  In this paper we show the existence of a universal Skorohod measurable
functional representation for a large class of semimartingale-driven stochastic
differential equations. For this we prove that paths of the strong solutions of
stochastic differential equations can be written as measurable functions of the
paths of their driving processes into the space of all c\`adl\`ag functions
equipped with the Borel sigma-field generated by all open sets with respect to
the Skorohod metric. This result can be applied to calculate Malliavin
derivatives for SDEs driven by pure-jump L\'evy processes with drift.
