SecuritiesFinancingReportingMarginDataTransactionStateReportV02

auth.085.001.02

The SecuritiesFinancingReportingMarginDataTransactionStateReport 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 CCP-cleared securities financing 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
%% SecuritiesFinancingReportingMarginDataTransactionStateReportV02 recursion level 0 with max 0
SecuritiesFinancingReportingMarginDataTransactionStateReportV02 *-- "1..1" ITradeData38Choice : TradeData
SecuritiesFinancingReportingMarginDataTransactionStateReportV02 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

TradeData building block

Set of information related to trade state reporting. Set of data concerning the reporting trade. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ITradeData38Choice recursion level 0 with max 1
  

TradeData38Choice 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 SecuritiesFinancingReportingMarginDataTransactionStateReportV02 implementation follows a specific implementaiton pattern. First of all, SecuritiesFinancingReportingMarginDataTransactionStateReportV02 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SecuritiesFinancingReportingMarginDataTransactionStateReportV02Document implements IOuterDocument. Because SecuritiesFinancingReportingMarginDataTransactionStateReportV02 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SecuritiesFinancingReportingMarginDataTransactionStateReportV02.

classDiagram
    class IOuterRecord
    SecuritiesFinancingReportingMarginDataTransactionStateReportV02 --|> IOuterRecord : Implements
    SecuritiesFinancingReportingMarginDataTransactionStateReportV02Document --|> IOuterDocument~SecuritiesFinancingReportingMarginDataTransactionStateReportV02~ : Implements
    class IOuterDocument~SecuritiesFinancingReportingMarginDataTransactionStateReportV02~ {
        SecuritiesFinancingReportingMarginDataTransactionStateReportV02 Message
     }
  

Document wrapper for serialization

The only real purpose SecuritiesFinancingReportingMarginDataTransactionStateReportV02Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.085.001.02’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SecuritiesFinancingReportingMarginDataTransactionStateReportV02.ToDocument() method. The returned SecuritiesFinancingReportingMarginDataTransactionStateReportV02Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    SecuritiesFinancingReportingMarginDataTransactionStateReportV02Document *-- SecuritiesFinancingReportingMarginDataTransactionStateReportV02 : 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.085.001.02">
    <SctiesFincgRptgMrgnDataTxStatRpt>
        <TradData>
            <!-- TradeData inner content -->
        </TradData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </SctiesFincgRptgMrgnDataTxStatRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_WA-jUcKuEeuzU9S_IANlog"
  previousVersion="_2zvL8QuAEeqVvtu9Ny8FDA"
  name="SecuritiesFinancingReportingMarginDataTransactionStateReportV02"
  definition="The SecuritiesFinancingReportingMarginDataTransactionStateReport 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 CCP-cleared securities financing transactions."
  registrationStatus="Registered"
  messageSet="_9iTc0K2XEeuIDus5QP8udw"
  xmlTag="SctiesFincgRptgMrgnDataTxStatRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_WA-jU8KuEeuzU9S_IANlog"
    name="TradeData"
    definition="Set of information related to trade state reporting."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TradData"
    complexType="_4-rgQcgoEeuGrNSsxk3B0A" />
  <messageBuildingBlock
    xmi:id="_WA-jVcKuEeuzU9S_IANlog"
    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="085"
    flavour="001"
    version="02" />
</messageDefinition>

ISO Building Blocks

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