DerivativesTradeMarginDataTransactionStateReportV01

auth.109.001.01

The DerivativesTradeMarginDataTransactionStateReport message is sent by the trade repository (TR) to the competent authority or made available to the report submitting entity and the reporting counterparty as well as the entity responsible for reporting, if applicable, containing latest state of the margins exchanged in relation to the derivatives transactions.

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
%% DerivativesTradeMarginDataTransactionStateReportV01 recursion level 0 with max 0
DerivativesTradeMarginDataTransactionStateReportV01 *-- "1..1" TradeReportHeader4 : ReportHeader
DerivativesTradeMarginDataTransactionStateReportV01 *-- "1..1" ITradeData56Choice : TradeData
DerivativesTradeMarginDataTransactionStateReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

ReportHeader building block

Header information related to metadata of report message. Provides the details of the header for a trade transaction query message. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradeReportHeader4 recursion level 0 with max 1
class TradeReportHeader4{
    ReportExecutionDate IsoISODate
    NumberRecords IsoNumber
    CompetentAuthority IsoMax100Text
    ReportingPurpose IsoMax100Text
}
TradeReportHeader4 *-- "0..1" Pagination1 : MessagePagination
TradeReportHeader4 *-- "0..1" IOrganisationIdentification15Choice : NewTradeRepositoryIdentifier
%% Pagination1 recursion level 1 with max 1
class Pagination1{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
%% IOrganisationIdentification15Choice recursion level 1 with max 1
  

TradeReportHeader4 members

TradeData building block

Set of data concerning the reporting trade. Set of data concerning the reporting trade. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ITradeData56Choice recursion level 0 with max 1
  

TradeData56Choice members

SupplementaryData building block

Additional information that can not be captured in the structured fields 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 DerivativesTradeMarginDataTransactionStateReportV01 implementation follows a specific implementaiton pattern. First of all, DerivativesTradeMarginDataTransactionStateReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DerivativesTradeMarginDataTransactionStateReportV01Document implements IOuterDocument. Because DerivativesTradeMarginDataTransactionStateReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DerivativesTradeMarginDataTransactionStateReportV01.

classDiagram
    class IOuterRecord
    DerivativesTradeMarginDataTransactionStateReportV01 --|> IOuterRecord : Implements
    DerivativesTradeMarginDataTransactionStateReportV01Document --|> IOuterDocument~DerivativesTradeMarginDataTransactionStateReportV01~ : Implements
    class IOuterDocument~DerivativesTradeMarginDataTransactionStateReportV01~ {
        DerivativesTradeMarginDataTransactionStateReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose DerivativesTradeMarginDataTransactionStateReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.109.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DerivativesTradeMarginDataTransactionStateReportV01.ToDocument() method. The returned DerivativesTradeMarginDataTransactionStateReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DerivativesTradeMarginDataTransactionStateReportV01Document *-- DerivativesTradeMarginDataTransactionStateReportV01 : 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.109.001.01">
    <DerivsTradMrgnDataTxStatRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <TradData>
            <!-- TradeData inner content -->
        </TradData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </DerivsTradMrgnDataTxStatRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_pVVvgWmFEe2DRvVJM2Qy-g"
  name="DerivativesTradeMarginDataTransactionStateReportV01"
  definition="The DerivativesTradeMarginDataTransactionStateReport message is sent by the trade repository (TR) to the competent authority or made available to the report submitting entity and the reporting counterparty as well as the entity responsible for reporting, if applicable, containing latest state of the margins exchanged in relation to the derivatives transactions."
  registrationStatus="Registered"
  messageSet="_gVqhJBWsEeqvRcdYcNYAVw"
  xmlTag="DerivsTradMrgnDataTxStatRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_pVVvg2mFEe2DRvVJM2Qy-g"
    name="ReportHeader"
    definition="Header information related to metadata of report message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_hxrf4RZ6Ee27wrM4RUjLog" />
  <messageBuildingBlock
    xmi:id="_pVVvhWmFEe2DRvVJM2Qy-g"
    name="TradeData"
    definition="Set of data concerning the reporting trade."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradData"
    complexType="_SAnYMV52Ee2a_-MvhEjKmA" />
  <messageBuildingBlock
    xmi:id="_pVVvh2mFEe2DRvVJM2Qy-g"
    name="SupplementaryData"
    definition="Additional information that can not be captured in the structured fields and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="auth"
    messageFunctionality="109"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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