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auth.015 Money Market Overnight Index Swaps Statistical Report

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auth.015 is the ISO 20022 MoneyMarketOvernightIndexSwapsStatisticalReport message in the Authorities business area (auth). The latest version is auth.015.001.02, and 2 versions are in the repository.

Message
MoneyMarketOvernightIndexSwapsStatisticalReport
Latest version
auth.015.001.02
Submitting organisation
ECB, Banque de France, Deutsche Bundesbank, Banco de Espana
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.015 is for

The MoneyMarketOvernightIndexSwapsStatisticalReport message is sent by the reporting agents to the relevant competent authority, to report the daily overnight index swaps (OIS) transactions.

Definition from the ISO 20022 e-Repository, release of 24 April 2025.

auth.015 versions

Every version published in the e-Repository, newest first. A message keeps its business purpose across versions; each new version is a separate schema with its own namespace.

VersionRegistration statusPublished in
auth.015.001.02latestRegisteredLatest version set
auth.015.001.01RegisteredPrevious version set

auth.015 message structure

The building blocks of auth.015.001.02 to three levels, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

  • Document [1..1]
    • MnyMktOvrnghtIndxSwpsSttstclRpt MoneyMarketOvernightIndexSwapsStatisticalReport [1..1]
      • RptHdr Report Header [1..1]MoneyMarketReportHeader1

        Provides the elements specific to the report.

        • RptgAgt Reporting Agent [1..1]LEIIdentifier

          Agent which is subject to reporting requirements.

        • RefPrd Reference Period [1..1]DateTimePeriod1

          Beginning and ending date-time to which the transaction data refers (trade date in case of new transactions and date of amendment in case of...

          • FrDtTm From Date Time [1..1]ISODateTime
          • ToDtTm To Date Time [1..1]ISODateTime
      • OvrnghtIndxSwpsRpt Overnight Index Swaps Report [1..1]OvernightIndexSwap4Choice (choice)

        Provides the reason why no activity is reported or the required list of transactions for the overnight index swaps segment.

        • DataSetActn Data Set Action [1..1]ReportPeriodActivity3Code

          Provides the reason why no transactions are being reported for a money market reporting period.

        • Tx Transaction [1..*]OvernightIndexSwapTransaction4

          Provides the details of the secured market transaction as reported by the reporting agent.

          • RptdTxSts Reported Transaction Status [1..1]TransactionOperationType1Code
          • NvtnSts Novation Status [0..1]NovationStatus1Code
          • BrnchId Branch Identification [0..1]LEIIdentifier
          • UnqTxIdr Unique Transaction Identifier [0..1]Max105Text
          • PrtryTxId Proprietary Transaction Identification [1..1]Max105Text
          • RltdPrtryTxId Related Proprietary Transaction Identification [0..1]Max105Text
          • CtrPtyPrtryTxId Counterparty Proprietary Transaction Identification [0..1]Max105Text
          • CtrPtyId Counterparty Identification [1..1]CounterpartyIdentification3Choice (choice)
          • TradDt Trade Date [1..1]DateAndDateTimeChoice (choice)
          • StartDt Start Date [1..1]ISODate
          • MtrtyDt Maturity Date [1..1]ISODate
          • FxdIntrstRate Fixed Interest Rate [1..1]PercentageRate
          • TxTp Transaction Type [1..1]OvernightIndexSwapType1Code
          • TxNmnlAmt Transaction Nominal Amount [1..1]ActiveCurrencyAndAmount
          • SplmtryData Supplementary Data [0..*]SupplementaryData1
      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that can not be captured in the structured fields and/or any other specific block.

        • PlcAndNm Place And Name [0..1]Max350Text

          Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

        • Envlp Envelope [1..1]SupplementaryDataEnvelope1

          Technical element wrapping the supplementary data.

Have a auth.015 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

auth.015 questions

What is the latest version of auth.015?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.015.001.02.
What is the root element of auth.015?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.015.001.02, and its message element is MnyMktOvrnghtIndxSwpsSttstclRpt (MoneyMarketOvernightIndexSwapsStatisticalReport).
Is there an MT equivalent of auth.015?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

All ISO 20022 messages · ISO 20022 code sets · MT messages

The ISO 20022 message definitions, element names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.