CCPDailyCashFlowsReportV01

auth.060.001.01

The CCPDailyCashFlowsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the operational performance and exposures that occurred in a central counterparty payment system.

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
%% CCPDailyCashFlowsReportV01 recursion level 0 with max 0
CCPDailyCashFlowsReportV01 *-- "1..1" ConcentrationAgent1 : ConcentrationAgent
CCPDailyCashFlowsReportV01 *-- "1..1" SettlementAgent1 : SettlementAgent
CCPDailyCashFlowsReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

ConcentrationAgent building block

Deposit taking institution with which a central counterparty has accounts used to concentrate cash funds before or after investment. Deposit taking institution with which a central counterparty has accounts used to concentrate cash funds before or after investment. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ConcentrationAgent1 recursion level 0 with max 1
class ConcentrationAgent1{
    Identification IsoLEIIdentifier
}
ConcentrationAgent1 *-- "1..0" ConcentrationAccount1 : Account
%% ConcentrationAccount1 recursion level 1 with max 1
class ConcentrationAccount1{
    PeakCredit IsoActiveCurrencyAndAmount
    PeakDebit IsoActiveCurrencyAndAmount
    LatePaymentConfirmation IsoMax10NumericText
}
ConcentrationAccount1 *-- "1..1" Flows1 : InFlow
ConcentrationAccount1 *-- "1..1" Flows1 : OutFlow
ConcentrationAccount1 *-- "1..1" AmountAndDirection102 : EndOfDay
  

ConcentrationAgent1 members

SettlementAgent building block

Agent used by a central counterparty to allow for the convenient settlement of obligations between a central counterparty and a clearing member, typically in commercial bank money. Bank used by a central counterparty to allow for the convenient settlement of obligations between a central counterparty and a clearing member, typically in commercial bank money. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SettlementAgent1 recursion level 0 with max 1
class SettlementAgent1{
    Identification IsoLEIIdentifier
}
SettlementAgent1 *-- "1..0" PaymentAccount1 : Account
%% PaymentAccount1 recursion level 1 with max 1
class PaymentAccount1{
    Currency ActiveCurrencyCode
    LatePaymentConfirmation IsoMax10NumericText
}
PaymentAccount1 *-- "1..1" AmountAndDirection86 : NetPayment
  

SettlementAgent1 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 CCPDailyCashFlowsReportV01 implementation follows a specific implementaiton pattern. First of all, CCPDailyCashFlowsReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPDailyCashFlowsReportV01Document implements IOuterDocument. Because CCPDailyCashFlowsReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPDailyCashFlowsReportV01.

classDiagram
    class IOuterRecord
    CCPDailyCashFlowsReportV01 --|> IOuterRecord : Implements
    CCPDailyCashFlowsReportV01Document --|> IOuterDocument~CCPDailyCashFlowsReportV01~ : Implements
    class IOuterDocument~CCPDailyCashFlowsReportV01~ {
        CCPDailyCashFlowsReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPDailyCashFlowsReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.060.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPDailyCashFlowsReportV01.ToDocument() method. The returned CCPDailyCashFlowsReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPDailyCashFlowsReportV01Document *-- CCPDailyCashFlowsReportV01 : 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.060.001.01">
    <CCPDalyCshFlowsRpt>
        <CncntrtnAgt>
            <!-- ConcentrationAgent inner content -->
        </CncntrtnAgt>
        <SttlmAgt>
            <!-- SettlementAgent inner content -->
        </SttlmAgt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPDalyCshFlowsRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_-yhDUeUTEem3X-64-NKdqg"
  name="CCPDailyCashFlowsReportV01"
  definition="The CCPDailyCashFlowsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the operational performance and exposures that occurred in a central counterparty payment system.&#xD;&#xA;"
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPDalyCshFlowsRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_-yhDWeUTEem3X-64-NKdqg"
    name="ConcentrationAgent"
    definition="Deposit taking institution with which a central counterparty has accounts used to concentrate cash funds before or after investment."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="CncntrtnAgt"
    complexType="_ph5wQBXrEeejf-cbr8l5qw" />
  <messageBuildingBlock
    xmi:id="_-yhDW-UTEem3X-64-NKdqg"
    name="SettlementAgent"
    definition="Agent used by a central counterparty to allow for the convenient settlement of obligations between a central counterparty and a clearing member, typically in commercial bank money."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="SttlmAgt"
    complexType="_R_WoILIjEeaYqc4G3TTwhA" />
  <messageBuildingBlock
    xmi:id="_-yhDXeUTEem3X-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="060"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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