party Type. 8 AccId 0 1 Interested party s account number when DTC is used as the clearing method. Used to send trade confirmations by DTC. 8 BIC 0 1 Interested party s BIC when DTC is used as the clearing method. Used to send trade confirmations by DTC. Retrieval Messages 38

39 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description 8 Ctct 0 1 Interested party s contact name when DTC is used as the clearing method. Used to send trade confirmations by DTC. 8 Id 0 1 Interested party s ID when DTC is used as the clearing method. Used to send trade confirmations by DTC. 8 Nm 0 1 Interested party s name when DTC is used as the clearing method. Used to send trade confirmations by DTC. 8 Phn 0 1 Interested party s phone number when DTC is used as the clearing method. Used to send trade confirmations by DTC. 8 Splnts 0 1 Interested party s special instructions when DTC is used as the clearing method. Used to send trade confirmations by DTC. 7 MiscSetCtct 0 1 Composite Additional details related to SSI Owner. 8 Nm 0 1 Contact Name. 8 SpcInstr 0 1 Special Instructions. 8 Phn 0 1 Phone Number. 7 SIOwnerData 0 1 Composite 8 Contact 0 1 SSI Owner (investment manager or broker/dealer) Contact Name. 8 Phone 0 1 SSI Owner (investment manager or broker/dealer) Phone Number. 7 RcvrAgntDtls Composite Receiver of Settlement confirmation (EGMT54X) SWIFT message. 8 BICOrBEI 0 1 Receiver agent's BIC. 8 Nm 0 1 Receiver agent's Name. 7 SIController Composite Entity maintaining the.ssi (could either be the investment manager or the global custodian). 8 OrgRole 1 1 SSI Controller Role 8 OrgType 1 1 SSI Controller Type. 8 OrgID 1 1 SSI Controller ALERT platform Acronym. 7 ComplianceStatus 0 1 SSI Status as per ALERT platform rules and validations. 7 LastUpdateDate 0 1 SSI's Last Update Date 7 CashAccoutDeatils Composite AltCurrency 0 1 Alt Currency is populated. Retrieval Messages 39

40 Table 3.5 GETSSIResponse Message Layout (continued) Indent CMI Fields Min Max Syntax Description CashAccountNumber 0 1 Cash Account Number is populated. AltCashAccountNumber 0 1 Alternate Cash Account Number is populated. Success When the ALERT platform successfully processes the broker/dealer GetSSIRequest request, it sends a success response message. As in Example 3.2, the ALERT platform sends a success response message for retrieving instructions OBO anotherbroker/dealer. <altenr:alertenrichmentmessages> <altenr:getssiresponse> <altenr:messageheader> <altenr:requestororg> <altenr:orgrole>vn</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid> E0BROK1</altEnr:OrgID> <altenr:requestororg> <altenr:oboorg> <altenr:orgrole>investment manager</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid> E0BROK5</altEnr:OrgID> </altenr:oboorg> <altenr:messagereferenceid>m </altenr:messagereferenceid> </altenr:messageheader> <altenr:getssiresponsedata> <altenr:omgeostatus> <altenr:originofresponse>alert</altenr:originofresponse> <altenr:responsetype>success</altenr:responsetype> </altenr:omgeostatus> <altenr:clientorg> <altenr:orgrole>investment manager</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0inst1</altenr:orgid> </altenr:clientorg> Example 3.2 GettSSIResponse Success Retrieval Messages 40

41 <altenr:subentity> <altenr:subentitytype>ac</altenr:subentitytype> <altenr:subentityvalue> CTUACC01</altEnr:SubEntityValue> </altenr:subentity> <altenr:stgsttlminstr> <altenr:purp> <altenr:cd>stmt</altenr:cd> </altenr:purp> <altenr:fctvsttlmdt> </altenr:fctvsttlmdt> <altenr:sttlminstrmktidr> <altenr:ctry>at</altenr:ctry> <altenr:clssfctntp> <altenr:altrnclssfctn> <altenr:id>equ</altenr:id> <altenr:issr>omgeo</altenr:issr> </altenr:altrnclssfctn> </altenr:clssfctntp> </altenr:sttlminstrmktidr> <altenr:stgsttlmpty> <altenr:dpstry> <altenr:id> <altenr:bicorbei>ocsdatww</altenr:bicorbei> </altenr:id> </altenr:dpstry> <altenr:pty1> <altenr:id> <altenr:bicorbei>locaesm1xxx</altenr:bicorbei> </altenr:id> <altenr:sfkpgacct> <altenr:id>780900</altenr:id> </altenr:sfkpgacct> </altenr:pty1> <altenr:pty2> Example 3.2 GettSSIResponse Success (continued) Retrieval Messages 41

42 <altenr:id> <altenr:nmandadr> <altenr:nm>e0inst1</altenr:nm> </altenr:nmandadr> </altenr:id> <altenr:sfkpgacct> <altenr:id>lca-0980</altenr:id> </altenr:sfkpgacct> </altenr:pty2> </altenr:stgsttlmpty> <altenr:splmtrydata> <altenr:envlp> <altenr:omgeoalertssidetails> <altenr:collateralkeys/> <altenr:additionaldata> <altenr:rcvragntdtls> <altenr:bicorbei>receus61xxx</altenr:bicorbei> </altenr:rcvragntdtls> <altenr:sicontroller> <altenr:orgrole>investment manager</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0inst1</altenr:orgid> </altenr:sicontroller> <altenr:compliancedetails> <altenr:compliancestatus>compliant</altenr:compliancestatu s> </altenr:compliancedetails> <altenr:lastupdatedate> </altenr:lastupdatedate> <altenr:dataauthenticationstatus>authenticated</altenr:data AuthenticationStatus> </altenr:additionaldata> </altenr:omgeoalertssidetails> </altenr:envlp> Example 3.2 GettSSIResponse Success (continued) Retrieval Messages 42

43 </altenr:splmtrydata> </altenr:stgsttlminstr> </altenr:getssiresponsedata> </altenr:getssiresponse> </altenr:alertenrichmentmessages> Example 3.2 GettSSIResponse Success (continued) Error For a failed request, the status the ALERT platform returns depends on where the error occurred during request processing. The ALERT platform returns an OmgeoStatus if the error occurred before the request reaches the the ALERT host. Otherwise, the ALERT platform returns an ISOStatus response. Example 3.3 shows an error response within the OmgeoStatus, indicating that the request passed the schema and ALERT platform-specific business validations (ASV), but failed within the ALERT host. <altenr:alertenrichmentmessages> <altenr:getssiresponse> <altenr:messageheader> <altenr:requestororg> <altenr:orgrole>vn</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>30_brok1</altenr:orgid> </altenr:requestororg> <altenr:oboorg> <altenr:orgrole>bd</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0brok1</altenr:orgid> </altenr:oboorg> <altenr:messagereferenceid>m </altenr:messagereferenceid> </altenr:messageheader> <altenr:getssiresponsedata> <altenr:omgeostatus> <altenr:originofresponse>alert</altenr:originofresponse> <altenr:responsetype>error</altenr:responsetype> Example 3.3 GetSSIReponse Failure Retrieval Messages 43

44 <altenr:processingstatusdetails> <altenr:code>20003</altenr:code> <altenr:text>invalid access code</altenr:text> </altenr:processingstatusdetails> </altenr:omgeostatus> <altenr:clientorg> <altenr:orgrole>investment manager</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0inst1</altenr:orgid> </altenr:clientorg> <altenr:subentity> <altenr:subentitytype>ac</altenr:subentitytype> <altenr:subentityvalue> CTUACC01</altEnr:SubEntityValue> </altenr:subentity> </altenr:getssiresponsedata> </altenr:getssiresponse> </altenr:alertenrichmentmessages> Example 3.3 GetSSIReponse Failure (continued) Levels of Clearing The ALERT platform supports up to three levels of clearing for Settlement and Collateral instructions. For more information, see Levels of Clearing on page 141. Retrieval Messages 44

45 4. MANAGE SSI MESSAGES Introduction The ALERT Open API supports the following messages to allow broker/dealers to load and maintain their own settlement and collateral instructions. CreateSSIAPIRequest CreateSSIAPIResponse EditSSIAPIRequest EditSSIAPIResponse DeleteSSIAPIRequest DeleteSSIAPIResponse Create, Edit, and Delete SSIAPIRequest Purpose A broker/dealer submits a CreateSSIAPIRequest message to create settlement and collateral instructions. The broker/dealer must submit the request message with the mandatory MessageHeader fields and the SSIAPIRequestData_Type message Composite. A broker/dealer updates settlement and collateral instructions by sending an EditSSIAPIRequest to the ALERT platform. To edit the settlement instructions, the message must contain all SI details, both new and existing. The DeleteSSIAPIRequest message deletes all existing SI details. Levels of Clearing The ALERT platform supports up to three levels of clearing for creating or editing settlement instructions. Figure C.1 on page 141 depicts the parties to be populated within the SSIAPIRequestData_Type for SSIs related to securities. Figure C.2 on page 142 depicts the parties to be populated within the SSIAPIRequestData_Type for SSIs related to cash/fx/derivatives. Based on the settlement chain in the level of clearing, the ALERT platform identifies the parties and fields for populating the SSIAPIRequestData_Type, as illustrated in Levels of Clearing on page 141. Table 4.1 One Level of Clearing Role SSIAPIRequest Data_Type PartyComposite SSIAPIRequestData_Type Field Place of Settlement Dpstry Id.BICorBEI Clearing Broker Pty1 Id.BICorBEI Executing Broker s Account at Local Agent Pty2 SfkpgAcct.ID Table 4.2 Two Levels of Clearing Role SSIAPIRequest Data_Type PartyComposite SSIAPIRequestData_Type Field Place of Settlement Dpstry Id.BICorBEI Local Agent/Receiving Agent Pty1 Id.BICorBei Manage SSI Messages 45

46 Table 4.2 Two Levels of Clearing (continued) Role SSIAPIRequest Data_Type PartyComposite SSIAPIRequestData_Type Field Global Custodian/Beneficiary Pty2 Id.BICorBEI Executing Broker s Account at Global Custodian Pty3 SfkpgAcct.ID Table 4.3 Three Levels of Clearing Role SSIAPIRequestData_Type PartyComposite SSIAPIRequestData_Type Field Place of Settlement Dpstry Id.BICorBEI Local Agent/Receiving Agent Pty1 Id.BICorBEI Intermediary Pty2 Id.BICorBEI Global Custodian/Beneficiary Pty3 Id.BICorBEI Executing Broker s Account at Global Custodian Pty4 SfkpgAcct.ID Create and Edit SSIAPIRequest for Settlement and Collateral Model Instructions Submit a Create or Edit SSIAPIRequest message for creating or editing settlement or Collateral Model Instructions as per the specifications in Table 4.4. Note Schema and ALERT platform fields refer to Mandatory, Optional, and Conditional use of the data. Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities Indent CMI Fields Schema ALERT Syntax Description 0 CreateSSIAPIRequest Broker Request to OR Create / Edit Model EditSSIAPIRequest Settlement or Collateral Instructions. 1 MessageHeader M M Composite 2 RequestorOrg M M Composite Sender on inbound messages and Receiver on the outbound messages. It is the ALERT platform broker/dealer acronym Manage SSI Messages 46

47 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 3 OrgRole M M Populate the Requestor Role as BD (broker/dealer). 3 OrgType M M Populate ALRT. 3 OrgID M M Populate the OBO broker/dealer ALERT platform Acronym. 2 OBOOrg O O Composite Identify the party on whose behalf the Requestor is sending the CreateSSI APIRequest. 3 OrgRole O O Populate the OBO Role. The allowed value is BD (Do not populate.). 3 OrgType O O Populate ALRT. 3 OrgID O O Populate the OBO Do not populate. ALERT platform Acronym. 2 MessageReferenceID M M Reference number to identify the request message. The ALERT platform sends back the number on the response to correlate the response to the request. 1 CreateSSIAPIRequestData 2 ClientOrg O M Composite Owner of the settlement instructions. 3 OrgRole M M Populate the SSI Owner Role as BD (broker dealer). 3 OrgType M M Populate ALRT. 3 OrgID M M Populate the SSI Owner's ALERT platform broker/dealer acronym. 2 SubEntity O M Composite Manage SSI Messages 47

48 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 3 SubEntityType M M Populate the sub entity type as MN: Model Name (broker/dealer is the SSI Owner). 3 SubEntityValue M M Populate the model name when the broker/dealer is the SSI Owner. 0 CreateSSIAPIRequest Create Standard Settlement or Collateral Instructions for the broker/dealer Model SIs. 3 StgSttlmInstr Composite 4 StgSttlmInstr.Purp O M Indicates whether the SSI relates to Trade Settlement or Collateral Management. 5 StgSttlmInstr.Purp.Cd C O 35 Allowed Values are : STMT: Populate for Settlement Instructions. COLL: Populate for Collateral Institutions. 5 StgSttlmInstr.Purp.Prtry C N/A Do not populate. Manage SSI Messages 48

49 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 4 StgSttlmInstr.FctvSttlmDt O O 10 Settlement Effective Date. The time and date (as of 12 AM EST) when the instruction is effective for settlement. If not provided, the ALERT platform stores the instruction with the time and date stamp from when the message was saved to the database. Past dates are not permitted. Future Effective dates are permitted for Settlement (STMT) Instructions only. Collateral (COLL) Instructions cannot be created or edited with a Future Effective date. 4 StgSttlmInstr.SttlmInstrMktId M 5 StgSttlmInstr.SttlmInstrMktId.Ctry M M 2 ISO Country Code. The ALERT platform uses this as a key field in determining the settlement market. 4 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1 M 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.ClssfctnFinInstrm C N/A Do not populate. 4 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn C 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Id M M 35 ISITC security types values or ALERT platform security types values. 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.SchmeNm O N/A Do not populate. Manage SSI Messages 49

50 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Issr O M 35 Allowed values: OMGEO ISITC An error message is returned for any other value. 4 StgSttlmInstr.SttlmCcy O O 3 Settlement Currency. 4 StgSttlmInstr.LclMktId O O This composite repeats. Each id value must have a type (ID2, ID3, ID4, ID5). For more information about local market IDs, see the Data Dictionary section of the online help. 5 StgSttlmInstr.LclMktId.Id C O 35 Actual ID value. 5 StgSttlmInstr.LclMktId.IdTp C O 35 Valid values: ID2 ID3 ID4 ID5 The ALERT platform returns an error message for other values. 4 StgSttlmInstr.StgSttlmPty M 5 StgSttlmInstr.StgSttlmPty.Dpstry M Manage SSI Messages 50

51 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 6 StgSttlmInstr.StgSttlmPty.Dpstry.Id M M The composite is mandatory. The ALERT platform uses this data to derive the ALERT platform method. PSET BIC, depository name, or ISO country code is mandatory. Only populate one grouping. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.BICOrBEI C C 11 PSET BIC. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr C 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Nm C C 70 Depository name (not recommended). 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine.Value O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.Ctry C C 2 ISO Country Code. The ALERT platform uses this country code is to determine that the settlement type (for example Method) is PHYSICAL. 6 StgSttlmInstr.StgSttlmPty.Dpstry.PrcgId O N/A Do not populate. Manage SSI Messages 51

52 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 5 StgSttlmInstr.StgSttlmPty.Pty1 O M This is a is mandatory composite for the ALERT platform Client Options for Party 1: BIC and SfkpgAcct id preferred. Prtryid.id only (for example, DTC id, Euroclear id, CDS id, and so on). Party Name and safekeeping account. 6 StgSttlmInstr.StgSttlmPty.Pty1.Id O O 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.BICOrBEI C C 11 For one level of clearing, populate with the Clearing Broker - BIC Code. For two levels of clearing, populate with the Local Settlement Agent - BIC Code. For three levels of clearing, populate with the Local Settlement Agent - BIC Code. 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId C 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.Id C C 35 Local Settlement Agent Participant ID. Manage SSI Messages 52

53 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.Issr C N/A For populating the local settlement Agent Participant ID field (above), the schema requires an ISSR. Populate this field with a ISO Data Source Scheme (for example, ECLR, VPDK, and so on.). See the SMPG website ( for an updated list. The ALERT platform ignores this data. If the Issr is not in sync with the PSET value on the lookup, an exception is generated. 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Nm C C 70 total (35 and 35) For one level of clearing, populate with the Clearing Broker's Name. For two levels of clearing, populate with the Local Settlement Agent's Name. For three levels of clearing, populate with the Local Settlement Agent's Name. 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr. O O 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. Manage SSI Messages 53

54 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrLine.Value O O 70 total (35 and 35) For one level of clearing, populate with Clearing Broker's Address For two or three levels of clearing, populate with the Local Settlement Agent's Address. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.PstCd O O 15 For one level of clearing, populate with the Clearing Broker s Address. For two or three levels of clearing, populate with the Local Settlement Agent's Address. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.TwnNm O O 35 For one level of clearing, populate with the Clearing Broker s Address. For two or three levels of clearing, populate with the Local Settlement Agent's Address. Manage SSI Messages 54

55 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 For one level of clearing, populate with the Local Settlement Agent's Address.. For two or three levels of clearing, populate with the Local Settlement Agent's Address.. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.Ctry C O 3 For one level of clearing populate with the Clearing Broker s Address.. For two or three levels of clearing, populate with the Local Settlement Agent's Address.. 6 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Id O O 35 For one level of clearing, populate with the Clearing Broker's Participant ID. For two levels of clearing, populate with the Local Settlement Agent's Participant ID. For three levels of clearing, populate with the Local Settlement Agent's Participant ID 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp. O 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.Id M N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.Issr M N/A Do not populate. Manage SSI Messages 55

56 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Nm O O 70 total (35 and 35) For one level of clearing, populate with the Clearing Broker s Participant Name. For two or three levels of clearing, populate with the Local Agent's Participant Name. 6 StgSttlmInstr.StgSttlmPty.Pty1.PrcgId O N/A Do not populate. 5 StgSttlmInstr.StgSttlmPty.Pty2 O M This is a mandatory composite for the ALERT platform. Either the BIC or the Name and address is mandatory. Only populate one group. If the settlement instruction has one level of clearing, the ALERT platform requires the account at the Local Agent in the safekeeping account for Party 2. However, since one field in the Party 2 composite is populated, the schema also requires population of the id composite for Party 2. For one level of clearing, populate the Executing Broker s BIC or Name. 6 StgSttlmInstr.StgSttlmPty.Pty2.Id O O Manage SSI Messages 56

57 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.BICOrBEI C C 11 For one level of clearing, populate with the Executing Broker's Dealer BIC Code. For two levels of clearing populate with the Global Custodian's BIC Code.. For three levels of clearing populate with the Intermediary BIC Code. 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId O 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Nm C C 70 total (35 and 35) For one level of clearing, populate with the Executing broker/dealer's Entity Name. For two levels of clearing, populate with the Global Custodian's Entity Name. For three levels of clearing, populate with the Intermediary Name.. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr O 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrLine O Manage SSI Messages 57

58 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 10 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrLine.Value O O 70 total (35 and 35) For one level of clearing, do not populate. For two levels of clearing, populate with the Global Custodian's Entity Name.. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.PstCd O O 15 For one level of clearing, do not populate. For two levels of clearing, populate with the Global Custodian's Address. For three levels of clearing populate with the Intermediary's Address. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.TwnNm O O 35 For one level of clearing, do not populate. For two levels of clearing, populate with the Global Custodian's Address. For three levels of clearing populate with the Intermediary's Address. Manage SSI Messages 58

59 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 For one level of clearing, do not populate. For two levels of clearing, populate with the Global Custodian's Address. For three levels of clearing populate with the Intermediary's Address. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.Ctry C O 3 For one level of clearing, do not populate. For two levels of clearing, populate with the Global Custodian's Address. For three levels of clearing populate with the Intermediary's Address. 6 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct Manage SSI Messages 59

60 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Id O O 35 For one level of clearing, populate with the Executing Broker's Account Number at the Local Agent. For two levels of clearing populate with the Global Custodian s Local agent. For three levels of clearing, populate with the Intermediary's Account Number at the Local Agent. 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. Manage SSI Messages 60

61 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Nm O O 35 For one level of clearing, populate with the Executing Broker's Account Name at Local Agent (for example, A/C Ref 1 and A/C Ref 2). For two levels of clearing, populate with Global Custodian's Account Name at the Local Settlement Agent (for example, Sub A/C Ref 1 and Sub A/C Ref 2). For three levels of clearing, populate with the Intermediary s A/C Name at the Local Agent (for example, Sub A/C Ref 1 and Sub A/C Ref 2). 6 StgSttlmInstr.StgSttlmPty.Pty2.PrcgId O N/A Do not populate. Manage SSI Messages 61

62 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 5 StgSttlmInstr.StgSttlmPty.Pty3 For two levels of clearing, the ALERT platform requires the account at the global custodian in the safekeeping account for Party 3. However, since one field in the Party 3 composite is populated, the schema also requires population of the id composite for Party 3. For two levels of clearing, populate Executing Broker's BIC or Name. 6 StgSttlmInstr.StgSttlmPty.Pty3.Id O O 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.BICOrBEI C C 11 For one level of clearing, do not populate. For two levels of clearing, populate with the Executing Broker's BIC Code. For three levels of clearing, populate with the Global Custodian s BIC Code 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId C 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr O Manage SSI Messages 62

63 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Nm C C 70 total (35 and 35) For one level of clearing, do not populate. For two levels of clearing, populate with the Executing Broker's Name. For three levels of clearing, populate with the Global Custodian s Entity Name. 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr. O O 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrLine O O 10 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrLine.Value O O 70 total (35 and 35) For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Global Custodian's Address. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.PstCd O O 15 For one level or two levels of clearing, do not populate For three levels of clearing, populate with the Global Custodian's Address. Manage SSI Messages 63

64 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.TwnNm O O 35 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Global Custodian's Address. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Global Custodian's Address. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.Ctry M O 3 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Global Custodian's Address. 6 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct O O 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Id O O 35 For one level of clearing, do not populate. For two level of clearing, populate with the Executing Broker's Account Number at the Global Custodian. For three levels of clearing, populate with the Custodian's Account Number at the Intermediary. 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.Id O N/A Do not populate. Manage SSI Messages 64

65 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Nm C C 70 total (35 and 35) For one level of clearing, do not populate. For two level of clearing, populate with the Executing Broker's Account Name at Global Custodian (for example, A/C Ref 1 and A/E Ref 2). For two level of clearing, populate with the Executing Broker's Account Name at Global Custodian (for example, A/C Ref 1 and A/E Ref 2). 6 StgSttlmInstr.StgSttlmPty.Pty3.PrcgId O N/A Do not populate. 5 StgSttlmInstr.StgSttlmPty.Pty4 O O For three levels of clearing, the ALERT platform requires the account at the global custodian the safekeeping account for Party 4. However, since one field in the Party 4 composite is populated, the schema also requires population of the id composite for Party 4. For three levels of clearing, populate the Executing Broker BIC or Name. 6 StgSttlmInstr.StgSttlmPty.Pty4.Id O O Manage SSI Messages 65

66 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.BICOrBEI C N/A 11 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Executing Broker's BIC Code.). 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Nm C N/A 70 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Executing Broker's Name. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr O O 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrLine 10 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrLine.Value O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct O O Manage SSI Messages 66

67 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Id O O 35 For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Executing Broker's Account Number at Global Custodian (for example, A/C Ref 1 and A/C Ref 2). 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Nm O O 70 total (35 and 35) For one level or two levels of clearing, do not populate. For three levels of clearing, populate with the Executing Broker's Account Number at Global Custodian (for example, A/C Ref 1 and A/C Ref 2). 6 StgSttlmInstr.StgSttlmPty.Pty4.PrcgId O N/A Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty5 O 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.BICOrBEI O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.Issr O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Nm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrLine O 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrLine.Value O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. Manage SSI Messages 67

68 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.Issr O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Nm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.PrcgId O N/A Do not populate. 4 StgSttlmInstr.RgstrtnDtls 5 StgSttlmInstr.RgstrtnDtls.NmAndAdr 6 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Nm C C 70 6 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.AdrTp O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.AdrLine O 8 StgSttlmInstr.RegnDtls.NmAndAdr.Adr.AdrLine.Value O O 70 total (35 and 35) 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.StrtNm O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.BldgNb O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.PstCd O O 15 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.TwnNm O O 35 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.CtrySubDvsn O O 35 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.Ctry O O 3 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.AltrntvIdr 8 StgSttlmInstr.RegnDtls.NmAndAdr.AltrntvIdr.Value O N/A Do not populate. 6 StgSttlmInstr.RegnDtls.BICOrBEI 7 StgSttlmInstr.RegnDtls.BICOrBEI.BICOrBEI C C 11 Registration BIC. 7 StgSttlmInstr.RegnDtls.BICOrBEI.AltrntvIdr O N/A Do not populate. 7 StgSttlmInstr.RegnDtls.BICOrBEI.AltrntvIdr.Value O N/A Do not populate. 4 StgSttlmInstr.SplmtryData O 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. Manage SSI Messages 68

69 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 2 CollateralKeys C C Populate the composite with the Collateral Management Settlement keys. No input is required when the Purpose is STMT or Blank. 3 ClltrlClrngMndt Do not populate. 3 ClltrlSgrgtnStatus Do not populate. 3 ClltrlMrgnType C C Collateral Margin Type. Allowed Values: Any Initial Margin Variation Margin 3 ClltrlDrctn C C Collateral Direction. Allowed Values: Any Deliver Receive 3 ClltrlCallType C C Collateral Call Type. Allowed Values: Any Call Recall 6 AdditionalData 7 InterestedParty 8 InterestedPartyType Do not populate. 8 AccId Do not populate. 8 BIC Do not populate. 8 Ctct Do not populate. 8 Id Do not populate. 8 Nm Do not populate. 8 Phn Do not populate. 8 Splnt1 Do not populate. 7 MiscSetCtct Do not populate. 8 Nm Do not populate. 8 SpcInstr Do not populate. 8 Phn Do not populate. Manage SSI Messages 69

70 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 7 SIOwnerData Do not populate. 8 Contact Do not populate. 8 Phone Do not populate. 7 RcvrAgntDtls Do not populate. 8 BICOrBEI Do not populate. 8 Nm Do not populate. 7 SIController Do not populate. 8 OrgRole Do not populate. 8 OrgType Do not populate. 8 OrgID Do not populate. 7 ComplianceDetails Do not populate. 8 ComplianceStatus Do not populate. 8 ComplianceErrorDetails Do not populate. 9 Code Do not populate. 9 Text Do not populate. 9 ErrorParameter Do not populate. 7 LastUpdateDate Do not populate. 7 DataAuthenticationStatus Do not populate. 7 CashAccoutDeatils 8 AltCurrency O O Populate Alt Currency. 8 CashAccountNumber O O Populate Cash Account Number. 8 AltCashAccountNumber O O Populate Alternate Cash Account Number. 7 LEDtls C C Legal Entity Identifier linked to a broker/dealer Acronym. 8 LegalEntity Do not populate. 9 LegalNm Do not populate. 9 LEI Do not populate. 8 OMGEOID C C Unique DTCC Identifier linked to the Legal Entity 8 AVID Do not populate. 7 FEDDtls C C Manage SSI Messages 70

71 Table 4.4 Create, Edit SSIAPIRequest Message Layout Securities (continued) Indent CMI Fields Schema ALERT Syntax Description 8 AgentIDFed C C Populate Agent ID in the case of Fedwire Instructions. 8 InstBrokerIDFed C C Populate Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives Inden t CMI Fields 0 CreateSSIAPIRequest - or - EditSSIAPIRequest ISO M/O/ C ALER T Syntax 1 MessageHeader M M Composit 2 RequestorOrg M M Composit e e Institution/Broker ID in the case of Fedwire Instructions. Description Broker Request to Create / Edit Model Settlement or Collateral Instructions. The Sender on inbound messages and the Receiver on outbound messages. It is the ALERT Platform broker/dealer Acronym. 3 OrgRole M M Populate the Requestor Role as BD for broker/dealer. 3 OrgType M M Populate as ALRT. 3 OrgID M M Populate the ALERT Platform broker/dealer acronym sender of the request. Manage SSI Messages 71

72 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 2 OBOOrg O O Composit e Identify the party on whose behalf the Requestor is sending the CreateSSIAPIReques t. 3 OrgRole O O Populate the OBO Role. Allowed value is BD. (broker/dealer). 3 OrgType O O Populate ALRT. 3 OrgID O O Populate the OBO broker/dealer ALERT Platform Acronym. 2 MessageReferenceID M M Reference number to identify the request message. The ALERT platform sends back this number on the response to correlate the response to the request. 1 CreateSSIAPIRequestData 2 ClientOrg O M Composit e Owner of the settlement instructions. 3 OrgRole M M Populate the SSI Owner Role as BD (broker/dealer). 3 OrgType M M Populate ALRT. 3 OrgID M M Populate the SSI Owner's ALERT Platform broker/dealer acronym. 2 SubEntity O M Composit e Manage SSI Messages 72

73 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 3 SubEntityType M M Populate the sub entity type as MN: Model Name (broker/dealer is the SSI Owner). 3 SubEntityValue M M Populate the model name when the broker/dealer is the SSI Owner. 0 CreateSSIAPIRequest Create Standard Settlement or Collateral Instructions for the BD Model SSIs. 3 StgSttlmInstr Composit e 4 StgSttlmInstr.Purp O M Indicates whether the SSI relates to Trade Settlement or Collateral Management. 5 StgSttlmInstr.Purp.Cd C O 35 Indicates whether the SSI relates to Trade Settlement or Collateral Management. 5 StgSttlmInstr.Purp.Prtry C N/A Allowed values: STMT: Populate for Settlement Instructions. COLL: Populate for Collateral Instructions. Manage SSI Messages 73

74 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 4 StgSttlmInstr.FctvSttlmDt O O 10 Settlement Effective Date. The time and date (as of 12 AM EST) when the instruction is effective for settlement. If not provided, the ALERT platform stores the instruction with the time and date stamp from when the message was saved to the database. Past dates are not permitted. Future Effective dates are permitted for Settlement (STMT) Instructions only. Collateral (COLL) Instructions cannot be created or edited with a Future Effective date. 4 StgSttlmInstr.SttlmInstrMktId M 5 StgSttlmInstr.SttlmInstrMktId.Ctry M M 2 ISO Country Code. the ALERT platform uses this value as a key field in determining the settlement market. 4 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1 M 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.ClssfctnFinInstrm C N/A Do not populate. 4 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn C 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Id M M 35 ISITC security types values or ALERT platform security types values. Manage SSI Messages 74

75 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Schme Nm O N/A Do not populate. 5 StgSttlmInstr.SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Issr O M 35 Valid values: OMGEO ISITC The ALERT platform returns an error message for any other value. 4 StgSttlmInstr.SttlmCcy O O 3 Settlement Currency. 4 StgSttlmInstr.LclMktId O O This composite repeats. Each ID value must have a type (for example, ID2, ID3, ID4, ID5). For more information about local market IDs, see the Data Dictionary section in the online help. 5 StgSttlmInstr.LclMktId.Id C O 35 Actual ID value. 5 StgSttlmInstr.LclMktId.IdTp C O 35 Valid values: ID2 ID3 ID4 ID5 The ALERT platform returns an error message for other values. 4 StgSttlmInstr.StgSttlmPty M 5 StgSttlmInstr.StgSttlmPty.Dpstry M Manage SSI Messages 75

76 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 6 StgSttlmInstr.StgSttlmPty.Dpstry.Id M M This composite is mandatory. The ALERT platform uses this data to derive the The ALERT platform method. Either the PSET BIC, the Depository Name, or the ISO Country Code is mandatory. Only populate one grouping. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.BICOrBEI C C 11 PSET BIC. Mandatory for cash payments settling using FEDWIRE and CLS (FRNYUS33 and CLSBUS33). 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr C 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Nm C C 70 Populate with CASH if BIC is not available (recommended). 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine.Va O N/A Do not populate. lue 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.CtrySubDv O N/A Do not populate. sn 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.Ctry C C 2 ISO Country Code. 6 StgSttlmInstr.StgSttlmPty.Dpstry.PrcgId O N/A Do not populate. Manage SSI Messages 76

77 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 5 StgSttlmInstr.StgSttlmPty.Pty1 O M Options for Party 1: BIC SfkpgAcct ID. This is a mandatory composite for the ALERT platform. The ALERT platform requires the BIC Identifier or Name for one level of clearing settling in US or UK markets. The ALERT platform requires the BIC for second and third levels of clearing settling in non-us or non-uk markets. 6 StgSttlmInstr.StgSttlmPty.Pty1.Id O O 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.BICOrBEI C C 11 For one level of clearing, populate with the Clearing broker's BIC identifier. One level only applies to US and UK markets. For two levels of clearing, populate with the delivery / receiving agent's BIC identifier. For three levels of clearing, populate with the delivery / receiving agent's BIC. 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId C Manage SSI Messages 77

78 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.Id C C 35 Do not populate. N/A in cash messages. 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.Issr C N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Nm C C 70 total (35 and 35) For all markets, always have the receiving agent's BIC identify Pty1. 8 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr. O O 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.AdrLine.Valu e O O 70 total (35 and 35) Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.PstCd O O 15 Do not populate. Manage SSI Messages 78

79 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.TwnNm O O 35 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty1.Id.NmAndAdr.Adr.Ctry C O 3 Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Id O O 35 For one, two, or three levels of clearing, populate with the cash clearing code. For example, either the CHIPS, sort code, ABA number, or CLS # for markets where there is a clearing code. 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp. O 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.Id M N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.Issr M N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty1.SfkpgAcct.Nm O O 70 total (35 and 35) Do not populate. N/A in cash messages. Manage SSI Messages 79

80 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 6 StgSttlmInstr.StgSttlmPty.Pty1.PrcgId O N/A Do not populate. 5 StgSttlmInstr.StgSttlmPty.Pty2 O M This composite is mandatory for the ALERT platform. If the settlement instruction has one level of clearing, the ALERT platform requires the final beneficiary account in the safekeeping account Party 2. However, since one field in the Party 2 composite is populated, it requires population of the IDComposite for Party 2. For one level of clearing, populate the executing Broker Dealer BIC identifier or name. 6 StgSttlmInstr.StgSttlmPty.Pty2.Id O O Support is only available for BIC. It is mandatory in the ALERT platform for two or three levels of clearing in non-us and UK markets. Manage SSI Messages 80

81 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.BICOrBEI C C 11 For one level of clearing, populate the Executing Broker's BIC Code For two levels of clearing, the populate with the Global Custodian BIC Code For three levels of clearing then populate with Intermediary BIC Code. 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId O 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Nm C C 70 total (35 and 35) For one level of clearing, populate with the Executing broker/dealer's Name. One level only applies to US and UK markets. For two and three levels of clearing, do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr O 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.AdrLine.Valu e O O 70 total (35 and 35) Do not populate. Manage SSI Messages 81

82 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.PstCd O O 15 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.TwnNm O O 35 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty2.Id.NmAndAdr.Adr.Ctry C O 3 Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct Manage SSI Messages 82

83 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Id O O 35 For one level of clearing, populate with the Executing Broker's account number at the receiving agent. One level of clearing only applies to US and UK markets. For two levels of clearing, populate with the beneficiary institution s account number at the delivery / receiving agent. For three levels of clearing, populate with the intermediary's account number at delivery / receiving agent. 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. Manage SSI Messages 83

84 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty2.SfkpgAcct.Nm O O 35 For one level of clearing, populate with the executing Do not populate. account name at the receiving agent. For two levels of clearing, populate with the beneficiary institution's account name at the delivery / receiving agent. For three levels of clearing, populate with the intermediary s a/c name at the delivery / receiving Agent. 6 StgSttlmInstr.StgSttlmPty.Pty2.PrcgId O N/A Do not populate. 5 StgSttlmInstr.StgSttlmPty.Pty3 For two levels of clearing, The ALERT platform requires the final beneficiary account in the safekeeping account for Party 3. However, since one field in the Party 3Composite is populated, for two levels of clearing, populate the executing broker/dealer's BIC or Name. 6 StgSttlmInstr.StgSttlmPty.Pty3.Id O O Manage SSI Messages 84

85 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.BICOrBEI C C 11 For one level of clearing, do not populate. For two levels of clearing, populate with the executing broker/dealer's BIC identifier. For three levels of clearing, populate with the beneficiary institution's BIC. 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId C 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr O 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Nm C C 70 total (35 and 35) For two levels of clearing, Party 3 is for the executing broker/dealer's Name. If there is no BIC available, you cannot populate the Name 8 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr. O O 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrLine O O 10 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.AdrLine.Valu e O O 70 total (35 and 35) Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.PstCd O O 15 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.TwnNm O O 35 Do not populate. Manage SSI Messages 85

86 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.CtrySubDvsn O O 35 Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty3.Id.NmAndAdr.Adr.Ctry M O 3 Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct O O 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Id O O 35 For one level of clearing, do not populate. For two levels of clearing, populate with the executing broker/dealer's account name at the receiving agent. For three levels of clearing, populate with the beneficiary's account number at the intermediary. 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. Manage SSI Messages 86

87 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty3.SfkpgAcct.Nm C C 70 total (35 and 35) For one level of clearing, do not populate. For two levels of clearing, populate with the executing broker/dealer's account name at beneficiary institution. For three levels of clearing, do not populate. This value is part of the beneficiary additional information. 6 StgSttlmInstr.StgSttlmPty.Pty3.PrcgId O N/A Do not populate. 5 StgSttlmInstr.StgSttlmPty.Pty4 O O 6 StgSttlmInstr.StgSttlmPty.Pty4.Id O O 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.BICOrBEI C N/A 11 For one or two levels of clearing, do not populate. For three levels of clearing, populate with the executing broker/dealer's BIC identifier. 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr O Manage SSI Messages 87

88 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Nm C N/A 70 Populate with the name of the executing broker/dealer if the executing broker/dealer's BIC is not available. 8 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr O O 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrLine 10 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.AdrLine.Valu e O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Pty4.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct O O 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Id O O 35 For one or two levels of clearing, do not populate. For three levels of clearing, populate with executing broker/dealer's account number at the beneficiary institution. 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp O 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.Id O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.Issr O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. Manage SSI Messages 88

89 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 7 StgSttlmInstr.StgSttlmPty.Pty4.SfkpgAcct.Nm O O 70 total (35 and 35) For one or two levels of clearing, do not populate. For three levels of clearing, populate with the executing broker/dealer's account at beneficiary institution. 6 StgSttlmInstr.StgSttlmPty.Pty4.PrcgId O N/A Do not populate. 6 StgSttlmInstr.StgSttlmPty.Pty5 O 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.BICOrBEI O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.Issr O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.PrtryId.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Nm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 8 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrLine O 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.AdrLine.Valu e O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.Id O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.Issr O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Tp.SchmeNm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.SfkpgAcct.Nm O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Pty5.PrcgId O N/A Do not populate. 4 StgSttlmInstr.RgstrtnDtls 5 StgSttlmInstr.RgstrtnDtls.NmAndAdr 6 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Nm C C 350 Manage SSI Messages 89

90 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 6 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.AdrTp O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.AdrLine O 8 StgSttlmInstr.RegnDtls.NmAndAdr.Adr.AdrLine.Value O O 70 total (35 and 35) 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.StrtNm O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.BldgNb O N/A Do not populate. 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.PstCd O O 15 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.TwnNm O O 35 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.CtrySubDvsn O O 35 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.Adr.Ctry O O 3 7 StgSttlmInstr.RgstrtnDtls.NmAndAdr.AltrntvIdr 8 StgSttlmInstr.RegnDtls.NmAndAdr.AltrntvIdr.Value O N/A Do not populate. 6 StgSttlmInstr.RegnDtls.BICOrBEI 7 StgSttlmInstr.RegnDtls.BICOrBEI.BICOrBEI C C 11 Registration BIC. 7 StgSttlmInstr.RegnDtls.BICOrBEI.AltrntvIdr O N/A Do not populate. 7 StgSttlmInstr.RegnDtls.BICOrBEI.AltrntvIdr.Value O N/A Do not populate. 4 StgSttlmInstr.SplmtryData O 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. 2 CollateralKeys C C PopulateComposite for the Collateral Management Settlement keys. No input is required when the Purpose is STMT or Blank. 3 ClltrlClrngMndt Do not populate. 3 ClltrlSgrgtnStatus Do not populate. 3 ClltrlMrgnType C C Collateral Margin Type. Allowed values: Any Initial Margin Variation Margin Manage SSI Messages 90

91 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ T C 3 ClltrlDrctn C C Collateral Direction. Allowed values: Any Deliver Receive 3 ClltrlCallType C C Collateral Call Type. Allowed values: Any Call Recall 6 AdditionalData 7 InterestedParty 8 InterestedPartyType Do not populate. 8 AccId Do not populate. 8 BIC Do not populate. 8 Ctct Do not populate. 8 Id Do not populate. 8 Nm Do not populate. 8 Phn Do not populate. 8 Splnt1 Do not populate. 7 MiscSetCtct Do not populate. 8 Nm Do not populate. 8 SpcInstr Do not populate. 8 Phn Do not populate. 7 SIOwnerData Do not populate. 8 Contact Do not populate. 8 Phone Do not populate. 7 RcvrAgntDtls Do not populate. 8 BICOrBEI Do not populate. 8 Nm Do not populate. 7 SIController Do not populate. 8 OrgRole Do not populate. 8 OrgType Do not populate. 8 OrgID Do not populate. 7 ComplianceDetails Do not populate. 8 ComplianceStatus Do not populate. Manage SSI Messages 91

92 Table 4.5 Create, Edit SSIAPIRequest Message Layout FX/Cash/Derivatives (continued) Inden CMI Fields ISO ALER Syntax Description t M/O/ C T 8 ComplianceErrorDetails Do not populate. 9 Code Do not populate. 9 Text Do not populate. 9 ErrorParameter Do not populate. 7 LastUpdateDate Do not populate. 7 DataAuthenticationStatus Do not populate. 7 CashAccoutDeatils 8 AltCurrency O O Populate Alt Currency. 8 CashAccountNumber O O Populate Cash Account Number. 8 AltCashAccountNumber O O Populate Alternate Cash Account Number. 7 LEDtls C C Legal Entity Identifier linked to a broker/dealer Acronym. 8 LegalEntity Do not populate. 9 LegalNm Do not populate. 9 LEI Do not populate. 8 OMGEOID C C Unique The ALERT platform Identifier linked to the Legal Entity. 8 AVID Do not populate. 7 FEDDtls C C 8 AgentIDFed C C Populate with the Agent ID in the case of Fedwire Instructions. 8 InstBrokerIDFed C C Populate with the Institution/Broker's ID in the case of Fedwire Instructions. Manage SSI Messages 92

93 CreateSSIAPIRequest Messages - Examples CreateSSIAPIRequest STMT Instructions Table 4.6 CreateSSIAPIRequest STMT Instructions <omgenv:omgeomessagecontainer xmlns:omgenv=" <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:clientidentifier>mtu</omgenv:clientidentifier> <omgenv:clientmessagereference>create_test_001</omgenv:clientmessagereference> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <AlertEnrichmentMessages xmlns=" <CreateSSIAPIRequest> Manage SSI Messages 93

94 Table 4.6 CreateSSIAPIRequest STMT Instructions (continued) <MessageHeader> <RequestorOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>COLLMTU4</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </OBOOrg> <MessageReferenceID>CREATE_TEST_001</MessageReferenceID> </MessageHeader> <CreateSSIAPIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </ClientOrg> <SubEntity> SubEntityType>MN</SubEntityType> <SubEntityValue>TSTMSI8</SubEntityValue> </SubEntity> <StgSttlmInstr> <Purp> <Cd>STMT</Cd> </Purp> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> Manage SSI Messages 94

95 Table 4.6 CreateSSIAPIRequest STMT Instructions (continued) <Id>COM</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <SttlmCcy>USD</SttlmCcy> <LclMktId> <Id> </Id> <IdTp>ID2</IdTp> </LclMktId> <LclMktId> <Id> </Id> <IdTp>ID3</IdTp> </LclMktId> <StgSttlmPty> <Dpstry> <Id> <BICOrBEI>CEDELULLBICOrBEI> </Id> </Dpstry> <Pty1> <Id> <BICOrBEI>NLANFIH1XXX</BICOrBEI> </Id> <SfkpgAcct> <Id>12345</Id> <Nm>Participant Name NORDEA ASSURANCE FINLAND LIMITED - SURINOL VACAE TRAI</Nm> </SfkpgAcct> </Pty1> <Pty2> Manage SSI Messages 95

96 Table 4.6 CreateSSIAPIRequest STMT Instructions (continued) <Id> <BICOrBEI>AAASTHB1XXX</BICOrBEI> </Id> <SfkpgAcct> <Id>ACLocalasdf</Id> <Nm>SubRef1asdfSubRef2asdf</Nm> </SfkpgAcct> </Pty2> <Pty3> <Id> <BICOrBEI>ABNADE55FRA</BICOrBEI> </Id> <SfkpgAcct> <Id>CorrespACNum</Id> </SfkpgAcct> </Pty3> <Pty4> <Id> <BICOrBEI>ABNAINBBMOR</BICOrBEI> </Id> <SfkpgAcct> <Id>GC </Id> <Nm>ACRef1asdf ACRef2asdf</Nm> </SfkpgAcct> </Pty4> </StgSttlmPty> <RegnDtls> <BICOrBEI> <BICOrBEI>ASACUZ22XXX</BICOrBEI> </BICOrBEI> </RegnDtls> Manage SSI Messages 96

97 Table 4.6 CreateSSIAPIRequest STMT Instructions (continued) <SplmtryData> <Envlp> <OmgeoAlertSSIDetails> <AdditionalData> <MiscSetCtct> <Nm>SettleContactasdf</Nm> <SpcInstr>SpecInstr1asdf SpecInstr2asdf</SpcInstr> <Phn>SettlePhoneasdf</Phn> </MiscSetCtct> <CashAccountDetails> <AltCurrency>EUR</AltCurrency> <CashAccountNumber>CashNumasdf</CashAccountNumber> <AltCashAccountNumber>AltCashACNumasdf</AltCashAccountNumber> </CashAccountDetails> </AdditionalData> </OmgeoAlertSSIDetails> </Envlp> </SplmtryData> </StgSttlmInstr> </CreateSSIAPIRequestData> </CreateSSIAPIRequest> </AlertEnrichmentMessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> Manage SSI Messages 97

98 CreateSSIAPIRequest COLL Instructions Table 4.7 CreateSSIAPIRequest COLL Instructions <omgenv:omgeomessagecontainer xmlns:omgenv=" <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:clientidentifier>mtu</omgenv:clientidentifier> <omgenv:clientmessagereference>create_test_001</omgenv:clientmessagereference> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:services <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <AlertEnrichmentMessages xmlns=" <CreateSSIAPIRequest> <MessageHeader> <RequestorOrg> Manage SSI Messages 98

99 Table 4.7 CreateSSIAPIRequest COLL Instructions (continued) <OrgRole>BD</OrgRoles <OrgType>ALRT</OrgType> <OrgID>COLLMTU4</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </OBOOrg> <MessageReferenceID>CREATE_TEST_001</MessageReferenceID> </MessageHeader> <CreateSSIAPIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> <SubEntityValue>TSTMSI8</SubEntityValue> </SubEntity> <StgSttlmInstr> <Purp> <Cd>COLL</Cd> </Purp> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>EQU</Id> <Issr>OMGEO</Issr> Manage SSI Messages 99

100 Table 4.7 CreateSSIAPIRequest COLL Instructions (continued) </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <SttlmCcy>USD</SttlmCcy> <LclMktId> <Id> </Id> <IdTp>ID2</IdTp> </LclMktId> <LclMktId> <Id> </Id> <IdTp>ID3</IdTp> </LclMktId> <StgSttlmPty> <Dpstry> <Id> <BICOrBEI>CEDELULL</BICOrBEI> </Id> </Dpstry> <Pty1> <Id> <BICOrBEI>NLANFIH1XXX</BICOrBEI> </Id> <SfkpgAcct> <Id>12345</Id> <Nm>Participant Name NORDEA ASSURANCE FINLAND LIMITED - SURINOL VACAE TRAI</Nm> </SfkpgAcct> </Pty1> <Pty2> <Id> <BICOrBEI>AAASTHB1XXX</BICOrBEI> Manage SSI Messages 100

101 Table 4.7 CreateSSIAPIRequest COLL Instructions (continued) </Id> <SfkpgAcct> <Id>ACLocalasdf</Id> <Nm>SubRef1asdfSubRef2asdf</Nm> </SfkpgAcct> </Pty2> <Pty3> <Id> <BICOrBEI>ABNADE55FRA</BICOrBEI> </Id> <SfkpgAcct> <Id>CorrespACNum</Id> </SfkpgAcct> </Pty3> <Pty4> <Id> <BICOrBEI>ABNAINBBMOR</BICOrBEI> </Id> <SfkpgAcct> <Id>GC </Id> <Nm>ACRef1asdf ACRef2asdf</Nm> </SfkpgAcct> </Pty4> </StgSttlmPty> <RegnDtls> <BICOrBEI> <BICOrBEI>ASACUZ22XXX</BICOrBEI> </BICOrBEI> </RegnDtls> <SplmtryData> <Envlp> Manage SSI Messages 101

102 Table 4.7 CreateSSIAPIRequest COLL Instructions (continued) <OmgeoAlertSSIDetails> <CollateralKeys> <ClltrlMrgnType>ANY</ClltrlMrgnType> <ClltrlDrctn>ANY</ClltrlDrctn> <ClltrlCallType>ANY</ClltrlCallType> </CollateralKeys> <AdditionalData> <MiscSetCtct> <Nm>SettleContactasdf</Nm> <SpcInstr>SpecInstr1asdf SpecInstr2asdf</SpcInstr> <Phn>SettlePhoneasdf</Phn> </MiscSetCtct> <CashAccountDetails> <AltCurrency>EUR</AltCurrency> <CashAccountNumber>CashNumasdf</CashAccountNumber> <AltCashAccountNumber>AltCashACNumasdf</AltCashAccountNumber> </CashAccountDetails> </AdditionalData> </OmgeoAlertSSIDetails> </Envlp> </SplmtryData> </StgSttlmInstr> </CreateSSIAPIRequestData> </CreateSSIAPIRequest> </AlertEnrichmentMessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> DeleteSSIAPIRequest for Settlement and Collateral Instructions Submit a DeleteSSIAPIRequest message to delete settlement or collateral model Instructions, as per the specifications in Table 4.8. Manage SSI Messages 102

103 Table 4.8 DeleteSSIAPIRequest for Settlement and Collateral Instructions Indent CMI Schema ALERT Syntax Description Fields 0 DeleteSSIAPIRequest Broker Request to Delete Model Settlement or Collateral Instructions. 1 MessageHeader COMP 2 RequestorOrg M M COMP The sender on inbound messages and the Receiver on outbound messages. It is the ALERT platform broker/dealer acronym. 3 OrgRole M M Populate as BD (broker/dealer). 3 OrgType M M Populate as ALRT. 3 OrgID M M Populate the ALERT platform broker/dealer acronym. 2 OBOOrg M M COMP Identify the party on whose behalf the Requestor is sending the CreateSSIAPIRequest. 3 OrgRole O O Populate the OBO Role. Allowed value is BD (broker/dealer). 3 OrgType O O Populate ALRT. 3 OrgID O O Populate the OBO broker. 2 MessageReferenceID M M Reference number to identify the request message. The ALERT platform sends back this number on the response to correlate the response to the request. 1 DeleteSSIAPIRequestData 2 ClientOrg O M COMP 3 ClientOrg.OrgRole M M Populate the SSI Owner Role as BD (broker/dealer). 3 ClientOrg.OrgType M M Populate the SSI Owner Role as BD (broker/dealer). Manage SSI Messages 103

104 Table 4.8 DeleteSSIAPIRequest for Settlement and Collateral Instructions (continued) Indent CMI Schema ALERT Syntax Description Fields 3 ClientOrg.OrgID M M Populate the SSI Owner's 2 SubEntity O M COMP ALERT platform broker/dealer acronym. 3 SubEntityType M M Populate the sub entity type as MN (Model Name). The broker/dealer is the SSI Owner. 3 SubEntityValue M M Populate the model name when the broker/dealer is the SSI Owner. 0 DeleteSSIAPIRequest Deletes Standard 3 StgSttlmInstr COMP Settlement or Collateral Instructions for the broker/dealer Model SIs. 4 StgSttlmInstr.Purp O M Indicates whether the SSI relates to Trade Settlement or Collateral Management. 5 StgSttlmInstr.Purp.Cd C O 35 Allowed Values: STMT COLL 5 StgSttlmInstr.Purp.Prtry C N/A Do not populate. Manage SSI Messages 104

105 Table 4.8 DeleteSSIAPIRequest for Settlement and Collateral Instructions (continued) Indent CMI Schema ALERT Syntax Description Fields 4 FctvSttlmDt O O 10 Settlement Effective Date. The time and date (as of 12 AM EST) when the instruction is effective for settlement. If not provided, the ALERT platform stores the instruction with the time and date stamp from when the message was saved to the database. Past dates are not permitted. Future Effective dates are permitted for Settlement (STMT) Instructions only. Collateral (COLL) Instructions cannot be created or edited with a Future Effective date. 4 SttlmInstrMktId M 5 SttlmInstrMktId.Ctry M M 2 ISO Country Code. 4 SttlmInstrMktId.ClssfctnTp1 M 5 SttlmInstrMktId.ClssfctnTp1.ClssfctnFinInstrm C N/A Do not populate. 4 SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn C 5 SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Id M M 35 ISITC security types values or ALERT platform security type values. 5 SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.SchmeNm O N/A Do not populate. 5 SttlmInstrMktId.ClssfctnTp1.AltrnClssfctn.Issr O M 35 Allowed values OMGEO ISITC An error message is returned if another value is provided. 4 SttlmCcy O O 3 Settlement Currency. 5 Dpstry M Manage SSI Messages 105

106 Table 4.8 DeleteSSIAPIRequest for Settlement and Collateral Instructions (continued) Indent CMI Schema ALERT Syntax Description Fields 6 Dpstry.Id M M 7 Dpstry.Id.BICOrBEI C C 11 PSET BIC. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr C 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Nm C C 350 Depository Name. Populate with CASH if the Depository (PSET) BIC is not available and the request is for Cash SSIs. 8 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrTp O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine O 10 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.AdrLine.Value O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.StrtNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.BldgNb O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.PstCd O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.TwnNm O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.CtrySubDvsn O N/A Do not populate. 9 StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr.Adr.Ctry O N/A Do not populate. 7 StgSttlmInstr.StgSttlmPty.Dpstry.Id.Ctry C C 2 ISO Country Code. 6 StgSttlmInstr.StgSttlmPty.Dpstry.PrcgId O N/A Do not populate. 4 StgSttlmInstr.SplmtryData O 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. 5 StgSttlmInstr.SplmtryData.PlcAndNm O N/A Do not populate. 2 CollateralKeys C Identify Collateral Management Settlement keys. 3 ClltrlClrngMndt Do not populate. 3 ClltrlSgrgtnStatus Do not populate. Manage SSI Messages 106

107 Table 4.8 DeleteSSIAPIRequest for Settlement and Collateral Instructions (continued) Indent CMI Schema ALERT Syntax Description Fields 3 ClltrlMrgnType C Collateral Margin Type. Allowed Values: Any Initial Margin Variation Margin 3 ClltrlDrctn C Collateral Direction. Allowed Values: Any Deliver Receive 3 ClltrlCallType C Collateral Call Type. Allowed Values: Any Call Recall DeleteSSIAPIRequest STMT Instructions - Examples DeleteSSIAPIRequest STMT Instructions <omgenv:omgeomessagecontainer xmlns:omgenv=" <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>collmtu4</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> Example 4.1 DeleteSSIAPIRequest STMT Instructions Manage SSI Messages 107

108 <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>e0brok1</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:clientidentifier>mtu</omgenv:clientidentifier> <omgenv:clientmessagereference>p </omgenv:clientmessagereference> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> AlertEnrichmentMessages xmlns=" <DeleteSSIAPIRequest> <MessageHeader> <RequestorOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>COLLMTU4</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </OBOOrg> <MessageReferenceID>S78453</MessageReferenceID> </MessageHeader> <DeleteSSIAPIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> Example 4.1 DeleteSSIAPIRequest STMT Instructions (continued) Manage SSI Messages 108

109 <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> <SubEntityValue>tstMSI18</SubEntityValue> </SubEntity> <StgSttlmInstr> <Purp> <Cd>STMT</Cd> </Purp> <FctvSttlmDt> </FctvSttlmDt> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>CMO</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <SttlmCcy>USD</SttlmCcy> <Dpstry> <Id> <BICOrBEI>CEDELULL</BICOrBEI> </Id> </Dpstry> <SplmtryData> <Envlp> <OmgeoAlertSSIDetails> </OmgeoAlertSphSIDetails> Example 4.1 DeleteSSIAPIRequest STMT Instructions (continued) Manage SSI Messages 109

110 </Envlp> </SplmtryData> </StgSttlmInstr> </DeleteSSIAPIRequestData> </DeleteSSIAPIRequest> </AlertEnrichmentMessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> Example 4.1 DeleteSSIAPIRequest STMT Instructions (continued) DeleteSSIAPIRequest COLL Instructions <omgenv:omgeomessagecontainer xmlns:omgenv=" <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>collmtu4</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>e0brok1</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:clientidentifier>mtu</omgenv:clientidentifier> Example 4.2 DeleteSSIAPIRequest COLL Instructions Manage SSI Messages 110

111 <omgenv:clientmessagereference>p </omgenv:clientmessagereference> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <AlertEnrichmentMessages xmlns=" <DeleteSSIAPIRequest> <MessageHeader> <RequestorOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>COLLMTU4</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </OBOOrg> <MessageReferenceID>S78453</MessageReferenceID> </MessageHeader> <DeleteSSIAPIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> Example 4.2 DeleteSSIAPIRequest COLL Instructions (continued) Manage SSI Messages 111

112 <SubEntityValue>tstMSI18</SubEntityValue> </SubEntity> <StgSttlmInstr> <Purp> <Cd>COLL</Cd> </Purp> <FctvSttlmDt> </FctvSttlmDt> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>CMO</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <SttlmCcy>USD</SttlmCcy> <Dpstry> <Id> <BICOrBEI>CEDELULL</BICOrBEI> </Id> </Dpstry> <SplmtryData> <Envlp> <OmgeoAlertSSIDetails> <CollateralKeys> <ClltrlMrgnType>ANY</ClltrlMrgnType> <ClltrlDrctn>ANY</ClltrlDrctn> <ClltrlCallType>ANY</ClltrlCallType> </CollateralKeys> </OmgeoAlertSSIDetails> Example 4.2 DeleteSSIAPIRequest COLL Instructions (continued) Manage SSI Messages 112

113 </Envlp> </SplmtryData> </StgSttlmInstr> </DeleteSSIAPIRequestData> </DeleteSSIAPIRequest> </AlertEnrichmentMessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> Example 4.2 DeleteSSIAPIRequest COLL Instructions (continued) Create, Edit and Delete SSIAPIResponse Purpose The ALERT platform sends a CreateSSIAPIResponse message to inform the broker/dealer of successful creation of Settlement and Collateral Instructions, or if the request processing failed. The ALERT platform sends an EditSSIAPIResponse message to inform the broker/dealer of successful updates to Settlement and Collateral Instructions, or if the request processing failed. The ALERT platform sends a DeleteSSIAPIResponse message to inform the broker/dealer of successful deletion of Settlement and Collateral Instructions, or if the request processing failed. The ALERT platform sends a different response for each request that the broker/dealer sent. However, the format for all three responses is the same as detailed in Table 4.9. Notes The Occurs field shows minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 4.9 Create, Edit, Delete SSIAPIResponse Layout Indent CMI Fields Min Max Syntax Description 0 CreateSSIAPIResponse - or - EditSSIAPIResponse - or - Success/Error Response from The ALERT platform related to Create/Edit/ Delete SSIAPIRequest. It could also be a CMI Error response if an error occurred while parsing the Create /Edit/ DeleteSSIAPIRequest. 1 MessageHeader 1 1 Composite 2 RequestorOrg 1 1 Composite The Sender on inbound messages and the Receiver on outbound messages. It is the broker/dealer in the case of Model SIs. Manage SSI Messages 113

114 Table 4.9 Create, Edit, Delete SSIAPIResponse Layout (continued) Indent CMI Fields Min Max Syntax Description 3 OrgRole 1 1 String Do not pass. 3 OrgType 1 1 String Do not pass. 3 OrgID 1 1 String The ALERT platform broker/dealer Acronym provided in the Create/Edit/ DeleteSSIAPIRequest message header. Receiver of the response. 2 OBOOrg 0 1 Composite 3 OrgRole 1 1 String Do not pass. 3 OrgType 1 1 String Do not pass. 3 OrgID 1 1 String Straight pass. 2 MessageReferenceID 1 1 String Client Reference number provided on the request message. This number correlates the response to the request. 1 OmgeoStatus 0 1 Composite This Composite will be populated only for CMI errors while parsing the SSI request message. 2 OriginOfResponse 1 1 String Origin will always be CMI, as OmgeoStatus will only be populated for CMI Errors. 2 ResponseType 1 1 String Identifies the response type. Populated as ERROR only. 2 ProcessingStatusDetails 1 n Composite This unbounde dcomposite will be populated only if the request processing fails CMI schema or business validations. 3 Code 1 1 String CMI error code. 3 Text 1 1 String CMI Error Response description. 3 ErrorSeverity 0 1 String Error severity. All errors are FATL (Fatal). Populated only for CMI errors 3 ErrorParameter 0 n String Xpath to the field that failed the validation. Populated only for CMI errors. 2 ClientOrg 0 1 Composite 3 OrgRole 1 1 Do not pass. 3 OrgType 1 1 Do not pass. 3 OrgID 1 1 Model Owner. Value populated from Create/Edit/DeleteSSIAPIRequest. 2 SubEntity 0 n Composite 3 SubEntityType 1 1 Do not pass. 3 SubEntityValue 1 1 Model Name. Value populated from Create/Edit/ DeleteSSIAPIRequest Manage SSI Messages 114

115 Table 4.9 Create, Edit, Delete SSIAPIResponse Layout (continued) Indent CMI Fields Min Max Syntax Description 0 CreateSSIAPIResponse - or - EditSSIAPIResponse This Composite will be populated only for Success/Error responses from the ALERT platform after processing the SSI request message 2 StgSttlmInstrStsAdvc 1 1 Composite 4 Purp 5 Cd 35 Purpose. Value populated from the Create/Edit/ DeleteSSIAPIRequest. 5 Prtry Do not populate. 4 FctvSttlmDt 10 Settlement Effective Date. Value populated from the Create/Edit/ DeleteSSIAPIRequest. 4 SttlmInstrMktIdr 1 1 Composite 5 Ctry ISO Country Code. Value populated from the Create/Edit/ DeleteSSIAPIRequest. 4 ClssfctnTp 1 1 Composite 5 ClssfctnFinInstrm 0 1 Field not populated. 4 AltrnClssfctn 0 1 Composite 5 Id ISITC security types values or ALERT platform security types values. Value populated from the Create/Edit/DeleteSSIAPIRequest. 5 SchmeNm Field not populated. 5 Issr Issuer. Value populated from the Create/Edit/DeleteSSIAPIRequest. 4 Dpstry 1 1 Composite 4 Id 1 1 Composite 5 BICOrBEI PSET BIC. Value populated from the Create/Edit/ DeleteSSIAPIRequest. 5 NmAndAdr 0 1 Composite 5 Nm CASH only (to indicate instructions relates to Cash payment). Value populated from the Create/ Edit/ DeleteSSIAPIRequest. 5 Adr 0 1 Composite 4 AdrTp 0 1 Field not populated. 5 AdrLine Field not populated. 6 StrtNm Field not populated. 7 BldgNb Field not populated. 7 PstCd Field not populated. 8 TwnNm Field not populated. Manage SSI Messages 115

116 Table 4.9 Create, Edit, Delete SSIAPIResponse Layout (continued) Indent CMI Fields Min Max Syntax Description 8 CtrySubDvsn Field not populated. 9 Ctry 0 1 Field not populated. 9 Ctry ISO Country Code. Value populated from the CreateSSIAPIRequest. 10 PrcgId Field not populated. 9 PrcgSts 1 1 Composite 9 AckdAccptd 0 1 Composite Composite populated if the ALERT platform successfully processed the request 9 Rsn 0 1 Composite 9 Id The ALERT platform success information code. 9 Issr Identifies the issuer. Populated as OMGEO. 9 SchmeNm Field not populated. 7 AddtlRsnInf Success Response description from the ALERT platform. 6 DfltActn Composite 5 Rsn Composite 6 Id 1 1 Field not populated. 7 Issr Field not populated. 7 SchmeNm Field not populated. 8 AddtlRsnInf Field not populated. 8 Done Composite 8 Rsn Composite 7 Id 1 1 Field not populated. 8 Issr Field not populated. 8 SchmeNm Field not populated. 9 AddtlRsnInf Field not populated. 9 NoInstr Composite 10 Rsn Composite 9 Id 1 1 Field not populated. 9 Issr Field not populated. 9 SchmeNm Field not populated. 9 AddtlRsnInf Field not populated. 9 PdgPrcg Composite 9 Rsn Composite 6 Id 1 1 Field not populated. 7 Issr Field not populated. Manage SSI Messages 116

117 Table 4.9 Create, Edit, Delete SSIAPIResponse Layout (continued) Indent CMI Fields Min Max Syntax Description 7 SchmeNm Field not populated. 8 AddtlRsnInf Field not populated. 8 Rjctd Composite 8 Rsn Composite 7 Id Field not populated. 6 Issr Field not populated. 5 SchmeNm Field not populated. 6 AddtlRsnInf Field not populated. 7 PrtrySts Composite Composite populated if there was an The ALERT platform Error while processing the request. 7 PrtrySts Composite 8 Id Populated as ERROR to indicate error response from the ALERT platform. 8 Issr Identifies the issuer. Populated as OMGEO. 8 SchmeNm Field not populated. 7 PrtryRsn Composite 8 Rsn Composite 8 Id The ALERT platform Error code 9 Issr Identifies the issuer. Populated as OMGEO. 9 SchmeNm Field not populated. 10 AddtlRsnInf Error response description from the ALERT platform. 9 RltdReq Request message name. 9 SplmtryData Composite 9 PlcAndNm Field not populated. 9 Envlp Field not populated. Manage SSI Messages 117

118 Create, Edit, and Delete SSI Response - Examples When the ALERT platform successfully processes the broker/dealer request it either: Creates or Updates a Model SI to the broker/dealer - or - Deletes the Model SI for the broker/dealer In all of the scenarios previously outlined, the ALERT platform sends a success response message, as per the examples that follow. Example 1: Create, Edit, and Delete SSI Response Success <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>alrtomgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <altenr:alertenrichmentmessages> Example 4.3 Create, Edit, and Delete SSI Response Success Manage SSI Messages 118

119 <altenr:createssiapiresponse> <altenr:messageheader> <altenr:requestororg> <altenr:orgrole>bd</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>collmtu4</altenr:orgid> </altenr:requestororg> <altenr:oboorg> <altenr:orgrole>bd</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0brok1</altenr:orgid> </altenr:oboorg> <altenr:messagereferenceid>create_test_001</altenr:messagereferenceid> </altenr:messageheader> <altenr:ssiapiresponsedata> <altenr:clientorg> <altenr:orgrole>bd</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0brok1</altenr:orgid> </altenr:clientorg> <altenr:subentity> <altenr:subentitytype>mn</altenr:subentitytype> <altenr:subentityvalue>tstmsi8</altenr:subentityvalue> </altenr:subentity> <altenr:stgsttlminstrstsadvc> <altenr:purp> <altenr:cd>stmt</altenr:cd> </altenr:purp> <altenr:sttlminstrmktidr> <altenr:ctry>us</altenr:ctry> <altenr:clssfctntp> Example 4.3 Create, Edit, and Delete SSI Response Success (continued) Manage SSI Messages 119

120 <altenr:altrnclssfctn> <altenr:id>com</altenr:id> <altenr:issr>omgeo</altenr:issr> </altenr:altrnclssfctn> </altenr:clssfctntp> </altenr:sttlminstrmktidr> <altenr:dpstry> <altenr:id> <altenr:bicorbei>cedelull</altenr:bicorbei> </altenr:id> </altenr:dpstry> <altenr:prcgsts> <altenr:ackdaccptdbe <altenr:rsn> <altenr:id>0</altenr:id> <altenr:issr>omgeo</altenr:issr> </altenr:rsn> <altenr:addtlrsninf>si successfully created (US-COM- CEDEL).</altEnr:AddtlRsnInf> </altenr:ackdaccptd> </altenr:prcgsts> <altenr:rltdreq>createssiapirequest</altenr:rltdreq> </altenr:stgsttlminstrstsadvc> </altenr:ssiapiresponsedata> </altenr:createssiapiresponse> </altenr:alertenrichmentmessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> Example 4.3 Create, Edit, and Delete SSI Response Success (continued) Manage SSI Messages 120

121 Example 2: Create, Edit, and Delete SSI Response Failure ASV Error <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>testdial</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <altenr:alertenrichmentmessages> <altenr:createssiapiresponse> <altenr:messageheader> <altenr:requestororg> <altenr:orgrole/> <altenr:orgtype/> <altenr:orgid/> Example 4.4 Create, Edit, and Delete SSI Response Failure ASV Errors Manage SSI Messages 121

122 </altenr:requestororg> <altenr:oboorg> <altenr:orgrole/> <altenr:orgtype/> <altenr:orgid/> </altenr:oboorg> <altenr:messagereferenceid>create_test_001</altenr:messagereferenceid </altenr:messageheader> <altenr:createssiapiresponsedata> <altenr:omgeostatus> <altenr:originofresponse>cmi</altenr:originofresponse> <altenr:responsetype>error</altenr:responsetype> <altenr:processingstatusdetails> <altenr:code>asv1013</altenr:code> <altenr:text>populated Client Org Role is not an allowed value</altenr:text> <altenr:errorseverity>fatl</altenr:errorseverity> <altenr:errorparameter>xpath:createssiapirequest.createssiapirequestdata.clientorg.o rgrole</altenr:errorparameter> </altenr:processingstatusdetails> </altenr:omgeostatus> </altenr:createssiapiresponsedata> </altenr:createssiapiresponse> </altenr:alertenrichmentmessages> </omgenv:omgeomessage> </omgenv:omgeoservice> Example 4.4 Create, Edit, and Delete SSI Response Failure ASV Errors (continued) Manage SSI Messages 122

123 Example 3: Create, Edit, and Delete SSI Response Failure ALERT Host Error <omgenv:omgeomessagecontainer xmlns:omgenv=" <omgenv:messageparties> <omgenv:senderparty> <omgenv:partyrole>meor</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>collmtu4</omgenv:partyvalue> </omgenv:senderparty> <omgenv:receiverparty> <omgenv:partyrole>mere</omgenv:partyrole> <omgenv:partytype>tfid</omgenv:partytype> <omgenv:partyvalue>omgeo</omgenv:partyvalue> </omgenv:receiverparty> <omgenv:dataownerparty> <omgenv:partyrole>exec</omgenv:partyrole> <omgenv:partytype>alrt</omgenv:partytype> <omgenv:partyvalue>e0brok1</omgenv:partyvalue> </omgenv:dataownerparty> </omgenv:messageparties> <omgenv:clientidentifier>mtu</omgenv:clientidentifier> <omgenv:clientmessagereference>p </omgenv:clientmessagereference> <omgenv:omgeoservice> <omgenv:route> <omgenv:service>alert</omgenv:service> <omgenv:serviceversion>5.0</omgenv:serviceversion> </omgenv:route> <omgenv:omgeomessage ContentType="XML"> <AlertEnrichmentMessages xmlns=" <DeleteSSIAPIRequest> <MessageHeader> <RequestorOrg> Example 4.5 Create, Edit, and Delete SSI Response Failure ALERT Host Error Manage SSI Messages 123

124 <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>COLLMTU4</OrgID> </RequestorOrg> <OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </OBOOrg> <MessageReferenceID>S78453</MessageReferenceID> </MessageHeader> <DeleteSSIAPIRequestData> <ClientOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>MN</SubEntityType> <SubEntityValue>tstMSI18</SubEntityValue> </SubEntity> <StgSttlmInstr> <Purp> <Cd>COLL</Cd> </Purp> <FctvSttlmDt> </FctvSttlmDt> <SttlmInstrMktIdr> <Ctry>US</Ctry> <ClssfctnTp> <AltrnClssfctn> <Id>CMO</Id> Example 4.5 Create, Edit, and Delete SSI Response Failure ALERT Host Error (continued) Manage SSI Messages 124

125 <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <SttlmCcy>USD</SttlmCcy> <Dpstry> <Id> <BICOrBEI>CEDELULL</BICOrBEI> </Id> </Dpstry> <SplmtryData> <Envlp> <OmgeoAlertSSIDetails> <CollateralKeys> <ClltrlMrgnType>ANY</ClltrlMrgnType> <ClltrlDrctn>ANY</ClltrlDrctn> <ClltrlCallType>ANY</ClltrlCallType> </CollateralKeys> </OmgeoAlertSSIDetails> </Envlp> </SplmtryData> </StgSttlmInstr> </DeleteSSIAPIRequestData> </DeleteSSIAPIRequest> </AlertEnrichmentMessages> </omgenv:omgeomessage> </omgenv:omgeoservice> </omgenv:omgeomessagecontainer> Example 4.5 Create, Edit, and Delete SSI Response Failure ALERT Host Error (continued) Manage SSI Messages 125

126 5. INVALID MESSAGE Purpose A broker/dealer receives an Invalid message if the ALERT platform is unable to process the request because the request did not belong to a message type in the XML schema. Message Layout Table 5.1 contains the Invalid message layout. Notes The Min and Max fields show minimum and maximum values, with n representing infinite occurrences. If the first number in the column is 1, the field is mandatory. If the first number in the column is 0, the field is optional. Composite rows are shaded. Table 5.1 Invalid Message Layout Indent CMI Fields Min Max Syntax Description 0 InvalidMessage Generic CMI Response to any garbled messages from the client. 1 OmgeoStatus 1 1 Composite 2 OriginOfResponse 1 1 String Origin of the response message, which will always be populated as CMI for an Invalid Message. 2 ResponseType 1 1 String Identifies the response type. Populated as ERROR only. 2 ProcessingStatusDetails 1 n Composite This composite is populated when CMI is not able to process the request. 3 Code 1 1 String CMI Error code. 3 Text 1 1 String CMI Error Response description. 3 ErrorSeverity 0 1 String Error severity. All errors are FATL (Fatal). Only populated for CMI errors. 3 ErrorParameter 0 n String Field not populated. 1 OriginalMessage 0 1 Composite 2 Omgeo business-level message 0 1 Any This field contains the original garbled message from the client. Invalid message 126

127 Examples In Example 5.1, the broker/dealer did not specify a request message type within the AlertMesage tags of the GetSSIRequst. In the subsequent Example 5.2 on the next page, the ALERT platform returns an InvalidMessage to the broker/dealer. The Invalid message examples contain an OmgeoStatusComposite, with the ResponseType. <GetSSIRequest> <MessageHeader> <RequestorOrg> <OrgRole>VN</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK1</OrgID> </RequestorOrg> <OBOOrg> </OBOOrg> <OrgRole>BD</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0BROK5</OrgID> <MessageReferenceID>m </MessageReferenceID> </MessageHeader> <GetSSIRequestData> <ClientOrg> <OrgRole>IM</OrgRole> <OrgType>ALRT</OrgType> <OrgID>E0INST1</OrgID> </ClientOrg> <SubEntity> <SubEntityType>AC</SubEntityType> <SubEntityValue> CTUACC02</SubEntityValue> </SubEntity> <Purp> <Cd>STMT</Cd> </Purp> <SttlmInstrMktIdr> <Ctry>USA</Ctry> Example 5.1 Request Message - Broker/Dealer to ALERT Invalid message 127

128 <ClssfctnTp> <AltrnClssfctn> <Id>TRY</Id> <Issr>OMGEO</Issr> </AltrnClssfctn> </ClssfctnTp> </SttlmInstrMktIdr> <Dpstry> <Id> <BICOrBEI>FRNYUS33</BICOrBEI> </Id> </Dpstry> <CollateralKeys> <ClltrlMrgnType></ClltrlMrgnType> <ClltrlDrctn></ClltrlDrctn> <ClltrlCallType></ClltrlCallType> </CollateralKeys> </GetSSIRequestData> </GetSSIRequest> Example 5.1 Request Message - Broker/Dealer to ALERT (continued) <altenr:alertenrichmentmessages> <altenr:getssiresponse> <altenr:messageheader> <altenr:requestororg> <altenr:orgrole>vn</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid> E0BROK1<</altEnr:OrgID> </altenr:requestororg> <altenr:oboorg> <altenr:orgrole>bd</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0brok5</altenr:orgid> Example 5.2 Response Message -ALERT to Broker/Dealer Invalid message 128

129 </altenr:oboorg> <altenr:messagereferenceid>m </altenr:messagereferenceid> </altenr:messageheader> <altenr:getssiresponsedata> <altenr:omgeostatus> <altenr:originofresponse>cmi</altenr:originofresponse> <altenr:responsetype>error</altenr:responsetype> <altenr:processingstatusdetails> <altenr:code>sch0001</altenr:code> <altenr:text>cvc-pattern-valid: The value "USA" is not valid with respect to the pattern facet for type "CountryCode".</altEnr:Text> <altenr:errorseverity>fatl</altenr:errorseverity> <altenr:errorparameter>/alertenrichmentmessages/getssirequest/getssirequ estdata/sttlminstrmktidr/ctry</altenr:errorparameter> </altenr:processingstatusdetails> </altenr:omgeostatus> <altenr:clientorg> <altenr:orgrole>im</altenr:orgrole> <altenr:orgtype>alrt</altenr:orgtype> <altenr:orgid>e0inst1</altenr:orgid> </altenr:clientorg> <altenr:subentity> <altenr:subentitytype>ac</altenr:subentitytype> <altenr:subentityvalue> CTUACC02</altEnr:SubEntityValue> </altenr:subentity> </altenr:getssiresponsedata> </altenr:getssiresponse> </altenr:alertenrichmentmessages Example 5.2 Response Message -ALERT to Broker/Dealer (continued) Invalid message 129

130 6. TROUBLESHOOTING Introduction This section explains the types of errors and the error message text a broker/dealer can receive. In some cases, the tables document additional information to assist in error resolution. Envelope Errors Purpose The ALERT platform sends envelope errors back to the broker/dealer in the following situations: The ALERT platform cannot appropriately route the request message. The ALERT platform cannot find the correct subscription and role for the client in the DTCC proprietary database. The database lookup failed. The ALERT platform populates the failed validations in the ErrorsComposite of the OmgeoMessageContainer as follows: Errorid: specifies the instances of the error. ErrorSeverity: all envelope errors are of FATAL severity. ErrorCode: a code the uniquely identifies the error. ErrorText: provides a description of the error. ErrorParameter: provides name of fields that failed envelope validation. Troubleshooting 130

131 Error Layout Table 6.1 contains details of the envelope layout. Table 6.1 Envelope Errors Layout Descriptio n Code Error Message Resolution Invalid XML encoding values (envelope line 1) E295 1 <Errors> <Error> (ErrorId>1</ErrorID> <ErrorSeverity>FATAL</ErrorSeverity> <ErrorCode>E2951</ErrorCode> <ErrorText>Invalid XML Encoding value %1.</ErrorText> <ErrorParameter>utf-8</ErrorParameter> </Error> </Errors> Fix the encoding value on line 1 of the xml message (utf-8 is valid) and resend the message. Invalid Application and version in input XML message E424 0 <Errors> <Error> <ErrorId>1</ErrorId> <ErrorSeverity>FATAL</ErrorSeverity> <ErrorCode>E4240</ErrorCode> <ErrorText>Invalid Application and Version %1 in input XM message.</errortext> Fix the envelope's SERVICE field and/or SERVICEVERSIO N field value (CTM service 1.3 <ErrorParameter>OASYS_7.0</ErrorParameter> </Error> </Errors> and OASYS service 7.0 are valid) and resend the message. Value exceeds max length for field E502 5 </Errors> <Error> <ErrorId>1</ErrorId> <ErrorSeverity>FATAL</ErrorSeverity> <ErrorCode>E5025</ErrorCode> <ErrorText>Schema validation error at %1, The length Fix t the field on the envelope that exceeds that maximum length and resend the of value "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX message. XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXX XXXXXX XXXXX XXXX XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX" is "1999" which is not valid regarding maxlength facet with value "32".</ErrorText> <ErrorParameter>ClientMessageReference</ErrorParamete r> </Error> </Errors> Troubleshooting 131

132 Table 6.1 Envelope Errors Layout (continued) Descriptio n User not authorized to route messages to the Service Unable to process the message at this time. Please try later. Code Error Message E436 2 #100 0 <Errors> <Error> <ErrorId>1</ErrorId> <ErrorSeverity>FATAL</ErrorSeverity> <ErrorCode>E4362</ErrorCode> <ErrorText>User %1 NOT authorized for the service %2</ErrorText> <ErrorParameter>machj01,SYSTEM_1.0</ErrorParameter> </Error> </Errors> <Errors> <Error> <ErrorId>1</ErrorId> <ErrorSeverity>FATAL<ErrorSeverity> <ErrorCode>E1000</ErrorCode> <ErrorText>Unable to process the message at this time. Please try again later </ErrorText> <ErrorParameter></ErrorParameter> </Error> </Errors> Resolution Notify the Client Contact Center (CCC) to check whether you have the correct subscriptions and roles (the CTM service to the CTM service and CMI to OASYS are required subscriptions/role s). For internal CMI issues such as database lookup, when CMI router execution group cannot send a message to another queue Schema Errors and ASVs The ALERT platform-specific Business Validations (ASV) are ALERT-specific validations implemented within common message. Most of these are cross-field validations to ensure the SSI messages comply with ALERT platform business rules and standards of practice. Messages directed to the ALERT platform are validated for schema-related errors. These errors include syntax errors, errors due to incorrect enumerations, and errors in field occurrences (mandatory/optional). After checking request messages against schema validations, the ALERT platform validates the message against ASVs to ensure that SSI messages comply with ALERT platform business rules and standards of practice. When a message fails schema validation or ASVs, the returned response message provides the following information in the OmgeoStatusComposite: 1. OriginOfResponse: Identifies the origin of the response message. Applicable values: CMO: Always applies for schema errors of failed ASVs. ALERT: GetSSIResponse messages have the value ALERT if the request message failed The ALERT platform host validation or if the ALERT host successfully processed it. Troubleshooting 132

133 2. ResponseType: Identifies the type of response. ERROR SUCCESS: GetSSIResponse has SUCCESS in this field if the ALERT platform successfully processed the request. 3. ProcessingStausDetails: Composite that details the status on request processing. There can be provides multiple instances of this composite. 4. Code: Uniquely identifies the error response. The Code is SCH0001 for all schema validations and 0 for success responses. Table 6.2 below contains a list of ASV error codes. 5. Text: Provides the error description or success message. 6. ErrorSeverity: All schema and ASV errors are FATL (fatal). 7. ErrorParameter: Provides the XPATH of the parameter that failed validation. There can be multiple instances of error parameters. The ALERT platform populates this field for schema errors or ASVs. Table 6.2 Schema and ASV Errors Specification Ser ies # CMI Error Key Validation Rule Error Text ErrorParameter 1 SCH0 Any field that failed parser validation Text from the Provide XPATH to the field that failed the parser 001 parser validation. 2 ASV1 Provision of the issuer value in the field is An issuer XPATH 000 required: must be StgSttlmInstr.SttlmInstrMktIdr.ClssfctnTp.AltrnCl StgSttlmInstr.SttlmInstrMktId.ClssfctnT populated as ssfctn.issr p1.altrnclssfctn.issr ISITC or OMGEO, to identify the security of the settlement instruction 3 ASV1 Allowed Local Market Identifiers: Local Market StgSttlmInstr.LclMktId.IdTp 001 ID2 Identifier ID3 must be ID4 ID5 populated as ID2, ID3, ID4 & ID5. 4 ASV1 Depository name field is used to allow Depository StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr. 002 global custodians to indicate if the name field Nm instruction relates to Cash payments, so must be only CASH can be provided in this field. populated as CASH/UNIV ERSAL only. 5 ASV1 It is mandatory to populate Pty1. ALERT StgSttlmInstr.StgSttlmPty.Pty1 003 requires the Pty1 composite to be populated. Troubleshooting 133

134 Table 6.2 Schema and ASV Errors Specification (continued) Ser ies # CMI Error Key Validation Rule Error Text ErrorParameter 6 ASV1 It is mandatory to populate Pty2. ALERT StgSttlmInstr.StgSttlmPty.Pty2 004 requires the Pty2 composite to be populated. 7 ASV1 The ALERT platform supports up to ALERT StgSttlmInstr.StgSttlmPty.Pty5 005 three levels of settlement, so the Pty5 supports up composite should never be populated. to 3 levels of settlement therefore Pty 5 composite must not be populated. 8 ASV1 The security type could not be found in Populated StgSttlmInstr.SttlmInstrMktIdr.ClssfctnTp.AltrnCl 006 the security table for the ISITC issuer. Security type ssfctn.id could not be found for ISITC. 9 ASV1 Invalid PSET BIC/Country code Populated StgSttlmInstr.SttlmInstrMktIdr.Ctry 007 combination. PSET StgSttlmInstr.StgSttlmPty.Dpstry.Id.BICOrBEI BIC/Country code could not be found for Method derivation. 10 ASV1 It is required to provide pty 3 if pty 4 The StgSttlmInstr.StgSttlmPty.Pty3 and provide 009 composite is populated. ALERT platfo StgSttlmInstr.StgSttlmPty.Pty4 rm requires Pty3 composite to be populated if Pty 4 is populated. Troubleshooting 134

135 Table 6.2 Schema and ASV Errors Specification (continued) Ser ies # CMI Error Key Validation Rule Error Text ErrorParameter 11 ASV1 Duplicate method entries found for the Unable to StgSttlmInstr.SttlmInstrMktIdr.Ctry 011 PSET and country combination lookup. identify a StgSttlmInstr.StgSttlmPty.Dpstry.Id.BICOrBEI method for the PSET BIC and the country code lookup. Please contact DTCC to resolve the issue. 12 ASV1 Org Role. Can only be one of these Populated GetSSIRequest.MessageHeader.RequestorOrg 012 values: Org Role is.orgrole IM not an - or - BD GC VN allowed value. GetSSIRequest.MessageHeader.OBOOrg.OrgR ole - or - GetSSIRequest.GetSSIRequestData.ClientOrg. OrgRole 13 ASV1 Client Org Role. Can either be Populated GetSSIRequest.MessageHeader.RequestorOrg 013 IM Client Org.OrgType BDOrg Role is not an - or - allowed GetSSIRequest.MessageHeader.OBOOrg.OrgT value. ype - or - GetSSIRequest.GetSSIRequestData.ClientOrg. OrgType 14 ASV1 SubEntity Type. Can only be ALRT. Populated GetSSIRequest.GetSSIRequestData.SubEntity. 014 SubEntity SubEntityType Type is not an allowed value. 15 ASV1 Settlement instructions that cannot be Incomplete 015 mapped within any of the settlement Settlement levels as per the mapping specification. Instructions due to insufficient data. Troubleshooting 135

136 Table 6.2 Schema and ASV Errors Specification (continued) Ser ies # CMI Error Key Validation Rule Error Text ErrorParameter 16 ASV1 Depository name field is used to allow Depository StgSttlmInstr.StgSttlmPty.Dpstry.Id.NmAndAdr. 016 vendor, investment manager, or name field Nm broker/dealer to retrieve the instruction must be relate to Cash payment or Universal. populated as CASH/UNIV ERSAL only. 17 ASV1 Requestor Org Role. Can be either IM Unable to RequestorOrg.Org Role 017 or BD. identify Requester Org Role. 18 ASV1 It is required to provide the correct Populated SIAPIRequestData.StgSttlmInstr.StgSttlmPty.Pt 018 issuer value in this field. Issr value is y1.id.prtryid.issr StgSttlmInstr.StgSttlmPty.Pty1.Id.PrtryI not a correct d.issr. value. 19 ASV1 Sub Entity Value is missing. Sub Entity is SSIAPIRequestData.SubEntity.SubEntityType.S 019 missing. unentityvalue 20 ASV1 Pty1.Id.PrtryId.Id and Pty1.SfkpgAcct.Id Pty1.SfkpgAc SSIAPIRequestData.StgSttlmInstr.StgSttlmPty.P 020 cannot be populated together. ct.id is not ty1.id.pty1.sfkpgacct.id allowed when Pty1.Id.PrtryI d.id is populated. Troubleshooting 136

137 ALERT Host Errors After the request message has passed through schema and business validations, it goes to the ALERT host for further processing. If there are errors during message processing, the response message provides the following information in the ISO status composite: Code: Uniquely identifies the error. Error Description: Text of the error. Table 6.3 details ALERT host errors. Table 6.3 ALERT Host Errors Code Origin Of Response Error Description ALERT Invalid Requestor Org ID ALERT The User ID is invalid. 403 ALERT You do not have permission to perform that operation! ALERT Invalid acronym ALERT Invalid Account Access ALERT Invalid Model Name ALERTALERT Invalid Access Code ALERT The purpose is invalid ALERT Collateral Keys missing. 404 ALERT {0} does not exist ALERT Access to this model data is not allowed ALERT Date format is invalid ALERT Use of selected Currency Code is prohibited per US Treasury Office of Financial Asset Control (OFAC) ALERT The application has been taken offline for maintenance. 400 ALERT Message garbled ALERT An unexpected database error occurred while processing your request. Please try again or contact Customer Service if the problem persists ALERT Invalid Collateral key combination ALERT If the Margin Direction is Any, then Call Indicator must be Any ALERT If the Margin Direction is Deliver or Receive then Call Indicator cannot be Any ALERT If then Margin Type is Any, then the Margin Direction and Call Indicator must be Any ALERT Future Effective Dates are not permitted. Future Effective Instructions are not applicable while Creating, Updating, or Deleting Model Settlement and Collateral Instructions Troubleshooting 137

138 A. MESSAGE COMMON REFERENCE DATA OriginOfResponse Table A.1 OriginOfResponse CMI Code Description CMI Common message interface Omgeo ALERT ALERT platform ResponseType Table A.2 ResponseType CMI Code Description SUCCESS Indicates a success response ERROR Indicates and error response ErrorSeverity Table A.3 ErrorSeverity CMI Code Description INFO Informational message WARN Warning message FATL Fatal error Org Role Table A.4 Org Role CMI Code Description IM Investment Manager BD Broker Dealer VN Vendor Org Type Table A.5 Org Type CMI Code Description ALRT Alert Message Common Reference data 138

139 Sub Entity Type Table A.6 Sub Type CMI Code Description AC Access Code MN Model Name Message Common Reference data 139

140 B. APPENDIX ENVELOPE COMMON REFERENCE DATA Party Role Table B.1 Party Role CMI Code Description EXEC INST MEOR MERE UNKN Executing broker Institution Party Type Originator of message Recipient of message Unknown- any party role which does not belong in any of the above Table B.2 Party Type CMI Code Description BIC TFID OTM ALRT UNKN Bank Identifier Code Thomson Financial Identifier OASYS service US Domestic Acronym ALERT platform Code Unknown Appendix Envelope common reference data 140

141 C. LEVELS OF CLEARING The ALERT platform supports up to three levels of clearing for Settlement and Collateral instructions. Levels of Clearing for Securities Figure C.1 depicts the parties populated on the GetSSIResponse message within the schema for SSIs related to securities. Figure C.1 Levels of Clearing for Securities Levels of Clearing 141

142 Levels of Clearing for Cash/FX/Derivatives Figure C.2 depicts the parties populated GetSSIResponse message within the schema for SSIs related to Cash/FX/Derivatives. Figure C.2 ALERT Settlement Chain for Cash/FX/Derivatives Levels of Clearing 142

143 FOR MORE INFORMATION DTCC Learning at: or visit us on the web at: