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auth: Authorities

auth.056 CCP Member Obligations Report

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auth.056 is the ISO 20022 CCPMemberObligationsReport message in the Authorities business area (auth). The latest version is auth.056.001.01.

Message
CCPMemberObligationsReport
Latest version
auth.056.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.056 is for

The CCPInvestmentsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about how the central counterparty invests the cash balances deposited with it as collateral by its clearing members. Details the source and size of the liquidity requirements CCPs are placing on clearing members as a result of their membership of the CCP.

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

auth.056 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.056.001.01latestRegisteredLatest version set

auth.056 message structure

The building blocks of auth.056.001.01 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]
    • CCPMmbOblgtnsRpt CCPMemberObligationsReport [1..1]
      • SttlmAcct Settlement Account [1..*]SettlementAccount1

        Operational construct used by a central counterparty to define the size of collateral called from a clearing member.

        • Id Identification [1..1]GenericIdentification165

          Identification of the settlement account.

          • Id Identification [1..1]Max256Text
          • Desc Description [0..1]Max140Text
          • Issr Issuer [0..1]Max35Text
          • SchmeNm Scheme Name [0..1]SchemeIdentificationType1Code
        • EndOfDayInitlMrgnClld End Of Day Initial Margin Called [1..1]AmountAndDirection102

          Total value of initial margin to be called or returned to clearing member the morning following end of day.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • EndOfDayVartnMrgnClld End Of Day Variation Margin Called [1..1]AmountAndDirection102

          Total cash receivable (or payable) in the relevant currency based on changes in the mark-to-market of a clearing member’s positions, including...

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • EndOfDayDfltFndClld End Of Day Default Fund Called [1..1]AmountAndDirection102

          Total net cash receivable (payable) in the relevant currency that will be called to cover default fund requirements.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • EndOfDaySttlmClld End Of Day Settlement Called [1..1]AmountAndDirection102

          Total cash receivable (or payable) in the relevant currency arising from settlement or delivery obligations of a Clearing Member positions where such...

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • EndOfDayOthrClld End Of Day Other Called [1..1]AmountAndDirection102

          Other cash receivable (payables) in the relevant currency that will be called from or paid to the Clearing Member by the CCP.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • EndOfDayLqdtyClld End Of Day Liquidity Called [1..1]AmountAndDirection102

          Net cash receivables (payable) that will be called/paid by the CCP to the clearing member in the relevant currency.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that cannot be captured in the structured elements 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.056 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.056 questions

What is the latest version of auth.056?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.056.001.01.
What is the root element of auth.056?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.056.001.01, and its message element is CCPMmbOblgtnsRpt (CCPMemberObligationsReport).
Is there an MT equivalent of auth.056?
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.