DerivativesTradePositionSetReportV01

auth.090.001.01

The DerivativesTradePositionSetReport message is sent by the trade repositories to the supervisory authority system, to report aggregated exposures between a pair of counterparties that comprise positions sets, collateral position sets, currency positions sets and currency collateral position sets.

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
%% DerivativesTradePositionSetReportV01 recursion level 0 with max 0
DerivativesTradePositionSetReportV01 *-- "1..1" IPositionSetAggregated1Choice : AggregatedPosition
DerivativesTradePositionSetReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

AggregatedPosition building block

Representation of exposures between a pair of counterparties that comprise positions sets, collateral position sets, currency positions sets and currency collateral position sets. Statistics per counterparty reporting under the local regulation. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IPositionSetAggregated1Choice recursion level 0 with max 1
  

PositionSetAggregated1Choice members

SupplementaryData building block

Additional information that cannot 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 DerivativesTradePositionSetReportV01 implementation follows a specific implementaiton pattern. First of all, DerivativesTradePositionSetReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DerivativesTradePositionSetReportV01Document implements IOuterDocument. Because DerivativesTradePositionSetReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DerivativesTradePositionSetReportV01.

classDiagram
    class IOuterRecord
    DerivativesTradePositionSetReportV01 --|> IOuterRecord : Implements
    DerivativesTradePositionSetReportV01Document --|> IOuterDocument~DerivativesTradePositionSetReportV01~ : Implements
    class IOuterDocument~DerivativesTradePositionSetReportV01~ {
        DerivativesTradePositionSetReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose DerivativesTradePositionSetReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.090.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DerivativesTradePositionSetReportV01.ToDocument() method. The returned DerivativesTradePositionSetReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DerivativesTradePositionSetReportV01Document *-- DerivativesTradePositionSetReportV01 : 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.090.001.01">
    <DerivsTradPosSetRpt>
        <AggtdPos>
            <!-- AggregatedPosition inner content -->
        </AggtdPos>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </DerivsTradPosSetRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_CClucQ1MEeqV4s5SpzR1dQ"
  name="DerivativesTradePositionSetReportV01"
  definition="The DerivativesTradePositionSetReport message is sent by the trade repositories to the supervisory authority system, to report aggregated exposures between a pair of counterparties that comprise positions sets, collateral position sets, currency positions sets and currency collateral position sets."
  registrationStatus="Registered"
  messageSet="_gVqhJBWsEeqvRcdYcNYAVw"
  xmlTag="DerivsTradPosSetRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_CClucw1MEeqV4s5SpzR1dQ"
    name="AggregatedPosition"
    definition="Representation of exposures between a pair of counterparties that comprise positions sets, collateral position sets, currency positions sets and currency collateral position sets."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="AggtdPos"
    complexType="_CHENw0whEeqwfMIOLcNxbw" />
  <messageBuildingBlock
    xmi:id="_CCludQ1MEeqV4s5SpzR1dQ"
    name="SupplementaryData"
    definition="Additional information that cannot 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="090"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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