DerivativesTradeWarningsReportV01

auth.106.001.01

The DerivativesTradeWarningsReport is sent by the trade repository (TR) to the authority or made available by the trade repository (TR) to the report submitting entity and the reporting counterparty as well as the entity responsible for reporting, if applicable.

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
%% DerivativesTradeWarningsReportV01 recursion level 0 with max 0
DerivativesTradeWarningsReportV01 *-- "1..1" IStatisticsPerCounterparty16Choice : WarningsStatistics
DerivativesTradeWarningsReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

WarningsStatistics building block

Detailed information on missing valuations of outstanding derivatives, missing margin information of outstanding derivatives, as well as on abnormal values reported in the fields. Statistics per counterparty reporting under the local regulation. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IStatisticsPerCounterparty16Choice recursion level 0 with max 1
  

StatisticsPerCounterparty16Choice 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 DerivativesTradeWarningsReportV01 implementation follows a specific implementaiton pattern. First of all, DerivativesTradeWarningsReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, DerivativesTradeWarningsReportV01Document implements IOuterDocument. Because DerivativesTradeWarningsReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type DerivativesTradeWarningsReportV01.

classDiagram
    class IOuterRecord
    DerivativesTradeWarningsReportV01 --|> IOuterRecord : Implements
    DerivativesTradeWarningsReportV01Document --|> IOuterDocument~DerivativesTradeWarningsReportV01~ : Implements
    class IOuterDocument~DerivativesTradeWarningsReportV01~ {
        DerivativesTradeWarningsReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose DerivativesTradeWarningsReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.106.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using DerivativesTradeWarningsReportV01.ToDocument() method. The returned DerivativesTradeWarningsReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    DerivativesTradeWarningsReportV01Document *-- DerivativesTradeWarningsReportV01 : 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.106.001.01">
    <DerivsTradWrnngsRpt>
        <WrnngsSttstcs>
            <!-- WarningsStatistics inner content -->
        </WrnngsSttstcs>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </DerivsTradWrnngsRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_pVW9r2mFEe2DRvVJM2Qy-g"
  name="DerivativesTradeWarningsReportV01"
  definition="The DerivativesTradeWarningsReport is sent by the trade repository (TR) to the authority or made available by the trade repository (TR) to the report submitting entity and the reporting counterparty as well as the entity responsible for reporting, if applicable."
  registrationStatus="Registered"
  messageSet="_gVqhJBWsEeqvRcdYcNYAVw"
  xmlTag="DerivsTradWrnngsRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_pVW9sWmFEe2DRvVJM2Qy-g"
    name="WarningsStatistics"
    definition="Detailed information on missing valuations of outstanding derivatives, missing margin information of outstanding derivatives, as well as on abnormal values reported in the fields."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="WrnngsSttstcs"
    complexType="_robnAVowEe23K4GXSpBSeg" />
  <messageBuildingBlock
    xmi:id="_pVW9s2mFEe2DRvVJM2Qy-g"
    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="106"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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