CCPInvestmentsReportV01

auth.061.001.01

The CCPInvestmentsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about how the central counterparty invests the cash balances deposited with it as collateral by its clearing members.

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
%% CCPInvestmentsReportV01 recursion level 0 with max 0
CCPInvestmentsReportV01 *-- "1..1" IInvestment1Choice : Investment
CCPInvestmentsReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

Investment building block

Specifies a financial instrument purchased by a central counterparty using clearing member assets. Specifies the financial instrument purchased by a central counterparty using clearing member assets. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IInvestment1Choice recursion level 0 with max 1
  

Investment1Choice members

Member name Description Data Type / Multiplicity

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

Member name Description Data Type / Multiplicity
PlaceAndName Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. IsoMax350Text - Optional 0..1
Envelope Technical element wrapping the supplementary data. IsoSupplementaryDataEnvelope1 - Required 1..1

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the CCPInvestmentsReportV01 implementation follows a specific implementaiton pattern. First of all, CCPInvestmentsReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPInvestmentsReportV01Document implements IOuterDocument. Because CCPInvestmentsReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPInvestmentsReportV01.

classDiagram
    class IOuterRecord
    CCPInvestmentsReportV01 --|> IOuterRecord : Implements
    CCPInvestmentsReportV01Document --|> IOuterDocument~CCPInvestmentsReportV01~ : Implements
    class IOuterDocument~CCPInvestmentsReportV01~ {
        CCPInvestmentsReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPInvestmentsReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.061.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPInvestmentsReportV01.ToDocument() method. The returned CCPInvestmentsReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPInvestmentsReportV01Document *-- CCPInvestmentsReportV01 : 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.061.001.01">
    <CCPInvstmtsRpt>
        <Invstmt>
            <!-- Investment inner content -->
        </Invstmt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPInvstmtsRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_JJKuEeUUEem3X-64-NKdqg"
  name="CCPInvestmentsReportV01"
  definition="The CCPInvestmentsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about how the central counterparty invests the cash balances deposited with it as collateral by its clearing members."
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPInvstmtsRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_JJKuGeUUEem3X-64-NKdqg"
    name="Investment"
    definition="Specifies a financial instrument purchased by a central counterparty using clearing member assets."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="Invstmt"
    complexType="_nrsigLJUEeaYqc4G3TTwhA" />
  <messageBuildingBlock
    xmi:id="_JJKuG-UUEem3X-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="061"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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