CCPClearedProductReportV01

auth.069.001.01

The CCPClearedProductReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the financial instruments cleared by 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
%% CCPClearedProductReportV01 recursion level 0 with max 0
CCPClearedProductReportV01 *-- "1..1" ClearedProduct1 : ClearedProduct
CCPClearedProductReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

ClearedProduct building block

Financial instrument cleared by a central counterparty. Financial instrument cleared by a central counterparty. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ClearedProduct1 recursion level 0 with max 1
class ClearedProduct1{
    TradingVenue IsoMICIdentifier
    TradesCleared IsoNonNegativeNumber
}
ClearedProduct1 *-- "1..1" GenericIdentification168 : CCPProductIdentification
ClearedProduct1 *-- "0..1" GenericIdentification168 : UniversalProductIdentification
ClearedProduct1 *-- "1..1" IProduct1Choice : Product
ClearedProduct1 *-- "1..1" OpenInterest1 : OpenInterest
%% GenericIdentification168 recursion level 1 with max 1
class GenericIdentification168{
    Identification IsoMax256Text
    Description IsoMax140Text
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% GenericIdentification168 recursion level 1 with max 1
class GenericIdentification168{
    Identification IsoMax256Text
    Description IsoMax140Text
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
%% IProduct1Choice recursion level 1 with max 1
%% OpenInterest1 recursion level 1 with max 1
class OpenInterest1{
    GrossNotionalAmount IsoActiveCurrencyAnd24Amount
    NumberOfLots IsoPositiveNumber
}
  

ClearedProduct1 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 CCPClearedProductReportV01 implementation follows a specific implementaiton pattern. First of all, CCPClearedProductReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPClearedProductReportV01Document implements IOuterDocument. Because CCPClearedProductReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPClearedProductReportV01.

classDiagram
    class IOuterRecord
    CCPClearedProductReportV01 --|> IOuterRecord : Implements
    CCPClearedProductReportV01Document --|> IOuterDocument~CCPClearedProductReportV01~ : Implements
    class IOuterDocument~CCPClearedProductReportV01~ {
        CCPClearedProductReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPClearedProductReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.069.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPClearedProductReportV01.ToDocument() method. The returned CCPClearedProductReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPClearedProductReportV01Document *-- CCPClearedProductReportV01 : 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.069.001.01">
    <CCPClrdPdctRpt>
        <ClrdPdct>
            <!-- ClearedProduct inner content -->
        </ClrdPdct>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPClrdPdctRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_sNWfAeUTEem3X-64-NKdqg"
  name="CCPClearedProductReportV01"
  definition="The CCPClearedProductReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the financial instruments cleared by the central counterparty."
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPClrdPdctRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_sNWfCeUTEem3X-64-NKdqg"
    name="ClearedProduct"
    definition="Financial instrument cleared by a central counterparty."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="ClrdPdct"
    complexType="_vcwiQLVNEeadLcJesEbkTQ" />
  <messageBuildingBlock
    xmi:id="_sNWfC-UTEem3X-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="069"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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