MoneyMarketForeignExchangeSwapsStatisticalReportV01

auth.014.001.01

The MoneyMarketSecuredMarketStatisticalReport message is sent by the reporting agents to the relevant competent authority, to report all daily Foreign Exchange Swaps (FX Swaps) 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
%% MoneyMarketForeignExchangeSwapsStatisticalReportV01 recursion level 0 with max 0
MoneyMarketForeignExchangeSwapsStatisticalReportV01 *-- "1..1" MoneyMarketReportHeader1 : ReportHeader
MoneyMarketForeignExchangeSwapsStatisticalReportV01 *-- "1..1" IForeignExchangeSwap2Choice : ForeignExchangeSwapsReport
MoneyMarketForeignExchangeSwapsStatisticalReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

ReportHeader building block

Provides the elements specific to the report. Provides the money market statistical report instrument related header details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% MoneyMarketReportHeader1 recursion level 0 with max 1
class MoneyMarketReportHeader1{
    ReportingAgent IsoLEIIdentifier
}
MoneyMarketReportHeader1 *-- "1..1" DateTimePeriod1 : ReferencePeriod
%% DateTimePeriod1 recursion level 1 with max 1
class DateTimePeriod1{
    FromDateTime IsoISODateTime
    ToDateTime IsoISODateTime
}
  

MoneyMarketReportHeader1 members

ForeignExchangeSwapsReport building block

Provides the reason why no activity is reported or the required list of transactions for the foreign exchange swaps segment. Choice between a reason for no activity and the foreign exchange swaps segment transaction details. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% IForeignExchangeSwap2Choice recursion level 0 with max 1
  

ForeignExchangeSwap2Choice 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 MoneyMarketForeignExchangeSwapsStatisticalReportV01 implementation follows a specific implementaiton pattern. First of all, MoneyMarketForeignExchangeSwapsStatisticalReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, MoneyMarketForeignExchangeSwapsStatisticalReportV01Document implements IOuterDocument. Because MoneyMarketForeignExchangeSwapsStatisticalReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type MoneyMarketForeignExchangeSwapsStatisticalReportV01.

classDiagram
    class IOuterRecord
    MoneyMarketForeignExchangeSwapsStatisticalReportV01 --|> IOuterRecord : Implements
    MoneyMarketForeignExchangeSwapsStatisticalReportV01Document --|> IOuterDocument~MoneyMarketForeignExchangeSwapsStatisticalReportV01~ : Implements
    class IOuterDocument~MoneyMarketForeignExchangeSwapsStatisticalReportV01~ {
        MoneyMarketForeignExchangeSwapsStatisticalReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose MoneyMarketForeignExchangeSwapsStatisticalReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.014.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using MoneyMarketForeignExchangeSwapsStatisticalReportV01.ToDocument() method. The returned MoneyMarketForeignExchangeSwapsStatisticalReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    MoneyMarketForeignExchangeSwapsStatisticalReportV01Document *-- MoneyMarketForeignExchangeSwapsStatisticalReportV01 : 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.014.001.01">
    <MnyMktFXSwpsSttstclRpt>
        <RptHdr>
            <!-- ReportHeader inner content -->
        </RptHdr>
        <FXSwpsRpt>
            <!-- ForeignExchangeSwapsReport inner content -->
        </FXSwpsRpt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </MnyMktFXSwpsSttstclRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_wXy2MZ2SEeW_58xcYxhewg"
  nextVersions="_9ugiUcEOEea7jLfvGi1PDw"
  name="MoneyMarketForeignExchangeSwapsStatisticalReportV01"
  definition="The MoneyMarketSecuredMarketStatisticalReport message is sent by the reporting agents to the relevant competent authority, to report all daily Foreign Exchange Swaps (FX Swaps) transactions."
  registrationStatus="Registered"
  messageSet="_eC9FZCxeEeW8e8DtcHfc3A"
  xmlTag="MnyMktFXSwpsSttstclRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_wXy2M52SEeW_58xcYxhewg"
    nextVersions="_9ugiU8EOEea7jLfvGi1PDw"
    name="ReportHeader"
    definition="Provides the elements specific to the report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="RptHdr"
    complexType="_MVvycJfiEeSfnc-VXAEapg" />
  <messageBuildingBlock
    xmi:id="_wXy2NZ2SEeW_58xcYxhewg"
    nextVersions="_9ugiVcEOEea7jLfvGi1PDw"
    name="ForeignExchangeSwapsReport"
    definition="Provides the reason why no activity is reported or the required list of transactions for the foreign exchange swaps segment."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="FXSwpsRpt"
    complexType="_qc3MAZ2WEeW_58xcYxhewg" />
  <messageBuildingBlock
    xmi:id="_wXy2N52SEeW_58xcYxhewg"
    nextVersions="_9ugiV8EOEea7jLfvGi1PDw"
    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="014"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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