CCPAccountPositionReportV01

auth.068.001.01

The CCPAccountPositionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the positions of the clearing members of the central counterparty.

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% CCPAccountPositionReportV01 recursion level 0 with max 0
CCPAccountPositionReportV01 *-- "1..1" PositionAccount2 : Portfolio
CCPAccountPositionReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

Now, we will zero-in one-by-one on each of these building blocks.

Portfolio building block

Position accounts of a central counterparty containing a portfolio of financial instruments. Operational construct used to record a position in a set of financial instruments, often linked by a common set of characteristics, ownership or trading strategy. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% PositionAccount2 recursion level 0 with max 1
PositionAccount2 *-- "1..1" GenericIdentification165 : Identification
PositionAccount2 *-- "1..0" Position1 : Position
%% GenericIdentification165 recursion level 1 with max 1
class GenericIdentification165{
    Identification IsoMax256Text
    Description IsoMax140Text
    Issuer IsoMax35Text
    SchemeName SchemeIdentificationType1Code
}
%% Position1 recursion level 1 with max 1
class Position1{
    ProductIdentification IsoMax256Text
    GrossNotional IsoActiveCurrencyAnd24Amount
    GrossDeltaEquivalentValue IsoActiveCurrencyAndAmount
    GrossDeltaEquivalentQuantity IsoNonNegativeFraction5DecimalNumber
    NetDeltaEquivalentQuantity IsoFraction5DecimalNumber
    GrossMarketValue IsoActiveCurrencyAndAmount
}
Position1 *-- "0..1" EndOfDayRequirement1 : RiskRequirement
Position1 *-- "1..1" AmountAndDirection102 : NetNotional
Position1 *-- "0..1" AmountAndDirection102 : NetDeltaEquivalentValue
  

PositionAccount2 members

SupplementaryData building block

Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
  

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the CCPAccountPositionReportV01 implementation follows a specific implementaiton pattern. First of all, CCPAccountPositionReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPAccountPositionReportV01Document implements IOuterDocument. Because CCPAccountPositionReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPAccountPositionReportV01.

classDiagram
    class IOuterRecord
    CCPAccountPositionReportV01 --|> IOuterRecord : Implements
    CCPAccountPositionReportV01Document --|> IOuterDocument~CCPAccountPositionReportV01~ : Implements
    class IOuterDocument~CCPAccountPositionReportV01~ {
        CCPAccountPositionReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPAccountPositionReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.068.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPAccountPositionReportV01.ToDocument() method. The returned CCPAccountPositionReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPAccountPositionReportV01Document *-- CCPAccountPositionReportV01 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:auth.068.001.01">
    <CCPAcctPosRpt>
        <Prtfl>
            <!-- Portfolio inner content -->
        </Prtfl>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPAcctPosRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_1-TtoeUREem3X-64-NKdqg"
  name="CCPAccountPositionReportV01"
  definition="The CCPAccountPositionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the positions of the clearing members of the central counterparty."
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPAcctPosRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_1-TtqeUREem3X-64-NKdqg"
    name="Portfolio"
    definition="Position accounts of a central counterparty containing a portfolio of financial instruments."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="Prtfl"
    complexType="_8V3FELbhEeaqL_M7XFD7PQ" />
  <messageBuildingBlock
    xmi:id="_1-Ttq-UREem3X-64-NKdqg"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="auth"
    messageFunctionality="068"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.