FinancialInstrumentReportingNonEquityTransparencyDataReportV01

auth.033.001.01

The FinancialInstrumentReportingNonEquityTransparencyDataReport message is sent by the trading venue to the national competent authority to submit non equity specific details as part of classifying and applying necessary transparency non equity computations.

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
%% FinancialInstrumentReportingNonEquityTransparencyDataReportV01 recursion level 0 with max 0
FinancialInstrumentReportingNonEquityTransparencyDataReportV01 *-- "1..1" SecuritiesMarketReportHeader1 : ReportHeader
FinancialInstrumentReportingNonEquityTransparencyDataReportV01 *-- "1..1" TransparencyDataReport10 : NonEquityTransparencyData
FinancialInstrumentReportingNonEquityTransparencyDataReportV01 *-- "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 the global report. Provides the securities market transaction report related header details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesMarketReportHeader1 recursion level 0 with max 1
class SecuritiesMarketReportHeader1{
    SubmissionDateTime IsoISODateTime
}
SecuritiesMarketReportHeader1 *-- "1..1" ITradingVenueIdentification1Choice : ReportingEntity
SecuritiesMarketReportHeader1 *-- "1..1" IPeriod4Choice : ReportingPeriod
%% ITradingVenueIdentification1Choice recursion level 1 with max 1
%% IPeriod4Choice recursion level 1 with max 1
  

SecuritiesMarketReportHeader1 members

NonEquityTransparencyData building block

Details the non-equity transparency qualitative data reported by a trading venue. Provides for reporting details of non-equity instruments as part of transparency calculations. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransparencyDataReport10 recursion level 0 with max 1
class TransparencyDataReport10{
    TechnicalRecordIdentification IsoMax35Text
    Identification IsoISINOct2015Identifier
    FullName IsoMax350Text
    TradingVenue IsoMICIdentifier
    ReportingDate IsoISODate
    MaturityDate IsoISODate
    FinancialInstrumentClassification NonEquityInstrumentReportingClassification1Code
    UnderlyingInstrumentAssetClass ProductType5Code
    DerivativeContractType FinancialInstrumentContractType1Code
    EmissionAllowanceType EmissionAllowanceProductType2Code
}
TransparencyDataReport10 *-- "0..1" DebtInstrument5 : Bond
TransparencyDataReport10 *-- "0..1" IDerivative2Choice : Derivative
%% DebtInstrument5 recursion level 1 with max 1
class DebtInstrument5{
    Type BondType1Code
    IssuanceDate IsoISODate
}
%% IDerivative2Choice recursion level 1 with max 1
  

TransparencyDataReport10 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 FinancialInstrumentReportingNonEquityTransparencyDataReportV01 implementation follows a specific implementaiton pattern. First of all, FinancialInstrumentReportingNonEquityTransparencyDataReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, FinancialInstrumentReportingNonEquityTransparencyDataReportV01Document implements IOuterDocument. Because FinancialInstrumentReportingNonEquityTransparencyDataReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type FinancialInstrumentReportingNonEquityTransparencyDataReportV01.

classDiagram
    class IOuterRecord
    FinancialInstrumentReportingNonEquityTransparencyDataReportV01 --|> IOuterRecord : Implements
    FinancialInstrumentReportingNonEquityTransparencyDataReportV01Document --|> IOuterDocument~FinancialInstrumentReportingNonEquityTransparencyDataReportV01~ : Implements
    class IOuterDocument~FinancialInstrumentReportingNonEquityTransparencyDataReportV01~ {
        FinancialInstrumentReportingNonEquityTransparencyDataReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose FinancialInstrumentReportingNonEquityTransparencyDataReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.033.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using FinancialInstrumentReportingNonEquityTransparencyDataReportV01.ToDocument() method. The returned FinancialInstrumentReportingNonEquityTransparencyDataReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    FinancialInstrumentReportingNonEquityTransparencyDataReportV01Document *-- FinancialInstrumentReportingNonEquityTransparencyDataReportV01 : 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.033.001.01">
    <FinInstrmRptgNonEqtyTrnsprncyDataRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <NonEqtyTrnsprncyData>
            <!-- NonEquityTransparencyData inner content -->
        </NonEqtyTrnsprncyData>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FinInstrmRptgNonEqtyTrnsprncyDataRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_4LK8e0RNEee7JdgA9zPESA"
  nextVersions="_MCQRcCcFEeiPcf9yet9QmA"
  name="FinancialInstrumentReportingNonEquityTransparencyDataReportV01"
  definition="The FinancialInstrumentReportingNonEquityTransparencyDataReport message is sent by the trading venue to the national competent authority to submit non equity specific details as part of classifying and applying necessary transparency non equity computations."
  registrationStatus="Registered"
  messageSet="_urpIICeJEeOCeO5e7islRQ _Smpa0G47Eeiuqc7swom0-A"
  xmlTag="FinInstrmRptgNonEqtyTrnsprncyDataRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_4LK8fURNEee7JdgA9zPESA"
    nextVersions="_MCjzcScFEeiPcf9yet9QmA"
    name="ReportHeader"
    definition="Header information related to the global report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_Xt9fc8v5EeSxLrW9hropkQ" />
  <messageBuildingBlock
    xmi:id="_4LK8f0RNEee7JdgA9zPESA"
    nextVersions="_MC2uYScFEeiPcf9yet9QmA"
    name="NonEquityTransparencyData"
    definition="Details the non-equity transparency qualitative data reported by a trading venue."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="NonEqtyTrnsprncyData"
    complexType="_ihx5AWkvEeaLAKoEUNsD9g" />
  <messageBuildingBlock
    xmi:id="_4LK8gURNEee7JdgA9zPESA"
    nextVersions="_MC2uYycFEeiPcf9yet9QmA"
    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="033"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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