sese.036 Securities Financing Modification Instruction

What sese.036 is for

sese.036 versions

Every version published in the e-Repository, newest first. Variant 001 and 002 are listed together: a variant other than 001 is a restricted form of the same message with its own schema.

sese.036 message structure

The building blocks of sese.036.001.09 and the elements directly under them, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

• Document [1..1]
  • SctiesFincgModInstr SecuritiesFinancingModificationInstruction [1..1]
    • TxTpAndModAddtlParams Transaction Type And Modification Additional Parameters [1..1]TransactionTypeAndAdditionalParameters23

      Securities financing transaction identification information, type (repurchase agreement, reverse repurchase agreement, securities lending or securities borrowing), modification information and other parameters.

      • AcctOwnrTxId Account Owner Transaction Identification [1..1]Max35Text

        Unambiguous identification of the transaction (unique per piece of collateral) as known by the account owner (or the instructing party managing the...

      • AcctSvcrTxId Account Servicer Transaction Identification [0..1]Max35Text

        Unambiguous identification of the transaction (unique per piece of collateral) as known by the account servicer.

      • SctiesFincgTxTp Securities Financing Transaction Type [1..1]SecuritiesFinancingTransactionType2Code

        Specifies the type of securities financing transaction, that is, repurchase agreement, reverse repurchase agreement, securities lending or securities...

      • Pmt Payment [1..1]DeliveryReceiptType2Code

        Specifies how the transaction is to be settled, for example, against payment.

      • ModTp Modification Type [0..1]RepurchaseType21Choice (choice)

        Identifies the type of securities financing modification requested.

      • CmonId Common Identification [0..1]Max35Text

        Unique reference agreed upon by the two trade counterparties to identify the trade.

      • PoolId Pool Identification [0..1]Max35Text

        Collective reference identifying a set of messages.

      • NonceId Nonce Identification [0..1]Max35Text

        Unambiguous identification of a random or semi-random number used once (NONCE) generated in the frame of a cryptographic communication.

    • TradDtls Trade Details [1..1]SecuritiesTradeDetails100

      Details of the securities financing deal.

      • TradDt Trade Date [0..1]DateAndDateTime2Choice (choice)

        Specifies the date/time on which the trade was executed.

      • OpngSttlmDt Opening Settlement Date [1..1]DateAndDateTime2Choice (choice)

        Date and time at which the securities are to be delivered or received.

      • NbOfDaysAcrd Number Of Days Accrued [0..1]Max3Number

        Number of days on which the interest rate accrues (daily accrual note).

      • InstrPrcgAddtlDtls Instruction Processing Additional Details [0..1]Max350Text

        Provides additional settlement processing information which can not be included within the structured fields of the message.

    • FinInstrmId Financial Instrument Identification [1..1]SecurityIdentification19

      Financial instrument representing a sum of rights of the investor vis-a-vis the issuer.

      • ISIN ISIN [0..1]ISINOct2015Identifier

        International Securities Identification Number (ISIN).

      • OthrId Other Identification [0..*]OtherIdentification1

        Identification of a security by proprietary or domestic identification scheme.

      • Desc Description [0..1]Max140Text

        Textual description of a security instrument.

    • QtyAndAcctDtls Quantity And Account Details [1..1]QuantityAndAccount119

      Details related to the account and quantity involved in the transaction.

      • SttlmQty Settlement Quantity [1..1]FinancialInstrumentQuantity33Choice (choice)

        Total quantity of securities to be settled.

      • AcctOwnr Account Owner [0..1]PartyIdentification144

        Party that legally owns the account.

      • SfkpgAcct Safekeeping Account [0..1]SecuritiesAccount19

        Account to or from which a securities entry is made.

      • BlckChainAdrOrWllt Block Chain Address Or Wallet [0..1]BlockChainAddressWallet3

        Blockchain address or wallet where digital assets are maintained.

      • CshAcct Cash Account [0..1]CashAccountIdentification9Choice (choice)

        Account to or from which a cash entry is made.

      • SfkpgPlc Safekeeping Place [0..1]SafeKeepingPlace5

        Place where the securities are safe-kept, physically or notionally.

    • SctiesFincgAddtlDtls Securities Financing Additional Details [1..1]SecuritiesFinancingTransactionDetails58

      Details of the closing of the securities financing transaction.

      • SctiesFincgTradId Securities Financing Trade Identification [0..1]Max35Text

        Unambiguous identification of the underlying securities financing trade as assigned by the instructing party.

      • SctiesFincgUnqTxIdr Securities Financing Unique Transaction Identifier [0..1]UTIIdentifier

        Unique Transaction Identifier (UTI) as agreed with the other counterparty.

      • ClsgLegId Closing Leg Identification [0..1]Max35Text

        Unambiguous identification of the second leg of the transaction as known by the account owner (or the instructing party acting on its behalf).

      • TermntnDt Termination Date [0..1]TerminationDate6Choice (choice)

        Closing date/time or maturity date/time of the transaction.

      • RateChngDt Rate Change Date [0..1]DateAndDateTime2Choice (choice)

        Date/Time at which rate change has taken place.

      • EarlstCallBckDt Earliest Call Back Date [0..1]DateAndDateTime2Choice (choice)

        Earliest date/time at which the call back can take place.

      • ComssnClctnDt Commission Calculation Date [0..1]DateAndDateTime2Choice (choice)

        Date/time at which the commission is calculated.

      • RateTp Rate Type [0..1]RateType35Choice (choice)

        Specifies whether the rate is fixed or variable.

      • Rvaltn Revaluation [0..1]RevaluationIndicator3Choice (choice)

        Specifies whether the collateral position should be subject to automatic revaluation by the account servicer.

      • LglFrmwk Legal Framework [0..1]LegalFramework3Choice (choice)

        Legal framework of the transaction.

      • IntrstCmptnMtd Interest Computation Method [0..1]InterestComputationMethodFormat4Choice (choice)

        Identifies the computation method of accrued interest of the related financial instrument.

      • MtrtyDtMod Maturity Date Modification [0..1]YesNoIndicator

        Indicates whether the maturity date of the securities financing transaction may be modified.

      • IntrstPmt Interest Payment [0..1]YesNoIndicator

        Indicates whether the interest is to be paid to the collateral taker.

      • VarblRateSpprt Variable Rate Support [0..1]RateName1

        Index or support rate used together with the spread to calculate the repurchase rate.

      • RpRate Repurchase Rate [0..1]Rate2

        Rate to be used to recalculate the repurchase amount.

      • StockLnMrgn Stock Loan Margin [0..1]Rate2

        Percentage mark-up on a loan consideration used to reflect the lender's risk.

      • SctiesHrcut Securities Haircut [0..1]Rate2

        Haircut or valuation factor on the security expressed as a percentage.

      • ChrgsRate Charges Rate [0..1]Rate2

        Interest rate paid in the context of a securities financing transaction.

      • PricgRate Pricing Rate [0..1]RateOrName1Choice (choice)

        Interest rate to be paid on the transaction amount, as agreed between the counterparties.

      • Sprd Spread [0..1]Rate2

        Repurchase spread expressed as a rate; margin over or under an index that determines the repurchase rate.

      • TxCallDely Transaction Call Delay [0..1]Exact3NumericText

        Minimum number of days' notice a counterparty needs for terminating the transaction.

      • TtlNbOfCollInstrs Total Number Of Collateral Instructions [0..1]Exact3NumericText

        Total number of collateral instructions involved in the transaction.

      • LclBrkrComssn Local Broker Commission [0..1]AmountAndDirection21

        Amount of commission paid to a local broker.

      • DealAmt Deal Amount [0..1]AmountAndDirection21

        Principal amount of a trade (for second leg).

      • AcrdIntrstAmt Accrued Interest Amount [0..1]AmountAndDirection21

        Interest amount that has accrued in between coupon payment periods.

      • FrftAmt Forfeit Amount [0..1]AmountAndDirection21

        Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date.

      • PrmAmt Premium Amount [0..1]AmountAndDirection21

        Difference between the amount of money of the first leg and the amount of the second leg of the transaction.

      • TermntnAmtPerPcOfColl Termination Amount Per Piece Of Collateral [0..1]AmountAndDirection21

        Amount of money to be settled per piece of collateral to terminate the transaction.

      • TermntnTxAmt Termination Transaction Amount [0..1]AmountAndDirection21

        Total amount of money to be settled to terminate the transaction.

      • ScndLegNrrtv Second Leg Narrative [0..1]Max140Text

        Provides additional information about the second leg in narrative form.

    • SttlmParams Settlement Parameters [0..1]SettlementDetails148

      Parameters which explicitly state the conditions that must be fulfilled before a particular transaction of a financial instrument can be settled.

      • HldInd Hold Indicator [0..1]YesNoIndicator

        Specifies whether the transaction is on hold/blocked/frozen.

      • Prty Priority [0..1]PriorityNumeric4Choice (choice)

        Specifies whether the transaction is to be executed with a high priority.

      • SttlmTxCond Settlement Transaction Condition [0..*]SettlementTransactionCondition18Choice (choice)

        Conditions under which the order/trade is to be settled.

      • SttlgCpcty Settling Capacity [0..1]SettlingCapacity7Choice (choice)

        Role of a party in the settlement of the transaction.

      • StmpDtyTaxBsis Stamp Duty Tax Basis [0..1]GenericIdentification30

        Specifies the stamp duty type or exemption reason applicable to the settlement transaction.

      • SctiesRTGS Securities RTGS [0..1]SecuritiesRTGS4Choice (choice)

        Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system.

      • BnfclOwnrsh Beneficial Ownership [0..1]BeneficialOwnership4Choice (choice)

        Specifies whether there is change of beneficial ownership.

      • CshClrSys Cash Clearing System [0..1]CashSettlementSystem4Choice (choice)

        Specifies the category of cash clearing system, for example, cheque clearing.

      • TaxCpcty Tax Capacity [0..1]TaxCapacityParty4Choice (choice)

        Tax role capacity of the instructing party.

      • MktClntSd Market Client Side [0..1]MarketClientSide6Choice (choice)

        Specifies if an instruction is for a market side or a client side transaction.

      • FxStgInstr FX Standing Instruction [0..1]FXStandingInstruction4Choice (choice)

        Specifies whether the foreign exchange standing instruction in place should apply.

      • BlckTrad Block Trade [0..1]BlockTrade4Choice (choice)

        Specifies whether the settlement instruction is a block parent or child.

      • LglRstrctns Legal Restrictions [0..1]Restriction5Choice (choice)

        Regulatory restrictions applicable to a security.

      • SttlmSysMtd Settlement System Method [0..1]SettlementSystemMethod4Choice (choice)

        Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system.

      • NetgElgblty Netting Eligibility [0..1]NettingEligibility4Choice (choice)

        Specifies whether the settlement transaction is eligible for netting.

      • CCPElgblty CCP Eligibility [0..1]CentralCounterPartyEligibility4Choice (choice)

        Specifies whether the settlement transaction is CCP (Central Counterparty) eligible.

      • Trckg Tracking [0..1]Tracking4Choice (choice)

        Specifies whether the loan and/or collateral is tracked.

      • AutomtcBrrwg Automatic Borrowing [0..1]AutomaticBorrowing6Choice (choice)

        Condition for automatic borrowing.

      • PrtlSttlmInd Partial Settlement Indicator [0..1]SettlementTransactionCondition5Code

        Specifies whether partial settlement is allowed.

      • ElgblForColl Eligible For Collateral [0..1]YesNoIndicator

        Specifies whether securities should be included in the pool of securities eligible for collateral purposes.

    • DlvrgSttlmPties Delivering Settlement Parties [0..1]SettlementParties127

      Identifies the chain of delivering settlement parties.

      • Dpstry Depository [0..1]PartyIdentification315

        First party in the settlement chain.

      • Pty1 Party1 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the depository.

      • Pty2 Party2 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 1.

      • Pty3 Party3 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 2.

      • Pty4 Party4 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 3.

      • Pty5 Party5 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 4.

    • RcvgSttlmPties Receiving Settlement Parties [0..1]SettlementParties127

      Identifies the chain of receiving settlement parties.

      • Dpstry Depository [0..1]PartyIdentification315

        First party in the settlement chain.

      • Pty1 Party1 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the depository.

      • Pty2 Party2 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 1.

      • Pty3 Party3 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 2.

      • Pty4 Party4 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 3.

      • Pty5 Party5 [0..1]PartyIdentificationAndAccount199

        Party that, in a settlement chain interacts with the party 4.

    • OpngSttlmAmt Opening Settlement Amount [0..1]AmountAndDirection49

      Total amount of money to be paid or received in exchange for the securities at the opening of a securities financing transaction.

      • Amt Amount [1..1]ActiveCurrencyAndAmount

        Amount of money in the cash entry.

      • CdtDbtInd Credit Debit Indicator [0..1]CreditDebitCode

        Indicates whether an entry is a credit or a debit.

      • OrgnlCcyAndOrdrdAmt Original Currency And Ordered Amount [0..1]ActiveOrHistoricCurrencyAndAmount

        Posting/settlement amount in its original currency when conversion from/into another currency has occurred.

      • FXDtls Foreign Exchange Details [0..1]ForeignExchangeTerms23

        Information needed to process a currency exchange or conversion.

    • SplmtryData Supplementary Data [0..*]SupplementaryData1

      Additional information that cannot be captured in the structured elements and/or any other specific block.

      • PlcAndNm Place And Name [0..1]Max350Text

        Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

      • Envlp Envelope [1..1]SupplementaryDataEnvelope1

        Technical element wrapping the supplementary data.

Have a sese.036 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

External code sets used in sese.036

These elements take their values from ISO 20022 external code sets, which are published separately and updated every quarter without a new message version.

• ExternalFinancialInstrumentIdentificationType1Code24 codes

Related securities settlement messages

• sese.031Securities Settlement Condition Modification Status Advice
• sese.032Securities Settlement Transaction Generation Notification
• sese.033Securities Financing Instruction
• sese.034Securities Financing Status Advice
• sese.035Securities Financing Confirmation
• sese.037Portfolio Transfer Notification
• sese.038Securities Settlement Transaction Modification Request
• sese.039Securities Settlement Transaction Modification Request Status Advice
• sese.040Securities Settlement Transaction Counterparty Response
• sese.041Buy In Regulatory Advice

sese.036 questions

What is the latest version of sese.036?

The latest version in the ISO 20022 e-Repository release of 24 April 2025 is sese.036.001.09.

What is the root element of sese.036?

The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:sese.036.001.09, and its message element is SctiesFincgModInstr (SecuritiesFinancingModificationInstruction).

Is there an MT equivalent of sese.036?

No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.