ForeignExchangeTradeCaptureReportV01

fxtr.031.001.01

Scope The ForeignExchangeTradeCaptureReport message is sent by a trading system to a participant for notification and providing details of a treasury trade. Usage The report is sent by the trading system to the two trading parties after their trade has been executed. The report can also be sent by the trading system to a trading parties to respond their inquiry (TradeCaptureRequest). Note that multiple reports can be sent to respond one inquiry message. The message may contains trade details and trading parties’ information.

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
%% ForeignExchangeTradeCaptureReportV01 recursion level 0 with max 0
class ForeignExchangeTradeCaptureReportV01{
    RequestResponder IsoYesNoIndicator
    RequestRejected IsoYesNoIndicator
    QueryRejectReason IsoMax35Text
    TotalNumberTrades IsoNumber
    LastReportRequested IsoYesNoIndicator
}
ForeignExchangeTradeCaptureReportV01 *-- "1..1" Header23 : Header
ForeignExchangeTradeCaptureReportV01 *-- "0..1" MessageIdentification1 : ReportIdentification
ForeignExchangeTradeCaptureReportV01 *-- "0..1" TradePartyIdentification7 : TradingSideIdentification
ForeignExchangeTradeCaptureReportV01 *-- "0..1" TradePartyIdentification7 : CounterpartySideIdentification
ForeignExchangeTradeCaptureReportV01 *-- "0..1" Trade1 : TradeDetail
ForeignExchangeTradeCaptureReportV01 *-- "0..1" AdditionalReferences : Reference
ForeignExchangeTradeCaptureReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

Header building block

Capture report message management information. Set of characteristics related to the transfer of transactions. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Header23 recursion level 0 with max 1
class Header23{
    FormatVersion IsoMax6Text
    ExchangeIdentification IsoMax3NumericText
    MessageSequenceNumber IsoNumber
    CreationDateTime IsoISODateTime
}
Header23 *-- "1..1" GenericIdentification32 : InitiatingParty
Header23 *-- "0..1" GenericIdentification32 : RecipientParty
%% GenericIdentification32 recursion level 1 with max 1
class GenericIdentification32{
    Identification IsoMax35Text
    Type PartyType3Code
    Issuer PartyType4Code
    ShortName IsoMax35Text
}
%% GenericIdentification32 recursion level 1 with max 1
class GenericIdentification32{
    Identification IsoMax35Text
    Type PartyType3Code
    Issuer PartyType4Code
    ShortName IsoMax35Text
}
  

Header23 members

ReportIdentification building block

Identifies the capture report message. Identifies a message by a unique identifier and the date and time when the message was created by the sender. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% MessageIdentification1 recursion level 0 with max 1
class MessageIdentification1{
    Identification IsoMax35Text
    CreationDateTime IsoISODateTime
}
  

MessageIdentification1 members

TradingSideIdentification building block

Specifies the trading side of the treasury trade which is captured. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification7 recursion level 0 with max 1
class TradePartyIdentification7{
    BuyerOrSellerIndicator OptionParty1Code
    InitiatorIndicator OptionParty3Code
}
TradePartyIdentification7 *-- "0..1" FundIdentification3 : FundInformation
TradePartyIdentification7 *-- "1..1" PartyIdentification78 : TradePartyIdentification
TradePartyIdentification7 *-- "1..1" PartyIdentificationAndAccount119 : SubmittingParty
%% FundIdentification3 recursion level 1 with max 1
class FundIdentification3{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification3 *-- "0..1" IPartyIdentification19Choice : CustodianIdentification
%% PartyIdentification78 recursion level 1 with max 1
class PartyIdentification78{
    PartySource IdentificationType1Code
    TradePartyIdentification IsoMax35Text
}
%% PartyIdentificationAndAccount119 recursion level 1 with max 1
PartyIdentificationAndAccount119 *-- "1..0" PartyIdentification90 : PartyIdentification
PartyIdentificationAndAccount119 *-- "1..0" AccountIdentification30 : AccountIdentification
  

TradePartyIdentification7 members

CounterpartySideIdentification building block

Specifies the counterparty side of the treasury trade which is captured. Entity involved in an activity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TradePartyIdentification7 recursion level 0 with max 1
class TradePartyIdentification7{
    BuyerOrSellerIndicator OptionParty1Code
    InitiatorIndicator OptionParty3Code
}
TradePartyIdentification7 *-- "0..1" FundIdentification3 : FundInformation
TradePartyIdentification7 *-- "1..1" PartyIdentification78 : TradePartyIdentification
TradePartyIdentification7 *-- "1..1" PartyIdentificationAndAccount119 : SubmittingParty
%% FundIdentification3 recursion level 1 with max 1
class FundIdentification3{
    FundIdentification IsoMax35Text
    AccountIdentificationWithCustodian IsoMax35Text
}
FundIdentification3 *-- "0..1" IPartyIdentification19Choice : CustodianIdentification
%% PartyIdentification78 recursion level 1 with max 1
class PartyIdentification78{
    PartySource IdentificationType1Code
    TradePartyIdentification IsoMax35Text
}
%% PartyIdentificationAndAccount119 recursion level 1 with max 1
PartyIdentificationAndAccount119 *-- "1..0" PartyIdentification90 : PartyIdentification
PartyIdentificationAndAccount119 *-- "1..0" AccountIdentification30 : AccountIdentification
  

TradePartyIdentification7 members

TradeDetail building block

Details of the treasury trade captured. Details of the treasury trade captured. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Trade1 recursion level 0 with max 1
class Trade1{
    TradeIdentification IsoMax35Text
    DateAndTime IsoISODateTime
    ForeignExchangeTradeProduct UnderlyingProductIdentifier1Code
    TradingCurrency CurrencyCode
    SettlementCurrency CurrencyCode
    TradingMethod TradingMethodType1Code
    TradingMode TradingModeType1Code
    ClearingMethod ClearingMethod1Code
    ExecutionType OrderStatus8Code
    Symbol IsoMax35Text
    PlaceOfConfirmation IsoMax35Text
    TransactionTime IsoISODateTime
}
Trade1 *-- "0..1" Trade3 : ForeignExchangeDetails
Trade1 *-- "0..0" InstrumentLeg6 : SwapLeg
Trade1 *-- "0..1" Option10 : Option
Trade1 *-- "0..1" ISecurityIdentification22Choice : ProductIdentification
%% Trade3 recursion level 1 with max 1
class Trade3{
    ExecutionPrice IsoActiveCurrencyAnd13DecimalAmount
    LastQuantity IsoCurrencyAndAmount
    SettlementType SettlementDateCode
    SettlementDate IsoISODate
    ForwardPoints IsoDecimalNumber
    CalculatedCounterpartyCurrencyLastQuantity IsoCurrencyAndAmount
    ValueDate IsoISODate
    RiskAmount IsoActiveCurrencyAndAmount
    FixingCurrency CurrencyCode
    FixingDate IsoISODate
    OptionIndicator IsoYesNoIndicator
    DeltaIndicator IsoYesNoIndicator
    AssociatedTradeReference IsoMax70Text
}
Trade3 *-- "1..1" AgreedRate3 : ValuationRate
Trade3 *-- "1..1" SecurityIdentification18 : SecurityIdentification
%% InstrumentLeg6 recursion level 1 with max 1
class InstrumentLeg6{
    LegSide Side1Code
    LegSettlementType SettlementDateCode
    LegSettlementDate IsoISODateTime
    LegLastPrice IsoActiveCurrencyAnd13DecimalAmount
    LegSettlementCurrency CurrencyCode
    LegOrderQuantity IsoCurrencyAndAmount
    LegForwardPoints IsoDecimalNumber
    LegCalculatedCounterpartyCurrencyLastQuantity IsoCurrencyAndAmount
    LegRiskAmount IsoActiveCurrencyAndAmount
    LegValueDate IsoISODate
    LegCurrency CurrencyCode
    LegSymbol IsoMax35Text
}
InstrumentLeg6 *-- "1..1" AgreedRate3 : LegValuationRate
InstrumentLeg6 *-- "1..1" SecurityIdentification18 : LegSecurityIdentification
%% Option10 recursion level 1 with max 1
class Option10{
    Data DataType1Code
    ExerciseStatus DerivativeExerciseStatus1Code
    ExerciseStyle OptionStyle2Code
    OptionType OptionType1Code
    DerivativeOptionIdentification IsoMax35Text
    OptionPayoutType OptionPayoutType1Code
    VolatilityMargin IsoPercentageRate
    RiskAmount IsoActiveCurrencyAndAmount
    ExpiryDateAndTime IsoISODateTime
    ExpiryLocation IsoMax4AlphaNumericText
    SettlementType SettlementDateCode
    SettlementAmountType SettlementType1Code
    AdditionalOptionInformation IsoMax140Text
}
Option10 *-- "1..1" AgreedRate3 : ValuationRate
Option10 *-- "1..1" AgreedRate3 : StrikePrice
Option10 *-- "1..1" AmountsAndValueDate4 : OptionAmounts
Option10 *-- "1..1" PremiumAmount3 : Premium
%% ISecurityIdentification22Choice recursion level 1 with max 1
  

Trade1 members

Reference building block

Reference of the report. Business reference(s) to one or more relevant messages previously sent by other parties, or by the same party issuing this message. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AdditionalReferences recursion level 0 with max 1
class AdditionalReferences{
    Reference IsoMax35Text
    MessageName IsoMax35Text
}
AdditionalReferences *-- "0..1" PartyIdentification : ReferenceIssuer
%% PartyIdentification recursion level 1 with max 1
class PartyIdentification{
    Name IsoMax35Text
}
  

AdditionalReferences members

RequestResponder building block

Indicates if this report is for responding to a capture request. Indicates a “Yes” or “No” type of answer for an element. For comparison, see the ISO20022 official specification This message is declared as YesNoIndicator in the ISO specification. In our implementation, it is represented in source code as IsoYesNoIndicator. Due to global using directives, it is treated as a System.String by the compiler and runtime.

RequestRejected building block

Indicates if this report is a rejection report for responding to a capture request. Indicates a “Yes” or “No” type of answer for an element. For comparison, see the ISO20022 official specification This message is declared as YesNoIndicator in the ISO specification. In our implementation, it is represented in source code as IsoYesNoIndicator. Due to global using directives, it is treated as a System.String by the compiler and runtime.

QueryRejectReason building block

Reason of rejection. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.

TotalNumberTrades building block

Indicates the total number of trades. Number of objects represented as an integer. For comparison, see the ISO20022 official specification This message is declared as Number in the ISO specification. In our implementation, it is represented in source code as IsoNumber. Due to global using directives, it is treated as a System.UInt64 by the compiler and runtime.

LastReportRequested building block

Indicates if this report is the last report sent for responding to one capture request. Indicates a “Yes” or “No” type of answer for an element. For comparison, see the ISO20022 official specification This message is declared as YesNoIndicator in the ISO specification. In our implementation, it is represented in source code as IsoYesNoIndicator. Due to global using directives, it is treated as a System.String by the compiler and runtime.

SupplementaryData building block

Additional information that cannot be captured in the structured elements 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 ForeignExchangeTradeCaptureReportV01 implementation follows a specific implementaiton pattern. First of all, ForeignExchangeTradeCaptureReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, ForeignExchangeTradeCaptureReportV01Document implements IOuterDocument. Because ForeignExchangeTradeCaptureReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type ForeignExchangeTradeCaptureReportV01.

classDiagram
    class IOuterRecord
    ForeignExchangeTradeCaptureReportV01 --|> IOuterRecord : Implements
    ForeignExchangeTradeCaptureReportV01Document --|> IOuterDocument~ForeignExchangeTradeCaptureReportV01~ : Implements
    class IOuterDocument~ForeignExchangeTradeCaptureReportV01~ {
        ForeignExchangeTradeCaptureReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose ForeignExchangeTradeCaptureReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:fxtr.031.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using ForeignExchangeTradeCaptureReportV01.ToDocument() method. The returned ForeignExchangeTradeCaptureReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    ForeignExchangeTradeCaptureReportV01Document *-- ForeignExchangeTradeCaptureReportV01 : 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:fxtr.031.001.01">
    <FXTradCaptrRpt>
        <Hdr>
            <!-- Header inner content -->
        </Hdr>
        <RptId>
            <!-- ReportIdentification inner content -->
        </RptId>
        <TradgSdId>
            <!-- TradingSideIdentification inner content -->
        </TradgSdId>
        <CtrPtySdId>
            <!-- CounterpartySideIdentification inner content -->
        </CtrPtySdId>
        <TradDtl>
            <!-- TradeDetail inner content -->
        </TradDtl>
        <Ref>
            <!-- Reference inner content -->
        </Ref>
        <ReqRspndr>
            <!-- RequestResponder inner content -->
        </ReqRspndr>
        <ReqRjctd>
            <!-- RequestRejected inner content -->
        </ReqRjctd>
        <QryRjctRsn>
            <!-- QueryRejectReason inner content -->
        </QryRjctRsn>
        <TtlNbTrds>
            <!-- TotalNumberTrades inner content -->
        </TtlNbTrds>
        <LastRptReqd>
            <!-- LastReportRequested inner content -->
        </LastRptReqd>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </FXTradCaptrRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_OqvAMkRZEeSWxNI5mwqKGQ"
  name="ForeignExchangeTradeCaptureReportV01"
  definition="Scope&#xD;&#xA;The ForeignExchangeTradeCaptureReport message is sent by a trading system to a participant for notification and providing details of a treasury trade.&#xD;&#xA;Usage&#xD;&#xA;The report is sent by the trading system to the two trading parties after their trade has been executed. &#xD;&#xA;The report can also be sent by the trading system to a trading parties to respond their inquiry (TradeCaptureRequest). &#xD;&#xA;Note that multiple reports can be sent to respond one inquiry message.&#xD;&#xA;The message may contains trade details and trading parties' information."
  registrationStatus="Registered"
  messageSet="_zO-IIQRGEeWRS-48_sRZxQ"
  xmlTag="FXTradCaptrRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <constraint
    xmi:id="_QY76cEU1EeS7YamWDFxbDA"
    name="RequestRejectedRule"
    definition="If Request Rejected is &quot;true&quot; or &quot;1&quot; (Yes), then Query Reject Reason must be present.&#xD;&#xA;If Request Rejected is &quot;false&quot; or &quot;0&quot; (No), then Total Number Trades and Last Report Requested must be present."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_cKCxAEU1EeS7YamWDFxbDA"
    name="RequestResponderRule"
    definition="If RequestResponder is &quot;true&quot; or &quot;1&quot; (Yes), then Reference and Request Rejected must be present.&#xD;&#xA;If RequestResponder is &quot;false&quot; or &quot;0&quot; (No), then TradeDetail and TradingSideIdentification and CounterpartySideIdentification must be present."
    registrationStatus="Provisionally Registered" />
  <constraint
    xmi:id="_eruDkEU1EeS7YamWDFxbDA"
    name="TotalNumberTradesRule"
    definition="If TotalNumberTrades is not equal to 0, then Trade Information and TradingSideIdentification and CounterpartySideIdentification must be present."
    registrationStatus="Provisionally Registered" />
  <messageBuildingBlock
    xmi:id="_ZlYv4ERZEeSWxNI5mwqKGQ"
    name="Header"
    definition="Capture report message management information."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Hdr"
    complexType="_d7nnwAJXEeS2H9l84F_isg" />
  <messageBuildingBlock
    xmi:id="_gWVfQERZEeSWxNI5mwqKGQ"
    name="ReportIdentification"
    definition="Identifies the capture report message."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="RptId"
    complexType="_Q7pG5Np-Ed-ak6NoX_4Aeg_-967008570" />
  <messageBuildingBlock
    xmi:id="_kvGPQERZEeSWxNI5mwqKGQ"
    name="TradingSideIdentification"
    definition="Specifies the trading side of the treasury trade which is captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TradgSdId"
    complexType="_D2EMMAfeEeSLV4FSBR_q6A" />
  <messageBuildingBlock
    xmi:id="_t_XgwERZEeSWxNI5mwqKGQ"
    name="CounterpartySideIdentification"
    definition="Specifies the counterparty side of the treasury trade which is captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="CtrPtySdId"
    complexType="_D2EMMAfeEeSLV4FSBR_q6A" />
  <messageBuildingBlock
    xmi:id="_qakFwEU0EeS7YamWDFxbDA"
    name="TradeDetail"
    definition="Details of the treasury trade captured."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TradDtl"
    complexType="_sJMGoAKMEeStmNeY_LieLw" />
  <messageBuildingBlock
    xmi:id="_yvuZ4EU0EeS7YamWDFxbDA"
    name="Reference"
    definition="Reference of the report."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="Ref"
    complexType="_Rca4sNp-Ed-ak6NoX_4Aeg_-583688066" />
  <messageBuildingBlock
    xmi:id="__yMKoEU0EeS7YamWDFxbDA"
    name="RequestResponder"
    definition="Indicates if this report is for responding to a capture request."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="ReqRspndr"
    simpleType="_YXbjA9p-Ed-ak6NoX_4Aeg_-2040117978" />
  <messageBuildingBlock
    xmi:id="_E2SWoEU1EeS7YamWDFxbDA"
    name="RequestRejected"
    definition="Indicates if this report is a rejection report for responding to a capture request."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="ReqRjctd"
    simpleType="_YXbjA9p-Ed-ak6NoX_4Aeg_-2040117978" />
  <messageBuildingBlock
    xmi:id="_HyozAEU1EeS7YamWDFxbDA"
    name="QueryRejectReason"
    definition="Reason of rejection."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="QryRjctRsn"
    simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
  <messageBuildingBlock
    xmi:id="_4M2w8EU0EeS7YamWDFxbDA"
    name="TotalNumberTrades"
    definition="Indicates the total number of trades."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="TtlNbTrds"
    simpleType="_YXbjBtp-Ed-ak6NoX_4Aeg_1560899033" />
  <messageBuildingBlock
    xmi:id="_71d2YEU0EeS7YamWDFxbDA"
    name="LastReportRequested"
    definition="Indicates if this report is the last report sent for responding to one capture request."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="LastRptReqd"
    simpleType="_YXbjA9p-Ed-ak6NoX_4Aeg_-2040117978" />
  <messageBuildingBlock
    xmi:id="_IoQyQKHhEeS69KkQis5bYg"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="fxtr"
    messageFunctionality="031"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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