CDS BATCH AND INTERACTIVE SERVICES — TECHNICAL INFORMATION
JANUARY 28, 2019 RELEASE 24.0 Release 24.0
© 2019 CDS Clearing and Depository Services Inc. All rights reserved. CDS and CDSX are trademarks of The Canadian Depository for Securities Limited. Contents
Overview ...... 9
CHAPTER 1 Introduction to batch and interactive services...... 11 1.1 Batch services ...... 12 1.2 Interactive services ...... 13 1.3 Network services connections...... 14 1.4 Network/system testing and problems...... 15 1.5 Security considerations for batch services ...... 16 1.6 Inbound transmissions...... 17 1.6.1 Inbound transmission header and trailer records ...... 18
CHAPTER 2 Participant inbound files...... 22 2.1 Custodian ledger reconciliation ...... 25 2.2 Domestic customer ledger reconciliation...... 26 2.3 Non-exchange trade entry and confirmation ...... 27 2.3.1 Non-exchange trade entry input schedule ...... 27 2.3.2 Non-exchange trade entry batch file ...... 28 2.3.3 GIC funds-only trade service non-exchange trade entry ...... 30 2.3.4 Non-exchange trade confirmation batch file...... 32 2.4 Deposit and withdrawal modify batch transmission...... 33 2.4.1 Deposit modify batch transmission...... 33 2.4.2 Withdrawal modify batch transmission ...... 35 2.5 Inter-account movement entry...... 37 2.5.1 Inter-account movement entry input schedule ...... 37 2.5.2 Inter-account movement entry batch file ...... 37 2.6 Exchange trade reconciliation ...... 38 2.7 DTCC/ILRS – participant ledger reconciliation ...... 40 2.8 International trade reconciliation (NSCC) ...... 41 2.9 Locked-in trade reconciliation ...... 42 2.10 Third-party source files: Exchange trade entry batch file ...... 43 2.11 Projected payments file ...... 45 2.12 DRIP Price...... 47
CHAPTER 3 Participant outbound files ...... 48 3.1 Summary of record groupings and record types ...... 48 3.1.1 Other outbound (CDSX) files ...... 52 3.1.2 Standard header and trailer records...... 54 3.1.3 Common transaction data ...... 55 3.2 Ledger update file ...... 55 3.2.1 Ledger update – mark-to-market transaction ...... 56
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CONTENTS
3.2.2 Ledger update – confirmed deposit ...... 57 3.2.3 Ledger update – unconfirmed/confirmed/rejected withdrawal . . . . . 59 3.2.4 Ledger update – trade settlement transaction ...... 61 3.2.5 Ledger update – pledge settlement transaction ...... 65 3.2.6 Ledger update – deposit/withdrawal adjustment transaction ...... 68 3.2.7 Ledger update – ledger adjustment transaction ...... 69 3.2.8 Ledger update – inter-account movement transaction ...... 70 3.2.9 Ledger update – CNS settlement transaction ...... 71 3.2.10 Ledger update – payment exchange payment and receipt ...... 71 3.2.11 Ledger update – entitlement transaction record...... 72 3.2.12 Ledger update – funds transfer transaction ...... 74 3.2.13 Ledger update – currency service transaction ...... 75 3.3 Exchange and non-exchange trade file...... 75 3.4 Pledge file ...... 80 3.5 Deposit transaction file ...... 83 3.6 Withdrawal transaction file...... 85 3.7 CNS activity file ...... 87 3.8 CNS EOD position record file ...... 92 3.9 CNS fails to deliver – detail file ...... 93 3.10 CNS fails to deliver – aggregate file ...... 95 3.10.1 Common transaction data ...... 95 3.11 NSCC CNS settlement account summary extract file ...... 97 3.12 Participant profile file ...... 98 3.13 Security Master File...... 100 3.14 Entitlements file ...... 106 3.15 Ledger positions file...... 112 3.16 Custodian ledger reconciliation file ...... 114 3.17 Custodian position file ...... 116 3.18 1042-S reporting – detail file ...... 119 3.19 Daily ITP statistics file ...... 122 3.20 ITP trade detail file...... 124 3.21 Holders of record...... 125 3.22 Domestic exchange trade reconciliation file and sub-participant file ...... 128 3.23 Dividend eligibility files...... 131 3.24 Extended failed trades reporting for IIROC ...... 131 3.25 Mutual fund trust (T3/R16) daily and archive file ...... 135 3.25.1 Mapping table – T3/R16 Generic floating boxes ...... 158 3.26 Mutual fund corporation (T5/R3) daily and archive file ...... 158 3.27 Limited partnership (T5013) daily and archive file...... 173 3.27.1 Mapping tables ...... 327 3.28 ACT activity file ...... 331 3.29 Projected payments matching file ...... 335 3.30 Final projected payments file...... 340
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CONTENTS
3.31 DRIP Price Rejection...... 343 3.32 NSCC UTC MRO trade capture data file...... 343
CHAPTER 4 InterLink Service (inbound/outbound) ...... 345 4.1 Message flow...... 346 4.2 Message format...... 349 4.3 MQ message descriptor ...... 350 4.4 Common view ...... 352 4.5 Message summary ...... 353 4.6 Message detail standards ...... 359 4.7 General error rejection sent to message submitter ...... 362 4.8 Error message details ...... 363 4.8.1 General (CDS9999) error messages ...... 363 4.9 Non-exchange trade message details ...... 364 4.9.1 Non-exchange trade entry inbound ...... 364 4.9.2 Non-exchange trade modify inbound ...... 368 4.9.3 Non-exchange trade entry and modify confirmation and notification ...... 371 4.9.4 Non-exchange trade entry and modify rejection...... 375 4.10 Exchange trade message details ...... 376 4.10.1 Exchange trade entry ...... 376 4.10.2 Exchange trade entry confirmation and notification ...... 379 4.10.3 Exchange trade entry rejection...... 382 4.11 Pledge message details ...... 383 4.11.1 Pledge notification and confirmation (long) to submitter and acceptor...... 385 4.11.2 Pledge pending details notification (long) to submitter and acceptor ...... 389 4.11.3 Pledge notification (short) to submitter and acceptor ...... 392 4.11.4 CDSX pledge entry inbound...... 394 4.11.5 CDSX new pledge modify inbound...... 397 4.11.6 CDSX existing pledge modify inbound ...... 400 4.11.7 CMS pledge entry inbound...... 403 4.11.8 CMS new pledge modify inbound...... 405 4.11.9 CMS existing pledge modify inbound ...... 408 4.11.10 Pledge seizure inbound ...... 411 4.11.11 Add/delete loan item inbound...... 413 4.11.12 Pledge rejection ...... 415 4.12 Inter-account movement message details...... 416 4.12.1 Inter-account movement submission message ...... 416 4.12.2 Inter-account movement rejection message ...... 416 4.12.3 Inter-account movement confirmation, notification and third-party notification ...... 418
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CONTENTS
4.13 Funds transfer message details ...... 419 4.13.1 Funds transfer submission message ...... 419 4.13.2 Funds transfer rejection message ...... 419 4.13.3 Funds transfer confirmation, notification and third-party notification ...... 420 4.14 Deposit message layouts ...... 421 4.14.1 Deposit entry message inbound...... 421 4.14.2 Deposit modify message inbound ...... 423 4.14.3 Deposit entry confirmation/notification ...... 425 4.14.4 Deposit modify confirmation/notification...... 427 4.14.5 Deposit entry/modify system rejection ...... 429 4.15 Withdrawal message layouts...... 430 4.15.1 Withdrawal entry message inbound ...... 430 4.15.2 Withdrawal modify message inbound...... 434 4.15.3 Withdrawal entry confirmation/notification ...... 438 4.15.4 Withdrawal modify confirmation/notification ...... 441 4.15.5 Withdrawal entry/modify system rejection ...... 444 4.16 Ledger position update notification message details...... 445 4.16.1 Ledger position update notification to participants ...... 448 4.17 CNS netting messages ...... 451 4.17.1 CNS netting: outstanding position update notification message . . 451 4.17.2 CNS netting: value-dated position update notification message . . 453 4.17.3 CNS position – Settlement Control Indicator (SCI) ...... 455 4.17.4 CNS position – Settlement Control Indicator (SCI) Update confirmation and notification...... 456 4.17.5 CNS position – Settlement Control Indicator (SCI) Update rejection ...... 457 4.18 Buy-in message layouts ...... 458 4.18.1 Intent to buy-in entry from the receiver...... 460 4.18.2 Intent to buy-in entry confirmation and notification to the receiver...... 461 4.18.3 Intent to buy-in liability notification to the deliverer...... 462 4.18.4 Buy-in modification from the receiver ...... 463 4.18.5 Buy-in modification confirmation and notification to the receiver . . 465 4.18.6 Buy-in modification from the deliverer ...... 468 4.18.7 Buy-in modification confirmation and notification to the deliverer ...... 469 4.18.8 Buy-in outstanding position notification to the receiver ...... 471 4.18.9 Buy-in outstanding liability notification to the deliverer...... 472 4.18.10 Intent to buy-in entry and buy-in modification rejection ...... 473 4.19 Broadcast notification message details ...... 474 4.19.1 Broadcast notification message ...... 474 4.20 SMF security master description information message...... 475
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4.21 ATON message details ...... 476 4.21.1 Create RFT message ...... 476 4.21.2 Create RFT confirmation and notification message ...... 481 4.21.3 Create RFT rejection message ...... 482 4.21.4 RFT instruction message ...... 483 4.21.5 RFT instruction confirmation and notification message ...... 484 4.21.6 RFT instruction rejection message...... 485 4.21.7 Modify RFT message ...... 486 4.21.8 Modify RFT confirmation and notification message ...... 490 4.21.9 Modify RFT rejection message...... 491 4.21.10 Modify asset message ...... 492 4.21.11 Modify asset confirmation and notification message ...... 495 4.21.12 Modify asset rejection message ...... 496 4.22 Batching messages ...... 497 4.23 Payment reconciliation messages ...... 498 4.23.1 Projected payment confirmation/notification message ...... 498 4.23.2 Projected payment inbound MQ message ...... 499 4.23.3 Projected payment rejection MQ message ...... 500 4.23.4 Projected payment reconciliation notification message ...... 501 4.24 Payment release details ...... 503 4.24.1 Payment release entry ...... 503 4.24.2 Payment release confirmation and notification...... 503 4.24.3 Payment release rejection ...... 504 4.24.4 Payment release settlement notification...... 505 4.25 TRAX transfer requests messages ...... 505 4.25.1 TRAX transfer requests record entry ...... 506 4.25.2 TRAX transfer requests record modify ...... 507 4.25.3 TRAX transfer requests record entry confirmation/notification. . . . 509 4.25.4 TRAX transfer requests record modify confirmation/notification . . 510 4.25.5 TRAX transfer requests entry/modify system rejection ...... 512
CHAPTER 5 SWIFT message formats...... 513 5.1 Delivering and receiving SWIFT-formatted messages: control information. . 514 5.1.1 Examples of discrepancies between messages sent and trades created ...... 515 5.2 International services...... 516 5.2.1 Northbound SWIFT messages ...... 516 5.2.2 Southbound SWIFT messages ...... 519 5.3 Matched Institutional Trade Interface service ...... 521 5.3.1 Control information ...... 521 5.3.2 MT543 layout ...... 522 5.3.3 MT548 layout ...... 525
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5.4 CDSX/NCS ...... 526 5.4.1 Control information ...... 526 5.4.2 MT564 layout ...... 528 5.4.3 MT564 linkage scenarios ...... 532 5.4.4 MT566 layout ...... 534 5.4.5 MT566 linkage scenarios ...... 537 5.4.6 MT568 layout ...... 538 5.4.7 MT568 linkage scenarios ...... 539 5.4.8 Event cross-reference table ...... 540
Index...... 542
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Overview
Information technology and service bureau staff of CDS participants use this document to learn about: • Technical details and file layouts for inbound and outbound transactions, for both participants and third parties • Inbound and outbound InterLink messages • Non-standard messaging services, including the Society for Worldwide Interbank Financial Telecommunications (SWIFT) data message formats • Account Transfer Online Notification (ATON) inbound and outbound batch services records.
To view forms referred to in this manual, access Forms online on the CDS Services web page (www.cdsservices.ca).
Assumptions
This document is written with the following assumptions: • The reader is familiar with the industry standards for presenting file layouts. • The reader is familiar with communications hardware and software standards.
Notice of implementation of procedures
The predecessor service to CDSX was the Debt Clearing Service (or “DCS”). Any references to DCS in the CDSX system or related documents, including data, reports, screens, forms, procedures or user guides, shall be deemed to be references to CDSX.
CDS services abbreviations and acronyms
The following is a list of abbreviations and acronyms of the CDS services mentioned in this document:
ALRS Automated Ledger Reconciliation Service APAS Appointment of Proxy Attorney System ATON Account Transfer Online Notification CBS certificate-based settlement CNS continuous net settlement DCI deferred certificate inventory ILRS International Ledger Reconciliation Service TFT trade-for-trade
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Using the tables
In some of the tables in this document, blank spaces are indicated by a “ß.”
A unit code is equal to one character followed by a “ß.”
The picture column shows the structure of the data field. The number of characters in an item appears in parentheses to the right of the format indicator. The following symbols define a data item’s format: • X – alphabetic, numeric or other character • 9 – numeric character only • V – implied position of decimal point (numeric fields only) • S – positive or negative indicator
For example, X(03) indicates three characters of any type and 9(03)V(02) indicates three numeric characters followed by a decimal and two numeric characters.
The position column shows the location of data fields within the record.
The description column in the tables displays typical values that can be found in some data fields. The values shown are examples only and do not contain the full list which may change in future releases.
Comments and suggestions
Send any comments and suggestions for this manual to CDS Customer Service.
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CHAPTER 1
Chapter1Introduction to batch and interactive services
This section includes information about batch services, interactive services, network connections, network and system testing and problem support, security considerations, inbound transmission validation and confirmation, and inbound transmission headers and trailers.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Batch services
1.1 Batch services
The end-of-day (EOD) and beginning-of-day (BOD) batch services available at CDS include: • Trade reporting • Trade confirmation • Trade reconciliation • Customer account transfers using the ATON service • Ledger reconciliation for Depository Service custodians, transfer agents, and the international service • Ledger update notifications • Provision for reporting ledger update activities, trade details, pledge details, deposit and withdrawal details, CNS activity, security details, entitlement details, ledger position details, APAS information, and holders of record details • Provision to receive (from CDS) InterLink messages in a batch file • Inter-account movement entry.
Signing on
To sign on to any of the batch services mentioned in this manual, participants should contact their account representative from CDS Customer Service. Customer Service makes the necessary arrangements to set up participants for services, and to assign user IDs, passwords and transmission IDs, which are required to transmit data in batches to CDS.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Interactive services
1.2 Interactive services
CDSX provides for real-time, two-way data messaging to meet the requirements for fast, accurate and straight-through processing of participants’ data. Interactive services are made up of the data message format and the underlying message management or transport protocol.
These messages include information about: • Broadcast notification • Customer account transfer • Deposits and withdrawals • Exchange and non-exchange trades • Funds transfer • General error rejection • Inter-account movements • Ledger update • CNS netting • Pledge notification • Security description changes.
Standard services: InterLink data message formats are used, along with the IBM MQ Series Message Management Protocol.
Non-standard services: Currently, non-standard services include the use of SWIFT- formatted messages delivered/received over CDS’s proprietary network or the SWIFT network.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Network services connections
1.3 Network services connections
CDS offers two types of connections to CDS systems.
Service selection
The following considerations affect the choice of connection type: • Volume – The amount of data the participant expects to transmit and receive • Frequency – The number of times the participant connects each day • Traffic type – Interactive or batch protocols • CDS services – Which CDS services the participant, non-participant or transfer agent expects to use.
Connection type Volume Frequency Fee structure Traffic type VPN very low low flat rate interactive/batch Direct medium/high medium/high flat rate interactive/batch
Connection type Toronto Montreal Vancouver Calgary VPN Direct
Connection type File transmission Telnet Print MQ VPN Direct
Direct
This service provides connectivity from the participant site to the CDS Data Centre, using a dedicated line connection for interactive terminal sessions and batch file transfers: • Protocols – TN3270, FTP, Direct Connect, MQ, LPD/LPR – IP printing.
VPN
Users can access CDS applications interactively and perform batch file transfers using the following protocols: • FTP, TN3270, HTTP, LPD/LPR – IP printing.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Network/system testing and problems
1.4 Network/system testing and problems
CDS participants who request CDS assistance for testing that requires access to CDS applications (e.g., RMS) during non-business hours will: • Notify CDS Network Services at least two weeks before the test • Notify CDS Network Services at least three days before the test date to cancel a previously scheduled test • Perform testing on Saturday or Sunday, depending on CDS availability • Agree to established charges for testing and for cancellation of testing, as outlined in written correspondence from CDS Network Services.
CDS Network Services will provide written correspondence to participants, confirming the test dates and any applicable charges for testing.
CDS Network Services will continue to accommodate participants who request non- business hours testing that involves only network components, but not online applications or Data Centre staff resources.
Problem support
Network Services Customer Support is responsible for the planning, implementation and testing of all technical requirements on behalf of all participants. Network Services Customer Support is not responsible for ongoing support.
If a participant at any location experiences problems with network components, a system failure, etc., the problem must be reported to the CDS Data Centre Helpdesk, either by the participant or by the participant’s CDS Customer Service account manager.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Security considerations for batch services
1.5 Security considerations for batch services
Batch services can be used by the participant’s own data centre or service bureau. Transmissions from a service bureau will be strictly controlled by the principal (the participant) through the use of a password the principal gives to the service bureau.
Control and security checks
Transmissions are subject to a series of control and security checks from entry time at CDS until they are routed to the appropriate processing system. Control counts are created by transaction ID and origin for control, billing and audit purposes. Status reports are produced and an audit trail is maintained.
The controls are: • Access control and security • Transmission validation • Transmission confirmation • Transmission status control.
Access control and security
The following controls are applied to control access to information and the security of information: • Only authorized parties can transmit and receive data. • Service bureaus must receive authorization to transmit and receive from both CDS and their principal. • Access authorization for service bureaus is given to and controlled by the principal, not the service bureau. • The participant’s authorized transaction set may be restricted to specific types of transactions and specific system functions. • Service bureaus may be restricted by their principal to submitting a subset of the principal’s authorized transaction set.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Inbound transmissions
1.6 Inbound transmissions
With a few exceptions, inbound transmissions for all services are handled and validated in the same way. Status and error reports are generated, depending on the result of the transmission.
Inbound transactions are unique for each transmission. The use of header and trailer records varies depending on the type of transmission. A single file may be transmitted without a batch header or trailer record.
Transmission validation
Transmission validation includes the following controls: • Headers and trailers contain control information for verification of data integrity. • All transactions must be validated according to the rules imposed by the access control privileges given to the participant and written out in the agreement signed with CDS.
Transmission confirmation
Upon completion of the batch transmission, if participants remain connected, an Inbound Transmission Status report and an Invalid Transmission Records report are printed at their location.
If the connection is cut, the reports are compiled but not printed. Participants can get the reports anytime during the next five business days. After that period, the reports are eliminated from the system.
Inbound Transmission Status report
This report indicates the status of the transmission and of each batch within it.
A line is attributed to each batch on the report to indicate the number of physical records and transactions (accepted, rejected and total) and the target date and run, if applicable. This line is followed by a problem message if there was a problem with the batch.
Rejected records and transactions also appear on the Invalid Transmission Records report, along with a reason for the rejection.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Inbound transmissions
Invalid Transmission Records report
This report indicates the physical records within a transmission that did not follow the batch specification. Records are rejected for the following reasons: • The record precedes or follows the transmission header • The record is between a batch trailer and the next batch header • The transaction ID is not numeric • The record sequence is not numeric or is out of sequence • The record count is not numeric.
The rejected record is printed along with its sequence within the transmission and an appropriate error message. If no records are rejected, the following message appears on the report:
No invalid transmission records were detected.
1.6.1 Inbound transmission header and trailer records
All inbound transmissions share the same headers and trailers. All batch transmissions begin with a transmission header and end with a transmission trailer. In between, participants can include up to 999 batches of transaction records, always preceded by a batch header and followed by a batch trailer.
The date and time must be the same in all headers and trailers.
Transmission header
This record marks the beginning of the transmission and contains the user ID, password and the transmission ID. It also includes control information that is used by CDS to initiate batch file processing and integrity checking. Part of the CDS file validation is to check the value of the trans-sequence field. If the value is greater than the previously submitted file or it has rolled over to ‘001,’ then processing continues. Otherwise, processing stops; CDS contacts the participant to determine what procedure to follow.
Batch header
The batch header marks the beginning of the transactions being transmitted and contains the user ID and password. Where applicable, header records must contain the same transceiver CUID.
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Inbound transmissions
Batch trailer
This record marks the end of the transactions in the batch being transmitted and contains the user ID and password.
Any record between the batch trailer and the next batch header or transmission header is ignored.
Always indicate the exact number of transactions being transmitted because the system does an actual count and rejects the batch if the numbers do not match.
Transmission trailer
This record marks the end of the transmission and contains the user ID, the password and the transmission ID assigned to the participant, and control information. Any record following it is ignored. It includes all the data contained in the transmission header to verify the validity of the transmission trailer.
The batch count and the transmission count are verified against the actual counts, and the transmission is rejected if the numbers do not correspond.
Transmission header record Name Picture Position Contents Rec-sequence X(02) 1 01 Rec-count X(02) 3 01 Transaction ID X(04) 5 0001 User ID X(08) 9 Assigned by CDS Password X(08) 17 Assigned by CDS Transmission ID X(04) 25 Assigned by CDS Trans sequence 9(03) 29 Start at 001 and increase by 1 for each transmission Date created 9(06) 32 Date the file was created Format yymmdd Time created 9(06) 38 Time the file was created Format hhmmss Filler X(37) 44 ß
Batch header record Name Picture Position Contents Rec-sequence X(02) 1 01 Rec-count X(02) 3 01 Transaction ID X(04) 5 0002 User ID X(08) 9 Assigned by CDS Password X(08) 17 Assigned by CDS
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Inbound transmissions
Batch header record Name Picture Position Contents Date created 9(06) 25 Date the file was created Format yymmdd Time created 9(06) 31 Time the file was created Format hhmmss Target date 9(06) 37 ß Target run X(04) 43 ß Market ID X(06) 47 Applicable to trade rec only Transceiver CUID X(05) 53 For batch trade entry and batch trade confirm Identifies the sender of the batch and controls where CDS will deliver confirmation and rejection messages Filler X(23) 58 ß
Batch trailer record Name Picture Position Contents Rec-sequence X(02) 1 01 Rec-count X(02) 3 01 Transaction ID X(04) 5 0003 User ID X(08) 9 Assigned by CDS Password X(08) 17 Assigned by CDS Date created 9(06) 25 Date the file was created Format yymmdd Time created 9(06) 31 Time the file was created Format hhmmss Target date X(06) 37 ß Target run X(04) 43 ß Transaction count 9(05) 47 Number of transactions in batch Filler X(29) 52 ß
Transmission trailer record Name Picture Position Contents Rec-sequence X(02) 1 01 Rec-count X(02) 3 01 Transaction ID X(04) 5 0004 User ID X(08) 9 Assigned by CDS Password X(08) 17 Assigned by CDS Transmission ID X(04) 25 Assigned by CDS Trans sequence 9(03) 29 Start at 001 and increase by 1 each transmission Date created 9(06) 32 Date the file was created Format yymmdd
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CHAPTER 1 INTRODUCTION TO BATCH AND INTERACTIVE SERVICES Inbound transmissions
Transmission trailer record Name Picture Position Contents Time created 9(06) 38 Time the file was created Format hhmmss Batch count 9(03) 44 Number of batches in transmission Trans count 9(07) 47 Number of transactions in transmission Filler X(27) 54 ß
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CHAPTER 2
Chapter2Participant inbound files
This section includes information about participant inbound transaction detail files. BI indicates standard Batch Interface transmission and batch header and trailer records. If cutoff times cannot be met, contact the CDS Helpdesk.
Trans File name (business) header/ Trans Cutoff Output service level trailer ID Trade reconciliation – BI 5011 3:00 a.m. ET Exception report and file available by 7:00 a.m. ET participant (AATS, 1:00 a.m. MT (5:00 a.m. MT, 4:00 a.m. PT) CANX, CDCC, CDNX, 12:00 a.m. PT CNQ, CHIX, CXD, CX2, IXCA, LQNT, LYNX, NASD, NEOE, OMEG, OTC, PURE, TCMA, TSE) International trade custom 3:00 a.m. ET Exception reports available by 7:00 a.m. ET reconciliation (NSCC) 1:00 a.m. MT (5:00 a.m. MT, 4:00 a.m. PT) 12:00 a.m. PT Files transmitted after 3:00 a.m. ET (1:00 a.m. MT, 12:00 a.m. PT) will not be reconciled Other dependencies: NSCC trade files Ledger reconciliation BI 5001 3:00 a.m. ET Exception reports available by 7:00 a.m. ET (domestic) 1:00 a.m. MT (5:00 a.m. MT, 4:00 a.m. PT) 12:00 a.m. PT DTCC/ILRS – participant BI 5012 3:00 a.m. ET Files transmitted after 3:00 a.m. ET (1:00 a.m. MT, ledger reconciliation 1:00 a.m. MT 12:00 a.m. PT) will not be reconciled 12:00 a.m. PT Other dependencies: DTCC (APIBAL) file Custodian ledger BI 5000 5:30 a.m. ET Custodian reconciliation exception reports available reconciliation 3:30 a.m. MT by 7:00 a.m. ET (5:00 a.m. MT, 4:00 a.m. PT) 2:30 a.m. PT Non-exchange trade BI 5008 scheduled Files transmitted after 7:30 p.m. ET (5:30 p.m. MT, entry (BTE) 4:30 p.m. PT) are processed after 10:30 p.m. ET (8:30 p.m. MT, 7:30 p.m. PT) on the same day (using the following business date) Files transmitted after 7:30 p.m. ET (5:30 p.m. MT, 4:30 p.m. PT) on a Friday are processed after 10:30 p.m. ET (8:30 p.m. MT, 7:30 p.m. PT) on Sunday (using Monday’s business date) GIC funds-only trade BI 5008 scheduled Files received after 3:30 p.m. ET (1:30 p.m. MT, service non-exchange 12:30 p.m. PT) are processed on a best efforts basis trade entry (BTE) Non-exchange trade BI 5009 scheduled Files transmitted after 7:30 p.m. ET (5:30 p.m. MT, confirm (BTC) 4:30 p.m. PT) are processed after 10:30 p.m. ET (8:30 p.m. MT, 7:30 p.m. PT) on the same day (using the following business date) Files transmitted after 7:30 p.m. ET (5:30 p.m. MT, 4:30 p.m. PT) on a Friday are processed after 10:30 p.m. ET (8:30 p.m. MT, 7:30 p.m. PT) on Sunday (using Monday’s business date)
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CHAPTER 2 PARTICIPANT INBOUND FILES
Trans header/ Trans File name (business) ID Cutoff Output service level trailer Exchange trade entry n/a 5010 scheduled 12:30 a.m. ET input – from TSE/CDNX/ 10:30 p.m. MT NEOE 9:30 p.m. PT Exchange trade entry BI 5010 scheduled 12:30 a.m. ET input – from 10:30 p.m. MT CDCC (BTE) 9:30 p.m. PT Exchange trade entry 5010 scheduled 8:00 p.m. ET input – from 6:00 p.m. MT AATS (Alpha Exchange) 5:00 p.m. PT CANX (Cannex Financial) CDCC (Canadian Derivatives Clearing) CDNX (TSX Venture Exchange) CNQ, (Canadian Securities Exchange, CSE) CHIX (Nasdaq CXC) CXD (Nasdaq CXD) CX2 (Nasdaq CX2) ICXA,(Instinet Canada Cross ICX) LQNT (Liquidnet Canada Inc.) NASD (National Association of Securities Dealers) NEOE (Aequitas NEO Exchange) Lynx (Omega Lynx) OMEG (Omega ATS) OTC (National Securities Clearing Corp) PURE (Pure Trading) TCMA (Match Now TriAct Canada Marketplace LP, TCM) TSE (Toronto Stock Exchange)
Deposit modify batch BI 6510 scheduled Contact CDS to schedule transmission transmission Withdrawal modify batch BI 6520 scheduled Contact CDS to schedule transmission transmission
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CHAPTER 2 PARTICIPANT INBOUND FILES
Trans header/ Trans File name (business) ID Cutoff Output service level trailer Inter-account movement BI 5030 scheduled Files transmitted after 7:30 p.m. ET (5:30 p.m. MT, entry batch 4:30 p.m. PT) are processed after 2:00 a.m. ET (12:00 a.m. MT, 11:00 p.m. PT) on the following business day DRIP Price n/a scheduled Contact CDS to schedule Locked-in trade custom 3:00 a.m. ET Exception reports available by 7:00 a.m. ET reconciliation (NSCC) 1:00 a.m. MT (5:00 a.m. MT, 4:00 a.m. PT) 12:00 a.m. PT Files transmitted after 3:00 a.m. ET (1:00 a.m. MT, 12:00 a.m. PT) will not be reconciled Other dependencies: NSCC trade files
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CHAPTER 2 PARTICIPANT INBOUND FILES Custodian ledger reconciliation
2.1 Custodian ledger reconciliation
This transaction is used by a CDSX custodian to report ledger positions for custodian ledger reconciliation. Transactions are processed against the current opening balance. The input record layout is shown below.
Custodian ledger reconciliation Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 01 Transaction ID 9(04) 5 5000 Unit code X(02) 9 Two-digit identifier for the custodian unit to be reconciled1 Security identification X(12) 11 ISIN of the security. The leftmost 11 or 12 characters number (11 mandatory) Par value/quantity S9(12)V9(02) 23 Par value of the security or the number of shares Filler X(44) 37 ß 1 The unit code is blank or populated depending on whether the custodian is set up with a consolidated (C) or non- consolidated (M) reconciliation.
If the custodian is set up to receive a consolidated custodian reconciliation, then the unit code must be left blank.
If the custodian is set up to receive a non-consolidated custodian reconciliation, then the unit code must be populated.
Customer Service can advise custodians about the type of custodian ledger reconciliation that has been set up.
Matured securities: For matured securities, the custodian must submit a zero position in the next transmission on the day after maturity.
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CHAPTER 2 PARTICIPANT INBOUND FILES Domestic customer ledger reconciliation
2.2 Domestic customer ledger reconciliation
This transaction is used by customers to report ledger positions for automated ledger reconciliation. Transactions are processed against the current opening balance. The input record layout provides for reconciliation at the account type/account number/ ISIN level. The layout is illustrated below.
Domestic customer ledger reconciliation Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 01 Transaction ID 9(04) 5 5001 Ledger code X(02) 9 Two-digit identifier for the customer ledger to be reconciled Method type X(01) 11 1=reconciliation by ISIN 2=reconciliation by account type 3=reconciliation by account number Account type X(02) 12 One of: GA, SA, RA, CA, CX, PA, OA, TN or ß for reconciliation by ISIN Account number X(03) 14 Three-digit account number, must be ß for reconciliation by ISIN or account Security identification X(12) 17 ISIN of the security. The leftmost 11 or 12 characters (11 number mandatory) Par value/quantity S9(12)V9(02) 29 Filler X(38) 43 ß
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
2.3 Non-exchange trade entry and confirmation
Non-exchange trade entry and confirmation transactions are transmitted to CDS through a batch file and are processed according to the published schedule. Notification of transactions accepted or rejected from this source is not available in printed format but can be obtained through an outbound batch file. Records contained in this outbound file use the equivalent InterLink message format (CDST01C, CDST01R, CDST10C, CDST10R).
For information about non-exchange trade entry for the GIC funds-only trade service, see GIC funds-only trade service non-exchange trade entry on page 30.
2.3.1 Non-exchange trade entry input schedule
Trade reporting and confirmation can be transmitted at any time. Files received after 2:00 p.m. ET (12:00 p.m. MT, 11:00 a.m. PT) are processed on the following day.
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
2.3.2 Non-exchange trade entry batch file
This transaction is used by a customer to input trades for automated trade entry. Refer to Trade and Settlement Procedures for details about data entry conventions. The customer trade reference number is used on the control report to refer to reported trades.
Non-exchange trade entry batch – record 1 Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 06 Transaction ID 9(04) 5 5008 Customer trade reference number X(13) 9 Tag number Submitter unit code X(02) 22 Authorize to settle indicator X(01) 24 One of: Y=yes N=no Trade role X(01) 25 One of: S=seller B=buyer Trade date 9(08) 26 Format yyyymmdd Defaults to business date Value date 9(08) 34 Format yyyymmdd Defaults to business date Acceptor CUID X(05) 42 Other party in the trade SMTR client reference number X(16) 47 Optional ACTR client reference number X(16) 63 Optional Filler X(02) 79 ß
Non-exchange trade entry batch – record 2 Name Picture Position Description Record sequence 9(02) 1 02 Client name X(30) 3 optional Security number X(12) 33 ISIN of security affected Par value/quantity 9(11)V9(02) 45 required Override gross amount 9(11)V9(02) 58 optional Accrued interest 9(08)V9(02) 71 optional
Non-exchange trade entry batch – record 3 Name Picture Position Description Record sequence 9(02) 1 03 Trade yield 9(03)V9(09) 3 optional
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
Non-exchange trade entry batch – record 3 Name Picture Position Description Trade price 9(08)V9(09) 15 required Interest payment amount 9(08)V9(02) 32 optional Account type X(02) 42 optional Account number X(16) 44 optional Filler X(21) 60 ß
Non-exchange trade entry batch – record 4 Name Picture Position Description Record sequence 9(02) 1 04 Memo text line 1 X(70) 3 first line of memo text Filler X(08) 73 ß
Non-exchange trade entry batch – record 5 Name Picture Position Description Record sequence 9(02) 1 05 Memo text line 2 X(70) 3 second line of memo text Filler X(08) 73 ß
Non-exchange trade entry batch – record 6 Name Picture Position Description Record sequence 9(02) 1 06 Currency code X(03) 3 One of: CAD=Canadian (default) USD=U.S. Trade type X(03) 6 Mandatory Refer to Trade and Settlement Procedures Mode of settlement X(03) 9 One of: TFT=trade-for-trade (default) CNS=continuous net settlement SNS=trade is targeted for novation at CDCC ESIR number 9(09) 12 Optional if acceptor CUID is provided Tax amount S9(08)V9(02) 21 Optional Foreign exchange amount S9(08)V9(02) 31 Optional Commission amount S9(08)V9(02) 41 Optional Other amount S9(08)V9(02) 51 Optional Repo tag number X(13) 61 Mandatory if mode of settlement is SNS Filler X(7) 74 Optional
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
2.3.3 GIC funds-only trade service non-exchange trade entry
GIC funds-only trade service non-exchange trade entry transactions are transmitted to CDS through the batch file described in Non-exchange trade entry batch file on page 28. These files are processed according to the published schedule. Notification of transactions accepted or rejected from this source can be obtained through an outbound batch file. Records contained in this outbound file use the equivalent InterLink message format (CDST01C, CDST01R).
The following differences apply to the Non-exchange trade entry batch file on page 28 for the GIC funds-only trade service:
Non-exchange trade entry batch – record 1 Name M/O Picture Position Description Authorize to settle indicator M X(01) 24 Blank (CDS will populate both the Submitter SCI and Acceptor SCI fields in the trade with “N”)
Non-exchange trade entry batch – record 2 Name M/O Picture Position Description Security number M X(12) 33 CDS will populate with “CA99997Z1099” or “US99997Z2083” cash ISIN, dependent upon whether Currency Code is populated with CAD or USD Par value/quantity M 9(11)V9(02) 45 Blank Accrued interest M 9(08)V9(02) 71 Blank
Non-exchange trade entry batch – record 3 Name M/O Picture Position Description Trade yield M 9(03)V9(09) 3 Blank Trade price M 9(08)V9(09) 15 Blank Interest payment amount M 9(08)V9(02) 32 Blank Account type M X(02) 42 Blank (CDS will populate with Submitter’s default Account type) Account number M X(16) 44 Blank (CDS will populate with Submitter’s default Account number)
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
Non-exchange trade entry batch – record 4 Name M/O Picture Position Description Memo text line 1 O X(70) 3 Deliverer may populate with their unique ID for the transaction. Note that participants can delete or overwrite this value on the trade.
Non-exchange trade entry batch – record 5 Name M/O Picture Position Description Memo text line 2 O X(70) 3 Deliverer may populate with a secondary unique ID (e.g. their unique ID for the batch file). Note that participants can delete or overwrite this value on the trade.
Non-exchange trade entry batch – record 6 Name M/O Picture Position Description Mode of settlement M X(03) 9 Blank (CDS will populate with “TFT”) ESIR number M 9(09) 12 Blank Tax amount M S9(08)V9(02) 21 Blank Foreign exchange amount M S9(08)V9(02) 31 Blank Commission amount M S9(08)V9(02) 41 Blank Other amount M S9(08)V9(02) 51 Blank
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CHAPTER 2 PARTICIPANT INBOUND FILES Non-exchange trade entry and confirmation
2.3.4 Non-exchange trade confirmation batch file
This transaction is used by a customer to confirm, DK, hold, remove from hold, or update trades.
Non-exchange trade confirmation batch – record 1 Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 03 Transaction ID 9(04) 5 5009 Customer trade X(13) 9 Tag number reference number Sender unit code X(02) 22 Trade ID X(12) 24 Tyyjjj-nnnnn Number generated by CDSX when the trade is entered and accepted, which identifies the transaction Status code X(02) 36 One of: C=confirmed DK=don’t know Settlement authorization X(01) 38 One of: indicator Y=yes N=no Internal account X(16) 39 Account type X(02) 55 Account number X(16) 57 Business role X(01) 73 One of: B=buyer S=seller Filler X(07) 74 ß
Non-exchange trade confirmation batch – record 2 Name Picture Position Description Record sequence 9(02) 1 02 Memo text line 1 X(70) 3 Filler X(08) 73 ß
Non-exchange trade confirmation batch – record 3 Name Picture Position Description Record sequence 9(02) 1 03 Memo text line 2 X(70) 3 Filler X(08) 73 ß
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CHAPTER 2 PARTICIPANT INBOUND FILES Deposit and withdrawal modify batch transmission
2.4 Deposit and withdrawal modify batch transmission
Standard Batch Interface transmissions and batch headers and trailers are used. On the batch transmission header, the transmission ID should be populated with the sender CUID. Detail records follow the InterLink message formats.
2.4.1 Deposit modify batch transmission
This transmission is sent by the custodian to reject or confirm/modify a deposit. At the time of confirmation, the custodian can modify certain fields, if necessary.
Record detail: In the second column of the detail record layout, M is mandatory and O is optional. 0 in the null indicator value column denotes not entered; 1 denotes entered. That is, 0 identifies that the sender has no intention of updating this field.
Deposit modify batch transmission record – sequence 1 Null ind ID M/O Field name Size Position value Description M Record sequence 9(02) 1 01 M Record count 9(02) 3 04 M Transaction ID 9(04) 5 6510 M Submitter unit code X(02) 9 M CDS deposit ID – null ind X(01) 11 1 D003 M CDS deposit ID X(13) 12 Format Dyyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=random number M Status code – null ind X(01) 25 1 D007 M Status code X(02) 26 C=confirm, R=reject M Reason code – null ind X(01) 28 1 or 0 D008 O Reason code X(02) 29 M Effective date – null ind X(01) 31 1 or 0 D010 O Effective date X(08) 32 yyyymmdd Defaults to current business date if not entered M Transfer fee – null ind X(01) 40 1 or 0 D015 O Transfer fee 9(05)V9(02) 41 M Transfer fee curr – null X(01) 48 1 or 0 ind D016 O Transfer fee currency X(03) 49 Defaults to CAD if not entered code O Filler X(29) 52 Total length X(80)
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CHAPTER 2 PARTICIPANT INBOUND FILES Deposit and withdrawal modify batch transmission
Deposit modify batch transmission record – sequence 2
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 02 M Security number – null ind X(01) 3 1 or 0 D011 O Security number X(12) 4 M Par/quantity – null ind X(01) 16 1 or 0 D012 O Par/quantity 9(11)V9(02) 17 O Filler X(51) 30 Total length X(80)
Deposit modify batch transmission record – sequence 3
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 03 M Memo text line 1 – null ind X(01) 3 1 or 0 D017 O Memo text line 1 X(70) 4 O Filler X(07) 74 Total length X(80)
Deposit modify batch transmission record – sequence 4
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 04 M Memo text line 2 – null ind X(01) 3 1 or 0 D018 O Memo text line 2 X(70) 4 O Filler X(07) 74 Total length X(80)
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CHAPTER 2 PARTICIPANT INBOUND FILES Deposit and withdrawal modify batch transmission
2.4.2 Withdrawal modify batch transmission
This transmission is sent by the custodian to reject or confirm a withdrawal. At the time of confirmation, the custodian can modify certain fields, if necessary.
Record detail: In the second column of the detail record layout, M is mandatory and O is optional. 0 in the null indicator value column denotes not entered; 1 denotes entered. That is, 0 identifies that the sender has no intention of updating this field.
Withdrawal modify batch transmission record – sequence 1
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 01 M Record count 9(02) 3 03 M Transaction ID 9(04) 5 6520 M Submitter unit code X(02) 9 M CDS withdrawal ID – null ind X(01) 11 1 W003 M CDS withdrawal ID X(13) 12 Format Wyyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=random number M Status code – null ind X(01) 25 1 W007 M Status code X(02) 26 C=confirm, R=reject M Reason code – null ind X(01) 28 1 or 0 W008 O Reason code X(02) 29 M Effective date – null ind X(01) 31 1 or 0 W010 O Effective date X(08) 32 yyyymmdd Defaults to current date if not entered M Transfer fee – null ind X(01) 40 1 or 0 W015 O Transfer fee 9(05)V9(02) 41 M Transfer fee curr – null ind X(01) 48 1 or 0 W016 O Transfer fee currency code X(03) 49 Defaults to CAD if not entered O Filler X(29) 52 Total length X(80)
Withdrawal modify batch transmission record – sequence 2
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 02 M Memo text line 1 – null ind X(01) 3 1 or 0 W017 O Memo text line 1 X(70) 4 O Filler X(07) 74 Total length X(80)
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CHAPTER 2 PARTICIPANT INBOUND FILES Deposit and withdrawal modify batch transmission
Withdrawal modify batch transmission record – sequence 3
ID M/O Field name Size Position Null ind Description value M Record sequence 9(02) 1 03 M Memo text line 2 – null ind X(01) 3 1 or 0 W018 O Memo text line 2 X(70) 4 O Filler X(07) 74 Total length X(80)
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CHAPTER 2 PARTICIPANT INBOUND FILES Inter-account movement entry
2.5 Inter-account movement entry
Inter-account movement entry transactions are transmitted to CDS through a batch file and are processed according to the published schedule. Notification of transactions accepted or rejected from this source is not available in printed format but can be obtained through an outbound batch file. Records contained in this outbound file use the equivalent InterLink message format (CDSA02C, CDSA02N, CDSA02R).
2.5.1 Inter-account movement entry input schedule
Inter-account movment entry can be transmitted at any time. Files received after 2:00 p.m. ET (12:00 p.m. MT, 11:00 a.m. PT) are processed on the following day.
2.5.2 Inter-account movement entry batch file
This transaction is used by a customer to enter inter-account movements as a batch alternative to entry via InterLink or online.
Inter-account movement batch transmission – record 1 Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 01 Transaction ID 9(04) 5 5030 From unit code X(02) 9 To unit code X(02) 11 Par quantity 9(11)V9(02) 13 Security ID X(12) 26 ISIN or CUSIP of security affected From account type X(02) 38 From account number X(16) 40 To account type X(02) 56 To account number X(16) 58 Filler X(07) 74 ß Total length X(80)
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CHAPTER 2 PARTICIPANT INBOUND FILES Exchange trade reconciliation
2.6 Exchange trade reconciliation
For trade reconciliation, the participant transmits a file that consists of the standard record sequence established for all input files to CDS. A batch is required per participant. In addition, the market ID must be provided in the batch header record to direct and limit the extent of the trade reconciliation process.
Example:
Transmission header
Batch header for company A and TSE
Batch trailer
Batch header for company B and TSE
Batch trailer
Batch header for company A and CDNX
Batch trailer
Batch header for company A and CNQ
Batch trailer
Transmission trailer
Exchange trade reconciliation Detail record Name Picture Position Description Record sequence 9(02) 1 01 Record count 9(02) 3 01 Transaction ID X(04) 5 5011 Participant CUID X(05) 9 CDS CUID Security type 9(01) 14 1=equity, 2=debt Value date X(06) 15 yymmdd Security ID X(12) 21 ISIN Trade price 9(08)V9(09) 33 Buy/sell indicator 9(01) 50 1=buy, 0=sell Quantity 9(11)V9(02) 51 Funds indicator X(01) 64 U=USD, C=CAD Net amount 9(11)V9(02) 65
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CHAPTER 2 PARTICIPANT INBOUND FILES Exchange trade reconciliation
Exchange trade reconciliation Detail record Name Picture Position Description Sub-participant ID X(02) 78 Filler X(01) 80 ß
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CHAPTER 2 PARTICIPANT INBOUND FILES DTCC/ILRS – participant ledger reconciliation
2.7 DTCC/ILRS – participant ledger reconciliation
This file is transmitted by the participant or service provider to CDS.
DTCC/ILRS – participant ledger reconciliation Inbound participant file Name Picture Position Description Record sequence X(02) 1 01 Record count X(02) 3 01 if one record entered; 02 if two records entered (optional) Transaction ID X(04) 5 5012 CUSIP/CDS security no X(09) 9 Participant CUID X(05) 18 Total actual S9(11) 23 Total actual balance in this security for all sub-accounts General account S9(11) 34 Actual balance in general account (GA) Optional for participant input; enter ß if balancing not required Seg account S9(11) 45 Actual balance in seg account (SA) Optional for participant input; enter ß if balancing not required Pledged account S9(11) 56 Actual balance in pledging account (PA) Optional for participant input; enter ß if balancing not required RSP account S9(11) 67 For input file: If RRSP reconciliation option is selected, enter total actual balance for RRSP CUID account; if this option is not selected, enter ß For output file, enter ß Filler X(03) 78 ß
Record sequence X(02) 1 02 Transfer sub-account S9(11) 3 COB actual balance in transfer sub-account Input file is optional; enter ß if balancing not required Filler X(67) 14 ß
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CHAPTER 2 PARTICIPANT INBOUND FILES International trade reconciliation (NSCC)
2.8 International trade reconciliation (NSCC)
International trade reconciliation Header record Name Picture Position Description Identifier X(04) 1 ßHDR Filler X(04) 5 Date X(06) 9 mmddyy Filler X(66) 15
International trade reconciliation NSCC – participant/service provider file Name Picture Position Description Data type X(01) 1 X Trans type X(01) 2 R=trade where the submitter is receiver (buyer) D=trade where the submitter is deliverer (seller) Participant CUID code X(05) 3 CDS CUID Participant NSCC code X(04) 8 Contra NSCC participant’s number in nnnn format Quantity 9(08) 12 Security type X(01) 20 ß CUSIP X(09) 21 Amount 9(08)V9(02) 30 Contract amount Funds X(01) 40 Currency code U=USD Value date X(06) 41 mmddyy Adj./error correction indicator X(01) 47 A=adj. add, input after T=1 D=cancellation blank=normal trade input Filler X(01) 48 ß Trade date X(06) 49 mmddyy Filler X(26) 55 ß
International trade reconciliation Trailer record Name Picture Position Description Identifier X(04) 1 1TRL Filler X(04) 5 Date X(06) 9 No. of records X(06) 15 Filler X(60) 21
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CHAPTER 2 PARTICIPANT INBOUND FILES Locked-in trade reconciliation
2.9 Locked-in trade reconciliation
International trade reconciliation Locked-in trades Name Picture Description System code 9(01) 1=clearance Subsystem code 9(01) 2=OTC Buy/sell code 9(01) 2=buy 4=sell Activity code 9(01) 1=regular way 2=advisory add 3=invalid 4=delete or DK of demand as of 5=as of 6=invalid 7=demand as of 8=withhold 9=demand as of reject by receiver Settlement code 9(01) 0=normal settlement Major broker X(04) CDS participant: NSCC numeric symbol or NASD alpha symbol Major executed-by broker X(04) 4 character NASD alpha symbol or 4 character NSCC numeric symbol of CDS participant Minor broker X(04) Contra: NSCC numeric symbol or NASD alpha symbol Minor executed-by broker X(04) 4 character NASD alpha symbol or 4 character NSCC numeric symbol of contra Trade date 9(06) mmddyy Current-dated transactions only are considered CUSIP number X(09) When issued indicator 9(01) 0=regular way 1=when issued Domestic 9(01) 0=domestic Exchange 9(01) 2=OTC Share quantity 9(08) 99,999,999 Right-justified with leading zeros Filler 9(02) Zeros Extended contract amount 9(08)V9(02) 99,999,999.99 Extended contract amount 9(01) 0=unit price indicator 1=extended contract amount
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CHAPTER 2 PARTICIPANT INBOUND FILES Third-party source files: Exchange trade entry batch file
2.10 Third-party source files: Exchange trade entry batch file
The exchange trade entry batch file is used by exchanges to enter trades. All three records are required to be present on the file for each trade, as follows.
Exchange trade entry batch – record 1 M/O Field name Picture Position Description M Record sequence 9(02) 1 01 M Record count 9(02) 3 03 M Transaction ID 9(04) 5 5010 M Seller CUID X(05) 9 M Buyer CUID X(05) 14 O Trade reference number X(26) 19 Recommend completion; used as reference on response transactions M Trade type X(03) 45 DP or MC M Trade date (exercise) 9(08) 48 yyyymmdd M Value date (settlement) 9(08) 56 yyyymmdd M Market ID X(05) 64 O Trade executed time X(06) 69 hhmmss N/A Filler X(06) 75 ß
Exchange trade entry batch – record 2 M/O Field name Picture Position Description M Record sequence 9(02) 1 02 O Mode of settlement X(03) 3 CBS, CNS, TFT M Security ID X(12) 6 CUSIP/ISIN O Security symbol X(08) 18 M Currency code X(03) 26 CAD, USD M Quantity/par value 9(11)V9(02) 29 M Price 9(08)V9(09) 42 Unit price or price per 100 (debt) O Net amount 9(11)V9(02) 59 If provided, net amount will not be calculated. If left as ß, net amount is calculated by CDSX N/A Filler X(09) 72 ß
Exchange trade entry batch – record 3 M/O Field name Picture Position Description M Record sequence 9(02) 1 03 O Settlement type X(01) 3 Pass-through data only: 0=normal 1=mandatory cash 2=cash today 3=delayed delivery
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CHAPTER 2 PARTICIPANT INBOUND FILES Third-party source files: Exchange trade entry batch file
Exchange trade entry batch – record 3 M/O Field name Picture Position Description O Buyer information X(10) 4 Individual at buyer organization O Seller information X(10) 14 Individual at seller organization O Buyer sub-participant X(02) 24 Other sub party O Seller sub-participant X(02) 26 Other sub party O Buyer tag number X(13) 28 Buyer’s trade reference number O Seller tag number X(13) 41 Seller’s trade reference number O Cancel indicator X(01) 54 Pass-through only: Y=yes N=no O Non-resident indicator X(01) 55 Pass-through only: Y=yes N=no N/A Filler X(25) 56
Exchange trade entry message file
This file can be used by exchanges to enter confirmed trades in the InterLink message format. The purpose of this file initially is to provide an alternate or fallback to messaging when messages cannot be transmitted using the normal means.
The exchange trade entry transaction is made up of: • Message body common view segment – 66 bytes • Message detail – 318 bytes as shown in the CDSY010 message in Exchange trade message details on page 260, which includes the provision of the null – ind one byte fields and values.
The MQMD external segment that normally forms part of each message is not required on this file: • No header or trailer records are required.
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CHAPTER 2 PARTICIPANT INBOUND FILES Projected payments file
2.11 Projected payments file
Projected payments file Header record Field name Picture Position Description Header X(03) HDR Service X(30) Assigned by CDS PROJPYMTMTCH Sender CUID X(05) Date created 9(06) Date the file was created Format yymmdd Time created 9(06) Time the file was created Format hhmmss Participant CUID X(05) Subscriber CUID Filler ß (spaces) Length of filler varies based on the length of the detail record
Projected payments file Detail record Field name M/O Picture Position Description Agent reference ID M X (30) 01 Unique ID assigned to the entitlement event by a transfer agent. This reference ID remains attached to an event for its complete life cycle Action M X(01) 31 A=add new record M=modify existing record D=delete existing record Spaces=existing record, no modifications Security number country O X(02) 32 Security’s ISIN or CUSIP code Security number CUSIP M X(09) 34 Security number check OX(01)43 digit CDS event type M X(04) 44 Event type being reported DIV=dividend DWO=dividend with option INO=interest with option INT=interest Record date M/O 9(08) 48 Format yyyymmdd Mandatory for distribution-type events DIV, INT Optional for mandatory-type events Payable date M 9(08) 56 Format yyyymmdd Filler X(24) 64 ß
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CHAPTER 2 PARTICIPANT INBOUND FILES Projected payments file
Projected payments file Detail record Field name M/O Picture Position Description Receive item – cash O X(03) 88 Currency code of the cash receive item currency CAD, USD Receive item – security O X(02) 91 Security’s ISIN or CUSIP country code Receive item – security MX(09)93 CUSIP Receive item – security OX(01)102 check digit Projected payment M 9(12) V9(02) 103 Transfer agent's projected gross payment, based amount on their record date holdings Payment rate M 9(05) V9(13) 117 Event payment rate Record date position M 9(12) 135 Transfer agent's holding position at record date CDS event ID O X(13) 147 Reference ID assigned to the event in CDSX CDS event option O X(03) 160 Event option number assigned to the event in number CDSX CDS event option item O X(03) 163 Event option item number assigned to the event in number CDSX Paying agent CUID M X(05) 166 Paying agent’s CUID Transfer agent CUID O X(05) 171 Transfer agent’s CUID Filler X(24) 176 ß Total length 200
Projected payments file Trailer record Field name Picture Position Description Trailer X(03) TRL Service X(30) Assigned by CDS PROJPYMTMTCH Date created 9(06) Date the file was created Format yymmdd Time created 9(06) Time the file was created Format hhmmss Transaction count 9(09) Number of total records in batch file (e.g., 000000145) Filler ß (spaces) Length of filler varies based on the length of the detail record
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CHAPTER 2 PARTICIPANT INBOUND FILES DRIP Price
2.12 DRIP Price
This transaction is used by a CDSX transfer agent to report security price details related to a dividend or interest re-investment plan (DRIP) event. The price is updated in the CDS entitlement system and is used to automatically calculate both the CDSX deposit and security payment obligation quantities. The input record layout is shown below and is submitted in CSV format, comma delimited, with all spaces filled within each field. If data is not required for a field then 2 commas (,,) can be used to indicate a blank field.
Record detail: In the third column of the detail record layout, M is mandatory and O is optional. The fourth column is equal to the size of field.
ID Field name M/O Picture Position Description 001 Sender CUID M X(05) 1 Participant CUID 002 Transceiver CUID M X(05) 6 CUID identifying the sender of the input and receiver of the output (participant or service bureau) 003 CDS Event ID M X(13) 11 Reference ID assigned to the event in CDSX 004 CDS Event Type M X(04) 24 Event type being reported: DWO=dividend with option INO=interest with option 005 Base Security ID M X(12) 28 Security’s ISIN 006 Option Number O X(03) 40 Event option number assigned to the event in CDSX 007 Item Number O X(03) 43 Event option item number assigned to the event in CDSX 008 Record Date M/O X(08) 46 Format yyyymmdd Mandatory when payable date is not populated 009 Payable Date M/O X(08) 54 Format yyyymmdd Mandatory when record date is not populated 010 DRIP Price M/ 9(05).9(13) 62 Non zeros Decimal is used in the files 011 DRIP Currency M X(03) 81 Currency code for the DRIP price: CAD, USD Filler X(116) 84 Total Length X(200)
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CHAPTER 3
Chapter3Participant outbound files
This section includes information about participant outbound transaction detail files and other outbound CDSX files. The other outbound CDSX files report on data that is not specifically related to any participant transaction, but instead is informational (e.g., security details or entitlement details). See Other outbound (CDSX) files on page 52.
Participant transaction detail files report on participant activities. Depending on the data reported, the files are produced as at end-of-day (EOD) or as at some fixed time prior to the beginning-of-day (BOD) online period.
Participants have the ability to “package” receipt of certain record types into one or several transmissions. These transmissions are based on a subscription profile. The ability to package record types depends on the time frames that the files are produced in. For example, if the recipient can wait for all record types to be produced, then all record types can be transmitted in a single file.
The participant activities have been consolidated into the following record groupings: • Ledger update transactions • Exchange trade records • Non-exchange trade records • Pledge transactions • Deposit transactions • Withdrawal transactions.
Within each record type, there are several subtypes. Each subtype is produced at different times. See Summary of record groupings and record types on page 48.
3.1 Summary of record groupings and record types
The table below lists the possible record groupings and record types. The Pkg column identifies if the record type can be packaged with other records. If “S” appears in the header and trailer column, the standard output header/trailer applies. The EOD
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and BOD column indicates if the file is available at the end-of-day (EOD) or beginning-of-day (BOD).
Record Recor Pkg Header EOD Scheduled grouping/ d sub- Description file type type 0070 trailer BOD time Ledger 0001 Mark-to-market Y S EOD 9:00 p.m. ET update file 7:00 p.m. MT 0001 6:00 p.m. PT 0002 Confirmed security deposits Y S EOD 9:00 p.m. ET Confirmed funds deposits 7:00 p.m. MT 6:00 p.m. PT 0003 Unconfirmed, confirmed and rejected Y S EOD 9:00 p.m. ET withdrawals 7:00 p.m. MT 6:00 p.m. PT 0004 Trade settlement Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0005 Pledge settlement Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0006 Deposit or withdrawal adjustment Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0007 Ledger adjustment Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0008 Inter-account movements Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0009 CNS settlement Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0010 Payment exchange payments and Y S EOD 9:00 p.m. ET receipts 7:00 p.m. MT 6:00 p.m. PT 0011 Entitlement payments and receipts Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0012 Not used Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0013 Funds transfer Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0014 Currency service transaction Y S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT
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Record Recor Pkg Header EOD Scheduled grouping/ d sub- Description 0070 trailer BOD time file type type Non- 0020 CDCC – new trades Y S BOD 7:00 a.m. ET exchange 5:00 a.m. MT and 4:00 a.m. PT exchange 0022 TSE/CDNX – new trades Y S BOD 7:00 a.m. ET trade file 5:00 a.m. MT (BOD) 4:00 a.m. PT 0009 0025 CNQ – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0026 TCM – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0027 Non-exchange trades – unsettled, Y S BOD 7:00 a.m. ET received after file type 28 is produced 5:00 a.m. MT 4:00 a.m. PT 0070 CXD – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0080 Lynx – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0090 PURE – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0091 CHIX – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0092 OMEG – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0093 AATS – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0094 NEOE – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0096 ICXA – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0097 LQNT – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0098 CX2 – new trades Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT
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Record Recor Pkg Header EOD Scheduled grouping/ d sub- Description 0070 trailer BOD time file type type Non- 0023 Exchange trades – modified and Y S EOD 10:00 p.m. ET exchange outstanding trades 8:00 p.m. MT and 7:00 p.m. PT exchange 0024 Exchange trades – deleted/purged Y S EOD 10:00 p.m. ET trade file trades 8:00 p.m. MT (EOD) 7:00 p.m. PT 0002 0028 Non-exchange trades – unsettled Y S EOD 10:00 p.m. ET (confirmed, unconfirmed) trades 8:00 p.m. MT 7:00 p.m. PT 0029 Non-exchange trades – deleted/ Y S EOD 10:00 p.m. ET purged trades 8:00 p.m. MT 7:00 p.m. PT Pledge file 0030 Existing (settled) pledges Y S EOD 10:00 p.m. ET 0003 8:00 p.m. MT 7:00 p.m. PT 0031 Future-dated pledge transactions Y S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0032 Deleted/added loan items Y S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0033 Deleted/purged pledges Y S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT Deposit file 0040 Unconfirmed security deposits Y S EOD 10:00 p.m. ET 0004 8:00 p.m. MT 7:00 p.m. PT 0041 Purged funds deposits and rejected Y S EOD 10:00 p.m. ET security/funds deposits 8:00 p.m. MT 7:00 p.m. PT Withdrawal 0050 Unconfirmed withdrawals Y S EOD 10:00 p.m. ET file 8:00 p.m. MT 0005 7:00 p.m. PT Domestic 0071 Domestic exchange trade Y S BOD TBD exchange reconciliation file 0012 0072 Domestic exchange trade Y S BOD TBD reconciliation file – sub-participant
Each participant transaction detail record type contains common information in the first 30 characters; the balance of the layout varies depending on the transaction type. All record types have a record length equal to 160 characters.
Common header/trailer records are used for each transmission.
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3.1.1 Other outbound (CDSX) files
In addition to transaction detail files, CDS produces files that report on ledger level details and security-related information, as described below.
Record Heade EOD Scheduled grouping/ Description Pkg r BOD time file type trailer 0006 CNS activity file – EOD N S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0007 NSCC continuous net settlement account summary N S 5:30 p.m. ET extract file 3:30 p.m. MT 2:30 p.m. PT 0008 Ledger positions file N N EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0010 CNS EOD position record file N S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0011 Custodian ledger reconciliation file S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0014 Ledger balances – proxy record date N S EOD 9:00 p.m. ET 7:00 p.m. MT 6:00 p.m. PT 0015 Custodian position file Y S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0016 1042-S reporting – detail file (monthly) N N EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0017 Daily ITP statistics file N S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0018 ITP trade detail file N S EOD 12:00 a.m. ET 10:00 p.m. MT 9:00 p.m. PT 0021 Extended failed trades reporting for IIROC Y S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0022 ACT activity file Y S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 0023 Projected Payment Matching N N BOD 5:45 a.m. ET 3:45 a.m. MT 2:45 a.m. PT
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Record Heade EOD Scheduled grouping/ Description Pkg r BOD time file type trailer 0024 Final Projected Payment Matching N N BOD 5:45 a.m. ET 3:45 a.m. MT 2:45 a.m. PT 0025 CNS fails to deliver – detail file N S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0026 CNS fails to deliver – aggregate file N S EOD 10:00 p.m. ET 8:00 p.m. MT 7:00 p.m. PT 0028-01 NSCC UTC MRO trade capture data file N S EOD 3:00 a.m. ET 1:00 a.m. MT 12:00 a.m. PT 0028-02 NSCC Consolidated Trade Summary (CTS) CSV 3 N S EOD 3:00 a.m. ET cycles 1:00 a.m. MT 12:00 a.m. PT 0028-03 NSCC Consolidated Trade Summary (MRO) 3 N S EOD 3:00 a.m. ET Cycles 1:00 a.m. MT 12:00 a.m. PT 0031 CNS activity file – BOD N S BOD 5:00 a.m. ET 3:00 a.m. MT 2:00 a.m. PT Holders of record N N BOD 5:00 a.m. ET 3:00 a.m. MT 2:00 a.m. PT 1000 DRIP Price Rejects N N scheduled 7030 Security master file – complete N S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 7031 Security master file – changes N S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 7040 Entitlement file – complete N S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 7041 Entitlement file – changes N S BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT 7050 Participant profile file N N BOD 7:00 a.m. ET 5:00 a.m. MT 4:00 a.m. PT Other files InterLink message file N N/A scheduled
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3.1.2 Standard header and trailer records
Header record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 00 Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss File description X(50) 30 Filler X(81) 80 Length to match file layout record length
Trailer record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 99 Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss Record count 9(10) 30 Number of records in file Filler X(121) 40 Length to match file layout record length
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3.1.3 Common transaction data
The first 30 characters of each transaction record that appear in this file are standardized as follows.
Common transaction data Field name Picture Position Description Company code X(03) 1 Recipient’s company code Ledger code X(02) 4 Recipient’s ledger code Record type 9(02) 6 Ledger update record type See Summary of record groupings and record types on page 48 Transaction type1 X(01) 8 A=deposit and withdrawal adjustment D=deposit (confirmed) E=entitlement F=funds transfer G=inter-account movement J=ledger adjustment N=CNS settlement N=mark-to-market payments/receipts O=outgoing payments (payment exchange) P=pledge settlements Q=pledge modify settlements R=receipt of payment (payment exchange) T=non-exchange trade settlement W=withdrawal X=currency service transaction Y=exchange trade settlement Transaction date1 9(07) 9 Format yyyyddd Transaction X(05) 16 Sequence number assigned by the system to a transaction sequence number1 Timestamp 9(06) 21 Time of day when ledger activity was written to this file (time when the ledger was updated) Format hhmmss Record number 9(03) 27 Number assigned to each transaction record reported on this file; generally set to 0 but incremented by 1 for each transaction that requires multiple records Record subtype 9(01) 30 Used for transactions with multiple records 1 Transaction type, transaction date and transaction sequence number identify the transaction ID that is the subject of the reported record.
3.2 Ledger update file
The ledger update file reports on record types 01 through 13, and reports on all activities that resulted in changes to a participant’s ledger position(s).
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
3.2.1 Ledger update – mark-to-market transaction
This transaction reports on all mark-to-market activities.
Mark-to-market detail record Field name Picture Position Description Common transaction X(30) 1 Record type=01 data Record number=000 Record subtype=0 Adjustment type X(01) 31 F=funds adjustment Account type X(02) 32 FA Account number X(16) 34 Amount ($) S9(12)V9(0 50 $ amount of adjustment 2) Currency code X(03) 64 CAD, USD Adjustment subtype X(02) 67 BI=CNS buy-in washout mark IM=interest mark (CNS) VM=CNS mark Clearing organization X(03) 69 CDS Filler X(89) 72
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3.2.2 Ledger update – confirmed deposit
The deposit detail record reports on confirmed security deposit and fund deposit transactions.
Deposit detail record Field name Picture Position Description Common transaction X(30) 1 Record type=02 data Record number=000 Record subtype=0 Unit code X(02) 31 Recipient’s unit code Transaction value X(08) 33 Date when the deposit (transaction) is confirmed date Custodian company X(03) 41 Custodian company X(02) 44 unit Deposit type X(01) 46 S=security deposit F=funds deposit Transaction status X(02) 47 C=confirmed code ISIN count 9(02) 49 01 Purge indicator X(01) 51 ß Request date X(08) 52 If deposit type=funds, then ß Otherwise, date requested (yyyymmdd) Effective date X(08) 60 If deposit type=funds, then ß Otherwise, effective date (yyyymmdd) May be up to 30 calendar days prior to the deposit value date and deposit request date Transfer agent’s X(03) 68 If deposit type=funds, then ß company code If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian company Transfer agent’s unit X(02) 71 If deposit type=funds, then ß If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian unit Participant tag X(13) 73 If deposit type=funds, then ß number Otherwise, transaction identifier maintained by the requestor Filler X(75) 86
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Deposit item record Field name Picture Position Description Common transaction X(30) 1 Record type=02 data Record number=000 Record subtype=1 Account type X(02) 31 Security deposit=GA, RA, SA Funds deposit=FA Account number X16) 33 Security number X(12) 49 If security deposit, then ISIN Otherwise, ß Amount (par/quantity/ S9(12)V9(0 61 Positive $) 2) Equity=quantity Debt=par value Funds=amount of deposit Currency code X(03) 75 If deposit type=funds, then CAD or USD Otherwise, ß Transfer fee amount S9(05)V9(0 78 Positive 2) Transfer fee currency X(03) 85 Declaration required X(01) 88 Transaction subtype X(02) 89 CA=corporate action GT=global transfer TO=treasury order Filler X(70) 91
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3.2.3 Ledger update – unconfirmed/confirmed/rejected withdrawal
This record type reports on all security withdrawal activity.
Withdrawal detail record Positio Field name Picture n Description Common transaction X(30) 1 Record type=03 data Record number=000 Record subtype=0 Unit code X(02) 31 Participant’s unit code Transaction value X(08) 33 Date when the withdrawal (transaction) is entered, date rejected or confirmed Custodian company X(03) 41 Custodian company X(02) 44 unit Transaction status X(02) 46 U=unconfirmed code C=confirmed R=rejected ISIN count 9(02) 48 01 Request date X(08) 50 Date when the withdrawal is requested Format yyyymmdd Effective date X(08) 58 Date when the withdrawal is effective; cannot be prior to the request date Format yyyymmdd Transfer agent’s X(03) 66 If CDS is the custodian CUID, then this field identifies company code the TA Otherwise, custodian company Transfer agent’s unit X(02) 69 If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian unit Participant tag X(13) 71 Transaction identifier maintained by the requestor number Reject reason code X(02) 84 Filler X(75) 86
Withdrawal item record Positio Field name Picture Description n Common transaction X(30) 1 Record type=03 data Record number=000 Record subtype=1 Filler X(05) 31 DR – account type X(02) 36 SA, RA, WD
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Withdrawal item record
Field name Picture Positio Description n DR – account number X(16) 38 Security number X(12) 54 ISIN Amount (par/quantity) S9(12)V9(0 66 Positive 2) Equity=quantity Debt=par value CR – account type X(02) 80 SA, RA, WD CR – account number X(16) 82 Transfer fee amount S9(05)V9(0 98 Positive 2) Transfer fee currency X(03) 105 Declaration required X(01) 108 Transaction subtype X(02) 109 BB=buy-back EP=entitlement payment MP=Market purchase Filler X(50) 111
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3.2.4 Ledger update – trade settlement transaction
Trade settlement detail record Subtype 0
Field name Picture Positio Description n Common transaction X(30) 1 Record type=04 data Record number=000 Record subtype=0 Unit code X(02) 31 Recipient’s unit code Business role X(01) 33 Recipient’s role B=buyer S=seller Submitter indicator X(01) 34 Y/N (indicates that the recipient is the submitter or acceptor of the trade) Internal account ID X(16) 35 Recipient’s internal account ID Client name X(30) 51 Trade value date X(08) 81 Format yyyymmdd Trade date X(08) 89 Format yyyymmdd Trade type X(03) 97 Refer to Trade and Settlement Procedures Transaction status X(02) 100 S=settled code Other company code X(03) 102 Other party to trade Other unit X(02) 105 Other party to trade Security number X(12) 107 ISIN Amount (par/quantity) S9(12)V9(0 119 Positive 2) Equity=quantity Debt=par value Currency code X(03) 133 CAD, USD Net amount S9(12)V9(0 136 Positive 2) Payment exchange X(01) 150 A=settlement after payment exchange indicator B=settlement before payment exchange Acceptor’s SCI X(01) 151 Y=yes Submitter’s SCI X(01) 152 Y=yes Purge indicator X(01) 153 ß (not applicable for settlement) New trade indicator X(01) 154 Y=trade was entered today ß=not a new trade Filler X(06) 155
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Trade settlement detail record Subtype 1 Positio Field name Picture n Description Common transaction X(30) 1 Record type=04 data Record number=000 Record subtype=1 Interest payment S9(08)V9(02 31 amount ) Accrued interest S9(08)V9(02 41 amount ) Trade price S9(08)V9(09 51 Positive ) Trade yield S9(03)V9(09 68 Positive ) Gross amount S9(12)V9(02 80 Positive ) Tax amount S9(08)V9(02 94 ) Foreign exchange S9(08)V9(02 104 amount ) Commission amount S9(08)V9(02 114 ) Other amount S9(08)V9(02 124 ) Mode of settlement X(03) 134 TFT, CBS Clearing organization X(03) 137 CDS, DTC, EOC, SEB Match status code X(02) 140 M1=two trades matched by system M2=matched in overnight process LI=locked in by system M=trade eligible for matching NM=trade not eligible for matching MR=residual trade R=residual trade no longer eligible for matching
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Trade settlement detail record Subtype 1 Positio Field name Picture n Description Activity source X(05) 142 Source that reported/created the trade 1ALTO=overnight allotment 1ALTI=intraday allotment 1ATON=ATON 1MHUB=international message hub 1LINK=international trade 1MRG=participant merge 1MTCH=matching engine 1NCS=entitlement system 1SSS=business conversion 1SYS=system-generated USER=participant/external organization OMGA=Matched Institutional Trade Interface service – OMGEO (VMU) SOLA=CDCC Market ID X(05) 147 Market ID reported on the trade AATS, CANX, CDCC, CDNX, CNQ, CHIX, CXD, CX2, IXCA, LQNT, LYNX, NASD, NEOE, OMEG, OTC, PURE, TCMA, TSE Filler X(09) 152
Trade settlement detail record Subtype 2
Field name Picture Positio Description n Common transaction X(30) 1 Record type=04 data Record number=000 Record subtype=2 Memo text line 1 X(70) 31 Tag number X(13) 101 Account type X(02) 114 GA, SA, RA Account number X(16) 116 Acceptor’s internal X(16) 132 Reported if the recipient is the submitter of the trade account number Last date modified X(08) 148 Date when the trade was entered or last modified Filler X(05) 156
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Trade settlement detail record Subtype 3 Positio Field name Picture n Description Common transaction X(30) 1 Record type=04 data Record number=000 Record subtype=3 Memo text line 2 X(70) 31 VMU reference ID X(16) 101 VMU reference ID for trades received from a VMU; otherwise ß Block trade ID X(16) 117 Populated if received from a VMU; otherwise ß Block trade count X(03) 133 Populated if received from a VMU (identifies the number of participant allocations added to a market level trade); otherwise ß Block allocation X(03) 136 Populated if received from a VMU number 000 indicates a market level trade Another number identifies the underlying participant allocation number Otherwise ß Filler X(22) 139
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3.2.5 Ledger update – pledge settlement transaction
This record reports on all pledge settlements only and does not include any add or delete loan activity.
Pledge settlement detail record Subtype 0 – new pledges Field name Picture Position Description Common transaction X(30) 1 Record type=05 data Record number=000 Record subtype=0 Unit code X(02) 31 Role code X(01) 33 Internal account ID X(16) 34 Transaction value X(08) 50 yyyymmdd date Filler X(03) 58 New pledge indicator X(01) 61 Y=settlement of a new pledge ß=settlement of a modification to an existing pledge Pledge type X(01) 62 Refer to online help for details Transaction status X(02) 63 S=settled code Filler X(02) 65 Other company code X(03) 67 Other unit code X(02) 70 Currency code X(03) 72 Outstanding loan S9(12)V9(02 75 Positive amount ) Funds transfer S9(12)V9(02 89 Positive amount ) Full/partial settlement X(01) 103 F=full code P=partial Pledge detail record X(48) 104 See the following two tables for the layout of this area for new/existing pledges Filler X(09) 152
Pledge settlement detail record Subtype 0 – new pledges Field name Picture Position Description Client name X(30) 104 Name of the client that the pledge was created for Filler X(13) 134
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Pledge settlement detail record Subtype 0 – new pledges Field name Picture Position Description Payment exchange X(01) 147 One of: code A=pledge settled after payment exchange B=pledge settled before payment exchange Collateral items count 9(02) 148 Number of collateral items in the pledge transaction Loan items count 9(02) 150 Number of security loan items in the pledge transaction
Pledge settlement detail record Subtype 0 – existing pledges Field name Picture Position Description Repayment amount S9(12)V9(0 104 Principal amount (positive) if any 2) Interest amount S9(12)V9(0 118 Interest amount (positive) if any 2) Filler X(02) 132 ß Original pledge X(01) 134 P transaction type Original pledge X(07) 135 Transaction date of original pledge transaction date Format yyyyddd Original pledge X(05) 142 Transaction sequence number of original transaction transaction sequence number Payment exchange X(01) 147 One of: code A=pledge settled after payment exchange B=pledge settled before payment exchange Collateral items count 9(02) 148 Number of collateral items in the pledge transaction Loan items count 9(02) 150 Number of security loan items in the pledge transaction
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Pledge collateral record
Pledge collateral record Subtype 1 Field name Picture Position Description Common transaction X(30) 1 Record type=05 data Record number=001–040 Record subtype=1 Collateral action code X(01) 31 One of: L=lender holding cheque A=holding cheque or security collateral (new item or increase) S=seizure R=full or partial release H=holding cheque capture G=auto-segregation Security number of X(12) 32 ISIN of security or currency code of holding cheque collateral item (CAD or USD, left-justified) held as collateral Amount (par/quantity) S9(12)V9(0 44 For the security or holding cheque affected by the 2) action (collateral action code, above), the par value or amount (positive) Account type X(02) 58 Account type Account number X(16) 60 Account number Filler X(85) 76 ß
Pledge security (loan items) record
Pledge security record Subtype 2 Field name Picture Position Description Common transaction X(30) 1 Record type=05 data Record number=001–040 Record subtype=2 Security action code X(01) 31 One of A=security loan item (new item or increase) R=full or partial repayment Security number X(12) 32 ISIN of security used as principal in security loan Amount (par/quantity) S9(12)V9(02 44 Positive ) Account type X(02) 58 Account type Account number X(16) 60 Account number Filler X(85) 76 ß
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3.2.6 Ledger update – deposit/withdrawal adjustment transaction
Deposit/withdrawal adjustment detail record Field name Picture Position Description Common transaction X(30) 1 Record type=06 data Record number=000 Record subtype=0 Account type X(02) 31 Security adjustment=GA, SA, RA Account number X(16) 33 ISIN X(12) 49 Amount (par/ S9(12)V9(02 61 Equity=quantity quantity) ) Debt=par value Adjustment reason X(02) 75 code Custodian company X(03) 77 code Custodian unit code X(02) 80 Effective date X(08) 82 Date when adjustment is effective Format yyyymmdd Unit code X(02) 90 Recipient’s unit code associated with the original deposit/withdrawal transaction Original transaction X(13) 92 ID Filler X(56) 105
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3.2.7 Ledger update – ledger adjustment transaction
Ledger adjustment detail record Field name Picture Position Description Common transaction X(30) 1 Record type=07 data Record number=000 Record subtype=0 Transaction subtype X(01) 31 F=funds adjustment S=security adjustment Account type X(02) 32 Security adjustment=GA, SA, RA Account number X(16) 34 ISIN X(12) 50 If security adjustment, then ISIN Otherwise, ß Amount (par/ S9(12)V9(02 62 Equity=quantity quantity/$) ) Debt=par value Funds=amount of adjustment Currency code X(03) 76 If funds adjustment, then CAD or USD Otherwise, ß Adjustment subtype1 X(02) 79 CI=custodian inter-unit transfer CT=custodian positions transfer (includes agent merger activity) ID=international deposit1 IT=international transfer1 IW=international withdrawal1 MR=participant merge transaction PK=package ledger position RC=regular correction RE=reconstitute strip bond position SP=separate package position ST=strip ledger position Effective date X(08) 81 Date when adjustment is effective Format yyyymmdd Event ID X(13) 89 Event ID if the adjustment has been flagged as entitlement related Filler X(59) 102 1 IT, ID, and IW are CDS internal transactions. CI and CT apply to custodians only.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
3.2.8 Ledger update – inter-account movement transaction
Inter-account movement detail record Field name Picture Position Description Common transaction X(30) 1 Record type=08 data Record number=000 Record subtype=0 Transaction subtype X(01) 31 O=from/to ledgers are equal (inter-ledger) F=from/to ledgers are different (intra-ledger) T=from/to ledgers are different (intra-ledger) N=overnight (inter-ledger) Other ledger code X(02) 32 To ledger=if transaction subtype is F From ledger=if transaction subtype is T ß=if transaction subtype is O or N From account type X(02) 34 From account X(16) 36 number To account type X(02) 52 To account number X(16) 54 Security number X(12) 70 ISIN Amount (par/ S9(12)V9(02 82 Positive quantity) ) Equity=quantity Debt=par value Record receiver’s X(02) 96 unit code Other unit code X(02) 98 Filler X(61) 100
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
3.2.9 Ledger update – CNS settlement transaction
CNS settlement detail record Field name Picture Position Description Common transaction X(30) 1 Record type=09 data Record number=000 Record subtype=0 Security number X(12) 31 ISIN Security account X(02) 43 GA type Security account X(16) 45 000 number Funds account type X(02) 61 FA Funds account X(16) 63 000 number Security amount S9(12)V9(02 79 Equity=quantity (par/quantity) ) Debt=par value Funds amount ($) S9(12)V9(02 93 $ amount of adjustment ) Currency code X(03) 107 CAD, USD Clearing X(03) 110 CDS organization Filler X(48) 113
3.2.10 Ledger update – payment exchange payment and receipt
Payment exchange detail record Field name Picture Position Description Common transaction X(30) 1 Record type=10 data Record number=000 Record subtype=0 Transaction status X(02) 31 PO=posted CN=cancelled Currency code X(03) 33 CAD, USD Funds amount S9(12)V9(02 36 Positive ) Amount posted to recipient’s FA 000 account Filler X(111) 50
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
3.2.11 Ledger update – entitlement transaction record
Entitlement transaction detail record Field name Picture Position Description Common transaction X(30) 1 Record type=11 data Record number=000 Record subtype=0 Transaction subtype X(04) 31 LGRS=security payment/receipt by/to paying agent or depositary agent for distributions and mandatory events LGRF=fund payment/receipt by/to paying agent or depositary agent for distributions and mandatory events OPTN=increases/decreases to participant accounts (GA, SA, RA and TN) and the depositary agent account (OA) PLGS=increases/decreases to the CA, CX and PA PYMT=cash and security payments to participants CLMP=increases/decreases to participant funds or SA account because of claims processing of security loan items where the event involves a HOLD item CLMX=increases/decreases to participant funds account because of claims processing of security loan items where the event involves a SUBMIT item CLMS=increases/decreases to participant funds or SA account because of claims processing of outstanding Event type X(04) 35 See Entitlements file on page 106 for a list of valid event types Event ID X(13) 39 Event security ID X(12) 52 Securities subject to an entitlement event If 2 or more securities are the subject of a corporate action event, the “primary” security (as defined on the event) will be reported Instrument type X(03) 64 Refer to online help for a list of valid security instrument types Reported as ß if the payment is FUNDS and if entitlement field is CAD, USD Option number X(02) 67 Option item number X(02) 69 Option item type X(04) 71 RECV, SUBM Amount (par/quantity/ S9(16)V9(02 75 Equity=quantity $) ) Debt=par value Funds=$ amount Entitlement X(12) 93 If security, then ISIN If funds, then currency code – CAD, USD Account type X(02) 105 Account number X(16) 107
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
Entitlement transaction detail record Field name Picture Position Description Unit code X(02) 123 Paying agent or depositary agent unit if LGRS, or LGRF and OPTN Participant unit if PLGS, OPTN, CLMP, CLMX ß if PYMT, CLMS, DBPY Pledge transaction ID X(13) 125 Pledge transaction ID related to the claim transaction for the security loan item Format Pyyyyjjjnnnnn, where P=pledge, yyyy=year, jjj=Julian date, nnnnn=random number Filler X(23) 138
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger update file
3.2.12 Ledger update – funds transfer transaction
Funds transfer detail record Field name Picture Position Description Common transaction X(30) 1 Record type=13 data Record number=000 Record subtype=0 Recipient’s unit code X(02) 31 Value date X(08) 33 Format yyyymmdd Other company code X(03) 41 Company code of the other side of the funds transfer transaction Other company unit X(02) 44 Unit code of the other side of the funds transfer code transaction Currency code X(03) 46 CAD, USD Funds amount S9(11)V9(02 49 Amount transferred (positive for increases; negative for ) decreases) Account type X(02) 62 Account number X(16) 64 Filler X(81) 80 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Exchange and non-exchange trade file
3.2.13 Ledger update – currency service transaction
Funds transfer detail record Field name Picture Position Description Common transaction X(30) 1 Record type=nn (14) data Record number=000 Record subtype=0 Recipient’s unit code X(02) 31 Value date X(08) 33 Format yyyymmdd Other company code X(03) 41 Company code of the other side of the funds transfer transaction Other company unit X(02) 44 Unit code of the other side of the funds transfer code transaction Currency code X(03) 46 CAD, USD Funds amount S9(11)V9(02 49 Amount transferred (positive for increases; negative for ) decreases) Account type X(02) 62 Account number X(16) 64 Internal account X(16) 80 number FX instruction ID/FX X(13) 96 bank contract ID FX instruction type X(04) 109 One of: EX = entitlement FX instruction RX = on-request FX instruction Filler X(48) 13 ß
3.3 Exchange and non-exchange trade file
The trade file contains records that include outstanding, unsettled and deleted trades. The file layout is consistent with Ledger update – trade settlement transaction on page 61.
The record types below can be reported in this file: • 20 – Exchange – CDCC new trades • 22 – Exchange – TSE/CDNX new trades • 23 – Exchange – modified and outstanding trades (includes exchange trade corrections, buy-in adjustments and miscellaneous adjustments) • 24 – Exchange – deleted/purged trades • 25 – Exchange – CNQ new trades
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Exchange and non-exchange trade file
• 26 – Exchange – TCM (TriAct) new trades • 27 – Non-exchange – trades received after file type 28 is produced • 28 – Non-exchange – unsettled (confirmed, unconfirmed) trades • 29 – Non-exchange – deleted/purged trades • 70 – Exchange – Nasdaq CXD new trades • 80 – Exchange – LYNX new trades • 90 – Exchange – PURE (Pure Trading) new trades • 91 – Exchange – CHIX (CHI-X Canada ATS Limited) • 92 – Exchange – OMEG (Perimeter Markets Inc) • 93 – Exchange – AATS (Alpha Trading Systems LP) • 94 – Exchange – NEOE (Aequitas NEO Exchange) new trades • 96 – Exchange – ICXA (Instinet Canada Cross ICX) • 97 – Exchange – LQNT (Liquidnet Canada Inc). • 98 – Exchange – CX2 (CX2 Canada ATS)
Trade detail record Subtype 0 Field name Picture Position Description Common transaction X(30) 1 Record type=20–29, 90-98 data Record number=000 Record subtype=0 Unit code X(02) 31 Recipient’s unit code Business role X(01) 33 Recipient’s role B=buyer S=seller Submitter indicator X(01) 34 Y/N (indicates that the recipient is the submitter or acceptor of the trade) Internal account ID X(16) 35 Recipient’s internal account ID Client name X(30) 51 Trade value date X(08) 81 Format yyyymmdd Trade date X(08) 89 Format yyyymmdd Trade type X(03) 97 Refer to Trade and Settlement Procedures Transaction status X(02) 100 U, C, DK, D code Other company code X(03) 102 Other party to trade Other unit X(02) 105 Other party to trade ISIN X(12) 107
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Exchange and non-exchange trade file
Trade detail record Subtype 0 Field name Picture Position Description Amount (par/ S9(12)V9(02) 119 Positive quantity) Equity=quantity Debt=par value Currency code X(03) 133 CAD, USD Net amount S9(12)V9(02) 136 Positive Payment exchange X(01) 150 code Acceptor’s SCI X(01) 151 Y=yes N=no Submitter’s SCI X(01) 152 Y=yes N=no Purge indicator X(01) 153 Y/N Identifies trades that have been flagged for deletion before the start of the next business day New trade indicator X(01) 154 Y/N Trades entered on the current business day Not applicable for exchange trades reported on the 20, 22, 25, 26, 90 and 94 file types Filler X(06) 155
Trade detail record Subtype 1 Field name Picture Position Description Common transaction X(30) 1 Record type=20–29, 90 data Record number=000 Record subtype=1 Interest payment S9(08)V9(02) 31 amount Accrued interest S9(08)V9(02) 41 amount Trade price S9(08)V9(09) 51 Positive Trade yield S9(03)V9(09) 68 Positive Gross amount S9(12)V9(02) 80 Positive Tax amount S9(08)V9(02) 94 Foreign exchange S9(08)V9(02) 104 amount Commission amount S9(08)V9(02) 114 Other amount S9(08)V9(02) 124 Mode of settlement X(03) 134 TFT, CBS, CNS, SNS
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Exchange and non-exchange trade file
Trade detail record Subtype 1 Field name Picture Position Description Clearing X(03) 137 CDS, DTC, EOC, SEB organization Match status code X(02) 140 M1=two trades matched by system M2=matched in overnight process LI=locked in by system M=trade eligible for matching NM=trade not eligible for matching MR=residual trade R=residual trade no longer eligible for matching Trade source X(05) 142 Source that reported/created the trade 1ALTO=overnight allotment 1ALTI=intraday allotment 1ATON=ATON 1CDS=exchange trade corrections, buy-in adjustments or miscellaneous adjustments entered by CDS 1MHUB=international message hub 1LINK=international trade 1MRG=participant merge 1MTCH=matching engine 1NCS=entitlement system 1SSS=business conversion 1SYS=system-generated TSEA, CDCC, CUID=submitter/transceiver CUID, TCMA, PURE, CNQA, CHIX, OMEG, AATS, ICXA, LQNT, CX2A, Lynx, NEOE, XCXD OMGA=Matched Institutional Trade Interface service – OMGEO (VMU) SOLA=CDCC COM9=Third party trade reporting by Tullett Prebon ICI9=Third party trade reporting by Shorcan RTR9=Third party trade reporting by Freedom Market ID X(05) 147 Market ID reported on the trade AATS, CANX, CDCC, CDNX, CNQ, CHIX, CXD, CX2, IXCA, LQNT, LYNX, NASD, NEOE, OMEG, OTC, PURE,TCMA, TSE Delete activity X(05) 152 Source that caused the trade to be deleted source 1CNS=CNS 1MRG=participant merge 1MTCH=matching engine 1NCS=entitlement system 1SSS=business conversion SOLA=CDCC USER=participant/external organization COM9=Third party trade reporting by Tullett Prebon ICI9=Third party trade reporting by Shorcan RTR9=Third party trade reporting by Freedom Filler X(04) 157
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Exchange and non-exchange trade file
Trade detail record Subtype 2 Field name Picture Position Description Common transaction X(30) 1 Record type=20–29, 90 data Record number=000 Record subtype=2 Memo text line 1 X(70) 31 Tag number X(13) 101 Original trade ID if the trade type is equal to X Account type X(02) 114 GA, SA, RA Account number X(16) 116 Acceptor’s internal X(16) 132 Reported if the recipient is the submitter of the trade account number Last date modified X(08) 148 Date when the trade was entered or last modified Filler X(05) 156
Trade detail record Subtype 3 Field name Picture Position Description Common transaction X(30) 1 Record type=24 data Record number=000 Record subtype=3 Memo text line 2 X(70) 31 VMU reference ID X(16) 101 VMU reference ID for trades received from a VMU; otherwise ß Block trade ID X(16) 117 Populated if received from a VMU; otherwise ß Block trade count X(03) 133 Populated if received from a VMU (identifies the number of participant allocations added to a market level trade); otherwise ß Block allocation X(03) 136 Populated if received from a VMU number 000 indicates a market level trade Another number identifies the underlying participant allocation number Otherwise ß Repo tag number X(13) 139 Applicable for repo trades with mode of settlement SNS Filler X(9) 152
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Pledge file
3.4 Pledge file
The pledge file contains records that reflect existing, future-dated and deleted/purged pledges as well as deleted/added loan items. A pledge transaction is purged at the end of the online period at 7:30 p.m. ET (5:30 p.m. MT, 4:30 p.m. PT), if it has a status equal to deleted, or the pledge has no collateral or loan items.
The record types below can be reported in this file: • 30 – Existing (settled) pledges (P records) • 31 – Future-dated pledge transactions (P and Q records) • 32 – Deleted/added loan items (Q records) • 33 – Deleted/purged pledges (P and Q records).
Pledge detail record Subtype 0 Positio Field name Picture n Description Common transaction X(30) 1 Record type=30–33 data Record number=000 Record subtype=0 Unit code X(02) 31 Business role X(01) 33 Recipient’s role L=lender B=borrower Internal account ID X(16) 34 Value date X(08) 50 Format yyyymmdd Filler X(03) 58 New pledge indicator X(01) 61 Y=new pledge transaction entered today Pledge type X(01) 62 Refer to online help for a list of valid values Transaction status code X(02) 63 S=existing pledge C, DK, P, U=future-dated pledge or pledge transaction purged Filler X(02) 65 Other company code X(03) 67 Other unit X(02) 70 Currency code X(03) 72 CAD, USD Outstanding loan S9(12)V9(02 75 Positive amount ) Funds transfer amount S9(12)V9(02 89 Positive ) Full/partial settlement X(01) 103 ß if record type is 31 code
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Pledge file
Pledge detail record Subtype 0 Positio Field name Picture n Description Pledge detail information X(48) 104 Refer to the following two tables for a layout of this area Purge indicator X(01) 152 Y identifies that this transaction has been purged by the system; otherwise, ß Filler X(08) 153
Pledge detail record Subtype 0 – new pledges Positio Field name Picture n Description Client name X(30) 104 Name of the client that the pledge was created for Filler X(13) 134 Payment exchange X(01) 147 code Collateral items count 9(02) 148 Number of collateral items in the pledge Loan items count 9(02) 150 Number of security loan items in the pledge Filler X(09) 152
Pledge detail record Subtype 0 – existing pledges Positio Field name Picture n Description Repayment amount S9(12)V9(02 104 Repayment amount if any ) Interest amount S9(12)V9(02 118 Interest amount (positive) if any ) Filler X(02) 132 ß Original pledge X(01) 134 P transaction type Original pledge X(07) 135 Transaction date of original pledge transaction date Format yyyyddd Original pledge X(05) 142 Transaction sequence number of original transaction transaction sequence number Payment exchange X(01) 147 ß indicator Collateral items count 9(02) 148 Number of collateral items released or substituted
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Pledge file
Pledge detail record Subtype 0 – existing pledges Positio Field name Picture n Description Loan items count 9(02) 150 Number of security loan items in the pledge Filler X(09) 152
Pledge collateral record
Pledge collateral record Subtype 1 Field name Picture Position Description Common transaction X(30) 1 Record type=30–33 data Record number=001–040 Record subtype=1 Collateral action code X(01) 31 One of: L=holding cheque (lender’s) A=holding cheque or security collateral (new item or increase) R=full or partial release Security number or X(12) 32 ISIN of security or currency code of holding cheque currency code and filler (CAD or USD, left-justified) held as collateral Amount (par/quantity/$) S9(12)V9(02 44 Positive ) Account type X(02) 58 Account type For record type 30, account type/number defaults to: collateral – CA 000, PA 000 Account number X(16) 60 Account number Filler X(85) 76 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Deposit transaction file
Pledge security (loan items) record
Pledge security (loan items) record Subtype 2 Field name Picture Position Description Common transaction X(30) 1 Record type=30–33 data Record number=001–040 Record subtype=2 Security action code X(01) 31 One of: A=add security loan item L=security loan item (new item or increase) R=full or partial repayment D=delete security loan item Security number X(12) 32 ISIN of security used as principal in security loan Par/quantity S9(12)V9(02 44 Positive ) Account type X(02) 58 Account type For record type 30, account type/number defaults to: loan – FA 000, GA 000 Account number X(16) 60 Account number Event ID X(13) 76 Filler X(72) 89
3.5 Deposit transaction file
The record types below can be reported in this file: • 40 – Unconfirmed security deposits • 41 – Purged funds deposits and rejected funds/security deposits.
Deposit detail record Field name Picture Position Description Common transaction X(30) 1 Record type=40–41 data Record number=000 Record subtype=0 Unit code X(02) 31 Recipient’s unit code Transaction value X(08) 33 ß (not applicable) date Custodian company X(03) 41 Custodian company X(02) 44 unit Deposit type X(01) 46 S=security deposit F=funds deposit
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Deposit transaction file
Deposit detail record Field name Picture Position Description Transaction status X(02) 47 U=unconfirmed code R=rejected ISIN count 9(02) 49 01 (one ISIN per security deposit) Purge indicator X(01) 51 Y=funds deposit has not been confirmed or rejected Otherwise, ß Request date X(08) 52 If funds deposit, then ß if rejected or purged Otherwise, date when the deposit is requested to be effective Format yyyymmdd Effective date X(08) 60 If funds deposit or if deposit request is rejected or purged, then ß Otherwise, date when the deposit is effective May be up to 30 calendar days less than the deposit value date and deposit request date Transfer agent’s X(03) 68 If deposit type=funds, then ß company code If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian company Transfer agent’s unit X(02) 71 If deposit type=funds, then ß If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian unit Participant tag number X(13) 73 If deposit type=funds, then ß Otherwise, transaction identifier maintained by the requestor Filler X(75) 86
Deposit item record Field name Picture Position Description Common transaction X(30) 1 Record type=40–41 data Record number=000 Record subtype=1 Account type X(02) 31 Security deposit=GA, RA, SA Funds deposit=FA Account number X(16) 33 ISIN X(12) 49 If security deposit, then ISIN Otherwise, ß Amount (par/quantity/ S9(12)V9(02) 61 Positive $) Equity=quantity Debt=par value Funds=amount of deposit Currency code X(03) 75 If deposit type=funds, then CAD or USD Otherwise, ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Withdrawal transaction file
Deposit item record Field name Picture Position Description Transfer fee amount S9(05)V9(02) 78 Positive Transfer fee currency X(03) 85 Declaration required X(01) 88 Support doc included X(01) 89 Y=yes N=no Registration name X(60) 90 As entered on screen Release location X(03) 150 Transaction subtype X(02) 153 CA=corporate action GT=global transfer TO=treasury order Filler X(09) 155
3.6 Withdrawal transaction file
The record type below can be reported in this file: • 50 – Unconfirmed security withdrawals.
Withdrawal detail record Field name Picture Position Description Common transaction X(30) 1 Record type=50 data Record number=000 Record subtype=0 Unit code X(02) 31 Participant’s unit code Transaction value date X(08) 33 Date when the withdrawal (transaction) is entered (unconfirmed) Custodian company X(03) 41 Custodian company X(02) 44 unit Transaction status X(02) 46 U=unconfirmed code ISIN count 9(02) 48 01 (one ISIN per withdrawal transaction) Request date X(08) 50 Date when the withdrawal is requested to be effective Format yyyymmdd Effective date X(08) 58 Date when the withdrawal is effective Cannot be earlier than the request date Transfer agent’s X(03) 66 If CDS is the custodian CUID, then this field identifies company code the TA Otherwise, custodian company
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Withdrawal transaction file
Withdrawal detail record Field name Picture Position Description Transfer agent’s unit X(02) 69 If CDS is the custodian CUID, then this field identifies the TA Otherwise, custodian unit Participant tag number X(13) 71 Transaction identifier maintained by the requestor Filler X(77) 84
Withdrawal item record Field name Picture Position Description Common transaction X(30) 1 Record type=50 data Record number=000 Record subtype=1 Filler X(05) 31 ß DR – account type X(02) 36 DR – account number X(16) 38 Security number X(12) 54 ISIN Amount (par/quantity) S9(12)V9(02 66 Positive ) Equity=quantity Debt=par value CR – account type X(02) 80 WD CR – account number X(16) 82 Transfer fee amount S9(05)V9(02 98 Positive ) Transfer fee currency X(03) 105 Declaration required X(01) 108 Release location X(03) 109 Transaction subtype X(02) 112 BB=buy-back EP=entitlement payment MP=market purchase Direct reg opt X(01) 114 C=certificate D=statement Filler X(46) 115 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS activity file
3.7 CNS activity file
The CNS activity file summarizes CNS activities related to both outstanding CNS positions and value-dated CNS positions.
The CNS activity file is generated twice each day as follows: • After the overnight CNS netting process (file type 0031) • At end of day (file type 0006; this is a cumulative file that also includes data reported in file type 0031)
Common transaction data
Common transaction data Field name Picture Position Description Company code X(03) 1 Ledger code X(02) 4 Record type X(02) 6 60=outstanding CNS position activity 62=value-dated CNS position activity Record subtype X(02) 8 00=CNS activity summary 01=CNS transactions – marking details 02=CNS positions – marking details Business date X(08) 10 Business date for outstanding CNS position activity Value date for value-dated CNS position activity Clearing organization X(03) 18 CDS Currency X(03) 21 CAD, USD Security number X(12) 24 ISIN Filler X(05) 36
Record type 60; subtype 00: CNS summary of changes to outstanding positions
Clearing organization, currency and security number uniquely identify where CNS activity occurred (e.g., domestic $CAD, domestic $USD).
CNS activity summary Record type 60; subtype 00 Field name Picture Position Description Common transaction X(40) 1 data Start of day net position S9(12)V9(02) 41 Negative=participant owes CNS (to-deliver) Positive=participant is owed by CNS (to-receive)
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS activity file
CNS activity summary Record type 60; subtype 00 Field name Picture Position Description Allotments1 S9(12)V9(02) 55 Changes in outstanding positions due to allotments Netting1 S9(12)V9(02) 69 Changes in outstanding positions resulting from the netting of value-dated positions that have reached value date Entitlements1 S9(12)V9(02) 83 Changes in outstanding positions resulting from corporate actions (e.g., stock split, conversion) Washout (buy-ins)1 S9(12)V9(02) 97 Changes in outstanding positions resulting from domestic buy-in execution activities Participant merge1 S9(12)V9(02) 111 Changes in outstanding positions resulting from participant merge activities Batch CNS settlements1 S9(12)V9(02) 125 Changes in outstanding positions resulting from settlements during the CNS/BNS process Real-time CNS S9(12)V9(02) 139 Changes in outstanding positions resulting from settlements1 real-time settlements End-of-day net position S9(12)V9(02) 153 Negative=participant owes CNS (to-deliver) Positive=participant is owed by CNS (to-receive) Marks applied against S9(12)V9(02) 167 Marks applied against outstanding CNS position transactions adjustment transactions and entitlement conversion transactions Marks applied against S9(12)V9(02) 181 Marks applied against outstanding positions outstanding positions Filler X(06) 195 1 Positive amounts reduce start-of-day to-deliver positions and negative amounts reduce start-of-day to-receive positions.
Record type 60; subtype 01: CNS transactions – marking details
Marks applied against outstanding CNS position adjustment transactions and entitlement conversion transactions are reported on this record.
CNS transactions–marking details Record type 60; subtype 01 Field name Picture Position Description Common transaction X(40) 1 data Transaction ID X(13) 41 Transaction ID begins with: 0=entitlement conversion transaction Blank=outstanding CNS position adjustment Role X(01) 54 Recipient’s role – buyer or seller
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS activity file
CNS transactions–marking details Record type 60; subtype 01 Field name Picture Position Description Previous marking price S9(08)V9(09) 55 Positive Par/quantity S9(12)V9(02) 72 Positive Mark price S9(08)V9(09) 86 Positive Price that the transaction is marked against Reported on BOD file X(01) 103 Identifies whether the marking detail was reported on the CNS Activity file – BOD (file type 0031). Y=marking detail was reported on the BOD file N=marking detail was not reported on BOD file This field is blank on the CNS Activity file – BOD (file type 0031). Filler X(97) 104
Record type 60; subtype 02: Outstanding CNS positions – marking details
Mark records report marks applied to outstanding positions.
Outstanding CNS positions marking details Record type 60; subtype 02 Field name Picture Position Description Common transaction X(40) 1 data Type of mark X(02) 41 VM=CNS position mark Mark balance S9(12)V9(02) 43 Outstanding position that was marked CNS marking price S9(08)V9(09) 57 Price used to mark the position Mark amount S9(12)V9(02) 74 Reported on BOD file X(01) 88 Identifies whether the marking detail was reported on the CNS Activity file – BOD (file type 0031). Y=marking detail was reported on the CNS file N=marking details was not reported on the BOD file This field is blank on the CNS Activity file – BOD (file type 0031). Filler X(112) 89
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS activity file
Record type 62; subtype 00: CNS summary of changes to value-dated CNS positions
Clearing organization, currency, security number and value date uniquely identify where CNS activity occurred (e.g., domestic $CAD, domestic $USD).
l CNS activity summary Record type 62; subtype 00 Field name Picture Position Description Common transaction X(40) 1 data Start of day net position S9(12)V9(02) 41 Negative=participant owes CNS (to-deliver) Positive=participant is owed by CNS (to-receive) Allotments1 S9(12)V9(02) 55 Changes in value-dated positions due to allotments Netting1 S9(12)V9(02) 69 Changes in value-dated positions resulting from trade extraction Entitlements1 S9(12)V9(02) 83 Changes in value-dated positions resulting from corporate actions (e.g., stock split, conversion) Value-dated position S9(12)V9(02) 97 Changes in value-dated positions resulting from movement value-dated positions that have reached value date and are netted with outstanding positions Participant merge1 S9(12)V9(02) 111 Changes in value-dated positions resulting from participant merge activities Batch CNS settlements1 S9(12)V9(02) 125 N/A Real-time CNS S9(12)V9(02) 139 N/A settlements1 End-of-day net position S9(12)V9(02) 153 Negative=participant owes CNS (to-deliver) Positive=participant is owed by CNS (to-receive) Marks applied against S9(12)V9(02) 167 Marks applied against extracted trades and transactions entitlement conversion transactions Marks applied against S9(12)V9(02) 181 Marks applied against value-dated positions outstanding positions Filler X(06) 195 1 Positive amounts reduce start-of-day to-deliver positions and negative amounts reduce start-of-day to-receive positions.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS activity file
Record type 62; subtype 01: CNS transactions – marking details
Marks applied against extracted CNS trades and entitlement conversion transactions are reported.
l CNS transactions – marking details Record type 62; subtype 01 Field name Picture Position Description Common transaction X(40) 1 data Transaction ID X(13) 41 Transaction ID begins with: 0=entitlement conversion transaction T=non-exchange trade Y=exchange trade Role X(01) 54 Recipient’s role – buyer or seller Trade price or previous S9(08)V9(09) 55 Positive marking price Par/quantity S9(08)V9(02) 72 Positive Mark price S9(08)V9(09) 86 Positive Price that the transaction is marked against Reported on BOD file X(01) 103 Identifies whether the marking detail was reported on the CNS Activity file – BOD (file type 0031) Y=marking detail was reported on the BOD file N=marking detail was not reported on the BOD file This field is blank on the CNS Activity file – BOD (file type 0031). Filler X(97) 104
Record type 62; subtype 02: Value-dated CNS positions – marking details
Marks applied to value-dated CNS positions are reported.
l CNS transactions – marking details Record type 62; subtype 02 Field name Picture Position Description Common transaction X(40) 1 data Type of mark X(02) 41 VM=CNS position mark Mark balance S9(12)V9(02) 43 Value-dated position that are marked CNS marking price S9(12)V9(029 57 Price used to mark the position Mark amount S9(12)V9(02) 74
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS EOD position record file
CNS transactions – marking details Record type 62; subtype 02 Field name Picture Position Description Reported on BOD file X(01) 88 Identifies whether the marking detail was reported on the CNS Activity file – BOD (file type 0031). Y=marking detail was reported on the BOD file N=marking detail was not reported on the BOD file This field is blank on the CNS Activity file – BOD (file type 0031). Filler X(112) 89
3.8 CNS EOD position record file
The CNS EOD position record file provides participants with a market valuation of their EOD outstanding CNS positions and value-dated CNS positions. This file is available either standalone or as part of a merged file with the CNS activity file.
Common transaction data
Common transaction data Field name Picture Position Description Company code X(03) 1 Ledger code X(02) 4 Record type X(02) 6 61 – CNS EOD outstanding positions 63 – CNS EOD value-dated positions Record subtype X(02) 8 00 Business date X(08) 10 Business date for outstanding positions Value date for value-dated positions Clearing organization X(03) 18 CDS Currency X(03) 21 CAD, USD Security number X(12) 24 ISIN Filler X(05) 36
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS fails to deliver – detail file
CNS EOD position record Subtype 00 Field name Picture Position Description Common transaction X(40) 1 data EOD net position S9(12)V9(02) 41 Negative=participant owes CNS (to-deliver) Positive=participant is owed by CNS (to-receive) EOD CNS value S9(12)V9(02) 55 EOD net position * EOD marking price Diversification eligibility X(01) 69 Y or N indicator Equity haircut per cent X(17) 70 Conversion is required to a numeric with 8 positions before the decimal and 9 positions after the decimal Filler X(114) 87
3.9 CNS fails to deliver – detail file
The CNS fails to deliver – detail file is sent to the Ontario Securities Commission (OSC) each day to allow monitoring of fails and potential short selling in the marketplace. The CNS fails to deliver data is reported on a participant (CUID- specific) basis, and is available for subscription by participants.
Common transaction data
Common transaction data Record type 00 Field name Picture Position Description Company code X(03) 1 Ledger code X(02) 4 Record type X(02) 6 00 Record subtype X(02) 8 00 Business date X(08) 10 Business date being reported Clearing organization X(03) 18 CDS Currency X(03) 21 CAD, USD Security number X(12) 24 ISIN Filler X(05) 36
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS fails to deliver – detail file
CNS Fails to Deliver (Participant Specific) Field Name Picture Position Description Common transaction X(40) 1 data Security name X(30) 41 Short name of the security in CDSX Ticker symbol X(12) 71 Ticker symbol used on the TSX. If there is no TSX ticker symbol, the CDNX or CNQ ticker symbol is reported Otherwise, the field is blank Market ID X(06) 83 Identifies the exchange of the ticker symbol Filler X(06) 89 ß Security quantity of S9(12)V9(02) 95 Opening CNS outstanding positions (negative) opening CNS positions Zeroes if the participant does not have outstanding to deliver positions at beginning-of-day (BOD) Opening market price S9(08)V9(09) 109 Opening market price (positive) Zeroes if the participant does not have outstanding to deliver positions at beginning-of-day (BOD) Opening CNS position S9(12)V9(02) 126 Opening outstanding positions value (positive) value Zeroes if the participant does not have outstanding to deliver positions at beginning-of-day (BOD) Filler X(12) 140 ß Security quantity of S9(12)V9(02) 152 Closing CNS outstanding positions (negative) closing CNS positions Zeroes if the participant does not have outstanding to deliver positions at end-of-day (EOD) Closing market price S9(08)V9(09) 166 Closing market price (positive) Zeroes if the participant does not have outstanding to deliver positions at end-of-day (EOD) Closing CNS position 9(12)V9(02) 183 Closing outstanding positions value (positive) value Zeroes if the participant does not have outstanding to deliver positions at end-of-day (EOD) Filler X(54) 197
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS fails to deliver – aggregate file
3.10 CNS fails to deliver – aggregate file
The CNS fails to deliver – aggregate file is sent to the Ontario Securities Commission (OSC) each day to allow monitoring of fails and potential short selling in the marketplace.
3.10.1 Common transaction data
Common transaction data Record type 00 Field name Picture Position Description Company code X(03) 1 Ledger code X(02) 4 Record type X(02) 6 00 Record subtype X(02) 8 00 Business date X(08) 10 Business date being reported Clearing organization X(03) 18 CDS Currency X(03) 21 CAD, USD Security number X(12) 24 ISIN Filler X(05) 36
CNS Fails to Deliver (Aggregate) Field Name Picture Position Description Common transaction X(40) 1 data Security name X(30) 41 Short name of the security in CDSX Ticker symbol X(12) 71 Ticker symbol used on the TSX If a TSX ticker symbol does not exist, the CDNX or CNQ ticker symbol is reported Otherwise, the field is left blank Opening total number of 9(06) 83 Total number of participant ledgers who have fails fails to deliver CNS positions at beginning-of-day (BOD) Market ID X(06) 89 Identifies the exchange of the ticker symbol Security quantity of S9(12)V9(02) 95 Total number of all opening CNS positions in the opening CNS positions ISIN for the current business day Zeroes if there are no outstanding to deliver positions at beginning-of-day (BOD) Opening market price S(08)V9(09) 109 Opening market price (positive) Zeroes if there are no outstanding to deliver positions at beginning-of-day (BOD)
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CHAPTER 3 PARTICIPANT OUTBOUND FILES CNS fails to deliver – aggregate file
CNS Fails to Deliver (Aggregate) Field Name Picture Position Description Opening CNS position 9(12)V9(02) 126 Sum of the values of all opening CNS positions value Zeroes if there are no outstanding to deliver positions at beginning-of-day Closing total number of 9(06) 140 Total number of participant ledgers who have fails fails to deliver CNS positions at end-of-day (EOD) Filler X(06) 146 ß Security quantity of S9(12)V9(02) 152 Total number of all closing CNS positions in the closing CNS positions ISIN for the current business day Zeroes if there are no outstanding to deliver positions at end-of-day (EOD) Closing market price S(08)V9(09) 166 Closing market price (positive) Zeroes if there are no outstanding to deliver positions at end-of-day (EOD) Closing CNS position 9(12)V9(02) 183 Sum of the values of all closing CNS positions value Zeroes if there are no outstanding to deliver positions at end-of-day (EOD) Total Trade Quantity 9(12)V9(02) 197 Sum of the security quantity of all CNS trades Total Trade Value 9(12)V9(02) 211 Sum of the settlement value of all CNS trades Filler X(26) 225
The CNS fails to deliver – aggregate file is also available in CSV format, comma delimited with the following column headings:
Column Name 1 BUSINESS DATE 2ISIN 3 CLEARANCE ORGANIZATION ID 4 CURRENCY CODE 5 SECURITY SHORT NAME 6 TICKER SYMBOL 7 TOTAL NUMBER OF OPENING CNS TO DELIVER O/S POSITIONS 8 MARKET ID 9 OPENING CNS OUTSTANDING POSITIONS SECURITY QUANTITY 10 OPENING MARKET PRICE 11 OPENING CNS OUTSTANDING POSITION VALUE 12 TOTAL NUMBER OF CLOSING CNS TO DELIVER O/S POSITIONS 13 CLOSING CNS OUTSTANDING POSITIONS SECURITY QUANTITY 14 CLOSING MARKET PRICE
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CHAPTER 3 PARTICIPANT OUTBOUND FILES NSCC CNS settlement account summary extract file
Column Name 15 CLOSING CNS OUTSTANDING POSITION VALUE 16 QUANTITY 17 TOTAL VALUE
3.11 NSCC CNS settlement account summary extract file
Data is reported to CDS on the NSCC continuous net settlement accounting summary file.
NSCC CNS settlement account summary extract Field name Picture Position Description Company code X(03) 1 Unit code X(02) 4 Record type X(02) 6 70 Business date X(08) 8 Business date being reported Converted from settlement date Currency X(03) 16 Converted from currency indicator Security number X(12) 19 ISIN Converted from CUSIP if available in SMF; otherwise CUSIP is reported Price S9(08)V9(09) 31 Positive Converted from price CNS settlements S9(12)V9(02) 48 Converted from net depository settlements quantity End of day net S9(12)V9(02) 62 Converted from closing net position position quantity CNS settlements S9(12)V9(02) 76 CNS settlements quantity * price value End of day net S9(12)V9(02) 90 EOD net position quantity * price position value Filler X(17) 104
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Participant profile file
3.12 Participant profile file
The common data is reported in column 1 for every record.
Participant profile file Common data Field name Picture Position Description File number X(04) 1 7050 Company code X(03) 5 Completed for all record types Ledger code X(02) 8 Completed for record types: 01 02 (if customer unit) 04 (if service at ledger level) Unit code X(02) 10 Completed for record types: 02 03 04 (if service at CUID level) 05 Record type X(02) 12 00 to 05 Filler X(02) 14
Participant profile file Company details – record type 00 Field name Picture Position Description Common data X(15) 1 Company name X(30) 16 Company type X(02) 46 Displayed only if CL Otherwise, ß Filler X(33) 48 ß
Participant profile file Ledger details – record type 01 Field name Picture Position Description Common data X(15) 1 Ledger type X(01) 16 C (customer) only Default unit X(01) 17 Default unit used to set up transactions when a unit is not available (e.g., auto-segregation) Filler X(63) 18 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Participant profile file
Participant profile file CUID (customer unit) details – record type 02 Field name Picture Position Description Common data X(15) 1 Unit type X(01) 16 C=customer S=custodian International unit X(01) 17 Y or N indicator Identifies if the unit is used for international link activities Clearing X(03) 18 Will have a value (e.g., DTC, EOC, SEB, CDS) if organization ID company type is CL and international unit indicator is equal to Y Filler X(60) 21 ß
Participant profile file Custodian unit window location details – record type 03 Field name Picture Position Description Common data X(15) 1 Window location X(03) 16 Primary location X(01) 19 Y or N indicator Filler X(61) 20
Participant profile file CUID/ledger service eligibility – record type 04 Field name Picture Position Description Common data X(15) 1 Service type X(03) 16 CNS CNT=CNS netting DLV=delivery TPR=Third party trade reporting SNS=SOLA Netting System VMU=VMU service Service organization X(03) 19 FRD=Third Party Trade Reporting - Freedom (TPR) SHR=Third Party Trade Reporting - Shorcan (TPR) PRB=Third Party Trade Reporting - Tullett Prebon (TPR) OMG=Matched Institutional Trade Interface service – OMGEO (VMU) Currency X(03) 22 Eligibility date X(08) 25 Filler X(48) 33
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
Participant profile file SOLA netting eligibility details – record type 06 Field name Picture Position Description Common data X(15) 1 Internal account X(16) 16 Indicates the internal account for which the eligibility details apply When this field is specified, trades involving the internal account will be eligible for the mode of settlement SNS When this field is left blank, trades are eligible for the mode of settlement SNS at the CUID level (regardless of the internal account entered on the trade) Zero-net indicator X(01) 32 Y or N Indicates whether the zero net matching process should be applied to cash trades with mode of settlement SNS Effective date X(08) 33 Effective date of the eligibility row (yyyymmdd) Delete-pending X(01) 41 Y indicator Indicates that the deletion of a row is pending SCI update on TFT X (01) 42 Y or N trades indicator Indicates whether the participant’s settlement control indicator is set to N on current valued dated bilateral repo trades that have been updated with a mode of settlement TFT from SNS by CDSX due to the CDCC cutoff
3.13 Security Master File
There are two security master transmissions available: 7030 and 7031.
7030 file
The 7030 file reports on all (outstanding) preliminary issues and confirmed issues. An outstanding issue is a preliminary issue that has not yet been confirmed by the issuing agent. The issue is in “entered” status. A confirmed issue is in “confirmed” status.
7031 file
The 7031 file is a “changes” file that reports on: • new preliminary issues (entered on the previous day but not yet confirmed) • deleted preliminary issues (deleted overnight)
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
• new confirmed issues • changes in status of confirmed issues (changed to inactive or deleted) • changes to details of confirmed issues.
If any one or more data elements have been changed, the 7031 file reports the entire record (all record types) for that security.
A security that is entered, confirmed and deleted on the same day will not be reported on the 7031 file.
The file layouts of 7030 and 7031 are identical, are made up of six record types, and contain a 20-character common section, as follows.
Common data Field name Picture Position Description File number X(04) 1 7030 or 7031 Security number X(12) 5 ISIN Record type X(02) 17 00–06 Filler X(02) 19
Common data is always reported for both 7030 and 7031 transmissions.
Record type 00 – general data Field name Picture Position Description Common data X(20) 1 Security type X(01) 21 Security subtype X(02) 22 Instrument type X(03) 24 Security status X(01) 27 E=entered – preliminary issue only C=confirmed – confirmed issue Action code X(01) 28 Reported on 7031; otherwise, ß For preliminary issues, A=add or D=delete For confirmed issues, A=add, C=changed, D=deleted, I=inactive (deactivated) Security activity date X(08) 29 Format yyyymmdd Last date when details about this security changed Security issue name X(30) 37 Not populated for deleted preliminary issues Filler X(84) 67
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
Record type 01: details for preliminary issues
On the 7030, all details are reported. On the 7031, the ‘01’ record is reported only for additions. • Reported only if security status (record type 00)=E • New preliminary issues are reported on 7030 and 7031 • Preliminary issues entered prior to the previous day but not yet confirmed are reported on the 7030 • If action code=A, this issue is not yet confirmed • If action code=D, this preliminary issue has expired (i.e., past maturity date) prior to confirmation • A confirmed preliminary issue is reported on the 7030 and 7031 file.
Record type 01 – details for preliminary issues Field name Picture Position Description Common data X(20) 1 Issuer code X(06) 21 Issuer of the security Issue setup date X(08) 27 Date when the preliminary issue was created Discount note code X(02) 35 DN=discount note, IB=interest bearing Security currency X(03) 37 CAD code Currency that the security is issued in Security distribution X(01) 40 Frequency of distribution if the security is interest frequency bearing Maturity date X(08) 41 Interest rate 9(05)V9(13) 49 Nominal rate (e.g., 6.35 per cent) Interest day count X(03) 67 365 basis Issuing agent X(05) 70 Issuing agent CUID Filler X(76) 75 ß
Record type 02: details for confirmed issues
Record type 02 – confirmed issue details Field name Picture Position Description Common data X(20) 1 Security issuer name X(30) 21 Issuer code X(06) 51 Maturity date X(08) 57
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
Record type 02 – confirmed issue details Field name Picture Position Description Security currency X(03) 65 Currency that the security is issued in code Issue date X(08) 68 Discount note code X(02) 76 DN=discount note, IB=interest bearing Write down indicator X(01) 78 Y or N Deposit declaration X(01) 79 Y or N indicator Withdrawal X(01) 80 Y or N declaration indicator Certificate code X(03) 81 BEO, DCI, NCI, OTH Constraint indicator X(01) 84 Y or N Primary withhold tax X(02) 85 CA, US country code MBS pool number X(08) 87 Secondary withhold X(02) 95 Populated if present tax country code Occurs 5 Otherwise, ß times Country of X(02) 105 incorporation Variable currency X(01) 107 Y or N indicator Direct reg opt X(01) 108 Y or N indicator Filler X(42) 109 ß
Record type 03: eligibility details for confirmed issues – occurs n times
Record type 03 – eligibility details for confirmed issues Occurs n times Field name Picture Position Description Common data X(20) 1 Filler X(01) 21 Security eligibility X(03) 22 DCS=CDSX type CNS=continuous net settlement DTC=DTC eligible EOC=Euroclear France eligible SEB=SEB eligible SNS=eligible for netting at CDCC
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
Record type 03 – eligibility details for confirmed issues Occurs n times Field name Picture Position Description Security eligibility X(08) 25 Date when the security becomes eligible for a effective date particular service Filler X(118) 33 ß
Record type 04: market information for confirmed issues – occurs n times
Record type 04 – market information for confirmed issues Occurs n times Field name Picture Position Description Common data X(20) 1 Filler X(01) 21 Security number X(06) 22 system Security market ID X(06) 28 Market code Alternate security ID X(12) 34 e.g., CUSIP Filler X(105) 46 ß
Record type 05: features information for confirmed issues – occurs n times
Record type 05 – features information for confirmed issues Occurs n times Field name Picture Position Description Common data X(20) 1 Feature type X(04) 21 Feature effective X(08) 25 Start date of the feature date Feature expiry date X(08) 33 Distribution X(01) 41 Frequency of the payments for the feature period frequency Number of X(04) 42 Number of days or months corresponding to the distribution units distribution frequency Interest type X(03) 46 FXD=fixed, FLT=floating Interest X(02) 49 S, CD, CM, CQ, CS, CA compounding period
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Security Master File
Record type 05 – features information for confirmed issues Occurs n times Field name Picture Position Description Day count basis X(01) 51 A=actual/360 B=30/360 C=actual/365 D=actual/365L E=as per distribution frequency Initiator code X(01) 52 Party who may initiate the feature H=holder, I=issuer Payment currency X(03) 53 Currency of the payment code Payment security ID X(12) 56 Security that will be paid out for the feature Feature rate 9(05)V9(13) 68 Receiver/submitter X(01) 86 Indicates if the feature is a submitter item or receiver code item Rate type X(01) 87 N=nominal, E=effective Filler X(63) 88 ß
Record type 06: minimum denomination for confirmed issues – occurs n times
Record type 06 – minimum denomination for confirmed issues Occurs n times Field name Picture Position Description Common data X(20) 1 Security attribute X(45) 21 Minimum denomination or minimum transaction quantity Security transaction X(2) 66 L=ledger type WD=withdrawal T=trade Minimum quantity 9(14)V9(02) 68 Minimum denomination amount Filler X(65) 84 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
3.14 Entitlements file
The 7040 file reports on active events. An active event is an event with a status that is not deleted, completed or paid. The 7041 file is created for all modifications of event information on the current business day. The layout for these files is made up of eight record types and contains a 20-character common section, as follows. For any event, there will be at least one record type 01, 02, 04 and 05. Record type 03 is usually with mandatory events. For record type 06, the details are provided to CDS by DTCC.
Distribution events (with no options) Event code Event name APN Other asset-backed (payable date with no write down) APW Other asset-backed (payable date with write down) ARN Interest or interest and principal (record date with no write down) ARW Other asset-backed (record date with write down) DIS Cash distribution DIV Cash dividend INT Interest MBS NHA-MBS RWS Rights or warrants distribution SDS Stock distribution SDV Stock dividend SPN Spin off SSP Stock split
Distribution events (with options) Event code Event name DWO Dividend with option (cash, stock, currency or DRIP) INO Interest with option
Mandatory events (with no options) Event code Event name CSL Consolidation CVM Mandatory conversion ETM Mandatory extension EXM Mandatory exchange FAB Other asset-backed final payment FBS NHA final payment
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
Mandatory events (with no options) Event code Event name INR Subscription instalment receipt LQD Liquidation MAT Maturity MCM Mandatory change (name change) MGM Merger (with no option) PAM Plan of arrangement (with no option) PCL Partial redemption lottery PCP Partial redemption pro-rata PSH Push-out RDM Mandatory redemption SEP Unit separation
Mandatory events (with options) Event code Event name MAO Mandatory acquisition with option MCO Mandatory change with option MGO Merger with option PAO Plan of arrangement with option
Voluntary events Event code Event name CVV Voluntary conversion DBB Debenture buy-back ETV Voluntary extension EXV Voluntary exchange ODD Odd lot offer PUR Purchase offer RDV Voluntary redemption RET Retraction SUB Subscription TED Tender offer
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
Common data Field name Picture Position Description File number X(04) 1 7040 or 7041 Event ID X(13) 5 Record type X(02) 18 00–07 Filler X(01) 20
Record type 00: general details
Common data is always reported for both 7040 and 7041 transmissions.
Record type 00 – general details Field name Picture Position Description Common data X(20) 1 Event type X(04) 21 Event status X(04) 25 ANTC=anticipated UNCF=unconfirmed CMPL=complete (7041 only) CONF=confirmed DELE=deleted (7041 only) PAID=paid (7041 only) PRPD=partially paid Security number X(12) 29 ISIN If more than one security is the subject of a corporate action, this field identifies the “primary” security Security description X(30) 41 Mandatory/voluntary X(01) 71 M=mandatory, V=voluntary code Action required X(01) 72 Y or N indicator Related bulletin ID X(11) 73 Most current bulletin (if issued) related to this event Residency restriction X(01) 84 Y or N indicator Subject to tax X(01) 85 Y or N indicator Additional rights X(01) 86 M=additional quantity
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
Record type 00 – general details Field name Picture Position Description AB interest rate 9(05)V9(13 106 Applicable to MBS, ARN, APN, ARW and APW event ) types Action code X(01) 124 Reported on 7041 otherwise ß A=add (first time event is reported), C=changed RPF 9(05)V9(13 125 Remaining principal balance factor ) Applicable to MBS/ABS events Filler X(13) 143 ß
Record type 01 – event level – critical dates Field name Picture Position Description Common data X(20) 1 Critical date code X(02) 21 01=record date 02=agent payable date 04=processing date 05=due bill redemption date 06=right of withdrawal expiry date 07=activation date 10=dissenting expiry date 11=start date 12=end date 13=entered/modified date 14=announcement date (not active) 15=ex-dividend date CA 16=cancellation date 17=bulletin date 18=daily expiry time 19=letter of guarantee expiry date 20=effective date 21=ex-dividend date US 22=ex-dividend date GB (for future use) Event critical date X(08) 23 yyyymmdd Filler X(120) 31 ß
Record type 02 – event agent records Field name Picture Position Description Common data X(20) 1 Agent type X(02) 21 CU=custodian unit PY=paying agent DA=depositary agent PS=paying security agent Agent company X(03) 23
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
Record type 02 – event agent records Field name Picture Position Description Agent unit X(02) 26 Payment release X(04) 28 OVRN=overnight mode INDY=intraday LVTS=intraday, LVTS payment Filler X(119) 32
Record type 03 – event restrictions (Apply to primary security) Field name Picture Position Description Common data X(20) 1 Restriction code X(02) 21 AC=ACV CS=CNS settlement IR=inter-account movements LA=ledger adjustments NF=northbound flip TR=trade entry TS=trade settlement PL=pledge entry PS=pledge settlement WD=withdrawal DE=deposit OT=option tender Restriction start date X(08) 23 yyyymmdd Restriction end date X(08) 31 yyyymmdd Filler X(112) 39
Record type 04 – event option/item details Field name Picture Position Description Common data X(20) 1 Option number X(02) 21 Option item number X(02) 23 Default indicator X(01) 25 Y or N Option type X(02) 26 CS=cash and securities DA=dutch auction DR=DRIP DS=dissent LG=letter of guarantee Option status X(04) 28 CONF, DELE, PAID, PRPD, UNCF, ANTC Minimum tender 9(13)V9(02 32 If option type is equal to DA amount ) Otherwise, ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Entitlements file
Record type 04 – event option/item details Field name Picture Position Description Maximum tender 9(13)V9(02 47 If option type is equal to DA amount ) Otherwise, ß Tender increment 9(13)V9(02 62 If option type is equal to DA amount ) Otherwise, ß Item status X(04) 77 CONF, DELE, PAID, PRPD, UNCF, ANTC Item type X(04) 81 SUBM=submit by participant RECV=receive by participant HOLD=need not submit Security/currency X(12) 85 If security, then ISIN Otherwise, currency (CAD, USD) Rate 9(05)V9(13 97 ) Payment method X(01) 115 B=bulk, D=daily Disbursement X(03) 116 CAD, USD security price currency Disbursement 9(05)V9(13 119 security price ) Proration Indicates X(01) 137 Y or N Filler X(13) 138
Record type 05 – event option critical dates Field name Picture Position Description Common data X(20) 1 Option number X(02) 21 Critical date code X(02) 23 03=CDS expiry date and time 08=agent expiry date and time 09=CDS payable date 16=date when the event was deleted 18=daily tender expiry time 19=LOG expiry date and time 71=option tender restriction start date1 72=option tender restriction end date1 Option critical date X(08) 25 yyyymmdd Option critical time X(06) 33 hhmmss Filler X(112) 39 1 Set on payable date and if a voluntary event is cancelled or deleted.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger positions file
Record type 06 – event option tax details Field name Picture Position Description Common data X(20) 1 Option number X(02) 21 Tax code X(03) 23 011–081=$US withholding rates 999=$CAD withholding rates Default rate indicator X(01) 26 Withholding rate 9(02)V9(02 27 ) Filler X(118) 31
Record type 06 will repeat for each tax code and tax rate available for the event.
Record type 07 – source of income details Field name Picture Position Description Common data X(20) 1 SOI country X(02) 21 CA, US SOI payment 9(5)V9(13) 23 Total payment SOI proportion 9(5)V9(13) 41 Proportion of payment Applicable tax code X(03) 59 for SOI Filler X(89) 62
3.15 Ledger positions file
CDS transmits a close of business actual balance file consisting of a batch header, detail records and a batch trailer.
One detail record is created for each ledger position at the account type/account number/ISIN level.
Batch header
The batch header marks the beginning of the balances being transmitted.
Ledger positions Batch header record Field name Picture Position Description Filler X(02) 1 ß Company code X(03) 3 Participant company code
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Ledger positions file
Ledger positions Batch header record Field name Picture Position Description Ledger code X(02) 6 Report ID X(06) 8 000016 Filler X(13) 14 ß Reconciliation date X(08) 27 Format yyyymmdd Filler X(46) 35 ß
Batch trailer
This record marks the end of the balances being transmitted. Any record between the batch trailer and the next batch header is ignored.
Ledger positions Batch trailer record Field name Picture Position Description Filler X(02) 1 ß Company code X(03) 3 Participant company code Ledger code X(02) 6 Report ID X(06) 8 000016 Filler X(13) 14 ß Reconciliation date X(08) 27 Format yyyymmdd Filler X(12) 35 ß Record count 9(07) 47 Number of detail records Filler X(27) 54 ß
Detail records
Record type 01 Detail record Field name Picture Position Description Ledger code X(02) 1 Account type X(02) 3 Code=CA, CX, GA, OA, PA, RA, SA, TN or WD Account number X(16) 5 Security number X(12) 21 ISIN Par value S9(12)V9(02 33 Amount held ) Filler X(34) 47 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Custodian ledger reconciliation file
3.16 Custodian ledger reconciliation file
The outbound custodian reconciliation file reports the results of the daily verification process of CDSX system ledger positions against those supplied for each security by the appropriate custodian/transfer agent. This file simulates the results of the Custodian Reconciliation Control report (for batch input files) and the Custodian Reconciliation Exception report. For more information, refer to CDS Reporting Procedures.
Triggered by input from the custodian (either online via 3270 or batch input), the output file contains one header and trailer record for every custodian unit (or company code, depending on the level of reconciliation) and three detail record types for each unit. The detail records contain the following information: Record type 01 (control records): Total number of transactions received Total number of transactions rejected Total number of securities out of balance Record type 02 (rejected records): Rejected transactions, with error message Record type 03 (out of balance Out of balance details, with reported and actual records): amounts and difference
Header record
Repeated once for every custodian CUID/company code.
Custodian ledger reconciliation Header record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal ‘00’ Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date (format yyyymmdd) System time X(06) 24 Transmission time (format hhmmss) File description X(50) 30 Literal ‘Custodian Reconciliation File’ Filler X(81) 80 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Custodian ledger reconciliation file
Common data
Occupies the first 20 bytes of every detail record.
Custodian ledger reconciliation Common data Field name Picture Position Description File number X(04) 1 Literal ‘0011’ Company code X(03) 5 Custodian company code Unit code X(02) 8 Custodian unit code (blanks in case of consolidated reconciliation) Record type X(02) 10 Identifies the record type (01, 02 or 03) Reconciliation date X(08) 12 Format yyyymmdd Filler X(01) 20 ß
Detail records
Custodian ledger reconciliation Record type 01 – control record details Field name Picture Position Description Transactions 9(05) 21 Total number of transactions received (equal to number received of records in input file from custodian) Transactions 9(05) 26 Total number of transactions rejected (equal to number rejected of type 02 records) Transactions out of 9(05) 31 Total number of out of balance records reported (equal balance to number of type 03 records) Filler X(125) 36 ß
Custodian ledger reconciliation Record type 02 – rejected records details Field name Picture Position Description Security number X(12) 21 ISIN Par value S9(12)V9(02 63 Reported amount ) Error message X(39) 77 Error message Filler X(45) 116 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Custodian position file
Custodian ledger reconciliation Record type 03 – out of balance records details Field name Picture Position Description Security number X(12) 21 ISIN Security description X(30) 33 Security short name Par value reported S9(12)V9(02 63 Amount reported ) Par value actual S9(12)V9(02 77 Amount held in CDSX ) Difference S9(12)V9(02 91 Difference between reported and actual par values ) Filler X(56) 105 ß
Trailer record
Repeated once for every custodian CUID/company code.
Custodian ledger reconciliation Trailer record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal ‘99’ Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date (format yyyymmdd) System time X(06) 24 Transmission time (format hhmmss) Record count 9(10) 30 Number of records in the file Filler X(121) 40 ß
3.17 Custodian position file
The outbound custodian position file is sent at the end of day and contains some or all of the following detail record types for each custodian CUID of the company, depending on the subscription specifications. • 01 – custodian balances • 02 – unconfirmed deposits • 03 – unconfirmed withdrawals
Each file contains a header record, detail records and a trailer record.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Custodian position file
Header record
Custodian position file Header record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal ‘00’ Destination code X(08) 8 Identifies the transmission recipient System date X(08) 16 Transmission date (format yyyymmdd) System time X(06) 24 Transmission time (format hhmmss) File description X(50) 30 Literal ‘Custodian Position File’ Filler X(81) 80 ß
Common data
Occupies the first 20 bytes of every detail record.
Custodian position file Common data Field name Picture Position Description File number X(04) 1 Literal ‘0015’ Company code X(03) 5 Custodian company code Unit code X(02) 8 Custodian unit code Record type X(02) 10 Identifies the record type (01, 02 or 03) Business date X(08) 12 Format yyyymmdd Filler X(01) 20 ß
Detail records
Custodian position file Record type 01 – custodian position Field name Picture Position Description Security number X(12) 21 ISIN Security description X(30) 33 Security short name Issue date X(08) 63 Issue date of ISIN (format yyyymmdd) Maturity date X(08) 71 Maturity date of ISIN (format yyyymmdd) If high date, then space Sign X(01) 79 +/- Par value/quantity 9(12)V9(02) 80 Position
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Custodian position file
Custodian position file Record type 01 – custodian position Field name Picture Position Description Issuer long name X(30) 94 Issuer long name Filler X(37) 124 ß
Custodian position file Record type 02 – unconfirmed deposit Field name Picture Position Description Security number X(12) 21 ISIN Transaction type X(01) 33 Transaction type Transaction date X(07) 34 Transaction Julian date Transaction X(05) 41 Transaction sequence number sequence number Submitter company X(03) 46 Submitter company code Submitter unit X(02) 49 Submitter unit code Transaction value X(08) 51 Not applicable date Request date X(08) 59 Date when the participant requests that the deposit be effective (format yyyymmdd) Effective date X(08) 67 ß Sign X(01) 75 + Par value/quantity 9(12)V9(02) 76 Quantity deposited Transaction subtype X(02) 90 CA=corporate action GT=global transfer TO=treasury order Filler X(69) 92 ß
Custodian position file Record type 03 – unconfirmed withdrawal Field name Picture Position Description Security number X(12) 21 ISIN Transaction type X(01) 33 Transaction type Transaction date X(07) 34 Transaction Julian date Transaction X(05) 41 Transaction sequence number sequence number Submitter company X(03) 46 Submitter company code Submitter unit X(02) 49 Submitter unit code
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CHAPTER 3 PARTICIPANT OUTBOUND FILES 1042-S reporting – detail file
Custodian position file Record type 03 – unconfirmed withdrawal Field name Picture Position Description Transaction value X(08) 51 Date when the withdrawal (transaction) is entered date (unconfirmed) Request date X(08) 59 Date when the participant requests that the withdrawal be effective (format yyyymmdd) Effective date X(08) 67 ß Sign X(01) 75 + Par value/quantity 9(12)V9(02) 76 Quantity requested Transaction subtype X(02) 90 BB=buy-back EP=entitlement payment MP=market purchase Filler X(69) 92 ß
Trailer record
Custodian position file Trailer record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal ‘99’ Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date (format yyyymmdd) System time X(06) 24 Transmission time (format hhmmss) Record count 9(10) 30 Number of records in the file Filler X(121) 40 ß
3.18 1042-S reporting – detail file
On a monthly basis, all Canadian participants are provided with the 1042-S reporting – detail file, which reports cumulatively on U.S. taxes withheld on their behalf for the year (based on their QI status and tax elections), 1042-S income and any tax information related to the IRS section 302 regulation. This file is automatically delivered to the participants and is available in either ACI or CSV format. Participants can request to receive the file at the ledger level or company level. Those participants who select ledger level reporting will also have the option of receiving rolled-up reporting at the EIN level.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES 1042-S reporting – detail file
Header record
1042-S reporting – detail file Header record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 00 Destination code X(08) 8 Identifies the transmission destination System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss File description X(50) 30 Literal ‘U.S. withholding tax – detail file’ Filler X(221) 80 Length to match file layout record length
Trailer record
1042-S reporting – detail file Trailer record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 99 Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss Record count X(10) 30 Number of records in file Filler X(261) 40 Length to match file layout record length
Detail record
1042-S reporting – detail file Detail record – record type 01 Field name Picture Position Description File number X(04) 1 Literal ‘0016’ Company code X(03) 5 Participant company code Ledger code X(02) 8 Participant ledger code Record type X(02) 10 Identifies the record type (01, 02) Start date X(08) 12 Start date of data extracted (format yyyymmdd) End date X(08) 20 End date of data extracted (format yyyymmdd) Income code X(02) 28 Identifies the IRS income code
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CHAPTER 3 PARTICIPANT OUTBOUND FILES 1042-S reporting – detail file
1042-S reporting – detail file Detail record – record type 01 Field name Picture Position Description Tax rate 9(05)V9(13) 30 Tax rate Security number X(12) 48 ISIN Security name X(30) 60 Security short name Record date X(08) 90 Format yyyymmdd Payable date X(08) 98 Format yyyymmdd Event ID X(13) 106 Option number X(03) 119 Gross income 9(12)V9(06) 122 Tax withheld 9(12)V9(06) 140 U.S. federal tax withheld Net income 9(12)V9(06) 158 Exchange rate 9(05)V9(13) 176 Status X(01) 194 (blank)=no change N=new entries M=modified entries D=deleted entries Payment currency X(03) 195 Currency of the payment Payment rate 9(05)V9(13) 198 U.S. portion of the entitlement payment rate Quantity 9(12)V9(06) 216 Ledger quantity used to calculate the entitlement payment Filler X(66) 234 ß
Ledger total record
1042-S reporting – detail file Ledger total record – record type 02 Field name Picture Position Description File number X(04) 1 Literal ‘0016’ Company code X(03) 5 Participant company code Ledger code X(02) 8 Participant ledger code Record type X(02) 10 Identifies the record type (01, 02) Start date X(08) 12 Start date of the data extracted (format yyyymmdd) End date X(08) 20 End date of the data extracted (format yyyymmdd) Filler X(94) 28 ß Gross income 9(12)V9(06) 122 Total gross income reported for this ledger Tax withheld 9(12)V9(06) 140 Total U.S. federal tax withheld for this ledger
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Daily ITP statistics file
1042-S reporting – detail file Ledger total record – record type 02 Field name Picture Position Description Net income 9(12)V9(06) 158 Total net income reported for this ledger Filler X(124) 176 ß
3.19 Daily ITP statistics file
The daily ITP statistics file provides participants or service bureaus with institutional trade entry and confirmation data for the previous business day -1. The file contains submitter and acceptor information for trade entries and trade confirmations, including free of payment transactions and transactions submitted by a VMU. This information helps participants measure their overall performance as it relates to National Instrument 24-101.
Header record
ITP statistics file Header record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 00 Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss File description X(50) 30 Literal ‘ITP statistics file’ Filler X(81) 80 Length to match file layout record length
Detail record
ITP statistics file Detail record Field name Picture Position Description File number X(04) 1 Literal ‘0017’ Company code X(03) 5 Submitter company code for EN/EZ Acceptor company code for CN/CZ Unit code X(02) 8 Submitter unit code for EN/EZ Acceptor unit code for CN/CZ
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Daily ITP statistics file
ITP statistics file Detail record Field name Picture Position Description Record type X(02) 10 Identifies the record type: EN=entered (against payment) EZ=entered (free of payment) CN=confirmed (against payment) CZ=confirmed (free of payment) Confirmation/entry X(08) 12 Date when trade was entered or confirmed date Format yyyymmdd Participant role X(01) 20 S=submitter, A=acceptor Other CUID X(05) 21 Other party to trade Security type X(01) 26 D=debt, E=equity Currency X(03) 27 CAD, USD Settlement period X(07) 30 Settlement period of trade: T+1, T+2, T+3 or >T+3 Confirmation/entry X(07) 37 Period when trade was entered or confirmed: T, T+1 period AM, T+1 PM, etc. Trade date X(08) 44 Format yyyymmdd Value date X(08) 52 Format yyyymmdd Number of trades 9(11) 60 Total number of trades entered or confirmed Value of trades 9(16)V9(02) 71 Total value of trades entered or confirmed Equals zero for record types EZ and CZ Source ID X(05) 89 Source that reported or created the trade: USER=entered or confirmed by the participant OMGA=entered by matched institutional trade interface service – OMGEO (VMU) Exchange rate 9(08)V9(09) 94 For USD trades, exchange rate for confirmed/entry date Set to 1 for CAD trades Filler X(50) 111 ß
Trailer record
ITP statistics file Trailer record Field name Picture Position Description Filler X(05) 1 Record type X(02) 6 99 Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date; format yyyymmdd System time X(06) 24 Transmission time; format hhmmss
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CHAPTER 3 PARTICIPANT OUTBOUND FILES ITP trade detail file
ITP statistics file Trailer record Field name Picture Position Description Record count 9(10) 30 Number of records in file Filler X(121) 40 Length to match file layout record length
3.20 ITP trade detail file
The daily ITP trade detail file provides details of the entered and confirmed trades contained in each performance category on the ITP statistics reports. The details in the file assist with the tracking of trades that are not achieving the NI 24-101 perfomance standards.
Participants can request to receive the file in either ACI or CSV format.
ITP trade detail file Field name Picture Position Description File number X(04) 1 Literal ‘00XX’ Company code X(03) 5 Submitter/acceptor company code Unit code X(02) 8 Submitter/acceptor unit code Record type X(02) 10 Identifies the record type: EN=entered (against payment) EZ=entered (free of payment) CN=confirmed (against payment) CZ=confirmed (free of payment) Confirmation/entry X(08) 12 Date when trade was entered or confirmed date Format yyyymmdd Role code X(01) 20 S=submitter A=acceptor Other CUID X(05) 21 Acceptor/submitter Security type X(01) 26 D=debt, E=equity Currency X(03) 27 CAD, USD Security number X(12) 30 ISIN Settlement period X(07) 42 Settlement period of trade: T+1, T+2, T+3 or >T+3 Confirmation/entry X(07) 49 Period when trade was entered or confirmed: T, T+1 period AM, T+1 PM, etc. Trade date X(08) 56 Format yyyymmdd Value date X(08) 64 Format yyyymmdd Trade ID X(13) 72 Format Tyydddnnnnn Par value/quantity 9(12)V9(02) 85 Net amount 9(12)V9(02) 99 Net amount of trade entered or confirmed Equals zero for record types EZ and CZ
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Holders of record
ITP trade detail file Field name Picture Position Description Source ID X(05) 113 Source that reported or created the trade: USER=entered or confirmed by the participant OMGA=entered by matched institutional trade interface service – OMGEO (VMU) Submitter’s internal X(16) 118 account Acceptor’s internal X(16) 134 account Residence or region X(04) 150 Client’s residence or region code code IA (investment X(06) 154 advisor) or RR (registered representative) code Introducing broker or X(06) 160 third party Timestamp X(26) 166 Date and time when the trade was entered or confirmed Format ccyy-mm-dd-hh:mm:ss:nnnnnn Filler X(22) 192 ß
3.21 Holders of record
The CDSX holders of record file is transmitted from CDS to the transfer agent every day following a business day, between 12:00 a.m. and 5:00 a.m. ET (10:00 p.m. and 3:00 a.m. MT, 9:00 p.m. and 2:00 a.m. PT).
The CDSX holders of record file contains all ledger positions and adjustment transactions for all debt securities for the transfer agent. The file contains four types of records: • File header record – One per transfer agent • Batch header record – Two per transfer agent; one for the participant record and one for the participant adjustment record • Participant record – One per security position • Participant adjustment record – One per participant involved in a confirmation or adjustment.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Holders of record
File header
The file header provides information about the file and is required. The file contents must balance (i.e., number of detail records) to the information in the file header record.
Holders of record File header record Field name Picture Position Description Transaction/record type X(02) 1 FH Depository location X(01) 3 ß Depository CUID X(06) 4 ß Transfer agent location X(01) 10 ß Transfer agent CUID X(06) 11 Transfer agent/custodian CUID Deposit records 9(09) 17 000000000 Withdrawal records 9(09) 26 000000000 Account balance 9(09) 35 000000000 records Participant records 9(09) 44 Record count for participant records Adjustment records 9(09) 53 Record count for adjustment records Information records 9(09) 62 000000000 Number of batches 9(09) 71 000000002 Filler X(01) 80 ß
Batch header
Two batch header records are always produced per transfer agent. If there is no participant adjustment record for the transfer agent, the record count is zero in the batch header record.
Holders of record Batch header record Field name Picture Position Description Transaction/record type X(02) 1 BH Batch type X(02) 3 PR or PA Effective date 9(08) 5 Current business date Format yyyymmdd Records in batch 9(09) 13 Record count for the PR or PA records
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Holders of record
Holders of record Batch header record Field name Picture Position Description Total shares in batch 9(18)V9(06) 22 PR record: sum of the absolute value of all outstanding positions PA record: sum of the absolute value of all adjustment amounts Filler X(35) 46 ß
Participant record
This file contains the participant’s outstanding ledger positions in a security.
Holders of record Participant record Field name Picture Position Description Transaction/record type X(02) 1 PR Effective date 9(08) 3 Current business date; format yyyymmdd Security ID X(12) 11 ISIN Participant ID X(06) 23 Company code – XXX Ledger code – XX Filler of ß Depository ID X(06) 29 ß Outstanding position 9(14)V9(06) 35 Outstanding position (absolute value) Debit/credit X(02) 55 DR or CR Filler X(24) 57 ß
Participant adjustment record
This file contains a participant adjustment transaction for each adjustment that CDS enters against a position on that business day (only if the effective date is not the current date).
Holders of record Participant adjustment record Field name Picture Position Description Transaction/record type X(02) 1 PA Effective date 9(08) 3 Format yyyymmdd Security ID X(12) 11 ISIN Participant ID X(06) 23 Company code – XXX Ledger code – XX Filler of ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Domestic exchange trade reconciliation file and sub-participant file
Holders of record Participant adjustment record Field name Picture Position Description Participant CUID X(06) 29 Participant CUID Adjustment amount 9(14)V9(06) 35 Debit/credit X(02) 55 DR=debit CR=credit Transaction ID X(13) 57 Transaction type=A, J, D or W Julian date=yyyyddd Transaction sequence number=nnnnn Filler X(11) 70 ß
3.22 Domestic exchange trade reconciliation file and sub-participant file
The domestic exchange trade reconciliation consists of two files: record type 2 contains details about mismatched trades and record type 3 contains a summary total of all matched and mismatched items at both the security level and the value date level.
The file uses the standard transmission header and trailer.
Common transaction data
The first 30 characters of each transaction record that appear in this file are standardized as follows:
Domestic exchange trade reconciliation file and sub-participant file Common transaction data Field name Picture Position Description Company code X(03) 1 Participant company code Unit code X(02) 4 Participant unit code Record type 9(02) 6 Participant=71 Sub-participant=72 Market ID X(05) 8 Sub-participant ID X(02) 13 Sub-participant ID for sub-participant reconciliation file ß for participant reconciliation file Security type X(01) 15 E=equity D=debt Trade date X(08) 16 Trade date of the transaction Format=yyyymmdd Currency code X(03) 24 CAD, USD
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Domestic exchange trade reconciliation file and sub-participant file
Domestic exchange trade reconciliation file and sub-participant file Common transaction data Field name Picture Position Description Record number 9(03) 27 Number assigned to each transaction record reported on this file Generally set to 0 but incremented by 1 for each transaction that requires multiple records Record subtype 9(01) 30 2=details 3=summary
Record type 2
The file includes details of mismatched items.
Domestic exchange trade reconciliation file and sub-participant file Record type 2 Field name Picture Description Record type 9(01) Record type – value 2 Market ID X(05) Exchange CUID X(05) Participant CUID Sub-participant ID X(02) ß for participant level reconciliation Security type X(01) E=equity D=debt Trade date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd ISIN X(12) Currency code X(03) CAD, USD Role code X(01) Role of CUID B=buyer, S=seller Trade price 9(08)V9(09) Price of the security given on the trade Security symbol X(08) Security symbol used by the exchange Security short name X(30) Description of ISIN Sub-participant X(30) Description of sub-participant ID name ß for participant level reconciliation Filler X(05) CDS transaction ID X(13) Transaction ID of the trade in CDS database ß if trade details are from the participant CDS quantity S9(12)V9(02) CDS-maintained quantity as reported by the exchange Participant quantity S9(12)V9(02) Participant-reported quantity Difference in S9(12)V9(02) quantity
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Domestic exchange trade reconciliation file and sub-participant file
Domestic exchange trade reconciliation file and sub-participant file Record type 2 Field name Picture Description CDS amount S9(12)V9(02) CDS-maintained amount as reported by the exchange Participant amount S9(12)V9(02) Participant-reported amount Difference in amount S9(12)V9(02) Filler X(67) ß
Record type 3
The file includes summary totals, including matched and mismatched items, at the security level and value date level.
Domestic exchange trade reconciliation file and sub-participant file Record type 3 Field name Picture Description Record type 9(01) Record type – value 3 Market ID X(05) Exchange CUID X(05) Participant CUID Sub-participant ID X(02) Security type X(01) E=equity D=debt Trade date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd ISIN X(12) ß for value date level totals Currency code X(03) CAD, USD Security symbol X(08) Security symbol used by the exchange ß for value date level totals Security short name X(30) Description of ISIN ß for value date level totals Sub-participant X(30) Description of sub-participant ID name ß for participant level reconciliation CDS buy amount S9(12)V9(02) Participant buy S9(12)V9(02) amount CDS sell amount S9(12)V9(02) Participant sell S9(12)V9(02) amount Filler X(134) ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Dividend eligibility files
3.23 Dividend eligibility files
The following files are available: • Dividend eligibility monthly file – a tab-delimited file containing cumulative eligibility information on dividends declared in the current taxation year, up to the end of the previous month. • Dividend eligibility archive file – a tab-delimited file containing all dividend eligibility information for dividends declared in a specific taxation year.
Dividend eligibility files Field name Picture Description Record ID X(17) Action code X(01) Reported on the daily modifications file; otherwise, ß A=added D=deleted C=changed Last update X(19) Format yyyy-mm-dd hh:mm:ss timestamp Tax year 9(04) Issuer name X(30) CUSIP X(09) ISIN X(12) Security name X(30) Security status X(01) A=active W=withdrawn Dividend record date X(10) Format yyyy-mm-dd Dividend payable X(10) Format yyyy-mm-dd date Dividend amount 9(18)V(13) Dividend unit X(03) CAD=Canadian currency USD=U.S. currency STK=Stock Dividend eligibility X(01) E=eligible designation N=not eligible U=under investigation
3.24 Extended failed trades reporting for IIROC
The extended failed trade file is sent to the Investment Industry Regulatory Organization of Canada (IIROC) each day to report on deleted and unsettled trades for their members. IIROC members can also subscribe to receive this file. The trades reported on this file meet the following requirements: • Trade value date is less than the current business date minus 10 business days
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Extended failed trades reporting for IIROC
• Business role is equal to buyer • Par/quantity amount is greater than zero • Net amount is greater than 0.00.
The file layout is consistent with Ledger update – trade settlement transaction on page 61.
The record types below can be reported in this file: • 28 – Non-exchange – unsettled (confirmed, unconfirmed) trades • 29 – Non-exchange – deleted/purged trades.
Trade detail record Subtype 0 Field name Picture Position Description Common transaction X(30) 1 Record type=28–29 data Record number=000 Record subtype=0 Unit code X(02) 31 IIROC member or recipient’s unit code Business role X(01) 33 IIROC member or recipient’s role B=buyer Submitter indicator X(01) 34 Y/N (indicates that the IIROC member or recipient is the submitter or acceptor of the trade) Internal account ID X(16) 35 IIROC member or recipient’s internal account ID Client name X(30) 51 Trade value date X(08) 81 Format yyyymmdd, where the value date is < current business date – 10 business days Trade date X(08) 89 Format yyyymmdd Trade type X(03) 97 Refer to Trade and Settlement Procedures Transaction status X(02) 100 U, C, DK, D code Other company code X(03) 102 Other party to trade Other unit X(02) 105 Other party to trade ISIN X(12) 107 Amount (par/ S9(12)V9(02) 119 Positive, where the amount is > 0 quantity) Equity=quantity Debt=par value Currency code X(03) 133 CAD, USD Net amount S9(12)V9(02) 136 Positive, where the net amount is > 0.00 Payment exchange X(01) 150 code Acceptor’s SCI X(01) 151 Y=yes N=no
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Extended failed trades reporting for IIROC
Trade detail record Subtype 0 Field name Picture Position Description Submitter’s SCI X(01) 152 Y=yes N=no Purge indicator X(01) 153 Y/N Identifies trades that have been flagged for deletion before the start of the next business day New trade indicator X(01) 154 Y/N Trades entered on the current business day Not applicable for exchange trades reported on the 20, 22, 25, 26, 90 and 94 file types Buyer’s Exchange Id X(03) 155 Exchange Identifier for Buyer’s CUID Seller’s Exchange Id X(03) 158 Exchange Identifier for Seller’s CUID
Trade detail record Subtype 1 Field name Picture Position Description Common transaction X(30) 1 Record type=28–29 data Record number=000 Record subtype=1 Interest payment S9(08)V9(02) 31 amount Accrued interest S9(08)V9(02) 41 amount Trade price S9(08)V9(09) 51 Positive Trade yield S9(03)V9(09) 68 Positive Gross amount S9(12)V9(02) 80 Positive Tax amount S9(08)V9(02) 94 Foreign exchange S9(08)V9(02) 104 amount Commission amount S9(08)V9(02) 114 Other amount S9(08)V9(02) 124 Mode of settlement X(03) 134 TFT Clearing X(03) 137 CDS, DTC, EOC, SEB organization Match status code X(02)P 140 M1=two trades matched by system M2=matched in overnight process LI=locked in by system M=trade eligible for matching NM=trade not eligible for matching MR=residual trade R=residual trade no longer eligible for matching
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Extended failed trades reporting for IIROC
Trade detail record Subtype 1 Field name Picture Position Description Trade source X(05) 142 Source that reported/created the trade 1ALTO=overnight allotment 1ALTI=intraday allotment 1ATON=ATON 1CDS=exchange trade corrections, buy-in adjustments or miscellaneous adjustments entered by CDS 1MHUB=international message hub 1LINK=international trade 1MRG=participant merge 1MTCH=matching engine 1NCS=entitlement system 1SSS=business conversion 1SYS=system-generated TSEA, CDCC, CUID=submitter/transceiver CUID, TCMA, PURE, CNQA, CHIX, OMEG, AATS, ICXA, LQNT, CX2A, Lynx, NEOE, XCXD OMGA=Matched Institutional Trade Interface service – OMGEO (VMU) Market ID X(05) 147 Market ID reported on the trade AATS, CANX, CDCC, CDNX, CNQ, CHIX, CXD, CX2, IXCA, LQNT, LYNX, NASD, NEOE, OMEG, OTC, PURE, TCMA, TSE Delete activity X(05) 152 Source that caused the trade to be deleted source 1SYS=system generated Filler X(04) 157
Trade detail record Subtype 2 Field name Picture Position Description Common transaction X(30) 1 Record type=28–29 data Record number=000 Record subtype=2 Memo text line 1 X(70) 31 Tag number X(13) 101 Original trade ID if the trade type is equal to X Account type X(02) 114 GA, SA, RA Account number X(16) 116 Acceptor’s internal X(16) 132 Reported if the recipient is the submitter of the trade account number Last date modified X(08) 148 Date when the trade was entered or last modified Filler X(05) 156
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3.25 Mutual fund trust (T3/R16) daily and archive file
• Mutual fund trust daily file – a fixed length file containing tax breakdown details posted by mutual fund trust issuers. This daily incremental file is available from January 1 to April 30 each year and reports tax breakdowns on distributions made by issuers within the previous taxation year. • Mutual fund trust archive file – a fixed length file containing tax breakdown details posted by mutual fund trust issuers on the CDS website. The archive file for specific tax reporting years is available at the end of the tax reporting year. The information contained in any archive file depends on the amount of information posted on the CDS website by issuers at the request date for the file.
T3/R16 File Layout Header Field # Field Position Length Comments 1 File date 1 8 Date when the file was created. Format YYYYMMDD 2 Tax form 9 6 T3_R16 type
Tax form Field Perio Field # Description d Position Length Comments 1 Upload 1 19 This is the Timestamp timestamp when the form is uploaded ino CDS Innovations' website. Format: YYYY/MM/DD HH:MM:SS 2 Taxation 20 4 Year 3 Tax form 24 2 "One of the following: 1=T3 2=R16 3=T3/R16" 4 Amended 26 1 "T=True posting F=False" 5 Form 27 1 version
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Tax form
Field # Field Perio Position Length Comments Description d 6 Subscription 28 1 "T=True Receipts F=False" 7 Calculation 29 1 "1=Percent Method 2=Rate" 8 Trust Name 30 70 9Trust 100 60 Address 1 10 Trust 160 60 Address 2 11 City 220 15 12 Province 235 2 13 Country 237 3 Code 14 Postal Code 240 7 15 TIN# 247 9 16 CUSIP# 256 9 17 Quebec Tax 265 20 ID 18 Contact 285 45 Name 19 Date 330 10 YYYY/MM/DD Prepared 20 Phone 340 30 21 Fax 370 20 22 Email 390 45 23 Symbol 435 15 24 Website 450 70 25 1) Was the 520 1 "1=Yes trust 2=No" involved in any corporate action(s) that could affect T3/ RL-16 tax reporting?
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Tax form
Field # Field Perio Position Length Comments Description d 26 2) Was there 521 1 "1=Yes any U.S.- 2=No" source income distributed in reporting tax year? 27 Is capital 522 1 "1=Yes gains (BOX 2=No" 21/A) distributions NR taxable? 28 Is 523 1 "1=Yes assessable 2=No" distributions (ROC BOX 42/M) NR taxable? 29 (Generic 524 1 See mapping table floating box 1) -Selection 30 (Generic 525 1 See mapping table floating box 2) -Selection 31 (Generic 526 1 See mapping table floating box 3) -Selection 32 Total 1 527 13 For all amount fields Distribution the format is $ 9999999.99999 33 Record Date 1 540 10 For all date fields the format is YYYY/MM/ DD 34 Payment 1 550 10 Date 35 Total Cash 1 560 13 Distribution ($) Per Unit 36 Total Non 1 573 13 Cash Distribution ($) Per Unit
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Tax form
Field # Field Perio Position Length Comments Description d 37 Total Income 1 586 13 ($) Per unit being Allocated 38 T3 Box 21 - 1 599 13 R16 Box A 39 T3 Box 49 - 1 612 13 R16 Box C1 40 T3 Box 23 - 1 625 13 R16 Box C2 41 T3 Box 24 - 1 638 13 R16 Box E 42 T3 Box 25 - 1 651 13 R16 Box F 43 T3 Box 26 1 664 13 Other Income - R16 Box G- Code 1 44 T3 Box 26 1 677 13 Other Income - R16 Box G- Code 2 45 T3 Box 42 - 1 690 13 R16 Box M 46 Non 1 703 13 Reportable distribution 47 T3 Box 30 - 1 716 13 R16 Box H 48 T3 Box 33 - 1 729 13 R16 Box K 49 T3 Box 34 - 1 742 13 R16 Box L 50 (Generic 1 755 13 floating box 1 value) 51 (Generic 1 768 13 floating box 2 value)
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Tax form
Field # Field Perio Position Length Comments Description d 52 (Generic 1 781 13 floating box 3 value) 53 Total Income 1 794 13 Allocation 54 Total 2 807 13 Distribution $ 55 Record Date 2 820 10 56 Payment 2 830 10 Date 57 Total Cash 2 840 13 Distribution ($) Per Unit 58 Total Non 2 853 13 Cash Distribution ($) Per Unit 59 Total Income 2 866 13 ($) Per unit being Allocated 60 T3 Box 21 - 2 879 13 R16 Box A 61 T3 Box 49 - 2 892 13 R16 Box C1 62 T3 Box 23 - 2 905 13 R16 Box C2 63 T3 Box 24 - 2 918 13 R16 Box E 64 T3 Box 25 - 2 931 13 R16 Box F 65 T3 Box 26 2 944 13 Other Income - R16 Box G- Code 1 66 T3 Box 26 2 957 13 Other Income - R16 Box G- Code 2
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Tax form
Field # Field Perio Position Length Comments Description d 67 T3 Box 42 - 2 970 13 R16 Box M 68 Non 2 983 13 Reportable distribution 69 T3 Box 30 - 2 996 13 R16 Box H 70 T3 Box 33 - 2 1009 13 R16 Box K 71 T3 Box 34 - 2 1022 13 R16 Box L 72 (Generic 2 1035 13 floating box 1 value) 73 (Generic 2 1048 13 floating box 2 value) 74 (Generic 2 1061 13 floating box 3 value) 75 Total Income 2 1074 13 Allocation 76 Total 3 1087 13 Distribution $ 77 Record Date 3 1100 10 78 Payment 3111010 Date 79 Total Cash 3 1120 13 Distribution ($) Per Unit 80 Total Non 3 1133 13 Cash Distribution ($) Per Unit 81 Total Income 3 1146 13 ($) Per unit being Allocated 82 T3 Box 21 - 3 1159 13 R16 Box A 83 T3 Box 49 - 3 1172 13 R16 Box C1
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Tax form
Field # Field Perio Position Length Comments Description d 84 T3 Box 23 - 3 1185 13 R16 Box C2 85 T3 Box 24 - 3 1198 13 R16 Box E 86 T3 Box 25 - 3 1211 13 R16 Box F 87 T3 Box 26 3 1224 13 Other Income - R16 Box G- Code 1 88 T3 Box 26 3 1237 13 Other Income - R16 Box G- Code 2 89 T3 Box 42 - 3 1250 13 R16 Box M 90 Non 3 1263 13 Reportable distribution 91 T3 Box 30 - 3 1276 13 R16 Box H 92 T3 Box 33 - 3 1289 13 R16 Box K 93 T3 Box 34 - 3 1302 13 R16 Box L 94 (Generic 3 1315 13 floating box 1 value) 95 (Generic 3 1328 13 floating box 2 value) 96 (Generic 3 1341 13 floating box 3 value) 97 Total Income 3 1354 13 Allocation 98 Total 4 1367 13 Distribution $ 99 Record Date 4 1380 10
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Tax form
Field # Field Perio Position Length Comments Description d 100 Payment 4 1390 10 Date 101 Total Cash 4 1400 13 Distribution ($) Per Unit 102 Total Non 4 1413 13 Cash Distribution ($) Per Unit 103 Total Income 4 1426 13 ($) Per unit being Allocated 104 T3 Box 21 - 4 1439 13 R16 Box A 105 T3 Box 49 - 4 1452 13 R16 Box C1 106 T3 Box 23 - 4 1465 13 R16 Box C2 107 T3 Box 24 - 4 1478 13 R16 Box E 108 T3 Box 25 - 4 1491 13 R16 Box F 109 T3 Box 26 4 1504 13 Other Income - R16 Box G- Code 1 110 T3 Box 26 4 1517 13 Other Income - R16 Box G- Code 2 111 T3 Box 42 - 4 1530 13 R16 Box M 112 Non 4 1543 13 Reportable distribution 113 T3 Box 30 - 4 1556 13 R16 Box H 114 T3 Box 33 - 4 1569 13 R16 Box K
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Field # Field Perio Position Length Comments Description d 115 T3 Box 34 - 4 1582 13 R16 Box L 116 (Generic 4 1595 13 floating box 1 value) 117 (Generic 4 1608 13 floating box 2 value) 118 (Generic 4 1621 13 floating box 3 value) 119 Total Income 4 1634 13 Allocation 120 Total 5 1647 13 Distribution $ 121 Record Date 5 1660 10 122 Payment 5 1670 10 Date 123 Total Cash 5 1680 13 Distribution ($) Per Unit 124 Total Non 5 1693 13 Cash Distribution ($) Per Unit 125 Total Income 5 1706 13 ($) Per unit being Allocated 126 T3 Box 21 - 5 1719 13 R16 Box A 127 T3 Box 49 - 5 1732 13 R16 Box C1 128 T3 Box 23 - 5 1745 13 R16 Box C2 129 T3 Box 24 - 5 1758 13 R16 Box E 130 T3 Box 25 - 5 1771 13 R16 Box F
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Tax form
Field # Field Perio Position Length Comments Description d 131 T3 Box 26 5 1784 13 Other Income - R16 Box G- Code 1 132 T3 Box 26 5 1797 13 Other Income - R16 Box G- Code 2 133 T3 Box 42 - 5 1810 13 R16 Box M 134 Non 5 1823 13 Reportable distribution 135 T3 Box 30 - 5 1836 13 R16 Box H 136 T3 Box 33 - 5 1849 13 R16 Box K 137 T3 Box 34 - 5 1862 13 R16 Box L 138 (Generic 5 1875 13 floating box 1 value) 139 (Generic 5 1888 13 floating box 2 value) 140 (Generic 5 1901 13 floating box 3 value) 141 Total Income 5 1914 13 Allocation 142 Total 6 1927 13 Distribution $ 143 Record Date 6 1940 10 144 Payment 6 1950 10 Date 145 Total Cash 6 1960 13 Distribution ($) Per Unit
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Tax form
Field # Field Perio Position Length Comments Description d 146 Total Non 6 1973 13 Cash Distribution ($) Per Unit 147 Total Income 6 1986 13 ($) Per unit being Allocated 148 T3 Box 21 - 6 1999 13 R16 Box A 149 T3 Box 49 - 6 2012 13 R16 Box C1 150 T3 Box 23 - 6 2025 13 R16 Box C2 151 T3 Box 24 - 6 2038 13 R16 Box E 152 T3 Box 25 - 6 2051 13 R16 Box F 153 T3 Box 26 6 2064 13 Other Income - R16 Box G- Code 1 154 T3 Box 26 6 2077 13 Other Income - R16 Box G- Code 2 155 T3 Box 42 - 6 2090 13 R16 Box M 156 Non 6 2103 13 Reportable distribution 157 T3 Box 30 - 6211613 R16 Box H 158 T3 Box 33 - 6 2129 13 R16 Box K 159 T3 Box 34 - 6 2142 13 R16 Box L 160 (Generic 6 2155 13 floating box 1 value)
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Tax form
Field # Field Perio Position Length Comments Description d 161 (Generic 6 2168 13 floating box 2 value) 162 (Generic 6 2181 13 floating box 3 value) 163 Total Income 6 2194 13 Allocation 164 Total 7 2207 13 Distribution $ 165 Record Date 7 2220 10 166 Payment 7 2230 10 Date 167 Total Cash 7 2240 13 Distribution ($) Per Unit 168 Total Non 7 2253 13 Cash Distribution ($) Per Unit 169 Total Income 7 2266 13 ($) Per unit being Allocated 170 T3 Box 21 - 7 2279 13 R16 Box A 171 T3 Box 49 - 7 2292 13 R16 Box C1 172 T3 Box 23 - 7 2305 13 R16 Box C2 173 T3 Box 24 - 7 2318 13 R16 Box E 174 T3 Box 25 - 7 2331 13 R16 Box F 175 T3 Box 26 7 2344 13 Other Income - R16 Box G- Code 1
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Tax form
Field # Field Perio Position Length Comments Description d 176 T3 Box 26 7 2357 13 Other Income - R16 Box G- Code 2 177 T3 Box 42 - 7 2370 13 R16 Box M 178 Non 7 2383 13 Reportable distribution 179 T3 Box 30 - 7 2396 13 R16 Box H 180 T3 Box 33 - 7 2409 13 R16 Box K 181 T3 Box 34 - 7 2422 13 R16 Box L 182 (Generic 7 2435 13 floating box 1 value) 183 (Generic 7 2448 13 floating box 2 value) 184 (Generic 7 2461 13 floating box 3 value) 185 Total Income 7 2474 13 Allocation 186 Total 8 2487 13 Distribution $ 187 Record Date 8 2500 10 188 Payment 8 2510 10 Date 189 Total Cash 8 2520 13 Distribution ($) Per Unit 190 Total Non 8 2533 13 Cash Distribution ($) Per Unit
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Tax form
Field # Field Perio Position Length Comments Description d 191 Total Income 8 2546 13 ($) Per unit being Allocated 192 T3 Box 21 - 8 2559 13 R16 Box A 193 T3 Box 49 - 8 2572 13 R16 Box C1 194 T3 Box 23 - 8 2585 13 R16 Box C2 195 T3 Box 24 - 8 2598 13 R16 Box E 196 T3 Box 25 - 8 2611 13 R16 Box F 197 T3 Box 26 8 2624 13 Other Income - R16 Box G- Code 1 198 T3 Box 26 8 2637 13 Other Income - R16 Box G- Code 2 199 T3 Box 42 - 8 2650 13 R16 Box M 200 Non 8 2663 13 Reportable distribution 201 T3 Box 30 - 8 2676 13 R16 Box H 202 T3 Box 33 - 8 2689 13 R16 Box K 203 T3 Box 34 - 8 2702 13 R16 Box L 204 (Generic 8 2715 13 floating box 1 value) 205 (Generic 8 2728 13 floating box 2 value)
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Tax form
Field # Field Perio Position Length Comments Description d 206 (Generic 8 2741 13 floating box 3 value) 207 Total Income 8 2754 13 Allocation 208 Total 9 2767 13 Distribution $ 209 Record Date 9 2780 10 210 Payment 9 2790 10 Date 211 Total Cash 9 2800 13 Distribution ($) Per Unit 212 Total Non 9 2813 13 Cash Distribution ($) Per Unit 213 Total Income 9 2826 13 ($) Per unit being Allocated 214 T3 Box 21 - 9 2839 13 R16 Box A 215 T3 Box 49 - 9 2852 13 R16 Box C1 216 T3 Box 23 - 9 2865 13 R16 Box C2 217 T3 Box 24 - 9 2878 13 R16 Box E 218 T3 Box 25 - 9 2891 13 R16 Box F 219 T3 Box 26 9 2904 13 Other Income - R16 Box G- Code 1 220 T3 Box 26 9 2917 13 Other Income - R16 Box G- Code 2
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Tax form
Field # Field Perio Position Length Comments Description d 221 T3 Box 42 - 9 2930 13 R16 Box M 222 Non 9 2943 13 Reportable distribution 223 T3 Box 30 - 9 2956 13 R16 Box H 224 T3 Box 33 - 9 2969 13 R16 Box K 225 T3 Box 34 - 9 2982 13 R16 Box L 226 (Generic 9 2995 13 floating box 1 value) 227 (Generic 9 3008 13 floating box 2 value) 228 (Generic 9 3021 13 floating box 3 value) 229 Total Income 9 3034 13 Allocation 230 Total 10 3047 13 Distribution $ 231 Record Date 10 3060 10 232 Payment 10 3070 10 Date 233 Total Cash 10 3080 13 Distribution ($) Per Unit 234 Total Non 10 3093 13 Cash Distribution ($) Per Unit 235 Total Income 10 3106 13 ($) Per unit being Allocated 236 T3 Box 21 - 10 3119 13 R16 Box A 237 T3 Box 49 - 10 3132 13 R16 Box C1
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Field # Field Perio Position Length Comments Description d 238 T3 Box 23 - 10 3145 13 R16 Box C2 239 T3 Box 24 - 10 3158 13 R16 Box E 240 T3 Box 25 - 10 3171 13 R16 Box F 241 T3 Box 26 10 3184 13 Other Income - R16 Box G- Code 1 242 T3 Box 26 10 3197 13 Other Income - R16 Box G- Code 2 243 T3 Box 42 - 10 3210 13 R16 Box M 244 Non 10 3223 13 Reportable distribution 245 T3 Box 30 - 10 3236 13 R16 Box H 246 T3 Box 33 - 10 3249 13 R16 Box K 247 T3 Box 34 - 10 3262 13 R16 Box L 248 (Generic 10 3275 13 floating box 1 value) 249 (Generic 10 3288 13 floating box 2 value) 250 (Generic 10 3301 13 floating box 3 value) 251 Total Income 10 3314 13 Allocation 252 Total 11 3327 13 Distribution $ 253 Record Date 11 3340 10
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Tax form
Field # Field Perio Position Length Comments Description d 254 Payment 11 3350 10 Date 255 Total Cash 11 3360 13 Distribution ($) Per Unit 256 Total Non 11 3373 13 Cash Distribution ($) Per Unit 257 Total Income 11 3386 13 ($) Per unit being Allocated 258 T3 Box 21 - 11 3399 13 R16 Box A 259 T3 Box 49 - 11 3412 13 R16 Box C1 260 T3 Box 23 - 11 3425 13 R16 Box C2 261 T3 Box 24 - 11 3438 13 R16 Box E 262 T3 Box 25 - 11 3451 13 R16 Box F 263 T3 Box 26 11 3464 13 Other Income - R16 Box G- Code 1 264 T3 Box 26 11 3477 13 Other Income - R16 Box G- Code 2 265 T3 Box 42 - 11 3490 13 R16 Box M 266 Non 11 3503 13 Reportable distribution 267 T3 Box 30 - 11 3516 13 R16 Box H 268 T3 Box 33 - 11 3529 13 R16 Box K
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Tax form
Field # Field Perio Position Length Comments Description d 269 T3 Box 34 - 11 3542 13 R16 Box L 270 (Generic 11 3555 13 floating box 1 value) 271 (Generic 11 3568 13 floating box 2 value) 272 (Generic 11 3581 13 floating box 3 value) 273 Total Income 11 3594 13 Allocation 274 Total 12 3607 13 Distribution $ 275 Record Date 12 3620 10 276 Payment 12 3630 10 Date 277 Total Cash 12 3640 13 Distribution ($) Per Unit 278 Total Non 12 3653 13 Cash Distribution ($) Per Unit 279 Total Income 12 3666 13 ($) Per unit being Allocated 280 T3 Box 21 - 12 3679 13 R16 Box A 281 T3 Box 49 - 12 3692 13 R16 Box C1 282 T3 Box 23 - 12 3705 13 R16 Box C2 283 T3 Box 24 - 12 3718 13 R16 Box E 284 T3 Box 25 - 12 3731 13 R16 Box F
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Tax form
Field # Field Perio Position Length Comments Description d 285 T3 Box 26 12 3744 13 Other Income - R16 Box G- Code 1 286 T3 Box 26 12 3757 13 Other Income - R16 Box G- Code 2 287 T3 Box 42 - 12 3770 13 R16 Box M 288 Non 12 3783 13 Reportable distribution 289 T3 Box 30 - 12 3796 13 R16 Box H 290 T3 Box 33 - 12 3809 13 R16 Box K 291 T3 Box 34 - 12 3822 13 R16 Box L 292 (Generic 12 3835 13 floating box 1 value) 293 (Generic 12 3848 13 floating box 2 value) 294 (Generic 12 3861 13 floating box 3 value) 295 Total Income 12 3874 13 Allocation 296 Total 13 3887 13 Distribution $ 297 Record Date 13 3900 10 298 Payment 13 3910 10 Date 299 Total Cash 13 3920 13 Distribution ($) Per Unit
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Tax form
Field # Field Perio Position Length Comments Description d 300 Total Non 13 3933 13 Cash Distribution ($) Per Unit 301 Total Income 13 3946 13 ($) Per unit being Allocated 302 T3 Box 21 - 13 3959 13 R16 Box A 303 T3 Box 49 - 13 3972 13 R16 Box C1 304 T3 Box 23 - 13 3985 13 R16 Box C2 305 T3 Box 24 - 13 3998 13 R16 Box E 306 T3 Box 25 - 13 4011 13 R16 Box F 307 T3 Box 26 13 4024 13 Other Income - R16 Box G- Code 1 308 T3 Box 26 13 4037 13 Other Income - R16 Box G- Code 2 309 T3 Box 42 - 13 4050 13 R16 Box M 310 Non 13 4063 13 Reportable distribution 311 T3 Box 30 - 13 4076 13 R16 Box H 312 T3 Box 33 - 13 4089 13 R16 Box K 313 T3 Box 34 - 13 4102 13 R16 Box L 314 (Generic 13 4115 13 floating box 1 value)
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Tax form
Field # Field Perio Position Length Comments Description d 315 (Generic 13 4128 13 floating box 2 value) 316 (Generic 13 4141 13 floating box 3 value) 317 Total Income 13 4154 13 Allocation 318 Total 14 4167 13 Distribution $ 319 Record Date 14 4180 10 320 Payment 14 4190 10 Date 321 Total Cash 14 4200 13 Distribution ($) Per Unit 322 Total Non 14 4213 13 Cash Distribution ($) Per Unit 323 Total Income 14 4226 13 ($) Per unit being Allocated 324 T3 Box 21 - 14 4239 13 R16 Box A 325 T3 Box 49 - 14 4252 13 R16 Box C1 326 T3 Box 23 - 14 4265 13 R16 Box C2 327 T3 Box 24 - 14 4278 13 R16 Box E 328 T3 Box 25 - 14 4291 13 R16 Box F 329 T3 Box 26 14 4304 13 Other Income - R16 Box G- Code 1
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Tax form
Field # Field Perio Position Length Comments Description d 330 T3 Box 26 14 4317 13 Other Income - R16 Box G- Code 2 331 T3 Box 42 - 14 4330 13 R16 Box M 332 Non 14 4343 13 Reportable distribution 333 T3 Box 30 - 14 4356 13 R16 Box H 334 T3 Box 33 - 14 4369 13 R16 Box K 335 T3 Box 34 - 14 4382 13 R16 Box L 336 (Generic 14 4395 13 floating box 1 value) 337 (Generic 14 4408 13 floating box 2 value) 338 (Generic 14 4421 13 floating box 3 value) 339 Total Income 14 4434 13 Allocation 340 Notes 4447 1600
Trailer Field # Field Position Length Comments 1 Number of 1 10 Number of records in records the file
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3.25.1 Mapping table – T3/R16 Generic floating boxes
R16 box Value T3 box number number Description 1None 2 22 B Lump-sum pension benefits 3 31 D Qualifying Pension income 4 35 N/A Eligible death benefits 5 38 X Part XII.2 tax credit 6 40 X Investment tax credit - Inv. Cost or exp. 7 41 X Investment tax credit 8 45 X Other credits
3.26 Mutual fund corporation (T5/R3) daily and archive file
• Mutual fund corporation daily file – a fixed length file containing tax breakdown details posted by mutual fund corporation issuers. This daily incremental file is available from January 1 to April 30 each year and reports tax breakdowns for distributions made by issuers within the previous tax year. • Mutual fund corporation archive file – a fixed length file containing tax breakdown details posted by mutual fund corporation issuers on the CDS website. The archive file for specific tax reporting years is available at the end of the tax reporting year. The cumulative information contained in any archive file depends on the amount of information that has been posted on the CDS website by issuers at the request date for the file.
T5/R3 File Layout Header Field # Field Position Length Comments 1 File date 1 8 Date when the file was created. Format: YYYYMMDD 2 Tax form 9 5 T5_R3 type
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Tax form
Field # Field Period Position Length Comments Description 1 Upload 1 19 This is timestamp when the Timestamp form is uploaded on cds website. Format: YYYY/MM/ DD HH:MM:SS 2 Taxation Year 20 4 3 Tax Form 24 2 "One of the following: 13=T5 14=R3 15=T5/R3" 4 Amended 26 1 "T=True posting F or 0=False" 5 Form version 27 1 6 Security Name 28 70 7 Address 1 98 60 8 Address 2 158 60 9 City 218 15 10 Province 233 2 11 Country Code 235 3 12 Postal Code 238 7 13 CUSIP# 245 9 14 Contact Name 254 45 15 Date Prepared 299 10 16 Phone 309 30 17 Fax 339 20 18 Email 359 45 19 Symbol 404 15 20 Website 419 70 21 1) Were there 489 1 "1=Yes any corporate 2=No" action(s) during taxation year that affected the t5 tax reporting?
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Tax form
Field # Field Period Position Length Comments Description 22 2) Was there 490 1 "1=Yes any u.s.- 2=No" source income distributed in reporting tax year? 23 3) Is capital 491 1 "1=Yes gains 2=No" distribution NR taxable? 24 4) Is 492 1 "1=Yes assessable 2=No" distributions (ROC) NR taxable? 25 Calculation 493 1 "1=Percent Method 2=Rate" 26 Total 1 494 13 For all amount fields the format Distribution $ is 9999999.99999 27 Record Date 1 507 10 For all date fields the format is YYYY/MM/DD 28 Payment Date 1 517 10 29 Total Cash 1 527 13 Distribution ($) Per Unit 30 Total Non Cash 1 540 13 Distribution ($) Per Unit 31 Total Income 1 553 13 ($) Per unit being Allocated 32 Actual amount 1 566 13 of Eligible Dividends 33 Actual amount 1 579 13 of Other Dividends 34 Interest from 1 592 13 Canadian sources 35 Other Income 1 605 13 from Cdn. Sources
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Tax form
Field # Field Period Position Length Comments Description 36 Foreign 1 618 13 income 37 Foreign tax 1 631 13 paid 38 Capital gains 1 644 13 dividend 39 ROC (Return 1 657 13 of Capital 40 Non reportable 1 670 13 Distribution 41 Total Income 1 683 13 Allocation (check figure) 42 Total 2 696 13 Distribution $ 43 Record Date 2 709 10 44 Payment Date 2 719 10 45 Total Cash 2 729 13 Distribution ($) Per Unit 46 Total Non Cash 2 742 13 Distribution ($) Per Unit 47 Total Income 2 755 13 ($) Per unit being Allocated 48 Actual amount 2 768 13 of Eligible Dividends 49 Actual amount 2 781 13 of Other Dividends 50 Interest from 2 794 13 Canadian sources 51 Other Income 2 807 13 from Cdn. Sources 52 Foreign 2 820 13 income
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Tax form
Field # Field Period Position Length Comments Description 53 Foreign tax 2 833 13 paid 54 Capital gains 2 846 13 dividend 55 ROC (Return 2 859 13 of Capital 56 Non reportable 2 872 13 Distribution 57 Total Income 2 885 13 Allocation (check figure) 58 Total 3 898 13 Distribution $ 59 Record Date 3 911 10 60 Payment Date 3 921 10 61 Total Cash 3 931 13 Distribution ($) Per Unit 62 Total Non Cash 3 944 13 Distribution ($) Per Unit 63 Total Income 3 957 13 ($) Per unit being Allocated 64 Actual amount 3 970 13 of Eligible Dividends 65 Actual amount 3 983 13 of Other Dividends 66 Interest from 3 996 13 Canadian sources 67 Other Income 3 1009 13 from Cdn. Sources 68 Foreign 3 1022 13 income 69 Foreign tax 3 1035 13 paid
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Tax form
Field # Field Period Position Length Comments Description 70 Capital gains 3 1048 13 dividend 71 ROC (Return 3 1061 13 of Capital 72 Non reportable 3 1074 13 Distribution 73 Total Income 3 1087 13 Allocation (check figure) 74 Total 4 1100 13 Distribution $ 75 Record Date 4 1113 10 76 Payment Date 4 1123 10 77 Total Cash 4 1133 13 Distribution ($) Per Unit 78 Total Non Cash 4 1146 13 Distribution ($) Per Unit 79 Total Income 4 1159 13 ($) Per unit being Allocated 80 Actual amount 4 1172 13 of Eligible Dividends 81 Actual amount 4 1185 13 of Other Dividends 82 Interest from 4 1198 13 Canadian sources 83 Other Income 4 1211 13 from Cdn. Sources 84 Foreign 4 1224 13 income 85 Foreign tax 4 1237 13 paid 86 Capital gains 4 1250 13 dividend
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Tax form
Field # Field Period Position Length Comments Description 87 ROC (Return 4 1263 13 of Capital 88 Non reportable 4 1276 13 Distribution 89 Total Income 4 1289 13 Allocation (check figure) 90 Total 5 1302 13 Distribution $ 91 Record Date 5 1315 10 92 Payment Date 5 1325 10 93 Total Cash 5 1335 13 Distribution ($) Per Unit 94 Total Non Cash 5 1348 13 Distribution ($) Per Unit 95 Total Income 5 1361 13 ($) Per unit being Allocated 96 Actual amount 5 1374 13 of Eligible Dividends 97 Actual amount 5 1387 13 of Other Dividends 98 Interest from 5 1400 13 Canadian sources 99 Other Income 5 1413 13 from Cdn. Sources 100 Foreign 5 1426 13 income 101 Foreign tax 5 1439 13 paid 102 Capital gains 5 1452 13 dividend 103 ROC (Return 5 1465 13 of Capital
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Field # Field Period Position Length Comments Description 104 Non reportable 5 1478 13 Distribution 105 Total Income 5 1491 13 Allocation (check figure) 106 Total 6 1504 13 Distribution $ 107 Record Date 6 1517 10 108 Payment Date 6 1527 10 109 Total Cash 6 1537 13 Distribution ($) Per Unit 110 Total Non Cash 6 1550 13 Distribution ($) Per Unit 111 Total Income 6 1563 13 ($) Per unit being Allocated 112 Actual amount 6 1576 13 of Eligible Dividends 113 Actual amount 6 1589 13 of Other Dividends 114 Interest from 6 1602 13 Canadian sources 115 Other Income 6 1615 13 from Cdn. Sources 116 Foreign 6 1628 13 income 117 Foreign tax 6 1641 13 paid 118 Capital gains 6 1654 13 dividend 119 ROC (Return 6 1667 13 of Capital 120 Non reportable 6 1680 13 Distribution
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Field # Field Period Position Length Comments Description 121 Total Income 6 1693 13 Allocation (check figure) 122 Total 7 1706 13 Distribution $ 123 Record Date 7 1719 10 124 Payment Date 7 1729 10 125 Total Cash 7 1739 13 Distribution ($) Per Unit 126 Total Non Cash 7 1752 13 Distribution ($) Per Unit 127 Total Income 7 1765 13 ($) Per unit being Allocated 128 Actual amount 7 1778 13 of Eligible Dividends 129 Actual amount 7 1791 13 of Other Dividends 130 Interest from 7 1804 13 Canadian sources 131 Other Income 7 1817 13 from Cdn. Sources 132 Foreign 7 1830 13 income 133 Foreign tax 7 1843 13 paid 134 Capital gains 7 1856 13 dividend 135 ROC (Return 7 1869 13 of Capital 136 Non reportable 7 1882 13 Distribution 137 Total Income 7 1895 13 Allocation (check figure)
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Field # Field Period Position Length Comments Description 138 Total 8 1908 13 Distribution $ 139 Record Date 8 1921 10 140 Payment Date 8 1931 10 141 Total Cash 8 1941 13 Distribution ($) Per Unit 142 Total Non Cash 8 1954 13 Distribution ($) Per Unit 143 Total Income 8 1967 13 ($) Per unit being Allocated 144 Actual amount 8 1980 13 of Eligible Dividends 145 Actual amount 8 1993 13 of Other Dividends 146 Interest from 8 2006 13 Canadian sources 147 Other Income 8 2019 13 from Cdn. Sources 148 Foreign 8 2032 13 income 149 Foreign tax 8 2045 13 paid 150 Capital gains 8 2058 13 dividend 151 ROC (Return 8 2071 13 of Capital 152 Non reportable 8 2084 13 Distribution 153 Total Income 8 2097 13 Allocation (check figure) 154 Total 9211013 Distribution $ 155 Record Date 9 2123 10
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Field # Field Period Position Length Comments Description 156 Payment Date 9 2133 10 157 Total Cash 9 2143 13 Distribution ($) Per Unit 158 Total Non Cash 9 2156 13 Distribution ($) Per Unit 159 Total Income 9 2169 13 ($) Per unit being Allocated 160 Actual amount 9 2182 13 of Eligible Dividends 161 Actual amount 9 2195 13 of Other Dividends 162 Interest from 9 2208 13 Canadian sources 163 Other Income 9 2221 13 from Cdn. Sources 164 Foreign 9 2234 13 income 165 Foreign tax 9 2247 13 paid 166 Capital gains 9 2260 13 dividend 167 ROC (Return 9 2273 13 of Capital 168 Non reportable 9 2286 13 Distribution 169 Total Income 9 2299 13 Allocation (check figure) 170 Total 10 2312 13 Distribution $ 171 Record Date 10 2325 10 172 Payment Date 10 2335 10
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Field # Field Period Position Length Comments Description 173 Total Cash 10 2345 13 Distribution ($) Per Unit 174 Total Non Cash 10 2358 13 Distribution ($) Per Unit 175 Total Income 10 2371 13 ($) Per unit being Allocated 176 Actual amount 10 2384 13 of Eligible Dividends 177 Actual amount 10 2397 13 of Other Dividends 178 Interest from 10 2410 13 Canadian sources 179 Other Income 10 2423 13 from Cdn. Sources 180 Foreign 10 2436 13 income 181 Foreign tax 10 2449 13 paid 182 Capital gains 10 2462 13 dividend 183 ROC (Return 10 2475 13 of Capital 184 Non reportable 10 2488 13 Distribution 185 Total Income 10 2501 13 Allocation (check figure) 186 Total 11 2514 13 Distribution $ 187 Record Date 11 2527 10 188 Payment Date 11 2537 10 189 Total Cash 11 2547 13 Distribution ($) Per Unit
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Field # Field Period Position Length Comments Description 190 Total Non Cash 11 2560 13 Distribution ($) Per Unit 191 Total Income 11 2573 13 ($) Per unit being Allocated 192 Actual amount 11 2586 13 of Eligible Dividends 193 Actual amount 11 2599 13 of Other Dividends 194 Interest from 11 2612 13 Canadian sources 195 Other Income 11 2625 13 from Cdn. Sources 196 Foreign 11 2638 13 income 197 Foreign tax 11 2651 13 paid 198 Capital gains 11 2664 13 dividend 199 ROC (Return 11 2677 13 of Capital 200 Non reportable 11 2690 13 Distribution 201 Total Income 11 2703 13 Allocation (check figure) 202 Total 12 2716 13 Distribution $ 203 Record Date 12 2729 10 204 Payment Date 12 2739 10 205 Total Cash 12 2749 13 Distribution ($) Per Unit 206 Total Non Cash 12 2762 13 Distribution ($) Per Unit
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Field # Field Period Position Length Comments Description 207 Total Income 12 2775 13 ($) Per unit being Allocated 208 Actual amount 12 2788 13 of Eligible Dividends 209 Actual amount 12 2801 13 of Other Dividends 210 Interest from 12 2814 13 Canadian sources 211 Other Income 12 2827 13 from Cdn. Sources 212 Foreign 12 2840 13 income 213 Foreign tax 12 2853 13 paid 214 Capital gains 12 2866 13 dividend 215 ROC (Return 12 2879 13 of Capital 216 Non reportable 12 2892 13 Distribution 217 Total Income 12 2905 13 Allocation (check figure) 218 Total 13 2918 13 Distribution $ 219 Record Date 13 2931 10 220 Payment Date 13 2941 10 221 Total Cash 13 2951 13 Distribution ($) Per Unit 222 Total Non Cash 13 2964 13 Distribution ($) Per Unit 223 Total Income 13 2977 13 ($) Per unit being Allocated
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Field # Field Period Position Length Comments Description 224 Actual amount 13 2990 13 of Eligible Dividends 225 Actual amount 13 3003 13 of Other Dividends 226 Interest from 13 3016 13 Canadian sources 227 Other Income 13 3029 13 from Cdn. Sources 228 Foreign 13 3042 13 income 229 Foreign tax 13 3055 13 paid 230 Capital gains 13 3068 13 dividend 231 ROC (Return 13 3081 13 of Capital 232 Non reportable 13 3094 13 Distribution 233 Total Income 13 3107 13 Allocation (check figure) 234 Total 14 3120 13 Distribution $ 235 Record Date 14 3133 10 236 Payment Date 14 3143 10 237 Total Cash 14 3153 13 Distribution ($) Per Unit 238 Total Non Cash 14 3166 13 Distribution ($) Per Unit 239 Total Income 14 3179 13 ($) Per unit being Allocated 240 Actual amount 14 3192 13 of Eligible Dividends
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Field # Field Period Position Length Comments Description 241 Actual amount 14 3205 13 of Other Dividends 242 Interest from 14 3218 13 Canadian sources 243 Other Income 14 3231 13 from Cdn. Sources 244 Foreign 14 3244 13 income 245 Foreign tax 14 3257 13 paid 246 Capital gains 14 3270 13 dividend 247 ROC (Return 14 3283 13 of Capital 248 Non reportable 14 3296 13 Distribution 249 Total Income 14 3309 13 Allocation (check figure) 250 Notes 3322 1600
Trailer Field # Field Position Length Comments 1 Number 1 10 Number of records of in the file records
3.27 Limited partnership (T5013) daily and archive file
• Limited partnership daily file – a fixed length file containing tax breakdown details posted by limited partnership issuers. This daily incremental file is available from January 1 to April 30 each year and reports on tax breakdowns for distributions made by issuers within the previous tax year.
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• Limited partnership archive file – a fixed length file containing tax breakdown details posted by limited partnership issuers on the CDS website. The archive file for specific tax reporting years is available at the end of the tax reporting year. The cumulative information contained in any archive file depends on the amount of information that has been posted on the CDS website by issuers at the request date for the file.
T5013/R15 File Layout Header Field # Field Position Length Comments 1 File date 1 8 Date when the file was created. Format: YYYYMMDD 2 Tax form 9 9 T5013_R15 type
Tax form Field # Field Period Position Length Comments 1 Upload 1 19 This is the timestamp Timestamp when the form is uploaded into CDS Innovations' website. Format: YYYY/MM/ DD HH:MM:SS 2 Taxation 20 4 Year 3 Tax Form 24 2 "One of the following values: 5=T5013 8=R15 9=T5013/R15” 4 Amended 26 1 "T=True posting F=False" 5 Form 27 1 Version 6 Calculation 28 1 "0=None Method 1=Percent 2=Per unit" 7 Reporting 29 1 "0=None Method 1=Year-end position 2=Distribution"
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Tax form Field # Field Period Position Length Comments 8Partnership 30 70 Name 9 Address1 100 60 10 Address2 160 60 11 City 220 15 12 Province 235 2 13 Postal 237 7 Code 14 Fiscal Year 244 10 End 15 Country 254 3 Code 16 Partner 257 1 "0=Limited partner - 0 Code 1=Specified member - 1 2=General partner - 2 3=Exempt limited partner - 3 4=Nominee or agent - 4 5=Limited liability - 5 6=Retired member - 6" 17 Partnership 258 15 's account number 18 Tax shelter 273 15 ID# 19 CUSIP 288 9 20 Total # of 297 13 Format: Units @ 9999999999999 (no Year End decimal places) 21 Partnership 310 13 Format: Total 9999999999999 (no Distribution decimal places) $ 22 Quebec 323 20 Tax ID 23 Quebec 343 20 Partnership ID
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Tax form Field # Field Period Position Length Comments 24 Factors for 363 1 "T=True T5013 and F=False" R15 are different 25 Partnership 364 1 "0=Other than limited Code R15 partner - 0 (39) 1=Limited partner - 1 2=None" 26 Business 365 1 "0=None Activity 1=Business (incl Code R15 rental business) - 22 (38) 2=Professional - 25 3=Commissions - 26 4=Farming - 23 5=Fishing - 24 6=Rental (from property) -136 7=Other - 154"
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Tax form Field # Field Period Position Length Comments 27 Tax 366 2 "0=None shelter's 1=Charters and principal Rentals business activity 2=Films, videos, code records and tapes 3=Franchises 4=Hotels and motels 5=Manufacturing 6=Property development and sale 7=Recreational 8=Real estate rentals 9=Research and development 10=Mutual Fund Limited Partnership 11=Seismic data 12=Software 13=Farming 14=Mining 15=Oil and Gas (other than seismic) 16=Other" 28 Contact 368 20 Name 29 Date 388 10 YYYY/MM/DD Prepared 30 Phone 398 30 31 Fax 428 20 32 Email 448 45 33 Website 493 70 34 Is this the 563 1 "1=Yes partnership' 2=No" s final year of reporting?
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Tax form Field # Field Period Position Length Comments 35 Was there 564 1 "1=Yes any us- source income distributed in reporting tax year? 36 Did the 565 1 "1=Yes partnership 2=No" rollover to a mutual fund? 37 Rollover 566 10 YYYY/MM/DD date 38 Net 576 2 See Net Business business Income mapping income table (loss) - (Generic floating box 1) - Selection 39 T5013 Net 578 3 business income (loss) - (Generic floating box 1) - Jurisdiction 40 Net 581 2 See Net Business business Income mapping income table (loss) - (Generic floating box 2) - Selection 41 T5013 Net 583 3 business income (loss) - (Generic floating box 2) - Jurisdiction
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Tax form Field # Field Period Position Length Comments 42 Net 586 2 See Net Business business Income mapping income table (loss) - (Generic floating box 3) - Selection 43 T5013 Net 588 3 business income (loss) - (Generic floating box 3) - Jurisdiction 44 Net 591 2 See Net Business business Income mapping income table (loss) - (Generic floating box 4) - Selection 45 T5013 Net 593 3 business income (loss) - (Generic floating box 4) - Jurisdiction 46 Net 596 2 See Net Business business Income mapping income table (loss) - (Generic floating box 5) - Selection 47 T5013 Net 598 3 business income (loss) - (Generic floating box 5) - Jurisdiction
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Tax form Field # Field Period Position Length Comments 48 Net 601 2 See Net Business business Income mapping income table (loss) - (Generic floating box 6) - Selection 49 T5013 Net 603 3 business income (loss) - (Generic floating box 6) - Jurisdiction 50 Net 606 2 See Net Business business Income mapping income table (loss) - (Generic floating box 7) - Selection 51 T5013 Net 608 3 business income (loss) - (Generic floating box 7) - Jurisdiction 52 Investment 611 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 1) - Selection 53 T5013 613 3 Investment s and carrying charges - (Generic floating box 1) - Jurisdiction
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Tax form Field # Field Period Position Length Comments 54 Investment 616 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 2) - Selection 55 T5013 618 3 Investment s and carrying charges - (Generic floating box 2) - Jurisdiction 56 Investment 621 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 3) - Selection 57 T5013 623 3 Investment s and carrying charges - (Generic floating box 3) - Jurisdiction 58 Investment 626 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 4) - Selection
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Tax form Field # Field Period Position Length Comments 59 T5013 628 3 Investment s and carrying charges - (Generic floating box 4) - Jurisdiction 60 Investment 631 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 5) - Selection 61 T5013 633 3 Investment s and carrying charges - (Generic floating box 5) - Jurisdiction 62 Investment 636 2 See Investment and s and Carrying Charges carrying mapping table charges - (Generic floating box 6) - Selection 63 T5013 638 3 Investment s and carrying charges - (Generic floating box 6) - Jurisdiction
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Tax form Field # Field Period Position Length Comments 64 Other 641 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 1) - Selection 65 T5013 643 3 0ther amounts and information - (Generic floating box 1) - Jurisdiction 66 Other 646 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 2) - Selection 67 T5013 648 3 0ther amounts and information - (Generic floating box 2) - Jurisdiction 68 Other 651 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 3) - Selection
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Tax form Field # Field Period Position Length Comments 69 T5013 653 3 0ther amounts and information - (Generic floating box 3) - Jurisdiction 70 Other 656 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 4) - Selection 71 T5013 658 3 0ther amounts and information - (Generic floating box 4) - Jurisdiction 72 Other 661 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 5) - Selection 73 T5013 663 3 0ther amounts and information - (Generic floating box 5) - Jurisdiction
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Tax form Field # Field Period Position Length Comments 74 Other 666 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 6) - Selection 75 T5013 668 3 0ther amounts and information - (Generic floating box 6) - Jurisdiction 76 Other 671 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 7) - Selection 77 T5013 673 3 0ther amounts and information - (Generic floating box 7) - Jurisdiction 78 Other 676 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 8) - Selection
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Tax form Field # Field Period Position Length Comments 79 T5013 678 3 0ther amounts and information - (Generic floating box 8) - Jurisdiction 80 Other 681 2 See Other Amounts amounts and Information and mapping table information - (Generic floating box 9) - Selection 81 T5013 683 3 0ther amounts and information - (Generic floating box 9) - Jurisdiction 82 Record 1 686 10 For all date fields the Date format is YYYY/MM/ DD 83 Payment 1 696 10 Date 84 T5013 (N/ 1 706 13 Format for amount A) - R15 (2) fields is 9999999.99999 85 T5013 1 719 13 (010) - R15 (N/A) 86 T5013 1 732 13 (101) - R15 (N/A) 87 T5013 1 745 13 (102) - R15 (N/A) 88 T5013 1 758 13 (103) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 89 T5013 1 771 13 (104) - R15 (1) 90 T5013 1 784 13 (105) - R15 (26) 91 T5013 1 797 13 (106) - R15 (N/A) 92 T5013 1 810 13 (107) - R15 (N/A) 93 T5013 1 823 13 (108) - R15 (N/A) 94 T5013 1 836 13 (109) - R15 (N/A) 95 T5013 1 849 13 (113) - R15 (43) 96 T5013 1 862 13 (020) - R15 (N/A) 97 T5013 1 875 13 (116) - R15 (N/A) 98 T5013 1 888 13 (119) - R15 (N/A) 99 T5013 1 901 13 (120) - R15 (N/A) 100 T5013 1 914 13 (122) - R15 (N/A) 101 T5013 1 927 13 (124) - R15 (N/A) 102 T5013 1 940 13 (126) - R15 (N/A) 103 T5013 1 953 13 (114) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 104 T5013 (N/ 1 966 13 A) - R15 (45) 105 T5013 1 979 13 (149) - R15 (N/A) 106 T5013 1 992 13 (150) - R15 (N/A) 107 T5013 (N/ 1 1005 15 Amounts with 2 A) - R15 decimal places (14) 108 T5013 1 1020 13 (118) - R15 (N/A) 109 T5013 1 1033 13 (121) - R15 (N/A) 110 T5013 1 1046 13 (123) - R15 (N/A) 111 T5013 1 1059 13 (125) - R15 (N/A) 112 T5013 1 1072 13 (127) - R15 (N/A) 113 Net 1085 13 business income (loss) - (Generic floating box 1) -Value 114 Net 1098 13 business income (loss) - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 115 Net 1111 13 business income (loss) - (Generic floating box 3) -Value 116 Net 1124 13 business income (loss) - (Generic floating box 4) -Value 117 Net 1137 13 business income (loss) - (Generic floating box 5) -Value 118 Net 1150 13 business income (loss) - (Generic floating box 6) -Value 119 Net 1163 13 business income (loss) - (Generic floating box 7) -Value 120 T5013 1 1176 13 (110) - R15 (3) 121 T5013 1 1189 13 (111) - R15 (4) 122 T5013 1 1202 13 (112) - R15 (N/A) 123 T5013 1 1215 13 (117) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 124 T5013 1 1228 13 (128) - R15 (7) 125 T5013 1 1241 13 (146) - R15 (7) 126 T5013 1 1254 13 (129) - R15 (6B) 127 T5013 1 1267 13 (132) - R15 (6A) 128 T5013 1 1280 13 (135) - R15 (8) 129 T5013 1 1293 13 (137) - R15 (13) 130 T5013 1 1306 13 (145) - R15 (15B) 131 T5013 1 1319 13 (210) - R15 (15A) 132 Investment 1 1332 13 s and carrying charges - (Generic floating box 1) -Value 133 Investment 1 1345 13 s and carrying charges - (Generic floating box 2) -Value 134 Investment 1 1358 13 s and carrying charges - (Generic floating box 3) -Value
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Tax form Field # Field Period Position Length Comments 135 Investment 1 1371 13 s and carrying charges - (Generic floating box 4) -Value 136 Investment 1 1384 13 s and carrying charges - (Generic floating box 5) -Value 137 Investment 1 1397 13 s and carrying charges - (Generic floating box 6) -Value 138 T5013 ( 1 1410 13 030) - R15 (N/A) 139 T5013 1 1423 13 (151) - R15 (10) 140 T5013 1 1436 13 (151) - R15 (12) 141 T5013 1 1449 13 (159) - R15 (11) 142 T5013 1 1462 13 (040) - R15 (5) 143 T5013 (N/ 1 1475 13 A) - R15 (9) 144 T5013 (N/ 1 1488 13 A) - R15 (16) 145 T5013 (N/ 1 1501 13 A) - R15 (34)
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Tax form Field # Field Period Position Length Comments 146 T5013 (N/ 1 1514 13 A) - R15 (21B) 147 T5013 (N/ 1 1527 13 A) - R15 (24A) 148 T5013 (N/ 1 1540 13 A) - R15 (24B) 149 T5013 (N/ 1 1553 13 A) - R15 (24C) 150 T5013 (N/ 1 1566 13 A) - R15 (27) 151 T5013 (N/ 1 1579 13 A) - R15 (32) 152 T5013 (N/ 1 1592 13 A) - R15 (33) 153 T5013 (N/ 1 1605 13 A) - R15 (35-28) 154 T5013 (N/ 1 1618 13 A) - R15 (35-29) 155 T5013 (N/ 1 1631 13 A) - R15 (35-30) 156 T5013 (N/ 1 1644 13 A) - R15 (35-32) 157 T5013 (N/ 1 1657 13 A) - R15 (35-33) 158 T5013 (N/ 1 1670 13 A) - R15 (35- 34) 159 T5013 (N/ 1 1683 9 Format is 99.999999 A) - R15 (42) 160 T5013 1 1692 13 (171) - R15 (17)
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Tax form Field # Field Period Position Length Comments 161 T5013 1 1705 13 (172) - R15 (18) 162 T5013 1 1718 13 (173) - R15 (28) 163 T5013 1 1731 13 (174) - R15 (29) 164 T5013 1 1744 13 (175) - R15 (30) 165 T5013 1 1757 13 (176) - R15 (31) 166 T5013 1 1770 13 (182 ) - R15 (19) 167 T5013 1 1783 13 (183) - R15 (20) 168 Other 1 1796 13 amounts and information - (Generic floating box 1 value) 169 Other 1 1809 13 amounts and information - (Generic floating box 2 value) 170 Other 1 1822 13 amounts and information - (Generic floating box 3 value)
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Tax form Field # Field Period Position Length Comments 171 Other 1 1835 13 amounts and information - (Generic floating box 4 value) 172 Other 1 1848 13 amounts and information - (Generic floating box 5 value) 173 Other 1 1861 13 amounts and information - (Generic floating box 6 value) 174 Other 1 1874 13 amounts and information - (Generic floating box 7 value) 175 Other 1 1887 13 amounts and information - (Generic floating box 8 value) 176 Other 1 1900 13 amounts and information - (Generic floating box 9 value) 177 T5013 1 1913 13 (190) - R15 (60) 178 T5013 1 1926 13 (191) - R15 (61)
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Tax form Field # Field Period Position Length Comments 179 T5013 1 1939 13 (192) - R15 (N/A) 180 T5013 1 1952 13 (193) - R15 (N/A) 181 T5013 1 1965 13 (196) - R15 (N/A) 182 T5013 1 1978 13 (194) - R15 (N/A) 183 T5013 1 1991 13 (195) - R15 (N/A) 184 T5013 1 2004 13 (197) - R15 (N/A) 185 T5013 1 2017 13 (198) - R15 (N/A) 186 T5013 1 2030 13 (199) - R15 (N/A) 187 T5013 1 2043 13 (200) - R15 (N/A) 188 T5013 (N/ 1 2056 13 A) - R15 (62) 189 T5013 (N/ 1 2069 13 A) - R15 (63) 190 T5013 (N/ 1 2082 13 A) - R15 (64) 191 T5013 (N/ 1 2095 13 A) - R15 (65) 192 T5013 (N/ 1 2108 13 A) - R15 (66-60) 193 T5013 (N/ 1 2121 13 A) - R15 (66-61)
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Tax form Field # Field Period Position Length Comments 194 T5013 (N/ 1 2134 13 A) - R15 (66-62) 195 T5013 (N/ 1 2147 13 A) - R15 (66-63) 196 T5013 (N/ 1 2160 13 A) - R15 (66-64) 197 T5013 1 2173 13 (201) - R15 (50) 198 T5013 1 2186 13 (202) - R15 (51) 199 T5013 1 2199 13 (203) - R15 (52) 200 T5013 (N/ 1 2212 13 A) - R15 (53) 201 T5013 (N/ 1 2225 13 A) - R15 (54) 202 T5013 1 2238 13 (204) - R15 (55) 203 Record 2 2251 10 For all date fields the Date format is YYYY/MM/ DD 204 Payment 2 2261 10 Date 205 T5013 (N/ 2 2271 13 Format for amount A) - R15 (2) fields is 9999999.99999 206 T5013 2 2284 13 (010) - R15 (N/A) 207 T5013 2 2297 13 (101) - R15 (N/A) 208 T5013 2 2310 13 (102) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 209 T5013 2 2323 13 (103) - R15 (N/A) 210 T5013 2 2336 13 (104) - R15 (1) 211 T5013 2 2349 13 (105) - R15 (26) 212 T5013 2 2362 13 (106) - R15 (N/A) 213 T5013 2 2375 13 (107) - R15 (N/A) 214 T5013 2 2388 13 (108) - R15 (N/A) 215 T5013 2 2401 13 (109) - R15 (N/A) 216 T5013 2 2414 13 (113) - R15 (43) 217 T5013 2 2427 13 (020) - R15 (N/A) 218 T5013 2 2440 13 (116) - R15 (N/A) 219 T5013 2 2453 13 (119) - R15 (N/A) 220 T5013 2 2466 13 (120) - R15 (N/A) 221 T5013 2 2479 13 (122) - R15 (N/A) 222 T5013 2 2492 13 (124) - R15 (N/A) 223 T5013 2 2505 13 (126) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 224 T5013 2 2518 13 (114) - R15 (N/A) 225 T5013 (N/ 2 2531 13 A) - R15 (45) 226 T5013 2 2544 13 (149) - R15 (N/A) 227 T5013 2 2557 13 (150) - R15 (N/A) 228 Net 2 2570 13 business income (loss) - (Generic floating box 1) -Value 229 Net 2 2583 13 business income (loss) - (Generic floating box 2) -Value 230 Net 2 2596 13 business income (loss) - (Generic floating box 3) -Value 231 Net 2 2609 13 business income (loss) - (Generic floating box 4) -Value 232 Net 2 2622 13 business income (loss) - (Generic floating box 5) -Value
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Tax form Field # Field Period Position Length Comments 233 Net 2 2635 13 business income (loss) - (Generic floating box 6) -Value 234 Net 2 2648 13 business income (loss) - (Generic floating box 7) -Value 235 T5013 2 2661 13 (110) - R15 (3) 236 T5013 2 2674 13 (111) - R15 (4) 237 T5013 2 2687 13 (112) - R15 (N/A) 238 T5013 2 2700 13 (128) - R15 (7) 239 T5013 2 2713 13 (146) - R15 (7) 240 T5013 2 2726 13 (129) - R15 (6B) 241 T5013 2 2739 13 (132) - R15 (6A) 242 T5013 2 2752 13 (135) - R15 (8) 243 T5013 2 2765 13 (137) - R15 (13) 244 T5013 2 2778 13 (145) - R15 (15B)
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Tax form Field # Field Period Position Length Comments 245 T5013 2 2791 13 (210) - R15 (15A) 246 Investment 2 2804 13 s and carrying charges - (Generic floating box 1) -Value 247 Investment 2 2817 13 s and carrying charges - (Generic floating box 2) -Value 248 Investment 2 2830 13 s and carrying charges - (Generic floating box 3) -Value 249 Investment 2 2843 13 s and carrying charges - (Generic floating box 4) -Value 250 Investment 2 2856 13 s and carrying charges - (Generic floating box 5) -Value 251 Investment 2 2869 13 s and carrying charges - (Generic floating box 6) -Value 252 T5013 ( 2 2882 13 030) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 253 T5013 2 2895 13 (151) - R15 (10) 254 T5013 2 2908 13 (151) - R15 (12) 255 T5013 2 2921 13 (159) - R15 (11) 256 T5013 2 2934 13 (040) - R15 (5) 257 T5013 (N/ 2 2947 13 A) - R15 (9) 258 T5013 (N/ 2 2960 13 A) - R15 (16) 259 T5013 (N/ 2 2973 13 A) - R15 (34) 260 T5013 (N/ 2 2986 13 A) - R15 (21B) 261 T5013 (N/ 2 2999 13 A) - R15 (24A) 262 T5013 (N/ 2 3012 13 A) - R15 (24B) 263 T5013 (N/ 2 3025 13 A) - R15 (24C) 264 T5013 (N/ 2 3038 13 A) - R15 (27) 265 T5013 (N/ 2 3051 13 A) - R15 (32) 266 T5013 (N/ 2 3064 13 A) - R15 (33) 267 T5013 (N/ 2 3077 13 A) - R15 (35-28)
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Tax form Field # Field Period Position Length Comments 268 T5013 (N/ 2 3090 13 A) - R15 (35-29) 269 T5013 (N/ 2 3103 13 A) - R15 (35-30) 270 T5013 (N/ 2311613 A) - R15 (35-32) 271 T5013 (N/ 2 3129 13 A) - R15 (35-33) 272 T5013 (N/ 2 3142 13 A) - R15 (35- 34) 273 T5013 2 3155 13 (171) - R15 (17) 274 T5013 2 3168 13 (172) - R15 (18) 275 T5013 2 3181 13 (173) - R15 (28) 276 T5013 2 3194 13 (174) - R15 (29) 277 T5013 2 3207 13 (175) - R15 (30) 278 T5013 2 3220 13 (176) - R15 (31) 279 T5013 2 3233 13 (182 ) - R15 (19) 280 T5013 2 3246 13 (183) - R15 (20)
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Tax form Field # Field Period Position Length Comments 281 Other 2 3259 13 amounts and information - (Generic floating box 1 value) 282 Other 2 3272 13 amounts and information - (Generic floating box 2 value) 283 Other 2 3285 13 amounts and information - (Generic floating box 3 value) 284 Other 2 3298 13 amounts and information - (Generic floating box 4 value) 285 Other 2331113 amounts and information - (Generic floating box 5 value) 286 Other 2 3324 13 amounts and information - (Generic floating box 6 value)
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Tax form Field # Field Period Position Length Comments 287 Other 2 3337 13 amounts and information - (Generic floating box 7 value) 288 Other 2 3350 13 amounts and information - (Generic floating box 8 value) 289 Other 2 3363 13 amounts and information - (Generic floating box 9 value) 290 T5013 2 3376 13 (190) - R15 (60) 291 T5013 2 3389 13 (191) - R15 (61) 292 T5013 2 3402 13 (192) - R15 (N/A) 293 T5013 2 3415 13 (193) - R15 (N/A) 294 T5013 2 3428 13 (196) - R15 (N/A) 295 T5013 2 3441 13 (194) - R15 (N/A) 296 T5013 2 3454 13 (195) - R15 (N/A) 297 T5013 2 3467 13 (197) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 298 T5013 2 3480 13 (198) - R15 (N/A) 299 T5013 2 3493 13 (199) - R15 (N/A) 300 T5013 2 3506 13 (200) - R15 (N/A) 301 T5013 (N/ 2 3519 13 A) - R15 (62) 302 T5013 (N/ 2 3532 13 A) - R15 (63) 303 T5013 (N/ 2 3545 13 A) - R15 (64) 304 T5013 (N/ 2 3558 13 A) - R15 (65) 305 T5013 (N/ 2 3571 13 A) - R15 (66-60) 306 T5013 (N/ 2 3584 13 A) - R15 (66-61) 307 T5013 (N/ 2 3597 13 A) - R15 (66-62) 308 T5013 (N/ 2 3610 13 A) - R15 (66-63) 309 T5013 (N/ 2 3623 13 A) - R15 (66-64) 310 T5013 2 3636 13 (201) - R15 (50) 311 T5013 2 3649 13 (202) - R15 (51) 312 T5013 2 3662 13 (203) - R15 (52)
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Tax form Field # Field Period Position Length Comments 313 T5013 (N/ 2 3675 13 A) - R15 (53) 314 T5013 (N/ 2 3688 13 A) - R15 (54) 315 T5013 2 3701 13 (204) - R15 (55) 316 Record 3 3714 10 For all date fields the Date format is YYYY/MM/ DD 317 Payment 3 3724 10 Date 318 T5013 (N/ 3 3734 13 Format for amount A) - R15 (2) fields is 9999999.99999 319 T5013 3 3747 13 (010) - R15 (N/A) 320 T5013 3 3760 13 (101) - R15 (N/A) 321 T5013 3 3773 13 (102) - R15 (N/A) 322 T5013 3 3786 13 (103) - R15 (N/A) 323 T5013 3 3799 13 (104) - R15 (1) 324 T5013 3 3812 13 (105) - R15 (26) 325 T5013 3 3825 13 (106) - R15 (N/A) 326 T5013 3 3838 13 (107) - R15 (N/A) 327 T5013 3 3851 13 (108) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 328 T5013 3 3864 13 (109) - R15 (N/A) 329 T5013 3 3877 13 (113) - R15 (43) 330 T5013 3 3890 13 (020) - R15 (N/A) 331 T5013 3 3903 13 (116) - R15 (N/A) 332 T5013 3 3916 13 (119) - R15 (N/A) 333 T5013 3 3929 13 (120) - R15 (N/A) 334 T5013 3 3942 13 (122) - R15 (N/A) 335 T5013 3 3955 13 (124) - R15 (N/A) 336 T5013 3 3968 13 (126) - R15 (N/A) 337 T5013 3 3981 13 (114) - R15 (N/A) 338 T5013 (N/ 3 3994 13 A) - R15 (45) 339 T5013 3 4007 13 (149) - R15 (N/A) 340 T5013 3 4020 13 (150) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 341 Net 3 4033 13 business income (loss) - (Generic floating box 1) -Value 342 Net 3 4046 13 business income (loss) - (Generic floating box 2) -Value 343 Net 3 4059 13 business income (loss) - (Generic floating box 3) -Value 344 Net 3 4072 13 business income (loss) - (Generic floating box 4) -Value 345 Net 3 4085 13 business income (loss) - (Generic floating box 5) -Value 346 Net 3 4098 13 business income (loss) - (Generic floating box 6) -Value
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Tax form Field # Field Period Position Length Comments 347 Net 3411113 business income (loss) - (Generic floating box 7) -Value 348 T5013 3 4124 13 (110) - R15 (3) 349 T5013 3 4137 13 (111) - R15 (4) 350 T5013 3 4150 13 (112) - R15 (N/A) 351 T5013 3 4163 13 (128) - R15 (7) 352 T5013 3 4176 13 (146) - R15 (7) 353 T5013 3 4189 13 (129) - R15 (6B) 354 T5013 3 4202 13 (132) - R15 (6A) 355 T5013 3 4215 13 (135) - R15 (8) 356 T5013 3 4228 13 (137) - R15 (13) 357 T5013 3 4241 13 (145) - R15 (15B) 358 T5013 3 4254 13 (210) - R15 (15A)
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Tax form Field # Field Period Position Length Comments 359 Investment 3 4267 13 s and carrying charges - (Generic floating box 1) -Value 360 Investment 3 4280 13 s and carrying charges - (Generic floating box 2) -Value 361 Investment 3 4293 13 s and carrying charges - (Generic floating box 3) -Value 362 Investment 3 4306 13 s and carrying charges - (Generic floating box 4) -Value 363 Investment 3 4319 13 s and carrying charges - (Generic floating box 5) -Value 364 Investment 3 4332 13 s and carrying charges - (Generic floating box 6) -Value 365 T5013 ( 3 4345 13 030) - R15 (N/A) 366 T5013 3 4358 13 (151) - R15 (10)
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Tax form Field # Field Period Position Length Comments 367 T5013 3 4371 13 (151) - R15 (12) 368 T5013 3 4384 13 (159) - R15 (11) 369 T5013 3 4397 13 (040) - R15 (5) 370 T5013 (N/ 3 4410 13 A) - R15 (9) 371 T5013 (N/ 3 4423 13 A) - R15 (16) 372 T5013 (N/ 3 4436 13 A) - R15 (34) 373 T5013 (N/ 3 4449 13 A) - R15 (21B) 374 T5013 (N/ 3 4462 13 A) - R15 (24A) 375 T5013 (N/ 3 4475 13 A) - R15 (24B) 376 T5013 (N/ 3 4488 13 A) - R15 (24C) 377 T5013 (N/ 3 4501 13 A) - R15 (27) 378 T5013 (N/ 3 4514 13 A) - R15 (32) 379 T5013 (N/ 3 4527 13 A) - R15 (33) 380 T5013 (N/ 3 4540 13 A) - R15 (35-28) 381 T5013 (N/ 3 4553 13 A) - R15 (35-29)
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Tax form Field # Field Period Position Length Comments 382 T5013 (N/ 3 4566 13 A) - R15 (35-30) 383 T5013 (N/ 3 4579 13 A) - R15 (35-32) 384 T5013 (N/ 3 4592 13 A) - R15 (35-33) 385 T5013 (N/ 3 4605 13 A) - R15 (35- 34) 386 T5013 3 4618 13 (171) - R15 (17) 387 T5013 3 4631 13 (172) - R15 (18) 388 T5013 3 4644 13 (173) - R15 (28) 389 T5013 3 4657 13 (174) - R15 (29) 390 T5013 3 4670 13 (175) - R15 (30) 391 T5013 3 4683 13 (176) - R15 (31) 392 T5013 3 4696 13 (182 ) - R15 (19) 393 T5013 3 4709 13 (183) - R15 (20) 394 Other 3 4722 13 amounts and information - (Generic floating box 1 value)
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Tax form Field # Field Period Position Length Comments 395 Other 3 4735 13 amounts and information - (Generic floating box 2 value) 396 Other 3 4748 13 amounts and information - (Generic floating box 3 value) 397 Other 3 4761 13 amounts and information - (Generic floating box 4 value) 398 Other 3 4774 13 amounts and information - (Generic floating box 5 value) 399 Other 3 4787 13 amounts and information - (Generic floating box 6 value) 400 Other 3 4800 13 amounts and information - (Generic floating box 7 value)
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Tax form Field # Field Period Position Length Comments 401 Other 3 4813 13 amounts and information - (Generic floating box 8 value) 402 Other 3 4826 13 amounts and information - (Generic floating box 9 value) 403 T5013 3 4839 13 (190) - R15 (60) 404 T5013 3 4852 13 (191) - R15 (61) 405 T5013 3 4865 13 (192) - R15 (N/A) 406 T5013 3 4878 13 (193) - R15 (N/A) 407 T5013 3 4891 13 (196) - R15 (N/A) 408 T5013 3 4904 13 (194) - R15 (N/A) 409 T5013 3 4917 13 (195) - R15 (N/A) 410 T5013 3 4930 13 (197) - R15 (N/A) 411 T5013 3 4943 13 (198) - R15 (N/A) 412 T5013 3 4956 13 (199) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 413 T5013 3 4969 13 (200) - R15 (N/A) 414 T5013 (N/ 3 4982 13 A) - R15 (62) 415 T5013 (N/ 3 4995 13 A) - R15 (63) 416 T5013 (N/ 3 5008 13 A) - R15 (64) 417 T5013 (N/ 3 5021 13 A) - R15 (65) 418 T5013 (N/ 3 5034 13 A) - R15 (66-60) 419 T5013 (N/ 3 5047 13 A) - R15 (66-61) 420 T5013 (N/ 3 5060 13 A) - R15 (66-62) 421 T5013 (N/ 3 5073 13 A) - R15 (66-63) 422 T5013 (N/ 3 5086 13 A) - R15 (66-64) 423 T5013 3 5099 13 (201) - R15 (50) 424 T5013 3511213 (202) - R15 (51) 425 T5013 3 5125 13 (203) - R15 (52) 426 T5013 (N/ 3 5138 13 A) - R15 (53) 427 T5013 (N/ 3 5151 13 A) - R15 (54)
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Tax form Field # Field Period Position Length Comments 428 T5013 3 5164 13 (204) - R15 (55) 429 Record 4 5177 10 For all date fields the Date format is YYYY/MM/ DD 430 Payment 4 5187 10 Date 431 T5013 (N/ 4 5197 13 Format for amount A) - R15 (2) fields is 9999999.99999 432 T5013 4 5210 13 (010) - R15 (N/A) 433 T5013 4 5223 13 (101) - R15 (N/A) 434 T5013 4 5236 13 (102) - R15 (N/A) 435 T5013 4 5249 13 (103) - R15 (N/A) 436 T5013 4 5262 13 (104) - R15 (1) 437 T5013 4 5275 13 (105) - R15 (26) 438 T5013 4 5288 13 (106) - R15 (N/A) 439 T5013 4 5301 13 (107) - R15 (N/A) 440 T5013 4 5314 13 (108) - R15 (N/A) 441 T5013 4 5327 13 (109) - R15 (N/A) 442 T5013 4 5340 13 (113) - R15 (43)
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Tax form Field # Field Period Position Length Comments 443 T5013 4 5353 13 (020) - R15 (N/A) 444 T5013 4 5366 13 (116) - R15 (N/A) 445 T5013 4 5379 13 (119) - R15 (N/A) 446 T5013 4 5392 13 (120) - R15 (N/A) 447 T5013 4 5405 13 (122) - R15 (N/A) 448 T5013 4 5418 13 (124) - R15 (N/A) 449 T5013 4 5431 13 (126) - R15 (N/A) 450 T5013 4 5444 13 (114) - R15 (N/A) 451 T5013 (N/ 4 5457 13 A) - R15 (45) 452 T5013 4 5470 13 (149) - R15 (N/A) 453 T5013 4 5483 13 (150) - R15 (N/A) 454 Net 4 5496 13 business income (loss) - (Generic floating box 1) -Value
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Tax form Field # Field Period Position Length Comments 455 Net 4 5509 13 business income (loss) - (Generic floating box 2) -Value 456 Net 4 5522 13 business income (loss) - (Generic floating box 3) -Value 457 Net 4 5535 13 business income (loss) - (Generic floating box 4) -Value 458 Net 4 5548 13 business income (loss) - (Generic floating box 5) -Value 459 Net 4 5561 13 business income (loss) - (Generic floating box 6) -Value 460 Net 4 5574 13 business income (loss) - (Generic floating box 7) -Value 461 T5013 4 5587 13 (110) - R15 (3) 462 T5013 4 5600 13 (111) - R15 (4)
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Tax form Field # Field Period Position Length Comments 463 T5013 4 5613 13 (112) - R15 (N/A) 464 T5013 4 5626 13 (128) - R15 (7) 465 T5013 4 5639 13 (146) - R15 (7) 466 T5013 4 5652 13 (129) - R15 (6B) 467 T5013 4 5665 13 (132) - R15 (6A) 468 T5013 4 5678 13 (135) - R15 (8) 469 T5013 4 5691 13 (137) - R15 (13) 470 T5013 4 5704 13 (145) - R15 (15B) 471 T5013 4 5717 13 (210) - R15 (15A) 472 Investment 4 5730 13 s and carrying charges - (Generic floating box 1) -Value 473 Investment 4 5743 13 s and carrying charges - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 474 Investment 4 5756 13 s and carrying charges - (Generic floating box 3) -Value 475 Investment 4 5769 13 s and carrying charges - (Generic floating box 4) -Value 476 Investment 4 5782 13 s and carrying charges - (Generic floating box 5) -Value 477 Investment 4 5795 13 s and carrying charges - (Generic floating box 6) -Value 478 T5013 ( 4 5808 13 030) - R15 (N/A) 479 T5013 4 5821 13 (151) - R15 (10) 480 T5013 4 5834 13 (151) - R15 (12) 481 T5013 4 5847 13 (159) - R15 (11) 482 T5013 4 5860 13 (040) - R15 (5) 483 T5013 (N/ 4 5873 13 A) - R15 (9)
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Tax form Field # Field Period Position Length Comments 484 T5013 (N/ 4 5886 13 A) - R15 (16) 485 T5013 (N/ 4 5899 13 A) - R15 (34) 486 T5013 (N/ 4 5912 13 A) - R15 (21B) 487 T5013 (N/ 4 5925 13 A) - R15 (24A) 488 T5013 (N/ 4 5938 13 A) - R15 (24B) 489 T5013 (N/ 4 5951 13 A) - R15 (24C) 490 T5013 (N/ 4 5964 13 A) - R15 (27) 491 T5013 (N/ 4 5977 13 A) - R15 (32) 492 T5013 (N/ 4 5990 13 A) - R15 (33) 493 T5013 (N/ 4 6003 13 A) - R15 (35-28) 494 T5013 (N/ 4 6016 13 A) - R15 (35-29) 495 T5013 (N/ 4 6029 13 A) - R15 (35-30) 496 T5013 (N/ 4 6042 13 A) - R15 (35-32) 497 T5013 (N/ 4 6055 13 A) - R15 (35-33) 498 T5013 (N/ 4 6068 13 A) - R15 (35- 34)
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Tax form Field # Field Period Position Length Comments 499 T5013 4 6081 13 (171) - R15 (17) 500 T5013 4 6094 13 (172) - R15 (18) 501 T5013 4 6107 13 (173) - R15 (28) 502 T5013 4 6120 13 (174) - R15 (29) 503 T5013 4 6133 13 (175) - R15 (30) 504 T5013 4 6146 13 (176) - R15 (31) 505 T5013 4 6159 13 (182 ) - R15 (19) 506 T5013 4 6172 13 (183) - R15 (20) 507 Other 4 6185 13 amounts and information - (Generic floating box 1 value) 508 Other 4 6198 13 amounts and information - (Generic floating box 2 value) 509 Other 4621113 amounts and information - (Generic floating box 3 value)
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Tax form Field # Field Period Position Length Comments 510 Other 4 6224 13 amounts and information - (Generic floating box 4 value) 511 Other 4 6237 13 amounts and information - (Generic floating box 5 value) 512 Other 4 6250 13 amounts and information - (Generic floating box 6 value) 513 Other 4 6263 13 amounts and information - (Generic floating box 7 value) 514 Other 4 6276 13 amounts and information - (Generic floating box 8 value) 515 Other 4 6289 13 amounts and information - (Generic floating box 9 value) 516 T5013 4 6302 13 (190) - R15 (60) 517 T5013 4 6315 13 (191) - R15 (61)
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Tax form Field # Field Period Position Length Comments 518 T5013 4 6328 13 (192) - R15 (N/A) 519 T5013 4 6341 13 (193) - R15 (N/A) 520 T5013 4 6354 13 (196) - R15 (N/A) 521 T5013 4 6367 13 (194) - R15 (N/A) 522 T5013 4 6380 13 (195) - R15 (N/A) 523 T5013 4 6393 13 (197) - R15 (N/A) 524 T5013 4 6406 13 (198) - R15 (N/A) 525 T5013 4 6419 13 (199) - R15 (N/A) 526 T5013 4 6432 13 (200) - R15 (N/A) 527 T5013 (N/ 4 6445 13 A) - R15 (62) 528 T5013 (N/ 4 6458 13 A) - R15 (63) 529 T5013 (N/ 4 6471 13 A) - R15 (64) 530 T5013 (N/ 4 6484 13 A) - R15 (65) 531 T5013 (N/ 4 6497 13 A) - R15 (66-60) 532 T5013 (N/ 4 6510 13 A) - R15 (66-61)
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Tax form Field # Field Period Position Length Comments 533 T5013 (N/ 4 6523 13 A) - R15 (66-62) 534 T5013 (N/ 4 6536 13 A) - R15 (66-63) 535 T5013 (N/ 4 6549 13 A) - R15 (66-64) 536 T5013 4 6562 13 (201) - R15 (50) 537 T5013 4 6575 13 (202) - R15 (51) 538 T5013 4 6588 13 (203) - R15 (52) 539 T5013 (N/ 4 6601 13 A) - R15 (53) 540 T5013 (N/ 4 6614 13 A) - R15 (54) 541 T5013 4 6627 13 (204) - R15 (55) 542 Record 5 6640 10 For all date fields the Date format is YYYY/MM/ DD 543 Payment 5 6650 10 Date 544 T5013 (N/ 5 6660 13 Format for amount A) - R15 (2) fields is 9999999.99999 545 T5013 5 6673 13 (010) - R15 (N/A) 546 T5013 5 6686 13 (101) - R15 (N/A) 547 T5013 5 6699 13 (102) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 548 T5013 5 6712 13 (103) - R15 (N/A) 549 T5013 5 6725 13 (104) - R15 (1) 550 T5013 5 6738 13 (105) - R15 (26) 551 T5013 5 6751 13 (106) - R15 (N/A) 552 T5013 5 6764 13 (107) - R15 (N/A) 553 T5013 5 6777 13 (108) - R15 (N/A) 554 T5013 5 6790 13 (109) - R15 (N/A) 555 T5013 5 6803 13 (113) - R15 (43) 556 T5013 5 6816 13 (020) - R15 (N/A) 557 T5013 5 6829 13 (116) - R15 (N/A) 558 T5013 5 6842 13 (119) - R15 (N/A) 559 T5013 5 6855 13 (120) - R15 (N/A) 560 T5013 5 6868 13 (122) - R15 (N/A) 561 T5013 5 6881 13 (124) - R15 (N/A) 562 T5013 5 6894 13 (126) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 563 T5013 5 6907 13 (114) - R15 (N/A) 564 T5013 (N/ 5 6920 13 A) - R15 (45) 565 T5013 5 6933 13 (149) - R15 (N/A) 566 T5013 5 6946 13 (150) - R15 (N/A) 567 Net 5 6959 13 business income (loss) - (Generic floating box 1) -Value 568 Net 5 6972 13 business income (loss) - (Generic floating box 2) -Value 569 Net 5 6985 13 business income (loss) - (Generic floating box 3) -Value 570 Net 5 6998 13 business income (loss) - (Generic floating box 4) -Value 571 Net 5701113 business income (loss) - (Generic floating box 5) -Value
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Tax form Field # Field Period Position Length Comments 572 Net 5 7024 13 business income (loss) - (Generic floating box 6) -Value 573 Net 5 7037 13 business income (loss) - (Generic floating box 7) -Value 574 T5013 5 7050 13 (110) - R15 (3) 575 T5013 5 7063 13 (111) - R15 (4) 576 T5013 5 7076 13 (112) - R15 (N/A) 577 T5013 5 7089 13 (128) - R15 (7) 578 T5013 5 7102 13 (146) - R15 (7) 579 T5013 5711513 (129) - R15 (6B) 580 T5013 5 7128 13 (132) - R15 (6A) 581 T5013 5 7141 13 (135) - R15 (8) 582 T5013 5 7154 13 (137) - R15 (13) 583 T5013 5 7167 13 (145) - R15 (15B)
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Tax form Field # Field Period Position Length Comments 584 T5013 5 7180 13 (210) - R15 (15A) 585 Investment 5 7193 13 s and carrying charges - (Generic floating box 1) -Value 586 Investment 5 7206 13 s and carrying charges - (Generic floating box 2) -Value 587 Investment 5 7219 13 s and carrying charges - (Generic floating box 3) -Value 588 Investment 5 7232 13 s and carrying charges - (Generic floating box 4) -Value 589 Investment 5 7245 13 s and carrying charges - (Generic floating box 5) -Value 590 Investment 5 7258 13 s and carrying charges - (Generic floating box 6) -Value 591 T5013 ( 5 7271 13 030) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 592 T5013 5 7284 13 (151) - R15 (10) 593 T5013 5 7297 13 (151) - R15 (12) 594 T5013 5 7310 13 (159) - R15 (11) 595 T5013 5 7323 13 (040) - R15 (5) 596 T5013 (N/ 5 7336 13 A) - R15 (9) 597 T5013 (N/ 5 7349 13 A) - R15 (16) 598 T5013 (N/ 5 7362 13 A) - R15 (34) 599 T5013 (N/ 5 7375 13 A) - R15 (21B) 600 T5013 (N/ 5 7388 13 A) - R15 (24A) 601 T5013 (N/ 5 7401 13 A) - R15 (24B) 602 T5013 (N/ 5 7414 13 A) - R15 (24C) 603 T5013 (N/ 5 7427 13 A) - R15 (27) 604 T5013 (N/ 5 7440 13 A) - R15 (32) 605 T5013 (N/ 5 7453 13 A) - R15 (33) 606 T5013 (N/ 5 7466 13 A) - R15 (35-28)
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Tax form Field # Field Period Position Length Comments 607 T5013 (N/ 5 7479 13 A) - R15 (35-29) 608 T5013 (N/ 5 7492 13 A) - R15 (35-30) 609 T5013 (N/ 5 7505 13 A) - R15 (35-32) 610 T5013 (N/ 5 7518 13 A) - R15 (35-33) 611 T5013 (N/ 5 7531 13 A) - R15 (35- 34) 612 T5013 5 7544 13 (171) - R15 (17) 613 T5013 5 7557 13 (172) - R15 (18) 614 T5013 5 7570 13 (173) - R15 (28) 615 T5013 5 7583 13 (174) - R15 (29) 616 T5013 5 7596 13 (175) - R15 (30) 617 T5013 5 7609 13 (176) - R15 (31) 618 T5013 5 7622 13 (182 ) - R15 (19) 619 T5013 5 7635 13 (183) - R15 (20)
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Tax form Field # Field Period Position Length Comments 620 Other 5 7648 13 amounts and information - (Generic floating box 1 value) 621 Other 5 7661 13 amounts and information - (Generic floating box 2 value) 622 Other 5 7674 13 amounts and information - (Generic floating box 3 value) 623 Other 5 7687 13 amounts and information - (Generic floating box 4 value) 624 Other 5 7700 13 amounts and information - (Generic floating box 5 value) 625 Other 5 7713 13 amounts and information - (Generic floating box 6 value)
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Tax form Field # Field Period Position Length Comments 626 Other 5 7726 13 amounts and information - (Generic floating box 7 value) 627 Other 5 7739 13 amounts and information - (Generic floating box 8 value) 628 Other 5 7752 13 amounts and information - (Generic floating box 9 value) 629 T5013 5 7765 13 (190) - R15 (60) 630 T5013 5 7778 13 (191) - R15 (61) 631 T5013 5 7791 13 (192) - R15 (N/A) 632 T5013 5 7804 13 (193) - R15 (N/A) 633 T5013 5 7817 13 (196) - R15 (N/A) 634 T5013 5 7830 13 (194) - R15 (N/A) 635 T5013 5 7843 13 (195) - R15 (N/A) 636 T5013 5 7856 13 (197) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 637 T5013 5 7869 13 (198) - R15 (N/A) 638 T5013 5 7882 13 (199) - R15 (N/A) 639 T5013 5 7895 13 (200) - R15 (N/A) 640 T5013 (N/ 5 7908 13 A) - R15 (62) 641 T5013 (N/ 5 7921 13 A) - R15 (63) 642 T5013 (N/ 5 7934 13 A) - R15 (64) 643 T5013 (N/ 5 7947 13 A) - R15 (65) 644 T5013 (N/ 5 7960 13 A) - R15 (66-60) 645 T5013 (N/ 5 7973 13 A) - R15 (66-61) 646 T5013 (N/ 5 7986 13 A) - R15 (66-62) 647 T5013 (N/ 5 7999 13 A) - R15 (66-63) 648 T5013 (N/ 5 8012 13 A) - R15 (66-64) 649 T5013 5 8025 13 (201) - R15 (50) 650 T5013 5 8038 13 (202) - R15 (51) 651 T5013 5 8051 13 (203) - R15 (52)
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Tax form Field # Field Period Position Length Comments 652 T5013 (N/ 5 8064 13 A) - R15 (53) 653 T5013 (N/ 5 8077 13 A) - R15 (54) 654 T5013 5 8090 13 (204) - R15 (55) 655 Record 6 8103 10 For all date fields the Date format is YYYY/MM/ DD 656 Payment 6811310 Date 657 T5013 (N/ 6 8123 13 Format for amount A) - R15 (2) fields is 9999999.99999 658 T5013 6 8136 13 (010) - R15 (N/A) 659 T5013 6 8149 13 (101) - R15 (N/A) 660 T5013 6 8162 13 (102) - R15 (N/A) 661 T5013 6 8175 13 (103) - R15 (N/A) 662 T5013 6 8188 13 (104) - R15 (1) 663 T5013 6 8201 13 (105) - R15 (26) 664 T5013 6 8214 13 (106) - R15 (N/A) 665 T5013 6 8227 13 (107) - R15 (N/A) 666 T5013 6 8240 13 (108) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 667 T5013 6 8253 13 (109) - R15 (N/A) 668 T5013 6 8266 13 (113) - R15 (43) 669 T5013 6 8279 13 (020) - R15 (N/A) 670 T5013 6 8292 13 (116) - R15 (N/A) 671 T5013 6 8305 13 (119) - R15 (N/A) 672 T5013 6 8318 13 (120) - R15 (N/A) 673 T5013 6 8331 13 (122) - R15 (N/A) 674 T5013 6 8344 13 (124) - R15 (N/A) 675 T5013 6 8357 13 (126) - R15 (N/A) 676 T5013 6 8370 13 (114) - R15 (N/A) 677 T5013 (N/ 6 8383 13 A) - R15 (45) 678 T5013 6 8396 13 (149) - R15 (N/A) 679 T5013 6 8409 13 (150) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 680 Net 6 8422 13 business income (loss) - (Generic floating box 1) -Value 681 Net 6 8435 13 business income (loss) - (Generic floating box 2) -Value 682 Net 6 8448 13 business income (loss) - (Generic floating box 3) -Value 683 Net 6 8461 13 business income (loss) - (Generic floating box 4) -Value 684 Net 6 8474 13 business income (loss) - (Generic floating box 5) -Value 685 Net 6 8487 13 business income (loss) - (Generic floating box 6) -Value
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Tax form Field # Field Period Position Length Comments 686 Net 6 8500 13 business income (loss) - (Generic floating box 7) -Value 687 T5013 6 8513 13 (110) - R15 (3) 688 T5013 6 8526 13 (111) - R15 (4) 689 T5013 6 8539 13 (112) - R15 (N/A) 690 T5013 6 8552 13 (128) - R15 (7) 691 T5013 6 8565 13 (146) - R15 (7) 692 T5013 6 8578 13 (129) - R15 (6B) 693 T5013 6 8591 13 (132) - R15 (6A) 694 T5013 6 8604 13 (135) - R15 (8) 695 T5013 6 8617 13 (137) - R15 (13) 696 T5013 6 8630 13 (145) - R15 (15B) 697 T5013 6 8643 13 (210) - R15 (15A)
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Tax form Field # Field Period Position Length Comments 698 Investment 6 8656 13 s and carrying charges - (Generic floating box 1) -Value 699 Investment 6 8669 13 s and carrying charges - (Generic floating box 2) -Value 700 Investment 6 8682 13 s and carrying charges - (Generic floating box 3) -Value 701 Investment 6 8695 13 s and carrying charges - (Generic floating box 4) -Value 702 Investment 6 8708 13 s and carrying charges - (Generic floating box 5) -Value 703 Investment 6 8721 13 s and carrying charges - (Generic floating box 6) -Value 704 T5013 ( 6 8734 13 030) - R15 (N/A) 705 T5013 6 8747 13 (151) - R15 (10)
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Tax form Field # Field Period Position Length Comments 706 T5013 6 8760 13 (151) - R15 (12) 707 T5013 6 8773 13 (159) - R15 (11) 708 T5013 6 8786 13 (040) - R15 (5) 709 T5013 (N/ 6 8799 13 A) - R15 (9) 710 T5013 (N/ 6 8812 13 A) - R15 (16) 711 T5013 (N/ 6 8825 13 A) - R15 (34) 712 T5013 (N/ 6 8838 13 A) - R15 (21B) 713 T5013 (N/ 6 8851 13 A) - R15 (24A) 714 T5013 (N/ 6 8864 13 A) - R15 (24B) 715 T5013 (N/ 6 8877 13 A) - R15 (24C) 716 T5013 (N/ 6 8890 13 A) - R15 (27) 717 T5013 (N/ 6 8903 13 A) - R15 (32) 718 T5013 (N/ 6 8916 13 A) - R15 (33) 719 T5013 (N/ 6 8929 13 A) - R15 (35-28) 720 T5013 (N/ 6 8942 13 A) - R15 (35-29)
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Tax form Field # Field Period Position Length Comments 721 T5013 (N/ 6 8955 13 A) - R15 (35-30) 722 T5013 (N/ 6 8968 13 A) - R15 (35-32) 723 T5013 (N/ 6 8981 13 A) - R15 (35-33) 724 T5013 (N/ 6 8994 13 A) - R15 (35- 34) 725 T5013 6 9007 13 (171) - R15 (17) 726 T5013 6 9020 13 (172) - R15 (18) 727 T5013 6 9033 13 (173) - R15 (28) 728 T5013 6 9046 13 (174) - R15 (29) 729 T5013 6 9059 13 (175) - R15 (30) 730 T5013 6 9072 13 (176) - R15 (31) 731 T5013 6 9085 13 (182 ) - R15 (19) 732 T5013 6 9098 13 (183) - R15 (20) 733 Other 6911113 amounts and information - (Generic floating box 1 value)
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Tax form Field # Field Period Position Length Comments 734 Other 6 9124 13 amounts and information - (Generic floating box 2 value) 735 Other 6 9137 13 amounts and information - (Generic floating box 3 value) 736 Other 6 9150 13 amounts and information - (Generic floating box 4 value) 737 Other 6 9163 13 amounts and information - (Generic floating box 5 value) 738 Other 6 9176 13 amounts and information - (Generic floating box 6 value) 739 Other 6 9189 13 amounts and information - (Generic floating box 7 value)
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Tax form Field # Field Period Position Length Comments 740 Other 6 9202 13 amounts and information - (Generic floating box 8 value) 741 Other 6 9215 13 amounts and information - (Generic floating box 9 value) 742 T5013 6 9228 13 (190) - R15 (60) 743 T5013 6 9241 13 (191) - R15 (61) 744 T5013 6 9254 13 (192) - R15 (N/A) 745 T5013 6 9267 13 (193) - R15 (N/A) 746 T5013 6 9280 13 (196) - R15 (N/A) 747 T5013 6 9293 13 (194) - R15 (N/A) 748 T5013 6 9306 13 (195) - R15 (N/A) 749 T5013 6 9319 13 (197) - R15 (N/A) 750 T5013 6 9332 13 (198) - R15 (N/A) 751 T5013 6 9345 13 (199) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 752 T5013 6 9358 13 (200) - R15 (N/A) 753 T5013 (N/ 6 9371 13 A) - R15 (62) 754 T5013 (N/ 6 9384 13 A) - R15 (63) 755 T5013 (N/ 6 9397 13 A) - R15 (64) 756 T5013 (N/ 6 9410 13 A) - R15 (65) 757 T5013 (N/ 6 9423 13 A) - R15 (66-60) 758 T5013 (N/ 6 9436 13 A) - R15 (66-61) 759 T5013 (N/ 6 9449 13 A) - R15 (66-62) 760 T5013 (N/ 6 9462 13 A) - R15 (66-63) 761 T5013 (N/ 6 9475 13 A) - R15 (66-64) 762 T5013 6 9488 13 (201) - R15 (50) 763 T5013 6 9501 13 (202) - R15 (51) 764 T5013 6 9514 13 (203) - R15 (52) 765 T5013 (N/ 6 9527 13 A) - R15 (53) 766 T5013 (N/ 6 9540 13 A) - R15 (54)
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Tax form Field # Field Period Position Length Comments 767 T5013 6 9553 13 (204) - R15 (55) 768 Record 7 9566 10 For all date fields the Date format is YYYY/MM/ DD 769 Payment 7 9576 10 Date 770 T5013 (N/ 7 9586 13 Format for amount A) - R15 (2) fields is 9999999.99999 771 T5013 7 9599 13 (010) - R15 (N/A) 772 T5013 7 9612 13 (101) - R15 (N/A) 773 T5013 7 9625 13 (102) - R15 (N/A) 774 T5013 7 9638 13 (103) - R15 (N/A) 775 T5013 7 9651 13 (104) - R15 (1) 776 T5013 7 9664 13 (105) - R15 (26) 777 T5013 7 9677 13 (106) - R15 (N/A) 778 T5013 7 9690 13 (107) - R15 (N/A) 779 T5013 7 9703 13 (108) - R15 (N/A) 780 T5013 7 9716 13 (109) - R15 (N/A) 781 T5013 7 9729 13 (113) - R15 (43)
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Tax form Field # Field Period Position Length Comments 782 T5013 7 9742 13 (020) - R15 (N/A) 783 T5013 7 9755 13 (116) - R15 (N/A) 784 T5013 7 9768 13 (119) - R15 (N/A) 785 T5013 7 9781 13 (120) - R15 (N/A) 786 T5013 7 9794 13 (122) - R15 (N/A) 787 T5013 7 9807 13 (124) - R15 (N/A) 788 T5013 7 9820 13 (126) - R15 (N/A) 789 T5013 7 9833 13 (114) - R15 (N/A) 790 T5013 (N/ 7 9846 13 A) - R15 (45) 791 T5013 7 9859 13 (149) - R15 (N/A) 792 T5013 7 9872 13 (150) - R15 (N/A) 793 Net 7 9885 13 business income (loss) - (Generic floating box 1) -Value
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Tax form Field # Field Period Position Length Comments 794 Net 7 9898 13 business income (loss) - (Generic floating box 2) -Value 795 Net 7991113 business income (loss) - (Generic floating box 3) -Value 796 Net 7 9924 13 business income (loss) - (Generic floating box 4) -Value 797 Net 7 9937 13 business income (loss) - (Generic floating box 5) -Value 798 Net 7 9950 13 business income (loss) - (Generic floating box 6) -Value 799 Net 7 9963 13 business income (loss) - (Generic floating box 7) -Value 800 T5013 7 9976 13 (110) - R15 (3) 801 T5013 7 9989 13 (111) - R15 (4)
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Tax form Field # Field Period Position Length Comments 802 T5013 7 10002 13 (112) - R15 (N/A) 803 T5013 7 10015 13 (128) - R15 (7) 804 T5013 7 10028 13 (146) - R15 (7) 805 T5013 7 10041 13 (129) - R15 (6B) 806 T5013 7 10054 13 (132) - R15 (6A) 807 T5013 7 10067 13 (135) - R15 (8) 808 T5013 7 10080 13 (137) - R15 (13) 809 T5013 7 10093 13 (145) - R15 (15B) 810 T5013 7 10106 13 (210) - R15 (15A) 811 Investment 7 10119 13 s and carrying charges - (Generic floating box 1) -Value 812 Investment 7 10132 13 s and carrying charges - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 813 Investment 7 10145 13 s and carrying charges - (Generic floating box 3) -Value 814 Investment 7 10158 13 s and carrying charges - (Generic floating box 4) -Value 815 Investment 7 10171 13 s and carrying charges - (Generic floating box 5) -Value 816 Investment 7 10184 13 s and carrying charges - (Generic floating box 6) -Value 817 T5013 ( 7 10197 13 030) - R15 (N/A) 818 T5013 7 10210 13 (151) - R15 (10) 819 T5013 7 10223 13 (151) - R15 (12) 820 T5013 7 10236 13 (159) - R15 (11) 821 T5013 7 10249 13 (040) - R15 (5) 822 T5013 (N/ 7 10262 13 A) - R15 (9)
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Tax form Field # Field Period Position Length Comments 823 T5013 (N/ 7 10275 13 A) - R15 (16) 824 T5013 (N/ 7 10288 13 A) - R15 (34) 825 T5013 (N/ 7 10301 13 A) - R15 (21B) 826 T5013 (N/ 7 10314 13 A) - R15 (24A) 827 T5013 (N/ 7 10327 13 A) - R15 (24B) 828 T5013 (N/ 7 10340 13 A) - R15 (24C) 829 T5013 (N/ 7 10353 13 A) - R15 (27) 830 T5013 (N/ 7 10366 13 A) - R15 (32) 831 T5013 (N/ 7 10379 13 A) - R15 (33) 832 T5013 (N/ 7 10392 13 A) - R15 (35-28) 833 T5013 (N/ 7 10405 13 A) - R15 (35-29) 834 T5013 (N/ 7 10418 13 A) - R15 (35-30) 835 T5013 (N/ 7 10431 13 A) - R15 (35-32) 836 T5013 (N/ 7 10444 13 A) - R15 (35-33) 837 T5013 (N/ 7 10457 13 A) - R15 (35- 34)
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Tax form Field # Field Period Position Length Comments 838 T5013 7 10470 13 (171) - R15 (17) 839 T5013 7 10483 13 (172) - R15 (18) 840 T5013 7 10496 13 (173) - R15 (28) 841 T5013 7 10509 13 (174) - R15 (29) 842 T5013 7 10522 13 (175) - R15 (30) 843 T5013 7 10535 13 (176) - R15 (31) 844 T5013 7 10548 13 (182 ) - R15 (19) 845 T5013 7 10561 13 (183) - R15 (20) 846 Other 7 10574 13 amounts and information - (Generic floating box 1 value) 847 Other 7 10587 13 amounts and information - (Generic floating box 2 value) 848 Other 7 10600 13 amounts and information - (Generic floating box 3 value)
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Tax form Field # Field Period Position Length Comments 849 Other 7 10613 13 amounts and information - (Generic floating box 4 value) 850 Other 7 10626 13 amounts and information - (Generic floating box 5 value) 851 Other 7 10639 13 amounts and information - (Generic floating box 6 value) 852 Other 7 10652 13 amounts and information - (Generic floating box 7 value) 853 Other 7 10665 13 amounts and information - (Generic floating box 8 value) 854 Other 7 10678 13 amounts and information - (Generic floating box 9 value) 855 T5013 7 10691 13 (190) - R15 (60) 856 T5013 7 10704 13 (191) - R15 (61)
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Tax form Field # Field Period Position Length Comments 857 T5013 7 10717 13 (192) - R15 (N/A) 858 T5013 7 10730 13 (193) - R15 (N/A) 859 T5013 7 10743 13 (196) - R15 (N/A) 860 T5013 7 10756 13 (194) - R15 (N/A) 861 T5013 7 10769 13 (195) - R15 (N/A) 862 T5013 7 10782 13 (197) - R15 (N/A) 863 T5013 7 10795 13 (198) - R15 (N/A) 864 T5013 7 10808 13 (199) - R15 (N/A) 865 T5013 7 10821 13 (200) - R15 (N/A) 866 T5013 (N/ 7 10834 13 A) - R15 (62) 867 T5013 (N/ 7 10847 13 A) - R15 (63) 868 T5013 (N/ 7 10860 13 A) - R15 (64) 869 T5013 (N/ 7 10873 13 A) - R15 (65) 870 T5013 (N/ 7 10886 13 A) - R15 (66-60) 871 T5013 (N/ 7 10899 13 A) - R15 (66-61)
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Tax form Field # Field Period Position Length Comments 872 T5013 (N/ 7 10912 13 A) - R15 (66-62) 873 T5013 (N/ 7 10925 13 A) - R15 (66-63) 874 T5013 (N/ 7 10938 13 A) - R15 (66-64) 875 T5013 7 10951 13 (201) - R15 (50) 876 T5013 7 10964 13 (202) - R15 (51) 877 T5013 7 10977 13 (203) - R15 (52) 878 T5013 (N/ 7 10990 13 A) - R15 (53) 879 T5013 (N/ 7 11003 13 A) - R15 (54) 880 T5013 7 11016 13 (204) - R15 (55) 881 Record 8 11029 10 For all date fields the Date format is YYYY/MM/ DD 882 Payment 8 11039 10 Date 883 T5013 (N/ 8 11049 13 Format for amount A) - R15 (2) fields is 9999999.99999 884 T5013 8 11062 13 (010) - R15 (N/A) 885 T5013 8 11075 13 (101) - R15 (N/A) 886 T5013 8 11088 13 (102) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 887 T5013 8 11101 13 (103) - R15 (N/A) 888 T5013 8 11114 13 (104) - R15 (1) 889 T5013 8 11127 13 (105) - R15 (26) 890 T5013 8 11140 13 (106) - R15 (N/A) 891 T5013 8 11153 13 (107) - R15 (N/A) 892 T5013 8 11166 13 (108) - R15 (N/A) 893 T5013 8 11179 13 (109) - R15 (N/A) 894 T5013 8 11192 13 (113) - R15 (43) 895 T5013 8 11205 13 (020) - R15 (N/A) 896 T5013 8 11218 13 (116) - R15 (N/A) 897 T5013 8 11231 13 (119) - R15 (N/A) 898 T5013 8 11244 13 (120) - R15 (N/A) 899 T5013 8 11257 13 (122) - R15 (N/A) 900 T5013 8 11270 13 (124) - R15 (N/A) 901 T5013 8 11283 13 (126) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 902 T5013 8 11296 13 (114) - R15 (N/A) 903 T5013 (N/ 8 11309 13 A) - R15 (45) 904 T5013 8 11322 13 (149) - R15 (N/A) 905 T5013 8 11335 13 (150) - R15 (N/A) 906 Net 8 11348 13 business income (loss) - (Generic floating box 1) -Value 907 Net 8 11361 13 business income (loss) - (Generic floating box 2) -Value 908 Net 8 11374 13 business income (loss) - (Generic floating box 3) -Value 909 Net 8 11387 13 business income (loss) - (Generic floating box 4) -Value 910 Net 8 11400 13 business income (loss) - (Generic floating box 5) -Value
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Tax form Field # Field Period Position Length Comments 911 Net 8 11413 13 business income (loss) - (Generic floating box 6) -Value 912 Net 8 11426 13 business income (loss) - (Generic floating box 7) -Value 913 T5013 8 11439 13 (110) - R15 (3) 914 T5013 8 11452 13 (111) - R15 (4) 915 T5013 8 11465 13 (112) - R15 (N/A) 916 T5013 8 11478 13 (128) - R15 (7) 917 T5013 8 11491 13 (146) - R15 (7) 918 T5013 8 11504 13 (129) - R15 (6B) 919 T5013 8 11517 13 (132) - R15 (6A) 920 T5013 8 11530 13 (135) - R15 (8) 921 T5013 8 11543 13 (137) - R15 (13) 922 T5013 8 11556 13 (145) - R15 (15B)
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Tax form Field # Field Period Position Length Comments 923 T5013 8 11569 13 (210) - R15 (15A) 924 Investment 8 11582 13 s and carrying charges - (Generic floating box 1) -Value 925 Investment 8 11595 13 s and carrying charges - (Generic floating box 2) -Value 926 Investment 8 11608 13 s and carrying charges - (Generic floating box 3) -Value 927 Investment 8 11621 13 s and carrying charges - (Generic floating box 4) -Value 928 Investment 8 11634 13 s and carrying charges - (Generic floating box 5) -Value 929 Investment 8 11647 13 s and carrying charges - (Generic floating box 6) -Value 930 T5013 ( 8 11660 13 030) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 931 T5013 8 11673 13 (151) - R15 (10) 932 T5013 8 11686 13 (151) - R15 (12) 933 T5013 8 11699 13 (159) - R15 (11) 934 T5013 8 11712 13 (040) - R15 (5) 935 T5013 (N/ 8 11725 13 A) - R15 (9) 936 T5013 (N/ 8 11738 13 A) - R15 (16) 937 T5013 (N/ 8 11751 13 A) - R15 (34) 938 T5013 (N/ 8 11764 13 A) - R15 (21B) 939 T5013 (N/ 8 11777 13 A) - R15 (24A) 940 T5013 (N/ 8 11790 13 A) - R15 (24B) 941 T5013 (N/ 8 11803 13 A) - R15 (24C) 942 T5013 (N/ 8 11816 13 A) - R15 (27) 943 T5013 (N/ 8 11829 13 A) - R15 (32) 944 T5013 (N/ 8 11842 13 A) - R15 (33) 945 T5013 (N/ 8 11855 13 A) - R15 (35-28)
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Tax form Field # Field Period Position Length Comments 946 T5013 (N/ 8 11868 13 A) - R15 (35-29) 947 T5013 (N/ 8 11881 13 A) - R15 (35-30) 948 T5013 (N/ 8 11894 13 A) - R15 (35-32) 949 T5013 (N/ 8 11907 13 A) - R15 (35-33) 950 T5013 (N/ 8 11920 13 A) - R15 (35- 34) 951 T5013 8 11933 13 (171) - R15 (17) 952 T5013 8 11946 13 (172) - R15 (18) 953 T5013 8 11959 13 (173) - R15 (28) 954 T5013 8 11972 13 (174) - R15 (29) 955 T5013 8 11985 13 (175) - R15 (30) 956 T5013 8 11998 13 (176) - R15 (31) 957 T5013 8 12011 13 (182 ) - R15 (19) 958 T5013 8 12024 13 (183) - R15 (20)
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Tax form Field # Field Period Position Length Comments 959 Other 8 12037 13 amounts and information - (Generic floating box 1 value) 960 Other 8 12050 13 amounts and information - (Generic floating box 2 value) 961 Other 8 12063 13 amounts and information - (Generic floating box 3 value) 962 Other 8 12076 13 amounts and information - (Generic floating box 4 value) 963 Other 8 12089 13 amounts and information - (Generic floating box 5 value) 964 Other 8 12102 13 amounts and information - (Generic floating box 6 value)
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Tax form Field # Field Period Position Length Comments 965 Other 8 12115 13 amounts and information - (Generic floating box 7 value) 966 Other 8 12128 13 amounts and information - (Generic floating box 8 value) 967 Other 8 12141 13 amounts and information - (Generic floating box 9 value) 968 T5013 8 12154 13 (190) - R15 (60) 969 T5013 8 12167 13 (191) - R15 (61) 970 T5013 8 12180 13 (192) - R15 (N/A) 971 T5013 8 12193 13 (193) - R15 (N/A) 972 T5013 8 12206 13 (196) - R15 (N/A) 973 T5013 8 12219 13 (194) - R15 (N/A) 974 T5013 8 12232 13 (195) - R15 (N/A) 975 T5013 8 12245 13 (197) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 976 T5013 8 12258 13 (198) - R15 (N/A) 977 T5013 8 12271 13 (199) - R15 (N/A) 978 T5013 8 12284 13 (200) - R15 (N/A) 979 T5013 (N/ 8 12297 13 A) - R15 (62) 980 T5013 (N/ 8 12310 13 A) - R15 (63) 981 T5013 (N/ 8 12323 13 A) - R15 (64) 982 T5013 (N/ 8 12336 13 A) - R15 (65) 983 T5013 (N/ 8 12349 13 A) - R15 (66-60) 984 T5013 (N/ 8 12362 13 A) - R15 (66-61) 985 T5013 (N/ 8 12375 13 A) - R15 (66-62) 986 T5013 (N/ 8 12388 13 A) - R15 (66-63) 987 T5013 (N/ 8 12401 13 A) - R15 (66-64) 988 T5013 8 12414 13 (201) - R15 (50) 989 T5013 8 12427 13 (202) - R15 (51) 990 T5013 8 12440 13 (203) - R15 (52)
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Tax form Field # Field Period Position Length Comments 991 T5013 (N/ 8 12453 13 A) - R15 (53) 992 T5013 (N/ 8 12466 13 A) - R15 (54) 993 T5013 8 12479 13 (204) - R15 (55) 994 Record 9 12492 10 For all date fields the Date format is YYYY/MM/ DD 995 Payment 9 12502 10 Date 996 T5013 (N/ 9 12512 13 Format for amount A) - R15 (2) fields is 9999999.99999 997 T5013 9 12525 13 (010) - R15 (N/A) 998 T5013 9 12538 13 (101) - R15 (N/A) 999 T5013 9 12551 13 (102) - R15 (N/A) 1000 T5013 9 12564 13 (103) - R15 (N/A) 1001 T5013 9 12577 13 (104) - R15 (1) 1002 T5013 9 12590 13 (105) - R15 (26) 1003 T5013 9 12603 13 (106) - R15 (N/A) 1004 T5013 9 12616 13 (107) - R15 (N/A) 1005 T5013 9 12629 13 (108) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1006 T5013 9 12642 13 (109) - R15 (N/A) 1007 T5013 9 12655 13 (113) - R15 (43) 1008 T5013 9 12668 13 (020) - R15 (N/A) 1009 T5013 9 12681 13 (116) - R15 (N/A) 1010 T5013 9 12694 13 (119) - R15 (N/A) 1011 T5013 9 12707 13 (120) - R15 (N/A) 1012 T5013 9 12720 13 (122) - R15 (N/A) 1013 T5013 9 12733 13 (124) - R15 (N/A) 1014 T5013 9 12746 13 (126) - R15 (N/A) 1015 T5013 9 12759 13 (114) - R15 (N/A) 1016 T5013 (N/ 9 12772 13 A) - R15 (45) 1017 T5013 9 12785 13 (149) - R15 (N/A) 1018 T5013 9 12798 13 (150) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1019 Net 9 12811 13 business income (loss) - (Generic floating box 1) -Value 1020 Net 9 12824 13 business income (loss) - (Generic floating box 2) -Value 1021 Net 9 12837 13 business income (loss) - (Generic floating box 3) -Value 1022 Net 9 12850 13 business income (loss) - (Generic floating box 4) -Value 1023 Net 9 12863 13 business income (loss) - (Generic floating box 5) -Value 1024 Net 9 12876 13 business income (loss) - (Generic floating box 6) -Value
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Tax form Field # Field Period Position Length Comments 1025 Net 9 12889 13 business income (loss) - (Generic floating box 7) -Value 1026 T5013 9 12902 13 (110) - R15 (3) 1027 T5013 9 12915 13 (111) - R15 (4) 1028 T5013 9 12928 13 (112) - R15 (N/A) 1029 T5013 9 12941 13 (128) - R15 (7) 1030 T5013 9 12954 13 (146) - R15 (7) 1031 T5013 9 12967 13 (129) - R15 (6B) 1032 T5013 9 12980 13 (132) - R15 (6A) 1033 T5013 9 12993 13 (135) - R15 (8) 1034 T5013 9 13006 13 (137) - R15 (13) 1035 T5013 9 13019 13 (145) - R15 (15B) 1036 T5013 9 13032 13 (210) - R15 (15A)
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Tax form Field # Field Period Position Length Comments 1037 Investment 9 13045 13 s and carrying charges - (Generic floating box 1) -Value 1038 Investment 9 13058 13 s and carrying charges - (Generic floating box 2) -Value 1039 Investment 9 13071 13 s and carrying charges - (Generic floating box 3) -Value 1040 Investment 9 13084 13 s and carrying charges - (Generic floating box 4) -Value 1041 Investment 9 13097 13 s and carrying charges - (Generic floating box 5) -Value 1042 Investment 9 13110 13 s and carrying charges - (Generic floating box 6) -Value 1043 T5013 ( 9 13123 13 030) - R15 (N/A) 1044 T5013 9 13136 13 (151) - R15 (10)
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Tax form Field # Field Period Position Length Comments 1045 T5013 9 13149 13 (151) - R15 (12) 1046 T5013 9 13162 13 (159) - R15 (11) 1047 T5013 9 13175 13 (040) - R15 (5) 1048 T5013 (N/ 9 13188 13 A) - R15 (9) 1049 T5013 (N/ 9 13201 13 A) - R15 (16) 1050 T5013 (N/ 9 13214 13 A) - R15 (34) 1051 T5013 (N/ 9 13227 13 A) - R15 (21B) 1052 T5013 (N/ 9 13240 13 A) - R15 (24A) 1053 T5013 (N/ 9 13253 13 A) - R15 (24B) 1054 T5013 (N/ 9 13266 13 A) - R15 (24C) 1055 T5013 (N/ 9 13279 13 A) - R15 (27) 1056 T5013 (N/ 9 13292 13 A) - R15 (32) 1057 T5013 (N/ 9 13305 13 A) - R15 (33) 1058 T5013 (N/ 9 13318 13 A) - R15 (35-28) 1059 T5013 (N/ 9 13331 13 A) - R15 (35-29)
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Tax form Field # Field Period Position Length Comments 1060 T5013 (N/ 9 13344 13 A) - R15 (35-30) 1061 T5013 (N/ 9 13357 13 A) - R15 (35-32) 1062 T5013 (N/ 9 13370 13 A) - R15 (35-33) 1063 T5013 (N/ 9 13383 13 A) - R15 (35- 34) 1064 T5013 9 13396 13 (171) - R15 (17) 1065 T5013 9 13409 13 (172) - R15 (18) 1066 T5013 9 13422 13 (173) - R15 (28) 1067 T5013 9 13435 13 (174) - R15 (29) 1068 T5013 9 13448 13 (175) - R15 (30) 1069 T5013 9 13461 13 (176) - R15 (31) 1070 T5013 9 13474 13 (182 ) - R15 (19) 1071 T5013 9 13487 13 (183) - R15 (20) 1072 Other 9 13500 13 amounts and information - (Generic floating box 1 value)
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Tax form Field # Field Period Position Length Comments 1073 Other 9 13513 13 amounts and information - (Generic floating box 2 value) 1074 Other 9 13526 13 amounts and information - (Generic floating box 3 value) 1075 Other 9 13539 13 amounts and information - (Generic floating box 4 value) 1076 Other 9 13552 13 amounts and information - (Generic floating box 5 value) 1077 Other 9 13565 13 amounts and information - (Generic floating box 6 value) 1078 Other 9 13578 13 amounts and information - (Generic floating box 7 value)
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Tax form Field # Field Period Position Length Comments 1079 Other 9 13591 13 amounts and information - (Generic floating box 8 value) 1080 Other 9 13604 13 amounts and information - (Generic floating box 9 value) 1081 T5013 9 13617 13 (190) - R15 (60) 1082 T5013 9 13630 13 (191) - R15 (61) 1083 T5013 9 13643 13 (192) - R15 (N/A) 1084 T5013 9 13656 13 (193) - R15 (N/A) 1085 T5013 9 13669 13 (196) - R15 (N/A) 1086 T5013 9 13682 13 (194) - R15 (N/A) 1087 T5013 9 13695 13 (195) - R15 (N/A) 1088 T5013 9 13708 13 (197) - R15 (N/A) 1089 T5013 9 13721 13 (198) - R15 (N/A) 1090 T5013 9 13734 13 (199) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1091 T5013 9 13747 13 (200) - R15 (N/A) 1092 T5013 (N/ 9 13760 13 A) - R15 (62) 1093 T5013 (N/ 9 13773 13 A) - R15 (63) 1094 T5013 (N/ 9 13786 13 A) - R15 (64) 1095 T5013 (N/ 9 13799 13 A) - R15 (65) 1096 T5013 (N/ 9 13812 13 A) - R15 (66-60) 1097 T5013 (N/ 9 13825 13 A) - R15 (66-61) 1098 T5013 (N/ 9 13838 13 A) - R15 (66-62) 1099 T5013 (N/ 9 13851 13 A) - R15 (66-63) 1100 T5013 (N/ 9 13864 13 A) - R15 (66-64) 1101 T5013 9 13877 13 (201) - R15 (50) 1102 T5013 9 13890 13 (202) - R15 (51) 1103 T5013 9 13903 13 (203) - R15 (52) 1104 T5013 (N/ 9 13916 13 A) - R15 (53) 1105 T5013 (N/ 9 13929 13 A) - R15 (54)
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Tax form Field # Field Period Position Length Comments 1106 T5013 9 13942 13 (204) - R15 (55) 1107 Record 10 13955 10 For all date fields the Date format is YYYY/MM/ DD 1108 Payment 10 13965 10 Date 1109 T5013 (N/ 10 13975 13 Format for amount A) - R15 (2) fields is 9999999.99999 1110 T5013 10 13988 13 (010) - R15 (N/A) 1111 T5013 10 14001 13 (101) - R15 (N/A) 1112 T5013 10 14014 13 (102) - R15 (N/A) 1113 T5013 10 14027 13 (103) - R15 (N/A) 1114 T5013 10 14040 13 (104) - R15 (1) 1115 T5013 10 14053 13 (105) - R15 (26) 1116 T5013 10 14066 13 (106) - R15 (N/A) 1117 T5013 10 14079 13 (107) - R15 (N/A) 1118 T5013 10 14092 13 (108) - R15 (N/A) 1119 T5013 10 14105 13 (109) - R15 (N/A) 1120 T5013 10 14118 13 (113) - R15 (43)
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Tax form Field # Field Period Position Length Comments 1121 T5013 10 14131 13 (020) - R15 (N/A) 1122 T5013 10 14144 13 (116) - R15 (N/A) 1123 T5013 10 14157 13 (119) - R15 (N/A) 1124 T5013 10 14170 13 (120) - R15 (N/A) 1125 T5013 10 14183 13 (122) - R15 (N/A) 1126 T5013 10 14196 13 (124) - R15 (N/A) 1127 T5013 10 14209 13 (126) - R15 (N/A) 1128 T5013 10 14222 13 (114) - R15 (N/A) 1129 T5013 (N/ 10 14235 13 A) - R15 (45) 1130 T5013 10 14248 13 (149) - R15 (N/A) 1131 T5013 10 14261 13 (150) - R15 (N/A) 1132 Net 10 14274 13 business income (loss) - (Generic floating box 1) -Value
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Tax form Field # Field Period Position Length Comments 1133 Net 10 14287 13 business income (loss) - (Generic floating box 2) -Value 1134 Net 10 14300 13 business income (loss) - (Generic floating box 3) -Value 1135 Net 10 14313 13 business income (loss) - (Generic floating box 4) -Value 1136 Net 10 14326 13 business income (loss) - (Generic floating box 5) -Value 1137 Net 10 14339 13 business income (loss) - (Generic floating box 6) -Value 1138 Net 10 14352 13 business income (loss) - (Generic floating box 7) -Value 1139 T5013 10 14365 13 (110) - R15 (3) 1140 T5013 10 14378 13 (111) - R15 (4)
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Tax form Field # Field Period Position Length Comments 1141 T5013 10 14391 13 (112) - R15 (N/A) 1142 T5013 10 14404 13 (128) - R15 (7) 1143 T5013 10 14417 13 (146) - R15 (7) 1144 T5013 10 14430 13 (129) - R15 (6B) 1145 T5013 10 14443 13 (132) - R15 (6A) 1146 T5013 10 14456 13 (135) - R15 (8) 1147 T5013 10 14469 13 (137) - R15 (13) 1148 T5013 10 14482 13 (145) - R15 (15B) 1149 T5013 10 14495 13 (210) - R15 (15A) 1150 Investment 10 14508 13 s and carrying charges - (Generic floating box 1) -Value 1151 Investment 10 14521 13 s and carrying charges - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 1152 Investment 10 14534 13 s and carrying charges - (Generic floating box 3) -Value 1153 Investment 10 14547 13 s and carrying charges - (Generic floating box 4) -Value 1154 Investment 10 14560 13 s and carrying charges - (Generic floating box 5) -Value 1155 Investment 10 14573 13 s and carrying charges - (Generic floating box 6) -Value 1156 T5013 ( 10 14586 13 030) - R15 (N/A) 1157 T5013 10 14599 13 (151) - R15 (10) 1158 T5013 10 14612 13 (151) - R15 (12) 1159 T5013 10 14625 13 (159) - R15 (11) 1160 T5013 10 14638 13 (040) - R15 (5) 1161 T5013 (N/ 10 14651 13 A) - R15 (9)
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Tax form Field # Field Period Position Length Comments 1162 T5013 (N/ 10 14664 13 A) - R15 (16) 1163 T5013 (N/ 10 14677 13 A) - R15 (34) 1164 T5013 (N/ 10 14690 13 A) - R15 (21B) 1165 T5013 (N/ 10 14703 13 A) - R15 (24A) 1166 T5013 (N/ 10 14716 13 A) - R15 (24B) 1167 T5013 (N/ 10 14729 13 A) - R15 (24C) 1168 T5013 (N/ 10 14742 13 A) - R15 (27) 1169 T5013 (N/ 10 14755 13 A) - R15 (32) 1170 T5013 (N/ 10 14768 13 A) - R15 (33) 1171 T5013 (N/ 10 14781 13 A) - R15 (35-28) 1172 T5013 (N/ 10 14794 13 A) - R15 (35-29) 1173 T5013 (N/ 10 14807 13 A) - R15 (35-30) 1174 T5013 (N/ 10 14820 13 A) - R15 (35-32) 1175 T5013 (N/ 10 14833 13 A) - R15 (35-33) 1176 T5013 (N/ 10 14846 13 A) - R15 (35- 34)
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Tax form Field # Field Period Position Length Comments 1177 T5013 10 14859 13 (171) - R15 (17) 1178 T5013 10 14872 13 (172) - R15 (18) 1179 T5013 10 14885 13 (173) - R15 (28) 1180 T5013 10 14898 13 (174) - R15 (29) 1181 T5013 10 14911 13 (175) - R15 (30) 1182 T5013 10 14924 13 (176) - R15 (31) 1183 T5013 10 14937 13 (182 ) - R15 (19) 1184 T5013 10 14950 13 (183) - R15 (20) 1185 Other 10 14963 13 amounts and information - (Generic floating box 1 value) 1186 Other 10 14976 13 amounts and information - (Generic floating box 2 value) 1187 Other 10 14989 13 amounts and information - (Generic floating box 3 value)
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Tax form Field # Field Period Position Length Comments 1188 Other 10 15002 13 amounts and information - (Generic floating box 4 value) 1189 Other 10 15015 13 amounts and information - (Generic floating box 5 value) 1190 Other 10 15028 13 amounts and information - (Generic floating box 6 value) 1191 Other 10 15041 13 amounts and information - (Generic floating box 7 value) 1192 Other 10 15054 13 amounts and information - (Generic floating box 8 value) 1193 Other 10 15067 13 amounts and information - (Generic floating box 9 value) 1194 T5013 10 15080 13 (190) - R15 (60) 1195 T5013 10 15093 13 (191) - R15 (61)
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Tax form Field # Field Period Position Length Comments 1196 T5013 10 15106 13 (192) - R15 (N/A) 1197 T5013 10 15119 13 (193) - R15 (N/A) 1198 T5013 10 15132 13 (196) - R15 (N/A) 1199 T5013 10 15145 13 (194) - R15 (N/A) 1200 T5013 10 15158 13 (195) - R15 (N/A) 1201 T5013 10 15171 13 (197) - R15 (N/A) 1202 T5013 10 15184 13 (198) - R15 (N/A) 1203 T5013 10 15197 13 (199) - R15 (N/A) 1204 T5013 10 15210 13 (200) - R15 (N/A) 1205 T5013 (N/ 10 15223 13 A) - R15 (62) 1206 T5013 (N/ 10 15236 13 A) - R15 (63) 1207 T5013 (N/ 10 15249 13 A) - R15 (64) 1208 T5013 (N/ 10 15262 13 A) - R15 (65) 1209 T5013 (N/ 10 15275 13 A) - R15 (66-60) 1210 T5013 (N/ 10 15288 13 A) - R15 (66-61)
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Tax form Field # Field Period Position Length Comments 1211 T5013 (N/ 10 15301 13 A) - R15 (66-62) 1212 T5013 (N/ 10 15314 13 A) - R15 (66-63) 1213 T5013 (N/ 10 15327 13 A) - R15 (66-64) 1214 T5013 10 15340 13 (201) - R15 (50) 1215 T5013 10 15353 13 (202) - R15 (51) 1216 T5013 10 15366 13 (203) - R15 (52) 1217 T5013 (N/ 10 15379 13 A) - R15 (53) 1218 T5013 (N/ 10 15392 13 A) - R15 (54) 1219 T5013 10 15405 13 (204) - R15 (55) 1220 Record 11 15418 10 For all date fields the Date format is YYYY/MM/ DD 1221 Payment 11 15428 10 Date 1222 T5013 (N/ 11 15438 13 Format for amount A) - R15 (2) fields is 9999999.99999 1223 T5013 11 15451 13 (010) - R15 (N/A) 1224 T5013 11 15464 13 (101) - R15 (N/A) 1225 T5013 11 15477 13 (102) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1226 T5013 11 15490 13 (103) - R15 (N/A) 1227 T5013 11 15503 13 (104) - R15 (1) 1228 T5013 11 15516 13 (105) - R15 (26) 1229 T5013 11 15529 13 (106) - R15 (N/A) 1230 T5013 11 15542 13 (107) - R15 (N/A) 1231 T5013 11 15555 13 (108) - R15 (N/A) 1232 T5013 11 15568 13 (109) - R15 (N/A) 1233 T5013 11 15581 13 (113) - R15 (43) 1234 T5013 11 15594 13 (020) - R15 (N/A) 1235 T5013 11 15607 13 (116) - R15 (N/A) 1236 T5013 11 15620 13 (119) - R15 (N/A) 1237 T5013 11 15633 13 (120) - R15 (N/A) 1238 T5013 11 15646 13 (122) - R15 (N/A) 1239 T5013 11 15659 13 (124) - R15 (N/A) 1240 T5013 11 15672 13 (126) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1241 T5013 11 15685 13 (114) - R15 (N/A) 1242 T5013 (N/ 11 15698 13 A) - R15 (45) 1243 T5013 11 15711 13 (149) - R15 (N/A) 1244 T5013 11 15724 13 (150) - R15 (N/A) 1245 Net 11 15737 13 business income (loss) - (Generic floating box 1) -Value 1246 Net 11 15750 13 business income (loss) - (Generic floating box 2) -Value 1247 Net 11 15763 13 business income (loss) - (Generic floating box 3) -Value 1248 Net 11 15776 13 business income (loss) - (Generic floating box 4) -Value 1249 Net 11 15789 13 business income (loss) - (Generic floating box 5) -Value
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Tax form Field # Field Period Position Length Comments 1250 Net 11 15802 13 business income (loss) - (Generic floating box 6) -Value 1251 Net 11 15815 13 business income (loss) - (Generic floating box 7) -Value 1252 T5013 11 15828 13 (110) - R15 (3) 1253 T5013 11 15841 13 (111) - R15 (4) 1254 T5013 11 15854 13 (112) - R15 (N/A) 1255 T5013 11 15867 13 (128) - R15 (7) 1256 T5013 11 15880 13 (146) - R15 (7) 1257 T5013 11 15893 13 (129) - R15 (6B) 1258 T5013 11 15906 13 (132) - R15 (6A) 1259 T5013 11 15919 13 (135) - R15 (8) 1260 T5013 11 15932 13 (137) - R15 (13) 1261 T5013 11 15945 13 (145) - R15 (15B)
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Tax form Field # Field Period Position Length Comments 1262 T5013 11 15958 13 (210) - R15 (15A) 1263 Investment 11 15971 13 s and carrying charges - (Generic floating box 1) -Value 1264 Investment 11 15984 13 s and carrying charges - (Generic floating box 2) -Value 1265 Investment 11 15997 13 s and carrying charges - (Generic floating box 3) -Value 1266 Investment 11 16010 13 s and carrying charges - (Generic floating box 4) -Value 1267 Investment 11 16023 13 s and carrying charges - (Generic floating box 5) -Value 1268 Investment 11 16036 13 s and carrying charges - (Generic floating box 6) -Value 1269 T5013 ( 11 16049 13 030) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1270 T5013 11 16062 13 (151) - R15 (10) 1271 T5013 11 16075 13 (151) - R15 (12) 1272 T5013 11 16088 13 (159) - R15 (11) 1273 T5013 11 16101 13 (040) - R15 (5) 1274 T5013 (N/ 11 16114 13 A) - R15 (9) 1275 T5013 (N/ 11 16127 13 A) - R15 (16) 1276 T5013 (N/ 11 16140 13 A) - R15 (34) 1277 T5013 (N/ 11 16153 13 A) - R15 (21B) 1278 T5013 (N/ 11 16166 13 A) - R15 (24A) 1279 T5013 (N/ 11 16179 13 A) - R15 (24B) 1280 T5013 (N/ 11 16192 13 A) - R15 (24C) 1281 T5013 (N/ 11 16205 13 A) - R15 (27) 1282 T5013 (N/ 11 16218 13 A) - R15 (32) 1283 T5013 (N/ 11 16231 13 A) - R15 (33) 1284 T5013 (N/ 11 16244 13 A) - R15 (35-28)
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Tax form Field # Field Period Position Length Comments 1285 T5013 (N/ 11 16257 13 A) - R15 (35-29) 1286 T5013 (N/ 11 16270 13 A) - R15 (35-30) 1287 T5013 (N/ 11 16283 13 A) - R15 (35-32) 1288 T5013 (N/ 11 16296 13 A) - R15 (35-33) 1289 T5013 (N/ 11 16309 13 A) - R15 (35- 34) 1290 T5013 11 16322 13 (171) - R15 (17) 1291 T5013 11 16335 13 (172) - R15 (18) 1292 T5013 11 16348 13 (173) - R15 (28) 1293 T5013 11 16361 13 (174) - R15 (29) 1294 T5013 11 16374 13 (175) - R15 (30) 1295 T5013 11 16387 13 (176) - R15 (31) 1296 T5013 11 16400 13 (182 ) - R15 (19) 1297 T5013 11 16413 13 (183) - R15 (20)
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Tax form Field # Field Period Position Length Comments 1298 Other 11 16426 13 amounts and information - (Generic floating box 1 value) 1299 Other 11 16439 13 amounts and information - (Generic floating box 2 value) 1300 Other 11 16452 13 amounts and information - (Generic floating box 3 value) 1301 Other 11 16465 13 amounts and information - (Generic floating box 4 value) 1302 Other 11 16478 13 amounts and information - (Generic floating box 5 value) 1303 Other 11 16491 13 amounts and information - (Generic floating box 6 value)
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Tax form Field # Field Period Position Length Comments 1304 Other 11 16504 13 amounts and information - (Generic floating box 7 value) 1305 Other 11 16517 13 amounts and information - (Generic floating box 8 value) 1306 Other 11 16530 13 amounts and information - (Generic floating box 9 value) 1307 T5013 11 16543 13 (190) - R15 (60) 1308 T5013 11 16556 13 (191) - R15 (61) 1309 T5013 11 16569 13 (192) - R15 (N/A) 1310 T5013 11 16582 13 (193) - R15 (N/A) 1311 T5013 11 16595 13 (196) - R15 (N/A) 1312 T5013 11 16608 13 (194) - R15 (N/A) 1313 T5013 11 16621 13 (195) - R15 (N/A) 1314 T5013 11 16634 13 (197) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1315 T5013 11 16647 13 (198) - R15 (N/A) 1316 T5013 11 16660 13 (199) - R15 (N/A) 1317 T5013 11 16673 13 (200) - R15 (N/A) 1318 T5013 (N/ 11 16686 13 A) - R15 (62) 1319 T5013 (N/ 11 16699 13 A) - R15 (63) 1320 T5013 (N/ 11 16712 13 A) - R15 (64) 1321 T5013 (N/ 11 16725 13 A) - R15 (65) 1322 T5013 (N/ 11 16738 13 A) - R15 (66-60) 1323 T5013 (N/ 11 16751 13 A) - R15 (66-61) 1324 T5013 (N/ 11 16764 13 A) - R15 (66-62) 1325 T5013 (N/ 11 16777 13 A) - R15 (66-63) 1326 T5013 (N/ 11 16790 13 A) - R15 (66-64) 1327 T5013 11 16803 13 (201) - R15 (50) 1328 T5013 11 16816 13 (202) - R15 (51) 1329 T5013 11 16829 13 (203) - R15 (52)
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Tax form Field # Field Period Position Length Comments 1330 T5013 (N/ 11 16842 13 A) - R15 (53) 1331 T5013 (N/ 11 16855 13 A) - R15 (54) 1332 T5013 11 16868 13 (204) - R15 (55) 1333 Record 12 16881 10 For all date fields the Date format is YYYY/MM/ DD 1334 Payment 12 16891 10 Date 1335 T5013 (N/ 12 16901 13 Format for amount A) - R15 (2) fields is 9999999.99999 1336 T5013 12 16914 13 (010) - R15 (N/A) 1337 T5013 12 16927 13 (101) - R15 (N/A) 1338 T5013 12 16940 13 (102) - R15 (N/A) 1339 T5013 12 16953 13 (103) - R15 (N/A) 1340 T5013 12 16966 13 (104) - R15 (1) 1341 T5013 12 16979 13 (105) - R15 (26) 1342 T5013 12 16992 13 (106) - R15 (N/A) 1343 T5013 12 17005 13 (107) - R15 (N/A) 1344 T5013 12 17018 13 (108) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1345 T5013 12 17031 13 (109) - R15 (N/A) 1346 T5013 12 17044 13 (113) - R15 (43) 1347 T5013 12 17057 13 (020) - R15 (N/A) 1348 T5013 12 17070 13 (116) - R15 (N/A) 1349 T5013 12 17083 13 (119) - R15 (N/A) 1350 T5013 12 17096 13 (120) - R15 (N/A) 1351 T5013 12 17109 13 (122) - R15 (N/A) 1352 T5013 12 17122 13 (124) - R15 (N/A) 1353 T5013 12 17135 13 (126) - R15 (N/A) 1354 T5013 12 17148 13 (114) - R15 (N/A) 1355 T5013 (N/ 12 17161 13 A) - R15 (45) 1356 T5013 12 17174 13 (149) - R15 (N/A) 1357 T5013 12 17187 13 (150) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1358 Net 12 17200 13 business income (loss) - (Generic floating box 1) -Value 1359 Net 12 17213 13 business income (loss) - (Generic floating box 2) -Value 1360 Net 12 17226 13 business income (loss) - (Generic floating box 3) -Value 1361 Net 12 17239 13 business income (loss) - (Generic floating box 4) -Value 1362 Net 12 17252 13 business income (loss) - (Generic floating box 5) -Value 1363 Net 12 17265 13 business income (loss) - (Generic floating box 6) -Value
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Tax form Field # Field Period Position Length Comments 1364 Net 12 17278 13 business income (loss) - (Generic floating box 7) -Value 1365 T5013 12 17291 13 (110) - R15 (3) 1366 T5013 12 17304 13 (111) - R15 (4) 1367 T5013 12 17317 13 (112) - R15 (N/A) 1368 T5013 12 17330 13 (128) - R15 (7) 1369 T5013 12 17343 13 (146) - R15 (7) 1370 T5013 12 17356 13 (129) - R15 (6B) 1371 T5013 12 17369 13 (132) - R15 (6A) 1372 T5013 12 17382 13 (135) - R15 (8) 1373 T5013 12 17395 13 (137) - R15 (13) 1374 T5013 12 17408 13 (145) - R15 (15B) 1375 T5013 12 17421 13 (210) - R15 (15A)
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Tax form Field # Field Period Position Length Comments 1376 Investment 12 17434 13 s and carrying charges - (Generic floating box 1) -Value 1377 Investment 12 17447 13 s and carrying charges - (Generic floating box 2) -Value 1378 Investment 12 17460 13 s and carrying charges - (Generic floating box 3) -Value 1379 Investment 12 17473 13 s and carrying charges - (Generic floating box 4) -Value 1380 Investment 12 17486 13 s and carrying charges - (Generic floating box 5) -Value 1381 Investment 12 17499 13 s and carrying charges - (Generic floating box 6) -Value 1382 T5013 ( 12 17512 13 030) - R15 (N/A) 1383 T5013 12 17525 13 (151) - R15 (10)
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Tax form Field # Field Period Position Length Comments 1384 T5013 12 17538 13 (151) - R15 (12) 1385 T5013 12 17551 13 (159) - R15 (11) 1386 T5013 12 17564 13 (040) - R15 (5) 1387 T5013 (N/ 12 17577 13 A) - R15 (9) 1388 T5013 (N/ 12 17590 13 A) - R15 (16) 1389 T5013 (N/ 12 17603 13 A) - R15 (34) 1390 T5013 (N/ 12 17616 13 A) - R15 (21B) 1391 T5013 (N/ 12 17629 13 A) - R15 (24A) 1392 T5013 (N/ 12 17642 13 A) - R15 (24B) 1393 T5013 (N/ 12 17655 13 A) - R15 (24C) 1394 T5013 (N/ 12 17668 13 A) - R15 (27) 1395 T5013 (N/ 12 17681 13 A) - R15 (32) 1396 T5013 (N/ 12 17694 13 A) - R15 (33) 1397 T5013 (N/ 12 17707 13 A) - R15 (35-28) 1398 T5013 (N/ 12 17720 13 A) - R15 (35-29)
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Tax form Field # Field Period Position Length Comments 1399 T5013 (N/ 12 17733 13 A) - R15 (35-30) 1400 T5013 (N/ 12 17746 13 A) - R15 (35-32) 1401 T5013 (N/ 12 17759 13 A) - R15 (35-33) 1402 T5013 (N/ 12 17772 13 A) - R15 (35- 34) 1403 T5013 12 17785 13 (171) - R15 (17) 1404 T5013 12 17798 13 (172) - R15 (18) 1405 T5013 12 17811 13 (173) - R15 (28) 1406 T5013 12 17824 13 (174) - R15 (29) 1407 T5013 12 17837 13 (175) - R15 (30) 1408 T5013 12 17850 13 (176) - R15 (31) 1409 T5013 12 17863 13 (182 ) - R15 (19) 1410 T5013 12 17876 13 (183) - R15 (20) 1411 Other 12 17889 13 amounts and information - (Generic floating box 1 value)
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Tax form Field # Field Period Position Length Comments 1412 Other 12 17902 13 amounts and information - (Generic floating box 2 value) 1413 Other 12 17915 13 amounts and information - (Generic floating box 3 value) 1414 Other 12 17928 13 amounts and information - (Generic floating box 4 value) 1415 Other 12 17941 13 amounts and information - (Generic floating box 5 value) 1416 Other 12 17954 13 amounts and information - (Generic floating box 6 value) 1417 Other 12 17967 13 amounts and information - (Generic floating box 7 value)
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Tax form Field # Field Period Position Length Comments 1418 Other 12 17980 13 amounts and information - (Generic floating box 8 value) 1419 Other 12 17993 13 amounts and information - (Generic floating box 9 value) 1420 T5013 12 18006 13 (190) - R15 (60) 1421 T5013 12 18019 13 (191) - R15 (61) 1422 T5013 12 18032 13 (192) - R15 (N/A) 1423 T5013 12 18045 13 (193) - R15 (N/A) 1424 T5013 12 18058 13 (196) - R15 (N/A) 1425 T5013 12 18071 13 (194) - R15 (N/A) 1426 T5013 12 18084 13 (195) - R15 (N/A) 1427 T5013 12 18097 13 (197) - R15 (N/A) 1428 T5013 12 18110 13 (198) - R15 (N/A) 1429 T5013 12 18123 13 (199) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1430 T5013 12 18136 13 (200) - R15 (N/A) 1431 T5013 (N/ 12 18149 13 A) - R15 (62) 1432 T5013 (N/ 12 18162 13 A) - R15 (63) 1433 T5013 (N/ 12 18175 13 A) - R15 (64) 1434 T5013 (N/ 12 18188 13 A) - R15 (65) 1435 T5013 (N/ 12 18201 13 A) - R15 (66-60) 1436 T5013 (N/ 12 18214 13 A) - R15 (66-61) 1437 T5013 (N/ 12 18227 13 A) - R15 (66-62) 1438 T5013 (N/ 12 18240 13 A) - R15 (66-63) 1439 T5013 (N/ 12 18253 13 A) - R15 (66-64) 1440 T5013 12 18266 13 (201) - R15 (50) 1441 T5013 12 18279 13 (202) - R15 (51) 1442 T5013 12 18292 13 (203) - R15 (52) 1443 T5013 (N/ 12 18305 13 A) - R15 (53) 1444 T5013 (N/ 12 18318 13 A) - R15 (54)
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Tax form Field # Field Period Position Length Comments 1445 T5013 12 18331 13 (204) - R15 (55) 1446 Record 13 18344 10 For all date fields the Date format is YYYY/MM/ DD 1447 Payment 13 18354 10 Date 1448 T5013 (N/ 13 18364 13 Format for amount A) - R15 (2) fields is 9999999.99999 1449 T5013 13 18377 13 (010) - R15 (N/A) 1450 T5013 13 18390 13 (101) - R15 (N/A) 1451 T5013 13 18403 13 (102) - R15 (N/A) 1452 T5013 13 18416 13 (103) - R15 (N/A) 1453 T5013 13 18429 13 (104) - R15 (1) 1454 T5013 13 18442 13 (105) - R15 (26) 1455 T5013 13 18455 13 (106) - R15 (N/A) 1456 T5013 13 18468 13 (107) - R15 (N/A) 1457 T5013 13 18481 13 (108) - R15 (N/A) 1458 T5013 13 18494 13 (109) - R15 (N/A) 1459 T5013 13 18507 13 (113) - R15 (43)
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Tax form Field # Field Period Position Length Comments 1460 T5013 13 18520 13 (020) - R15 (N/A) 1461 T5013 13 18533 13 (116) - R15 (N/A) 1462 T5013 13 18546 13 (119) - R15 (N/A) 1463 T5013 13 18559 13 (120) - R15 (N/A) 1464 T5013 13 18572 13 (122) - R15 (N/A) 1465 T5013 13 18585 13 (124) - R15 (N/A) 1466 T5013 13 18598 13 (126) - R15 (N/A) 1467 T5013 13 18611 13 (114) - R15 (N/A) 1468 T5013 (N/ 13 18624 13 A) - R15 (45) 1469 T5013 13 18637 13 (149) - R15 (N/A) 1470 T5013 13 18650 13 (150) - R15 (N/A) 1471 Net 13 18663 13 business income (loss) - (Generic floating box 1) -Value
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Tax form Field # Field Period Position Length Comments 1472 Net 13 18676 13 business income (loss) - (Generic floating box 2) -Value 1473 Net 13 18689 13 business income (loss) - (Generic floating box 3) -Value 1474 Net 13 18702 13 business income (loss) - (Generic floating box 4) -Value 1475 Net 13 18715 13 business income (loss) - (Generic floating box 5) -Value 1476 Net 13 18728 13 business income (loss) - (Generic floating box 6) -Value 1477 Net 13 18741 13 business income (loss) - (Generic floating box 7) -Value 1478 T5013 13 18754 13 (110) - R15 (3) 1479 T5013 13 18767 13 (111) - R15 (4)
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Tax form Field # Field Period Position Length Comments 1480 T5013 13 18780 13 (112) - R15 (N/A) 1481 T5013 13 18793 13 (128) - R15 (7) 1482 T5013 13 18806 13 (146) - R15 (7) 1483 T5013 13 18819 13 (129) - R15 (6B) 1484 T5013 13 18832 13 (132) - R15 (6A) 1485 T5013 13 18845 13 (135) - R15 (8) 1486 T5013 13 18858 13 (137) - R15 (13) 1487 T5013 13 18871 13 (145) - R15 (15B) 1488 T5013 13 18884 13 (210) - R15 (15A) 1489 Investment 13 18897 13 s and carrying charges - (Generic floating box 1) -Value 1490 Investment 13 18910 13 s and carrying charges - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 1491 Investment 13 18923 13 s and carrying charges - (Generic floating box 3) -Value 1492 Investment 13 18936 13 s and carrying charges - (Generic floating box 4) -Value 1493 Investment 13 18949 13 s and carrying charges - (Generic floating box 5) -Value 1494 Investment 13 18962 13 s and carrying charges - (Generic floating box 6) -Value 1495 T5013 ( 13 18975 13 030) - R15 (N/A) 1496 T5013 13 18988 13 (151) - R15 (10) 1497 T5013 13 19001 13 (151) - R15 (12) 1498 T5013 13 19014 13 (159) - R15 (11) 1499 T5013 13 19027 13 (040) - R15 (5) 1500 T5013 (N/ 13 19040 13 A) - R15 (9)
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Tax form Field # Field Period Position Length Comments 1501 T5013 (N/ 13 19053 13 A) - R15 (16) 1502 T5013 (N/ 13 19066 13 A) - R15 (34) 1503 T5013 (N/ 13 19079 13 A) - R15 (21B) 1504 T5013 (N/ 13 19092 13 A) - R15 (24A) 1505 T5013 (N/ 13 19105 13 A) - R15 (24B) 1506 T5013 (N/ 13 19118 13 A) - R15 (24C) 1507 T5013 (N/ 13 19131 13 A) - R15 (27) 1508 T5013 (N/ 13 19144 13 A) - R15 (32) 1509 T5013 (N/ 13 19157 13 A) - R15 (33) 1510 T5013 (N/ 13 19170 13 A) - R15 (35-28) 1511 T5013 (N/ 13 19183 13 A) - R15 (35-29) 1512 T5013 (N/ 13 19196 13 A) - R15 (35-30) 1513 T5013 (N/ 13 19209 13 A) - R15 (35-32) 1514 T5013 (N/ 13 19222 13 A) - R15 (35-33) 1515 T5013 (N/ 13 19235 13 A) - R15 (35- 34)
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Tax form Field # Field Period Position Length Comments 1516 T5013 13 19248 13 (171) - R15 (17) 1517 T5013 13 19261 13 (172) - R15 (18) 1518 T5013 13 19274 13 (173) - R15 (28) 1519 T5013 13 19287 13 (174) - R15 (29) 1520 T5013 13 19300 13 (175) - R15 (30) 1521 T5013 13 19313 13 (176) - R15 (31) 1522 T5013 13 19326 13 (182 ) - R15 (19) 1523 T5013 13 19339 13 (183) - R15 (20) 1524 Other 13 19352 13 amounts and information - (Generic floating box 1 value) 1525 Other 13 19365 13 amounts and information - (Generic floating box 2 value) 1526 Other 13 19378 13 amounts and information - (Generic floating box 3 value)
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Tax form Field # Field Period Position Length Comments 1527 Other 13 19391 13 amounts and information - (Generic floating box 4 value) 1528 Other 13 19404 13 amounts and information - (Generic floating box 5 value) 1529 Other 13 19417 13 amounts and information - (Generic floating box 6 value) 1530 Other 13 19430 13 amounts and information - (Generic floating box 7 value) 1531 Other 13 19443 13 amounts and information - (Generic floating box 8 value) 1532 Other 13 19456 13 amounts and information - (Generic floating box 9 value) 1533 T5013 13 19469 13 (190) - R15 (60) 1534 T5013 13 19482 13 (191) - R15 (61)
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Tax form Field # Field Period Position Length Comments 1535 T5013 13 19495 13 (192) - R15 (N/A) 1536 T5013 13 19508 13 (193) - R15 (N/A) 1537 T5013 13 19521 13 (196) - R15 (N/A) 1538 T5013 13 19534 13 (194) - R15 (N/A) 1539 T5013 13 19547 13 (195) - R15 (N/A) 1540 T5013 13 19560 13 (197) - R15 (N/A) 1541 T5013 13 19573 13 (198) - R15 (N/A) 1542 T5013 13 19586 13 (199) - R15 (N/A) 1543 T5013 13 19599 13 (200) - R15 (N/A) 1544 T5013 (N/ 13 19612 13 A) - R15 (62) 1545 T5013 (N/ 13 19625 13 A) - R15 (63) 1546 T5013 (N/ 13 19638 13 A) - R15 (64) 1547 T5013 (N/ 13 19651 13 A) - R15 (65) 1548 T5013 (N/ 13 19664 13 A) - R15 (66-60) 1549 T5013 (N/ 13 19677 13 A) - R15 (66-61)
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Tax form Field # Field Period Position Length Comments 1550 T5013 (N/ 13 19690 13 A) - R15 (66-62) 1551 T5013 (N/ 13 19703 13 A) - R15 (66-63) 1552 T5013 (N/ 13 19716 13 A) - R15 (66-64) 1553 T5013 13 19729 13 (201) - R15 (50) 1554 T5013 13 19742 13 (202) - R15 (51) 1555 T5013 13 19755 13 (203) - R15 (52) 1556 T5013 (N/ 13 19768 13 A) - R15 (53) 1557 T5013 (N/ 13 19781 13 A) - R15 (54) 1558 T5013 13 19794 13 (204) - R15 (55) 1559 Record 14 19807 10 For all date fields the Date format is YYYY/MM/ DD 1560 Payment 14 19817 10 Date 1561 T5013 (N/ 14 19827 13 Format for amount A) - R15 (2) fields is 9999999.99999 1562 T5013 14 19840 13 (010) - R15 (N/A) 1563 T5013 14 19853 13 (101) - R15 (N/A) 1564 T5013 14 19866 13 (102) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1565 T5013 14 19879 13 (103) - R15 (N/A) 1566 T5013 14 19892 13 (104) - R15 (1) 1567 T5013 14 19905 13 (105) - R15 (26) 1568 T5013 14 19918 13 (106) - R15 (N/A) 1569 T5013 14 19931 13 (107) - R15 (N/A) 1570 T5013 14 19944 13 (108) - R15 (N/A) 1571 T5013 14 19957 13 (109) - R15 (N/A) 1572 T5013 14 19970 13 (113) - R15 (43) 1573 T5013 14 19983 13 (020) - R15 (N/A) 1574 T5013 14 19996 13 (116) - R15 (N/A) 1575 T5013 14 20009 13 (119) - R15 (N/A) 1576 T5013 14 20022 13 (120) - R15 (N/A) 1577 T5013 14 20035 13 (122) - R15 (N/A) 1578 T5013 14 20048 13 (124) - R15 (N/A) 1579 T5013 14 20061 13 (126) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1580 T5013 14 20074 13 (114) - R15 (N/A) 1581 T5013 (N/ 14 20087 13 A) - R15 (45) 1582 T5013 14 20100 13 (149) - R15 (N/A) 1583 T5013 14 20113 13 (150) - R15 (N/A) 1584 Net 14 20126 13 business income (loss) - (Generic floating box 1) -Value 1585 Net 14 20139 13 business income (loss) - (Generic floating box 2) -Value 1586 Net 14 20152 13 business income (loss) - (Generic floating box 3) -Value 1587 Net 14 20165 13 business income (loss) - (Generic floating box 4) -Value 1588 Net 14 20178 13 business income (loss) - (Generic floating box 5) -Value
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Tax form Field # Field Period Position Length Comments 1589 Net 14 20191 13 business income (loss) - (Generic floating box 6) -Value 1590 Net 14 20204 13 business income (loss) - (Generic floating box 7) -Value 1591 T5013 14 20217 13 (110) - R15 (3) 1592 T5013 14 20230 13 (111) - R15 (4) 1593 T5013 14 20243 13 (112) - R15 (N/A) 1594 T5013 14 20256 13 (128) - R15 (7) 1595 T5013 14 20269 13 (146) - R15 (7) 1596 T5013 14 20282 13 (129) - R15 (6B) 1597 T5013 14 20295 13 (132) - R15 (6A) 1598 T5013 14 20308 13 (135) - R15 (8) 1599 T5013 14 20321 13 (137) - R15 (13) 1600 T5013 14 20334 13 (145) - R15 (15B)
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Tax form Field # Field Period Position Length Comments 1601 T5013 14 20347 13 (210) - R15 (15A) 1602 Investment 14 20360 13 s and carrying charges - (Generic floating box 1) -Value 1603 Investment 14 20373 13 s and carrying charges - (Generic floating box 2) -Value 1604 Investment 14 20386 13 s and carrying charges - (Generic floating box 3) -Value 1605 Investment 14 20399 13 s and carrying charges - (Generic floating box 4) -Value 1606 Investment 14 20412 13 s and carrying charges - (Generic floating box 5) -Value 1607 Investment 14 20425 13 s and carrying charges - (Generic floating box 6) -Value 1608 T5013 ( 14 20438 13 030) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1609 T5013 14 20451 13 (151) - R15 (10) 1610 T5013 14 20464 13 (151) - R15 (12) 1611 T5013 14 20477 13 (159) - R15 (11) 1612 T5013 14 20490 13 (040) - R15 (5) 1613 T5013 (N/ 14 20503 13 A) - R15 (9) 1614 T5013 (N/ 14 20516 13 A) - R15 (16) 1615 T5013 (N/ 14 20529 13 A) - R15 (34) 1616 T5013 (N/ 14 20542 13 A) - R15 (21B) 1617 T5013 (N/ 14 20555 13 A) - R15 (24A) 1618 T5013 (N/ 14 20568 13 A) - R15 (24B) 1619 T5013 (N/ 14 20581 13 A) - R15 (24C) 1620 T5013 (N/ 14 20594 13 A) - R15 (27) 1621 T5013 (N/ 14 20607 13 A) - R15 (32) 1622 T5013 (N/ 14 20620 13 A) - R15 (33) 1623 T5013 (N/ 14 20633 13 A) - R15 (35-28)
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Tax form Field # Field Period Position Length Comments 1624 T5013 (N/ 14 20646 13 A) - R15 (35-29) 1625 T5013 (N/ 14 20659 13 A) - R15 (35-30) 1626 T5013 (N/ 14 20672 13 A) - R15 (35-32) 1627 T5013 (N/ 14 20685 13 A) - R15 (35-33) 1628 T5013 (N/ 14 20698 13 A) - R15 (35- 34) 1629 T5013 14 20711 13 (171) - R15 (17) 1630 T5013 14 20724 13 (172) - R15 (18) 1631 T5013 14 20737 13 (173) - R15 (28) 1632 T5013 14 20750 13 (174) - R15 (29) 1633 T5013 14 20763 13 (175) - R15 (30) 1634 T5013 14 20776 13 (176) - R15 (31) 1635 T5013 14 20789 13 (182 ) - R15 (19) 1636 T5013 14 20802 13 (183) - R15 (20)
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Tax form Field # Field Period Position Length Comments 1637 Other 14 20815 13 amounts and information - (Generic floating box 1 value) 1638 Other 14 20828 13 amounts and information - (Generic floating box 2 value) 1639 Other 14 20841 13 amounts and information - (Generic floating box 3 value) 1640 Other 14 20854 13 amounts and information - (Generic floating box 4 value) 1641 Other 14 20867 13 amounts and information - (Generic floating box 5 value) 1642 Other 14 20880 13 amounts and information - (Generic floating box 6 value)
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Tax form Field # Field Period Position Length Comments 1643 Other 14 20893 13 amounts and information - (Generic floating box 7 value) 1644 Other 14 20906 13 amounts and information - (Generic floating box 8 value) 1645 Other 14 20919 13 amounts and information - (Generic floating box 9 value) 1646 T5013 14 20932 13 (190) - R15 (60) 1647 T5013 14 20945 13 (191) - R15 (61) 1648 T5013 14 20958 13 (192) - R15 (N/A) 1649 T5013 14 20971 13 (193) - R15 (N/A) 1650 T5013 14 20984 13 (196) - R15 (N/A) 1651 T5013 14 20997 13 (194) - R15 (N/A) 1652 T5013 14 21010 13 (195) - R15 (N/A) 1653 T5013 14 21023 13 (197) - R15 (N/A)
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Tax form Field # Field Period Position Length Comments 1654 T5013 14 21036 13 (198) - R15 (N/A) 1655 T5013 14 21049 13 (199) - R15 (N/A) 1656 T5013 14 21062 13 (200) - R15 (N/A) 1657 T5013 (N/ 14 21075 13 A) - R15 (62) 1658 T5013 (N/ 14 21088 13 A) - R15 (63) 1659 T5013 (N/ 14 21101 13 A) - R15 (64) 1660 T5013 (N/ 14 21114 13 A) - R15 (65) 1661 T5013 (N/ 14 21127 13 A) - R15 (66-60) 1662 T5013 (N/ 14 21140 13 A) - R15 (66-61) 1663 T5013 (N/ 14 21153 13 A) - R15 (66-62) 1664 T5013 (N/ 14 21166 13 A) - R15 (66-63) 1665 T5013 (N/ 14 21179 13 A) - R15 (66-64) 1666 T5013 14 21192 13 (201) - R15 (50) 1667 T5013 14 21205 13 (202) - R15 (51) 1668 T5013 14 21218 13 (203) - R15 (52)
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Tax form Field # Field Period Position Length Comments 1669 T5013 (N/ 14 21231 13 A) - R15 (53) 1670 T5013 (N/ 14 21244 13 A) - R15 (54) 1671 T5013 14 21257 13 (204) - R15 (55) 1672 T5013 21270 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 1) - Selection 1673 T5013 21271 45 Other information boxes with no calculation - (Generic floating box 1) -Value 1674 T5013 21316 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 2) - Selection 1675 T5013 21317 45 Other information boxes with no calculation - (Generic floating box 2) -Value
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Tax form Field # Field Period Position Length Comments 1676 T5013 21362 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 3) - Selection 1677 T5013 21363 45 Other information boxes with no calculation - (Generic floating box 3) -Value 1678 T5013 21408 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 4) - Selection 1679 T5013 21409 45 Other information boxes with no calculation - (Generic floating box 4) -Value 1680 T5013 21454 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 5) - Selection
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Tax form Field # Field Period Position Length Comments 1681 T5013 21455 45 Other information boxes with no calculation - (Generic floating box 5) -Value 1682 T5013 21500 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 6) - Selection 1683 T5013 21501 45 Other information boxes with no calculation - (Generic floating box 6) -Value 1684 T5013 21546 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 7) - Selection 1685 T5013 21547 45 Other information boxes with no calculation - (Generic floating box 7) -Value
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Tax form Field # Field Period Position Length Comments 1686 T5013 21592 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 8) - Selection 1687 T5013 21593 45 Other information boxes with no calculation - (Generic floating box 8) -Value 1688 T5013 21638 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 9) - Selection 1689 T5013 21639 45 Other information boxes with no calculation - (Generic floating box 9) -Value 1690 T5013 21684 1 See T5013 other Other information boxes information with no calculation boxes with mapping table no calculation - (Generic floating box 10) - Selection
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Tax form Field # Field Period Position Length Comments 1691 T5013 21685 45 Other information boxes with no calculation - (Generic floating box 10) -Value 1692 T5013 (N/ 21730 2 A) - R15 (70) 1693 T5013 (N/ 21732 10 Format: 9999999.99 A) - R15 (71) 1694 T5013 (N/ 21742 2 See R15 - Box 72 A) - R15 mapping table (72) 1695 T5013 (N/ 21744 3 See R15 - Box 73 A) - R15 mapping table (73) 1696 T5013 (N/ 21747 7 Format 99.9999 A) - R15 (74) 1697 T5013 (N/ 21754 8 YYYYMMDD A) - R15 (75)
Trailer Field # Field Position Length Comments 1 Number of 1 10 Number of records in records the file
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3.27.1 Mapping tables
Canadian and foreign net business income (loss)
Value Box number Description 1None 2 101 Net Limited Partner Farming Income Amount 3 103 Net Limited Partner Fishing Income Amount 4 104 Ltd partnership business income (loss) 5 116 Business income (loss) 6 118 Gross business income (loss) 7 119 Foreign business income that is exempt from Canadian tax due to a tax convention or agreement 8 120 Professional income (loss) 9 121 Gross professional income (loss) 10 122 Comission income (loss) 11 123 Gross commission income (loss) 12 124 Farming income (loss) 13 125 Gross farming income (loss) 14 126 Fishing income (loss) 15 127 Gross fishing income (loss) 16 149 Total business income (loss) from an active business carried on in Canada 17 150 Canadian manufacturing and processing profits under subsection 125.1(3)
Canadian and foreign investments and carrying charges
Value Box number Description 1None 2 110 Canadian and foreign net rental income (loss) 3 111 Foreign net rental income (loss) 4 112 Foreign net rental income that is exempt from Canadian tax due to a tax convention or agreement 5 135 Foreign dividend and interest income 6 136 Foreign investment income that is exempt from Canadian tax due to a tax convention or agreement 7 142 Proceeds of disposition 8 143 Adjusted cost base of the shares or debt
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Value Box number Description 9 144 Outlays and expenses on the disposition 10 210 Total carrying charges 11 211 Carrying charges on interest & dividend income 12 212 Carrying charges on rental income 13 213 Carrying charges on film property 14 214 Carrying charges on resource property and flow-through shares 15 215 Carrying charges for acquiring an interest in a partnership 16 216 Carrying charges – other
Other amounts and information
Value Box number Description 1None 2 151 Capital gains (losses) multi-jurisdictional 3 152 Last year's capital gains reserve allocated in the previous year and included in current year income (do not include values from boxes 222 or 224) 4 153 Qualified small business corporation shares (QSBCS) capital gains (losses) amount eligible for the capital gains exemption 5 154 Qualified farm or fishing property (QFFP) capital gains (losses) amount eligible for the capital gains exemption 6 155 Capital gains (losses) from QFP or qualified fishing property mortgage foreclosures and conditional sales repossessions eligible for the capital gains deduction 7 156 Foreign capital gains (losses) 8 157 Foreign capital gains exempt from Canadian tax due to a tax convention or agreement 9 163 Capital gains reserve from other property 10 165 Capital gains reserve from non-qualifying securities the partnership donated to a qualified donee 11 166 Capital gains reserve from gifts of non-qualifying securities – Eligible amount 12 167 Capital gains reserve from gifts of non-qualifying securities – Advantage 13 168 Income tax deducted 14 169 Part IX.1 tax 15 170 Taxable non-portfolio earnings (NPF) 16 171 Foreign tax paid on non-business income 17 172 Foreign tax paid on business income
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Value Box number Description 18 176 Foreign exploration and development expenses (FEDE) 19 177 Amount eligible for resource allowance 20 179 Charitable donations 21 180 Assistance for Canadian development expenses 22 181 Assistance for Canadian oil and gas property expenses 23 184 Eligible amount of federal political contributions 24 185 Eligible amount of provincial and territorial political contributions 25 186 Investment tax credit 26 187 Investment tax credit transferred under subsection 127(8.3) 27 188 Excess ITC recapture 28 206 Canadian renewable and conservation Expenses (CRCE) 29 207 Eligible amount of municipal political contributions 30 208 Eligible amount of medical gifts 31 209 Part XII.2 Tax Credit 32 220 Capital cost allowance for rental or leasing property 33 221 Capital cost allowance for film property 34 222 Prior year reserves from qualified farm or fishing property 35 223 Current year reserves from qualified farm or fishing property 36 224 Prior year reserves from qualified small businesses corporation shares 37 225 Current year reserves from qualified small business corporation shares
Boxes requiring text input
T5013 other information boxes with no calculation Value Box number Description 1None 2 115 Type of other income 3 138 Name of the Small Business Corporation 4 139 Number and class of shares, or type of debt disposed of by the Small Business Corporation 5 140 Insolvency, bankruptcy, or wind-up date 6 141 Date the partnership bought the shares or acquired the debt 7 147 Type of investment income 8 189 ITC type code 9 205 Functional Currency Code
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R15 - Box 70 Value Description 1None 2 01: Tax Credit for Resources (CO-1029.8.36.EM) 3 02: Investment Tax Credit (CO-1029.8.36.IN) 4 03: Tax Credit for Salaries and Wages - RD (RD-1029.7)
R15 - Box 72 Value Description 1None 2 01: Bas-Saint-Laurent for investments made before December 10, 2009 3 02: Saguenay-Lac-Saint-Jean 4 03: Capitale-Nationale 5 04: Mauricie 6 05: Estrie 7 06: Montreal 8 07: Outaouais (excluding the MRC La Vallée-de-la-Gatineau RCM Pontiac) 9 08: Abitibi-Témiscamingue 10 09: North Shore 11 10: Northern Quebec 12 11: Gaspésie-Îles-de-la-Madeleine 13 12: Chaudière-Appalaches 14 13: Laval 15 14: Lanaudière 16 15: Laurentides (excluding the RCM of Antoine-Labelle) 17 16: Montérégie 18 17: Centre-du-Québec 19 50: MRC La Vallée-de-la-Gatineau in the Outaouais 20 51: Pontiac, the Ottawa 21 52: Antoine-Labelle in the Laurentian 22 53: Bas-Saint-Laurent for investments made after December 9, 2009
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CHAPTER 3 PARTICIPANT OUTBOUND FILES ACT activity file
R15 - Box 73 Value Description 1None 2 A.1: Cost of mining and oil and gas in Middle and North Far North 3 B.1: Cost of mining and oil and gas in Middle and North Far North 4 A.2: Cost of mining and oil and gas elsewhere in Quebec 5 B.2: Cost of mining and oil and gas elsewhere in Quebec 6 C: Exploration costs for new natural resources 7 D: Costs associated with renewable energy and energy conservation
3.28 ACT activity file
Field name Picture Position Description Common transaction X(30) 1 Record type=XX data Record number=000 Record subtype=0 Trade report date X(08) 31 Trade date that the trade report was entered into ACT Format yyyymmdd Security class X(06) 39 N=NNM R=SC C=CQS U=OTCBB U=OTC Security symbol X(14) 45 Nasdaq format ACT time X(12) 59 Time that the trade entry was received by the ACT system Format hhmmssuuuuuu Trade report flag X(1) 71 N=N (not reported) Y=R (processed for media reporting) As of flag X(1) 72 Y=Y (as of trade) blank=N (current day trade) Trade date X(08) 73 Date that the trade was executed Format yyyymmdd Execution time X(12) 81 Time that the trade was executed Format hhmmssuuuuuu Reporting side X(1) 93 B=buy S=sell X=cross Volume X(11) 94 Quantity traded (i.e., number of shares) Trade price S9(10)V9(8) 105 Trade price as entered, or derived from the contract amount
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CHAPTER 3 PARTICIPANT OUTBOUND FILES ACT activity file
Field name Picture Position Description Reporting side (EP) X(5) 123 Executing party ID MPID Reporting execution (EP) X(5) 128 If entered, executing party or executing party give MPID up Reporting side (EP) short X(1) 133 blank=not a short sale sale code S=short sale X=short sale exempt M=masked contra detail Reporting side (EP) X(1) 134 P=principal capacity code A=agent R=riskless principal I=intrabroker M=masked contra detail Contra side (CP) MPID X(5) 135 Contra party ID Contra execution (CP) X(5) 140 Contra party or contra party give up, if entered MPID Contra side (CP) X(1) 145 P=principal capacity A=agent R=riskless principal I=intrabroker M=masked contra detail Contra side (CP) short X(1) 146 blank=not a short sale sale code S=short sale X=short sale exempt M=masked contra detail Contra side ACT X(12) 147 Report time of the contra side of the trade reported time Format hhmmssuuuuuu Contra side execution X(12) 159 Trade execution time, as entered by the contra side time Format hhmmssuuuuuu ACT control number X(12) 171 n/a Report flag X(1) 183 User entered value: N=N (not reported) Y=R (for media reporting)
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CHAPTER 3 PARTICIPANT OUTBOUND FILES ACT activity file
Field name Picture Position Description Trade status X(1) 184 A=accepted; locked-in trade B=broken C=cancelled D=declined E=errored G=one-sided submission H=held I=inhibited (by clearing firm) L=automatic locked-in trade at the end of T+1 M=matched or AGU N=no portion of no/was trade O=open R=locked-in trade; received by an execution system T=trade reporting only and not for clearing submission U=unanswered X=as-of open trade, older than 21 days that is not forwarded to NSCC, but is available for query EP or CP submission X(1) 185 M=executing party (market maker entry) code O=contra party (order entry) EP I1I2 X(4) 186 Entry I1I2 Update date X(8) 190 Date associated with the last ACT update of the record Format yyyymmdd Update timestamp X(12) 198 Time associated with the last ACT update of the record Format hhmmssuuuuuu Contra control number X(12) 210 ACT control number for the contra side of the trade EP clearing number X(4) 222 Clearing firm number for the executing party side CP clearing number X(4) 226 Clearing firm number for the contra party side EP Branch sequence X(8) 230 Branch/sequence ID for the executing party side number CP branch sequence X(8) 238 Branch/sequence ID for the contra party side number Carry over flag X(1) 246 C=carry over blank=not a carry over Reversal indicator X(1) 247 Denotes if the trade is a reversal transaction R=reversal blank=not a reversal
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Field name Picture Position Description Clearing flag X(1) 248 Denotes the clearing and matching specifications of the trade blank=match, send to clearing N=do not match, do not send to clearing L=do not match, send to clearing (locked-in) received by external system interface only Q=QP locked-in trade, do not send to clearing Z=do not match, send to clearing (locked-in)- received by QP entry or by external system interface (ESI) G=do not match, locked-in, send to clearing Y=clearing only, no risk R=risk only, no clearing A=Nasdaq AGU U=AGU, no risk S=Nasdaq QSR, clearing Special trade indicator X(1) 249 Y=a ‘special trade’ and instructs NSCC not to include the trade in CNS settlement S=a ‘step-out’ trade X=a ‘special and step-out trade’ and instructs NSCC not to include the trade in CNS settlement blank=none of the above Clearing firm accepted X(1) 250 Y=clearing broker accepted trade or blank indicator Contra accept timestamp X(9) 251 Time associated with the contra acceptance of the trade Format hhmmssuuuuuu Contra decline X(9) 263 Time associated with the contra declining the trade timestamp Format hhmmssuuu followed by 3 blanks Contra as-of flag X(1) 275 Contra as of flag Contra party entry I1I2 X(4) 276 The I1I2 ID of the contra party side SIAC_SECID X(14) 280 SIAC format security symbol (for CQS Issues)
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Projected payments matching file
Field name Picture Position Description Related market indicator X(1) 294 Market indicator of the underlying trade blank Q=Nasdaq D=OTC trade N=New York Stock Exchange (NYSE) A=American Stock Exchange B=Boston Stock Exchange C=National Stock Exchange I=International Stock Exchange M=Chicago Stock Exchange P=Pacific Stock Exchange W=Chicago Board Options Exchange (CBOE) X=Philadelphia Stock Exchange O=unknown market U=unspecified, multiple markets Z=unspecified, multiple Markets non-FINRA market F=foreign Market (ORF only) H=BATS exchange 0=ADF 1=Nasdaq TRF 2=NSX TRF 3=NYSE TRF Filler X(206) 295 n/a
3.29 Projected payments matching file
Projected payments matching file Header record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal '00' Destination code X(08) 8 Identifies the transmission recipient System date X(08) 16 Transmission date Format yyyymmdd System time X(06) 24 Transmission time Format hhmmss File description X(50) 30 Literal 'PROJECTED PAYMENT MATCHING' Filler X(220) 80 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Projected payments matching file
Projected payments matching file Common data Field name Picture Position Description File number X(04) 1 Literal '0023' Company code X(03) 5 Subscriber company code Unit code X(02) 8 Subscriber unit code Record type X(02) 10 Identifies the record type (01) Business date X(08) 12 Format yyyymmdd Filler X(280) 20 ß
Projected payments matching file Record type 01 – Tolerance limits Field name Picture Position Description Subscriber CUID X(05) 01 Subscriber CUID Service X(30) 06 PROJPYMTMTCH Security/Fund indicator X(30) 36 SEC=security receive items FUND=fund receive items Currency X(03) 66 CAD, USD Tolerance limit 9(12) V9(02) 69 Level of the tolerance is defined by the external agent, for matching purposes (e.g., $25.00 or one share) Filler X(217) 83 ß
Projected payments matching file Record type 02 – Service control parameters Field name Picture Position Description Subscriber CUID X(05) 01 Subscriber CUID Service X(30) 06 PROJPYMTMTCH Role code X(02) 36 TR=transfer agent PY=paying agent Event type X(04) 38 DIV=dividend DWO=dividend with option INO=interest with option INT=Interest Underlying CUID X(05) 42 Paying agent CUID, if role code is TR Transfer agent CUID, if role code is PY Spaces Filler X(253) 47 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Projected payments matching file
Projected payments matching file Record type 03 – Matched/Unmatched records Field name Picture Position Description Agent reference ID X(30) 1 Unique reference ID assigned to an event by an external agent Spaces, if a corresponding record is not found in the projected payments file (submitted by an external agent) Matching status X(04) 31 Indicates if a record, reported by an external agent, has been successfully matched to a CDSX event MTCH=matched UNMT=unmatched If UNMT: (i) one or more of the details reported by the external agent do not match the corresponding CDS details (ii) the CDS projected payment amount is outside the agent's tolerance (iii) one counterparty (agent or CDS) did not report a corresponding record ISIN X(12) 35 Security’s ISIN, as reported by an external agent If a corresponding record is not found in the projected payments file, this becomes the ISIN for the CDS event Security short name X(30) 47 Short name of security, as defined in CDS’s security master file Event type X(04) 77 DIV=dividend DWO=dividend with option INO=interest with option INT=interest Event type reported by an external agent If a corresponding record is not found in the projected payments file, this becomes the event type for the CDS event Record date 9(08) 81 Format yyyymmdd Record date reported by an external agent If a corresponding record is not found in the projected payments file, this becomes the record date of the CDS event
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Projected payments matching file
Projected payments matching file Record type 03 – Matched/Unmatched records Field name Picture Position Description Payable date 9(08) 89 Format yyyymmdd Payable date reported by an external agent If a corresponding record is not found in the projected payments file, this becomes the payable date of the CDS event Filler X(24) 97 Spaces Receive ISIN X(12) 121 Receive currency X(03) 133 CAD, USD Currency of a receive item, reported by an external agent If a corresponding record is not found in the projected payments file, this becomes the currency of the receive item on the CDS event Projected payment amount 9(12) V9(02) 136 Agent's projected gross payment, based on their record date holdings Spaces, if a corresponding record is not found in the project payments file Payment rate 9(05) V9(13) 150 Agent's event payment rate Spaces, if a corresponding record is not found in the projected payments file Record date position 9(12) 168 Agent's holding position at record date Spaces, if a corresponding record is not found in the projected payments file Event ID X(13) 180 CDSX event reference ID Spaces, if a corresponding event is not found in CDSX Event option status X(04) 193 Status of an option on an event in CDSX Spaces, if a corresponding event is not found in CDSX Event option number X(03) 197 Number of an option on an event in CDSX Spaces, if a corresponding event is not found in CDSX Event option item number X(03) 200 Number of an item in a specific option, on an event in CDSX Spaces, if a corresponding event is not found in CDSX CDS payment rate 9(05) V9(13) 203 Payment rate on an event in CDSX Zeroes, if a corresponding event is not found in CDSX
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Projected payments matching file
Projected payments matching file Record type 03 – Matched/Unmatched records Field name Picture Position Description CDS projected payment 9(12) V9(02) 221 CDS's projected gross payment, based on record date holdings Zeroes, if a corresponding event is not found in CDSX CDS total withholding tax 9(12) V9(02) 235 CDS's withholding tax calculations, based on amount record date holdings Zeroes, if a corresponding event is not found in CDSX, or if there are no applicable withholding taxes calculated CDS record date position 9(12) 249 CDS's holding position at record date Zeroes, if a corresponding event is not found in CDSX CDS backdated 9(12) 261 Total of any adjustments made by CDS, adjustments backdated less than, or equal to, record date Zeroes, if a corresponding event is not found in CDSX, or if no backdated adjustments have been made CDS adjusted record date 9(12) 273 CDS's holding position at record date, position including any backdated adjustments (if applicable) Zeroes, if a corresponding event is not found in CDSX CDS paying agent CUID X(05) 285 The paying agent CUID identified on an event in CDSX Spaces, if a corresponding event is not found in CDSX 1st dividend item nbr X(03) 290 Applicable for a single DIV event where regular and additional dividends exist 1st dividend payment rate 9(05) V9(13) 293 Applicable for a single DIV event where regular and additional dividends exist 1st dividend projected 9(12) V9(02) 311 Applicable for a single DIV event where payment amount regular and additional dividends exist 2nd dividend item nbr X(03) 325 Applicable for a single DIV event where regular and additional dividends exist 2nd dividend payment rate 9(05) V9(13) 328 Applicable for a single DIV event where regular and additional dividends exist 2nd dividend projected 9(12) V9(02) 346 Applicable for a single DIV event where payment amount regular and additional dividends exist Filler X(112) 360 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Final projected payments file
Projected payments matching file Trailer record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal '99' Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date Format yyyymmdd System time X(06) 24 Transmission time Format hhmmss Record count 9(10) 30 Number of records in the file Filler X(260) 40 ß
3.30 Final projected payments file
Final projected payments file Header record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal '00' Destination code X(08) 8 Identifies the transmission recipient System date X(08) 16 Transmission date Format yyyymmdd System time X(06) 24 Transmission time Format hhmmss File description X(50) 30 Literal 'FINAL PROJECTED PYMT' Filler X(220) 80 ß
Final projected payments file Common data Field name Picture Position Description File number X(04) 1 Literal '0024' Company code X(03) 5 Subscriber company code Unit code X(02) 8 Subscriber unit code Record type X(02) 10 Identifies the record type (01) Business date X(08) 12 Format yyyymmdd Filler X(280) 20 ß
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Final projected payments file
. Final projected payments file Record type 01 – Matched/Unmatched records Field name Picture Position Description Event type X(04) 01 DIV=dividend DWO=dividend with option INO=interest with option INT=interest Event ID X(13) 05 CDSX event reference ID Event option number X(03) 18 Number of an option on an event in CDSX Event option item number X(03) 21 Number of an item in a specific option, on an event in CDSX Blank if multiple receive items exist Event option status X(04) 24 Status of an option on an event in CDSX Blank or PAID If an event has a payment mode of OVRN (overnight) and payment was successfully completed, the event option status is PAID ISIN X(12) 28 Base security’s ISIN Security short name X(30) 40 Short name of a security, as defined in CDS's security master file CDS record date 9(08) 70 Format yyyymmdd CDS payable date 9(08) 78 Format yyyymmdd Filler X(24) 86 Spaces CDS payment rate 9(05) 110 Payment rate on an event in CDSX V9(13) CDS projected payment 9(12) 128 CDS’s projected gross payment, based on record amount V9(02) date holdings CDS total withholding tax 9(12) 142 CDS's withholding tax calculations, based on amount V9(02) record date holdings Receive ISIN X(12) 156 Receive currency X(03) 168 CAD, USD Payment mode X(04) 171 INDY=intraday OVRN=overnight Transfer agent CUID X(05) 175 Transfer agent’s CUID Agent reference ID X(30) 180 Unique reference ID assigned to a projected payment by an external agent
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CHAPTER 3 PARTICIPANT OUTBOUND FILES Final projected payments file
Final projected payments file Record type 01 – Matched/Unmatched records Field name Picture Position Description Matching status X(04) 210 Indicates if a record reported by an external agent has been successfully matched to a CDSX event MTCH=matched UNMT=unmatched If UNMT: (i) one or more of the details reported by the external agent do not match the corresponding CDS details (ii) the CDS Projected Payment Amount is outside the agent's tolerance (iii) one counterparty (agent or CDS) did not report a corresponding record Paying agent CUID X(05) 214 1st dividend item nbr X(03) 219 Applicable for a single DIV event where regular and additional dividends exist 1st dividend payment rate 9(05) 222 Applicable for a single DIV event where regular V9(13) and additional dividends exist 1st dividend projected 9(12) 240 Applicable for a single DIV event where regular payment amount V9(02) and additional dividends exist 2nd dividend item nbr X(03) 254 Applicable for a single DIV event where regular and additional dividends exist 2nd dividend payment rate 9(05) 257 Applicable for a single DIV event where regular V9(13) and additional dividends exist 2nd dividend projected 9(12) 275 Applicable for a single DIV event where regular payment amount V9(02) and additional dividends exist Filler X(11) 289 ß
Final projected payments file Trailer record Field name Picture Position Description Filler X(05) 1 ß Record type X(02) 6 Literal '99' Destination code X(08) 8 Identifies the transmission System date X(08) 16 Transmission date Format yyyymmdd System time X(06) 24 Transmission time Format hhmmss
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CHAPTER 3 PARTICIPANT OUTBOUND FILES DRIP Price Rejection
Final projected payments file Trailer record Field name Picture Position Description Record count 9(10) 30 Number of records in the file Filler X(260) 40 ß
3.31 DRIP Price Rejection
This file is sent at the end of the day and reports all rejected DRIP prices that were not processed by CDS for that day.
DRIP Price Rejection Field name Size Description CUID X(05) Sender CUID Event Id X(13) Event ID in File Event Type X(04) Event Type in File Security ID X(12) Security ID in File Option Number X(03) Option Number in File Item Number X(03) Item Number in File Record Date X(08) Record Date in File Payable Date X(08) Payable date in File Drip Price 9(05).9(13) DRIP Price in File Drip Price Currency X(03) DRIP Price Currency in File Error Field ID X(04) Inbound file field ID Error Number X(04) If populated, refer to the error code list in the Supplementary Information Error Description X(135) Filler X(279) Total Length 750
Note: Error numbers reported with the field ID’s 012(Base CUSIP), 013(Distribution CUSIP), and 014(Distribution ISIN) are applicable to inbound event files only.
3.32 NSCC UTC MRO trade capture data file
The NSCC UTC MRO trade capture data file is an extract of the incoming UTC MRO trade capture data file received by CDS from NSCC.
Standard header and trailer records are used for this transmission. For more information, see Standard header and trailer records on page 52.
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CHAPTER 3 PARTICIPANT OUTBOUND FILES NSCC UTC MRO trade capture data file
The layout of this file is available from NSCC’s website: https://dtcclearning.com/ learning/clearance/products/universal-trade-capture/utc-record-formats.html
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CHAPTER 4
Chapter4InterLink Service (inbound/outbound)
This section includes information about: • Message flow on page 346 • Message format on page 349 • MQ message descriptor on page 350 • Common view on page 352 • Message summary on page 353 • Message detail standards on page 359
This section also includes information about error messages, non-exchange trade messages, exchange trade messages, pledge messages, inter-account movement messages, funds transfer messages, deposit and withdrawal messages, ledger position messages, CNS netting position messages, broadcast notification messages, SMF messages, and ATON message details.
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message flow
4.1 Message flow
The tables below illustrate the interactions between inbound and outbound messages. The functions are identified, with the message type that triggers the function and the resulting rejection, confirmation, and notification messages.
Non-exchange trade Function Request to CDS Notification Confirmation Rejection Trade submission CDST010 CDST01N CDST01C CDST01R Trade modify CDST100 CDST10N CDST10C CDST10R Settlement CDSU01N CDST90N Other rejection CDS9999
Exchange trade Function Request to CDS Notification Confirmation Rejection Trade submission CDSY010 CDSY01N CDSY01C CDSY01R Trade modify CDSY10N Settlement CDSY90N CDSU01N Other rejection CDS9999
Pledge Function Request to CDS Notification Confirmation Rejection Pledge submission CDSP020 CDSP02N CDSP02C CDSP02R Pledge modify CDSP200 CDSP20N CDSP20C CDSP20R Pledge seizure CDSP210 CDSP21N CDSP21C CDSP21R Pledge add/delete loan item CDSP220 CDSP22N CDSP22C CDSP22R Notification (short) CDSP05N Settlement CDSP90N CDSU01N
Inter-account movement Function Request to CDS Notification Confirmation Rejection Inter-account movement CDSA020 CDSA02N CDSA02C CDSA02R submission – InterLink CDSU01N Inter-account movement CDSA02N submission – 3270 CDSU01N
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Funds transfer Function Request to CDS Notification Confirmation Rejection Funds transfer submission – CDSA010 CDSA01N CDSA01C CDSA01R InterLink CDSU01N Funds transfer submission – 3270 CDSA01N CDSU01N
Deposit Function Request to CDS Notification Confirmation Rejection Deposit entry CDSD010 CDSD01N CDSD01C CDSD01R Deposit modify CDSD050 CDSD05N CDSD05C CDSD05R Upon confirmation CDSU01N
Withdrawal Function Request to CDS Notification Confirmation Rejection Withdrawal entry CDSW010 CDSW01N CDSW01C CDSW01R Withdrawal modify CDSW050 CDSW05N CDSW05C CDSW05R Upon entry, confirmation or CDSU01N rejection
Other messages Function Request to CDS Notification Confirmation Rejection CNS netting – outstanding position CDSX01N update CNS netting – value-dated position CDSX03N update CNS position – Settlement Control CDSX020 CDSX02N CDSX02C CDSX02R Indicator (SCI) updates SMF security description CDSS01N Intent to buy-in entry receiver CDSB100 CDSB10N CDSB10C CDSB10R Intent to buy-in liability CDSB11N notification – deliverer Buy-in modification receiver CDSB200 CDSB20N CDSB20C CDSB20R Buy-in modification deliverer CDSB210 CDSB21N CDSB21C CDSB21R Buy-in outstanding position CDSB30N notification – receiver Buy-in outstanding liability CDSB40N notification – deliverer Broadcast notification CDSN01N General error rejection CDS9999
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message flow
ATON Function Request to CDS Notification Confirmation Rejection RFT entry CDSZ010 CDSZ01N/NA CDSZ01C CDSZ01R Modify RFT CDSZ020 CDSZ02N/NA CDSZ02C/T CDSZ02R Confirmed RFT CDSZ03N/NA Modify asset CDSZ050 CDSZ05N/NA CDSZ05C CDSZ05R Confirmed asset CDSZ06N/NA RFT instructions CDSZ040 CDSZ04N/NA CDSZ04C CDSZ04R
Projected payment reconciliation Function Request to CDS Notification Confirmation Rejection Projected payment entry CDSR010 CDSR01N CDSR01C CDSR01R Projected payment modification CDSR010 CDSR01N CDSR01C CDSR01R and deletion Projected payment matching CDSR02N Other rejections CDS9999
Payment release Function Request to CDS Notification Confirmation Rejection Payment release entry CDSE030 CDSE03N CDSE03C CDSE03R Payment release settlement CDSE04N notification Other rejection CDS9999
TRAX transfer requests messages Function Request to CDS Notification Confirmation Rejection TRAX transfer request record entry CDSK010 CDSK01N CDSK01C CDSK01R TRAX transfer record modify CDSK050 CDSK05N CDSK05C CDSK05R
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message format
4.2 Message format
A message is a collection of data that is either requesting that a service be performed or returning the result of a requested service. InterLink messages are categorized as follows: • The original message is sent by the participant to CDS. • The response message is sent by CDS to the participant to either confirm successful processing or inform about rejection of the original message. • A notification message is also sent to the acceptor of the transaction in response to the successful processing of an original message, and optionally to the submitter or a designated third party.
Each message is contained in one record which is made up of the MQ header, common data and detail data sections.
MQ message descriptor – The message header provided by WebSphere MQ, which is a fixed length section of 324 characters.
Common data view – An area defined by CDS that is common to all InterLink messages. This component contains information specific to CDS message processing that must be provided by the message sender, and is a fixed length section of 66 characters.
Message detail – The area defined by CDS that contains the data required to execute the CDSX and ATON business transaction. This area is specific to each message type and its length varies accordingly.
Transaction processing is identical regardless of the means of entry (i.e., online, batch or InterLink).
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) MQ message descriptor
4.3 MQ message descriptor
Each InterLink message contains one or more MQ headers attached to the beginning of the message. The MQMD is a message header that is required on all MQ messages. MQ uses this header information to determine where to send the message, whether any translation is required (e.g., EBCDIC to/from ASCII), the priority of the message, and other transmission related information.
CDS uses the format field to identify the InterLink message and the user identifier to identify the message sender. Contact CDS for technical assistance.
MQ external header ID MQ field name Size Description Contents Structure Char (04) Structure identifier MD Version S9(09) binary Structure version number 1 Report S9(09) binary Report options 0 Message type S9(09) binary Message type 8 Expiry S9(09) binary Expiry type -1 Feedback S9(09) binary Feedback reason code 0 Encoding S9(09) binary Data encoding 785 Character set ID S9(09) binary Coded character set identifier Platform-dependent 207 Format Char (08) Message format identifier e.g., CDST010 See also Message summary on page 353 Priority S9(09) binary Message priority -1 Persistence S9(09) binary Message persistence 2 203 Message identifier Char (24) Unique identification of a specific Created by MQ; do not modify message Correlation ID Char (24) Correlation identifier Low-values Backout counter S9(09) binary Backout counter 0 Reply to queue Char (48) Name of reply to queue ß or name of queue Reply to queue Char (48) Name of reply to queue manager ß or name of queue manager manager 206 User identifier Char (12) User ID of the sender of the message User ID of the sender of the 1-3: company code inbound message 4-6: MLA XDSMLA1 on all outbound 7: value 1-9 messages e.g., AAAMLA1 is the user ID for company AAA Token Char (32) Accounting token Low-values 209 Data identifier Char (32) Application data relating to identity, Must be prefixed with 0010 used for: Message version X(04) Future use X(28) Put application S9(09) binary Type of application that put the 0 or application type type message
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) MQ message descriptor
MQ external header ID MQ field name Size Description Contents Put application Char (28) Name of application that put the ß or name of application name message Put date Char (08) Date when message was put ß or date when message was yyyymmdd format put Put time Char (08) Time when message was put ß or time when message was hhmmssnn format put Origin of Char (04) Application data relating to the origin ß application Total length Char (324)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Common view
4.4 Common view
Common view is an area defined by CDS that is common to all InterLink messages. This component contains information specific to CDS message processing that must be provided by the message sender.
Common data view ID Field name Size Description Sample message data 221 StrucId X(04) MBCV – message body common view MBCV 222 Version X(04) Version number of the message body 0001 common view 223 Message body +9(09) Length of common view (66 bytes) and Combined length of common and length message detail components detailed data sections. For values, see Message summary on page 353 224 UserID X(08) CDS inbound: participant’s user ID 1st party responsible for message XXXMLA – CDS outbound: blank on all (XXX=company code) 225 Company code X(03) Inbound to CDS – participant’s 1st party company code responsible for message 226 Unit code X(02) Inbound to CDS – participant’s unit code 1st party responsible for message 228 Ledger code X(02) Participant’s ledger code responsible for 1st party message CUID/identifier S/R X(05) Identifier of the message sender/ Code identifying the party sending/ receiver on all CDS inbound messages receiving messages either on For CDS outbound messages, the behalf of a client (i.e., service identifier of the S/R the message is bureau) or on its own behalf1 going to; may be a CUID 234 Batch message 9(04) For future use (will contain 1 for number InterLink release 1); message number within a batch: msg 1 of 1 235 Batch number of 9(04) For future use (will contain 1 for messages InterLink release 1); number of messages in this batch: msg 1 of 1 236 Sender message X(20) Free-form area for sender data; will be tag returned on confirmation and rejection messages Total length 66 1 If a party sends/receives messages on its own behalf, the combination of company code and unit code will be a CUID of that party. If the sending/receiving party acts on behalf of a client, the combination of company code and unit code is an identifier only and does not require setup in CDS support as a CUID. For company code and unit code: If either of these fields is left blank, a 9999 message is reported for fields 225 and 226. The combined five-character field is 227. If the reported CUID is not InterLink eligible, a 9999 message is reported for this field. For CDS outbound messages: For confirmation and ‘A’ notifications, the CUID that sent the message or performed the 3270 transaction. For regular notifications, the CUID of the other side of the transaction (i.e., the CUID that did not create the transaction).
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message summary
4.5 Message summary
This section contains individual summary listings of messages by message type. Each message summary table contains the information below: • Message ID: in field 207 of the MQ external header. See MQ message descriptor on page 350. • Message description and routing information • Message direction from the perspective of CDS (I=inbound; O=outbound) • Message length: in field 223 of the common data view. See Common view on page 352. This value consists of the length of the detailed data of each transaction (last field of each detailed message layout) and the fixed length (66 characters) of the common data view. Refer to the detailed message layouts in this section.
The table below outlines the non-exchange trade messages supported by InterLink.
Non-exchange trade messages Message Inbound/ Message type Message description outbound length CDST010 Non-exchange trade entry inbound (sent by participant) I 676 CDST01C Non-exchange trade entry confirmation (sent to message originator) O 746 CDST01R Non-exchange trade entry rejection (sent to message originator) O 338 CDST01N Non-exchange trade entry notification (sent to other trade party and/or O746 locations requested by other trade party. If the trade is entered online (through 3270), also sent to the submitter of the trade and/or other locations requested by the submitter) Sent to both parties if a trade is created/modified by CDS (e.g., entitlement ‘claims’ transaction) CDST100 Non-exchange trade modify inbound (sent by participant) I 676 CDST10C Non-exchange trade modify confirmation (sent to message originator) O 746 CDST10R Non-exchange trade modify rejection (sent to message originator) O 338 CDST10N Non-exchange trade modify notification (sent to other trade party and/or O746 locations requested by other trade party. If the trade is entered online (through 3270), also sent to the submitter of the trade and/or other locations requested by the submitter) Sent to both parties if a trade is created/modified by CDS (e.g., entitlement claims transaction) CDST90N Non-exchange trade settlement notification (sent to both trade parties and O746 other locations)
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The table below outlines the exchange trade messages supported by InterLink.
Exchange trade messages Message Inbound/ Message type Message description outbound length CDSY010 Exchange trade entry (sent by exchange) I 378 CDSY01C Exchange trade entry confirmation (sent to exchange) O 554 CDSY01R Exchange trade entry rejection (sent to exchange) O 338 CDSY01N Exchange trade entry notification (sent to both trade parties and other O 554 locations) CDSY10N Exchange trade modify notification (sent to both trade parties and other O 554 locations) CDSY90N Exchange trade settlement notification (sent to both trade parties and other O 554 locations)
The table below outlines the inter-account movement messages supported by InterLink.
Inter-account movement messages Message Inbound/ Message type Message description outbound length CDSA020 Inter-account movement submission I 166 CDSA02R Inter-account movement rejection notice O 338 CDSA02C Inter-account movement confirmation notice O 286 CDSA02N Inter-account movement notification message O 286
The table below outlines the funds transfer messages supported by InterLink.
Funds transfer messages Message Inbound/ Message type Message description outbound length CDSA010 Funds transfer submission I 266 CDSA01R Funds transfer rejection notice O 338 CDSA01C Funds transfer confirmation notice O 366 CDSA01N Funds transfer notification message O 366
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message summary
The table below outlines the deposit and withdrawal messages supported by InterLink.
Deposit and withdrawal messages Message Inbound/ Message type Message description outbound length CDSD01N Deposit entry notification (sent to depositor and custodian) O566– Includes deposit general information and certificate details 6366 CDSW01N Withdrawal entry notification (sent to withdrawer and custodian) O566– Includes withdrawal general information, registration and distribution details 5981 CDSD010 Deposit entry (sent by participant) I 500– 6600 CDSD01C Deposit entry confirmation (sent to participant) O 500– 6300 CDSD01R Deposit entry rejection (sent to participant) O 173 CDSD050 Deposit modify (confirmation/rejection) submission (sent by custodian) I 566 CDSD05C Deposit modify system acceptance (sent to message submitter) O 566 CDSD05N Deposit modify notification (sent to depositor and message submitter. If the O566 deposit is confirmed or rejected online (through 3270), also sent to the custodian) Includes deposit general information only. Excludes certificate details CDSD05R Deposit modify system rejection (sent to message submitter) O 239 CDSW010 Withdrawal entry (sent by participant) I 500– 6135 CDSW01C Withdrawal entry confirmation (sent to participant) O 500– 5915 CDSW01R Withdrawal entry rejection (sent to participant) O 173 CDSW050 Withdrawal modify (confirmation/rejection) submission (sent by custodian) I 566 CDSW05C Withdrawal modify system acceptance (sent to message submitter) O 566 CDSW05N Withdrawal modify notification (sent to withdrawer and message submitter. O566 If the withdrawal is confirmed or rejected online (through 3270), also sent to the custodian) Includes withdrawal general information only. Excludes registration and distribution details CDSW05R Withdrawal modify system rejection (sent to message submitter) O 239
Note: The N message is sent to the other party in the transaction and/or locations requested by the other party. If the transaction is entered online (through 3270), it is also sent to the submitter of the transaction. It is sent to both parties if a transaction is created or modified by CDS (e.g., entitlement claims transaction).
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message summary
The table below outlines the ledger position update notification message supported by InterLink.
Ledger position update notification message Inbound/ Message outboun Message type Message description length d CDSU01N Ledger position update notification message O variable
The table below outlines the payment release messages.
Payment release message Message Inbound/ Message type Message description outbound length CDSE030 Payment release entry (sent by participant) I fixed CDSE03C Payment release confirmation (sent to participant) O fixed CDSE03N Payment release notification (sent to participant) O fixed CDSE03R Payment release rejection (sent to participant) O fixed CDSE04N Payment release settlement notification (sent to participant) O fixed
The table below outlines CNS netting, CNS Settlement Control Indicator and SMF messages.
CNS netting, CNS Settlement Control Indicator and SMF messages Message Inbound/ Message type Message description outbound length CDSX01N CNS netting – outstanding position update notification (sent to all affected O 235 participants) CDSX03N CNS netting – value-dated position update notification (sent to all affected O 235 participants) CDSX020 CNS Position – Settlement Control Indicator update I 166 CDSX02C CNS Position – Settlement Control Indicator Update Confirmation O 266 CDSX02N CNS Position – Settlement Control Indicator Update Notification O 266 CDSX02R CNS Position – Settlement Control Indicator Update Rejection O 338 CDSS01N SMF security description (sent to all interested participants) O 326
The table below outlines the buy-in messages supported by InterLink.
Buy-in messages Message Inbound/ Message type Message description outbound length CDSB100 Intent to buy-in entry – receiver (sent by participant) I 1024 CDSB10C Intent to buy-in entry confirmation – receiver (sent to message originator) O CDSB10R Intent to buy-in entry rejection – receiver (sent to message originator) O
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message summary
Buy-in messages
Message Message description Inbound/ Message type outbound length CDSB10N Intent to buy-in entry notification – receiver (sent to locations established, O excluding the message originator. If buy-in is entered online, through 3270, message is sent to the default unit of the receiver’s ledger and other locations established) CDSB11N Intent to buy-in liability notification – deliverer O CDSB200 Buy-in modification – receiver (sent by participant) I 1024 CDSB20C Buy-in modification confirmation – receiver (sent to message originator) O CDSB20R Buy-in modification rejection – receiver (sent to message originator) O CDSB20N Buy-in modification notification – receiver (sent to locations established, O excluding the message originator. If buy-in is entered online, through 3270, message is sent to the default unit of the receiver’s ledger and other locations established) CDSB210 Buy-in modification – deliverer (sent by participant) I 1024 CDSB21C Buy-in modification confirmation – deliverer (sent to message originator) O CDSB21R Buy-in modification rejection – deliverer (sent to message originator) O CDSB21N Buy-in modification notification – deliverer (sent to locations established, O excluding the message originator. If buy-in is entered online, through 3270, message is sent to the default unit of the deliverer’s ledger and other locations established) CDSB30N Buy-in outstanding position notification – receiver O CDSB40N Buy-in outstanding liability notification – deliverer O
The table below outlines the CDSX broadcast notification messages supported by InterLink.
Broadcast notification messages Message Inbound/ Message type Message description outbound length CDSN01N Selected broadcast information O 220 CDS9999 General error rejection message sent to the dead letter queue or to O variable participants
The table below outlines the ATON messages supported by InterLink.
ATON messages Message Inbound/ Message type Message description outbound length CDSZ010 Create RFT (inbound; sent by receiver) I 938 CDSZ01R Create RFT – rejection message (sent to receiver) O 1031 CDSZ01C Create RFT – confirmation message (sent to receiver) O 938 CDSZ01N Create RFT – notification message (sent to deliverer) O 938 CDSZ01NA Create RFT – notification message (sent to third party) O 938
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message summary
ATON messages
Message Message description Inbound/ Message type outbound length CDSZ020 Modify RFT (inbound; sent by receiver or deliverer) I 938 CDSZ02R Modify RFT – rejection message (sent to submitter) O 1031 CDSZ02C Modify RFT – confirmation message (sent to submitter) O 938 CDSZ02T Modify RFT – confirmation totals message (sent to submitter) O 938 After all assets are processed, this message confirms the RFT totals and status change CDSZ02N Modify RFT – notification message (sent to deliverer or receiver) O 938 CDSZ02NA Modify RFT – notification message (sent to third party) O 938 CDSZ03N Confirmed RFT – notification message (sent to deliverer or receiver) O 938 CDSZ03NA Confirmed RFT – notification message (sent to submitter and/or third party) O 938 CDSZ040 Create RFT instruction (inbound; sent by receiver) I 1564 CDSZ04R Create RFT instruction – rejection message (sent to receiver) O 1657 CDSZ04C Create RFT instruction – confirmation message (sent to receiver) O 1564 CDSZ04N Create RFT instruction – notification message (sent to deliverer) O 1564 CDSZ04NA Create RFT instruction – notification message (sent to third party) O 1564 CDSZ050 Modify asset (inbound; sent by receiver or deliverer) I 665 CDSZ05R Modify asset – rejection message (sent to submitter) O 758 CDSZ05C Modify asset – confirmation message (sent to submitter) O 665 CDSZ05N Modify asset – notification message (sent to deliverer or receiver) O 665 CDSZ05NA Modify asset – notification message (sent to third party) O 665 CDSZ06N Confirmed RFT asset – notification message (sent to deliverer or receiver) O 665 CDSZ06NA Confirmed RFT asset – notification message (sent to submitter and/or third O 665 party)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Message detail standards
4.6 Message detail standards
The parameters, concepts, and assumptions used to define trade message details are outlined below: • InterLink supports messages with variable lengths. Inbound messages must include the message length in order to be processed correctly. (See Message body length on page 352.) A single request or response is supported per message. Multiple messages must be sent to CDS as separate messages. For example, to confirm four trades, four change trade status messages are required. • Fields are indicated as mandatory or optional. For optional fields, a null indicator is used to specify that the field contains information. If the value in the null indicator field, is 1, the application uses the value in the following field. If the value in the null indicator field is 0, the application replaces the following field with ß, low values, or the default value if one exists. That is, 0 identifies that the sender has no intention of updating this field. These indicator fields are included in the message detail layouts. • Character format is used for both numeric and alphanumeric data. • The date format is yyyymmdd. • Signed numeric fields use a one-byte field preceding the digits. For example, a field defined as +9(11)V9(02) occupies 14 characters in the message: – One character for the sign – Eleven characters before the decimal – Two characters after the decimal – V indicates where the decimal is located; the decimal is implied and does not occupy any characters – If no sign is identified, + is assumed. • Rejection of InterLink messages are handled as follows: – Error codes, rather than textual messages, are provided in the rejection message. Multiple error codes can be included in a rejection message. – A unique field identifier is assigned to each message detail field and indicates the field that a particular error code refers to. • Each input message has a specific rejection message. A general rejection message, CDS9999, is used for errors that are not specific to the message. Security errors and general message formatting errors use rejection message CDS9999. • When valid values for a message field have not been explicitly indicated (e.g., trade type), the valid values from the trade system are used. • All character fields noted for future enhancement are left-justified, with ß to the right.
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• The length of the account number field on the message records is 16. • For trade and pledge notification messages, the length of the internal account field for both parties is 16.
Transaction Transaction type Description subtype Description A Deposit/withdrawal adjustment BBuy-in D Deposit E Entitlements CLM Claim OPCD Option selection – funds debit OPRJ Option selection – rejection by CDS OPRP Option selection – rejection by paying agent OPSE Option selection OPWD Option selection – withdrawal PALD Paying agent ledger movement PCL Partial call settlement PLG Pledge conversion PYMT Entitlement payment TRD Trade conversion UNOP Unused options RPLG Release pledge WDN Write down RWDN Reversal of write down DBPY DBRP payment INRP Instalment receipt F Funds transfer G Inter-account movement H Sub-account maintenance I Issue setup J Ledger adjustment CI Custodian inter-unit transfer CT Custodian transfer PK Package ledger position RC Regular correction RE Reconstitute stripped position SP Separate package position ST Strip ledger position K Internal funds transfer L Line of credit
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Transaction Transaction type Description subtype Description M IID Inbound delivery International links IRD Reclaimed delivery IRN Reconciliation message IOD Outbound delivery NCNS SESettlement VM CNS mark difference BI CNS buy-in washout RN Rounding adjustment IM Interest mark (CNS) O Outgoing payment P Pledge Q Regular modification A Add security loan items D Delete security loan items E Entitlement modification G CX to CA movement M Entitlement delete security loan items SZ Seizure ß Blank R Received payment T Non-exchange trade W Withdrawal X Currency service transaction Y Exchange trade ZATON
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) General error rejection sent to message submitter
4.7 General error rejection sent to message submitter
General error rejection Message type CDS9999 ID M/O Field name Size Description Sample message data M Error field ID #1 X(04) M Application error code #1 X(04) 0995 Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) M Original record image variable Refer to sample message data Total length variable
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Error message details
4.8 Error message details
Error messages are returned to the submitting party in a transaction if the transaction does not meet InterLink requirements or contains invalid values. Error messages are numeric values that can be interpreted using the table below.
4.8.1 General (CDS9999) error messages
Error Description 2137 REPLY TO QUEUE MANAGER NOT ENTERED 2138 MQMD USERID IS ß OR LOW VALUES 2141 MESSAGE TYPE, STANDARD, VERSION NOT SUPPORTED 2146 MESSAGE LENGTH IS INVALID 2147 COMMON VIEW PARTICIPANT CUID IS MISSING 2148 COMMON VIEW PARTICIPANT USERID IS MISSING 2154 SENDER CUID NOT ENTERED 2155 COMMON VIEW PARTICIPANT CO–CD IS MISSING 2156 COMMON VIEW PARTICIPANT USER–CD IS MISSING 2159 MESSAGE TYPE NOT ENTERED 2161 SENDER CUID IS NOT AN INTERLINK CLIENT 2191 MQMD NETNAME MISSING 2192 MQMD APPLICATION IDENTITY FIELD DATE INVALID 2193 MQMD APPLICATION IDENTITY FIELD TIME INVALID 2194 MESSAGE FAILED ORIGIN SECURITY CHECK 2195 PARTICIPANT NOT AUTHORIZED FOR TRANSACTION 2196 SENDER NOT AUTHORIZED FOR TRANSACTION 2197 SENDER USERID DOES NOT MATCH SENDER CUID
For a complete list, refer to Supplementary information.
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
4.9 Non-exchange trade message details
Non-exchange trade messages comprise data elements that are required to execute a specific business transaction or provide notification to the parties in a transaction.
4.9.1 Non-exchange trade entry inbound
Message type CDST010 is sent by the participant.
Non-exchange trade entry Message type CDST010 ID M/O Field name Size Description M Seller CUID – null ind X(01) 0060 M Seller CUID X(05) M Buyer CUID – null ind X(01) 0066 M Buyer CUID X(05) N/A CDS trade ID – null ind X(01) 0002 N/A CDS trade ID X(13) Ignored by trade entry O Trade status – null ind X(01) Defaults to U=unconfirmed if domestic or C=confirmed if international 0027 O Trade status X(02) Ignored by trade entry except for trades submitted by CDCC. M Trade type – null ind X(01) 0003 M Trade type X(03) Refer to Trade and Settlement Procedures O Trade date – null ind X(01) 0004 O Trade date X(08) Format yyyymmdd For trade entry, if not entered, default to current business date O Value date – null ind X(01) 0005 O Value date X(08) Format yyyymmdd For trade entry, if not entered, default to current business date M Submitter business role – null ind X(01) 0006 M Submitter business role X(01) B=buyer S=seller O Mode of settlement – null ind X(01) 0072 O Mode of settlement X(03) Default is TFT TFT=trade-for-trade CNS=continuous net settlement SNS=trade is targeted for novation at CDCC O Seller internal account – null ind X(01) 0061 O/M Seller internal account X(16) Mandatory field for trade types C or A and submitter business role=buyer O Seller account type – null ind X(01)
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Non-exchange trade entry Message type CDST010 ID M/O Field name Size Description 0062 O Seller account type X(02) GA=general account SA=segregated account RA=RSP account O Seller account number – null ind X(01) 0063 O Seller account number X(16) O Seller settle control ind – null ind X(01) 0064 O Seller settle control ind X(01) Y=yes, N=no For trade entry, if not entered and submitter role=S, default to Y O Seller tag number – null ind X(01) 0065 O Seller tag number X(13) O Buyer internal account – null ind X(01) 0067 O/M Buyer internal account X(16) Mandatory field for trade types C or A and submitter business role=seller O Buyer account type – null ind X(01) 0068 O Buyer account type X(02) GA=general account SA=segregated account RA=RSP account O Buyer account number – null ind X(01) 0069 O Buyer account number X(16) O Buyer settle control ind – null ind X(01) 0070 O Buyer settle control ind X(01) Y=yes, N=no For trade entry, if not entered and submitter role=B, default to Y O Buyer tag number – null ind X(01) 0071 O Buyer tag number X(13) O ESIR number – null ind X(01) 0042 O ESIR number 9(09) O Client name – null ind X(01) 0018 O Client name X(30) O Filler X(08) M Security number – null ind X(01) 0014 M Security number X(12) O Currency – null ind X(01) 0007 O Currency X(03) For trade entry, if not entered, default to CAD M Par/quantity – null ind X(01) 0008 M Par/quantity 9(11)V9(02) M Price – null ind X(01) 0009 M Price 9(08)V9(09)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
Non-exchange trade entry Message type CDST010 ID M/O Field name Size Description O Yield – null ind X(01) 0021 O Yield 9(03)V9(09) O Accrued interest – null ind X(01) 0022 O Accrued interest +9(08)V9(02) O Interest payment – null ind X(01) 0023 O Interest payment +9(08)V9(02) O Tax – null ind X(01) 0073 O Tax +9(08)V9(02) O Foreign exchange amount – null X(01) ind 0077 O Foreign exchange amount +9(08)V9(02) O Commission – null ind X(01) 0074 O Commission +9(08)V9(02) O Other amount – null ind X(01) 0078 O Other amount +9(08)V9(02) O Gross amount – null ind X(01) 0024 O Gross amount 9(11)V9(02) O Memo text line 1 – null ind X(01) 0040 O Memo text line 1 X(70) O Memo text line 2 – null ind X(01) 0041 O Memo text line 2 X(70) O Renew ind – null ind X(01) 0029 O Renew ind X(01) Ignored by trade entry O Reference ID – null ind X(01) Optional for VMU trades 0079 O Reference ID X(16) Optional for VMU trades O Block trade ID – null ind X(01) Optional for VMU trades 0080 O Block trade ID X(16) Optional for VMU trades O Block trade count – null ind X(01) Optional for VMU trades 0081 O Block trade count X(03) Optional for VMU trades O Block allocation number – null ind X(01) Optional for VMU trades 0082 O Block allocation number X(03) Optional for VMU trades O Place of settlement flag – null ind X(01) Mandatory for VMU trades 0083 O Place of settlement X(04) Mandatory for VMU trades O NEWM flag – null indicator X(01) Mandatory for VMU trades 0084 O NEWM flag X(04) Mandatory for VMU trades O Residence or region code – null X(01) ind 0085 O Residence or region code X(04)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
Non-exchange trade entry Message type CDST010 ID M/O Field name Size Description O IA (investment advisor) or X(01) RR (registered representative) code – null ind 0086 O IA (investment advisor) or X(06) RR (registered representative) code O Introducing broker or third party – X(01) null ind 0087 O Introducing broker or third party X(06) O Repo tag number - null ind X(01) 0088 O Repo tag number X(13) Applicable for repo trades with MoS SNS Filler X(21) Total length 610
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
4.9.2 Non-exchange trade modify inbound
Message type CDST100 is sent by the participant.
Non-exchange trade modify Message type CDST100 ID M/O Field name Size Description O Seller CUID – null ind X(01) 0060 O Seller CUID X(05) O Buyer CUID – null ind X(01) 0066 O Buyer CUID X(05) M CDS trade ID – null ind X(01) 0002 M CDS trade ID X(13) Format Tyyyyjjjnnnxx, where T=non-exchange trade, yyyy=year, jjj=Julian date, nnnxx=random number O Trade status – null ind X(01) 0027 O Trade status X(02) U=unconfirmed C=confirmed DK=don’t know D=delete O Trade type – null ind X(01) 0003 O Trade type X(03) Refer to Trade and Settlement Procedures O Trade date – null ind X(01) 0004 O Trade date X(08) Format yyyymmdd O Value date – null ind X(01) 0005 O Value date X(08) Format yyyymmdd O Submitter business role – null X(01) ind 0006 O Submitter business role X(01) B=buyer S=seller O Mode of settlement – null ind X(01) 0072 O Mode of settlement X(03) O Seller internal account – null ind X(01) 0061 O Seller internal account X(16) O Seller account type – null ind X(01) 0062 O Seller account type X(02) GA=general account SA=segregated account RA=RSP account O Seller account number – null ind X(01) 0063 O Seller account number X(16) O Seller settle control ind – null X(01) ind 0064 O Seller settle control ind X(01) Y=yes, N=no O Seller tag number – null ind X(01)
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Non-exchange trade modify Message type CDST100 ID M/O Field name Size Description 0065 O Seller tag number X(13) O Buyer internal account – null ind X(01) 0067 O Buyer internal account X(16) O Buyer account type – null ind X(01) 0068 O Buyer account type X(02) GA=general account SA=segregated account RA=RSP account O Buyer account number – null X(01) ind 0069 O Buyer account number X(16) O Buyer settle control ind – null X(01) ind 0070 O Buyer settle control ind X(01) Y=yes, N=no O Buyer tag number – null ind X(01) 0071 O Buyer tag number X(13) O ESIR number – null ind X(01) 0042 O ESIR number 9(09) O Client name – null ind X(01) 0018 O Client name X(30) O Filler X(08) O Security number – null ind X(01) 0014 O Security number X(12) O Currency – null ind X(01) 0007 O Currency X(03) O Par/quantity – null ind X(01) 0008 O Par/quantity 9(11)V9(02) O Price – null ind X(01) 0009 O Price 9(08)V9(09) O Yield – null ind X(01) 0021 O Yield 9(03)V9(09) O Accrued interest – null ind X(01) 0022 O Accrued interest +9(08)V9(02) O Interest payment – null ind X(01) 0023 O Interest payment +9(08)V9(02) O Tax – null ind X(01) 0073 O Tax +9(08)V9(02) O Foreign exchange amount – X(01) null ind 0077 O Foreign exchange amount +9(08)V9(02)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
Non-exchange trade modify Message type CDST100 ID M/O Field name Size Description O Commission – null ind X(01) 0074 O Commission +9(08)V9(02) O Other amount – null ind X(01) 0078 O Other amount +9(08)V9(02) O Gross amount – null ind X(01) 0024 O Gross amount 9(11)V9(02) O Memo text line 1 – null ind X(01) 0040 O Memo text line 1 X(70) O Memo text line 2 – null ind X(01) 0041 O Memo text line 2 X(70) O Renew ind – null ind X(01) 0029 O Renew ind X(01) O Reference ID – null ind X(01) Ignored by trade modify function 0079 O Reference ID X(16) Ignored by trade modify function O Block trade ID – null ind X(01) Ignored by trade modify function 0080 O Block trade ID X(16) Ignored by trade modify function O Block trade count – null ind X(01) Ignored by trade modify function 0081 O Block trade count X(03) Ignored by trade modify function O Block allocation number – null X(01) Ignored by trade modify function ind 0082 O Block allocation number X(03) Ignored by trade modify function O Place of settlement flag – null X(01) Ignored by trade modify function ind 0083 O Place of settlement X(04) Ignored by trade modify function O NEWM flag – null indicator X(01) Ignored by trade modify function 0084 O NEWM flag X(04) Ignored by trade modify function Filler X(19) O Repo tag number - null ind X(01) 0088 O Repo tag number X(13) Applicable for repo trades with mode of settlement SNS Filler X(21) Total length 610
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
4.9.3 Non-exchange trade entry and modify confirmation and notification
• CDST01C: Non-exchange trade entry confirmation (sent to message originator). • CDST01N: Non-exchange trade entry notification (sent to other trade party and/or locations requested by other trade party. If the trade is entered online (through 3270), also sent to the submitter of the trade and/or other locations requested by the submitter). Sent to both parties if a trade is created/modified by CDS (e.g., entitlement claims transaction). • CDST10C: Non-exchange trade modify confirmation (sent to message originator). • CDST10N: Non-exchange trade modify notification (sent to other trade party and/ or locations requested by other trade party. If the trade is entered online (through 3270), also sent to the submitter of the trade and/or other locations requested by the submitter). Sent to both parties if a trade is created/modified by CDS (e.g., entitlement claims transaction). • CDST90N: Non-exchange trade settlement notification message (sent to both trade parties and other locations).
Non-exchange trade entry and modify confirmation and notification Message types CDST01C/CDST01N/CDST10C/CDST10N/CDST90N Field name Size Description Seller CUID X(05) Buyer CUID X(05) CDS trade ID X(13) Format Tyyyyjjjnnnxx, where T=non-exchange trade, yyyy=year, jjj=Julian date, nnnxx=random number Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Seller ledger X(02) Buyer ledger X(02) Event ID X(13) Format ejjjyyyynnnnn Filler X(12) Business date X(08) Format yyyymmdd Repo tag number X(13) Applicable for repo trades with mode of settlement SNS Modified by submitter/acceptor ind X(01) S=submitter A=acceptor ß=system/CDS Trade status X(02) CDST01C/CDST01N=U, C or DK (DK applicable to trades submitted by SOLA) CDST10C=U or C or DK or D CDST10N=U or C or DK or D or P CDST90N=S Trade type X(03) Refer to Trade and Settlement Procedures Trade date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd
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Non-exchange trade entry and modify confirmation and notification Message types CDST01C/CDST01N/CDST10C/CDST10N/CDST90N Field name Size Description Submitter business role X(01) B=buyer S=seller Mode of settlement X(03) TFT=trade-for-trade CNS=continuous net settlement (not CDST90N) SNS=trade is targeted for novation at CDCC Seller internal account X(16) Seller account type X(02) GA=general account SA=segregated account RA=RSP account Seller account number X(16) Seller settle control ind X(01) Y=yes, N=no Seller tag number X(13) Buyer internal account X(16) Buyer account type X(02) GA=general account SA=segregated account RA=RSP account Buyer account number X(16) Buyer settle control ind X(01) Y=yes, N=no Buyer tag number X(13) ESIR number 9(09) Client name X(30) Lock indicator X(01) Y, N or blank Lock reason code X(04) 1SYS=trade locked by CDS (delivered to CDCC) SOLA=trade locked/unlocked by CDCC IDBn=if CDS locks a trade that has been submitted by an inter-dealer broker; values for IDBn are: RTR9, ICI9, COM9
Filler X(01) Security number X(12) ISIN Security type X(01) D=debt E=equity Security subtype X(02) MB=market bond MM=money market Instrument type X(03) Currency X(03) Par/quantity 9(11)V9(02) Price 9(08)V9(09) Yield 9(03)V9(09) Accrued interest +9(08)V9(02) Interest payment +9(08)V9(02)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
Non-exchange trade entry and modify confirmation and notification Message types CDST01C/CDST01N/CDST10C/CDST10N/CDST90N Field name Size Description Tax +9(08)V9(02) Foreign exchange amount +9(08)V9(02) Commission +9(08)V9(02) Other amount +9(08)V9(02) Gross amount 9(11)V9(02) Memo text line 1 X(70) Memo text line 2 X(70) Net amount 9(11)V9(02) Renew ind X(01) N=trade is not renewed Y=trade is renewed Residence or region code X(04) For CDST01C and submitter CDST01N only. This field is blank for all other messages Filler X(01) Security short name X(30) For CDST01C, CDST01N and CDST10N messages only. This field is blank for all other messages Changed field ID X(04) ID of field that has changed when entered. This field is populated with 0072 (mode of settlement) when CNS outstanding positions are allotted Change reason code X(04) Reason why mode of settlement was changed: NT=CNS netting (if status is equal or changed to D) PCNS=participant is CNS ineligible PNET=participant is CNS netting ineligible SCNS=security is CNS ineligible STFT=security is not eligible for book settlement RCNS=CNS restrictions on security PSNS=participant is not eligible for SNS SSNS-security is not eligible for SNS TSNS=cutoff time reached to enter mode of settlement SNS ZSNS=unmatched in SNS zero net matching process Pending party at fault X(01) B=buyer S=seller Pending reason code X(01) S=insufficient security F=insufficient funds C=insufficient collateral Match status code X(02) Code: M1, M2, LI, M, NM, MR, R X(03) CDS, DTC, EOC, SEB Activity source X(05) CDST01N=1NCS, 1ALTO, 1ALTI, 1MRG, 1MTCH, 1ATON, 1LINK, OMGA, 1MHUB, SOLA, COM9, ICI9, RTR9 CDST10N=1SYS, 1NCS, 1ALTO, 1ALTI, 1MRG, 1CNS, 1MTCH, SOLA, COM9, ICI9, RTR9 CDST90N=1SYS, 1BNS Reference ID X(16) Populated only for trades originating from a VMU; otherwise ßP
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Non-exchange trade entry and modify confirmation and notification Message types CDST01C/CDST01N/CDST10C/CDST10N/CDST90N Field name Size Description Block trade ID X(16) Populated only for trades originating from a VMU; otherwise ß Block trade count X(03) Populated only for trades originating from a VMU; otherwise ß Block allocation number X(03) Populated only for trades originating from a VMU; otherwise ß IA (investment advisor) or X(06) For CDST01C and submitter CDST01N only. This field is RR (registered representative) blank for all other messages code Introducing broker or third party X(06) For CDST01C and submitter CDST01N only. This field is blank for all other messages Total length 680
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Non-exchange trade message details
4.9.4 Non-exchange trade entry and modify rejection
Message types CDST01R and CDST10R are sent to the message originator.
Non-Exchange trade entry and modify rejection Message types CDST01R/CDST10R ID Field name Size Description Filler X(10) Trade ID X(13) Tag number X(13) Only for trade entry rejections; otherwise ß Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04)
Filler X(80) Total length 272
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Exchange trade message details
4.10 Exchange trade message details
Exchange trade messages include exchange trade entry, exchange trade entry confirmation and notification, and exchange trade entry rejection.
4.10.1 Exchange trade entry
Message type CDSY010 is used exclusively by exchanges to submit trades to CDS. In the second column of the detail record layout, M is mandatory and O is optional. Exchange trades with a trade type equal to BIA and MX are entered by CDS. Exchange trades with a trade type equal to X may be reported by CDS or a domestic exchange.
Exchange trade entry Message type CDSY010 ID M/O Field name Size Description M Seller CUID – null ind X(01) Y060 M Seller CUID X(05) M Buyer CUID – null ind X(01) Y066 M Buyer CUID X(05) O Source reference number – null ind X(01) Y030 O Source reference number X(26) Reference number used for internal tracking purposes by the exchange M Trade type – null ind X(01) Y003 M Trade type X(03) DP, MC, BIA, X, MX M Trade date – null ind X(01) Y004 M Trade date X(08) Format yyyymmdd Executed date of the trade M Value date – null ind X(01) Y005 M Value date X(08) Format yyyymmdd Settlement date of the trade M Market ID – null ind X(01) Y010 M Market ID X(05) Indicates the originating exchange AATS, CANX, CDCC, CDNX, CNQ, CHIX, CXD, CX2, IXCA, LQNT, LYNX, NASD, NEOE, OMEG, OTC, PURE, TCM, TSE O Trade executed time – null ind X(01) Y012 O Trade executed time X(06) Format hhmmss O Mode of settlement – null ind X(01) Y072 O Mode of settlement X(03) TFT=trade-for-trade CNS=continuous net settlement CBS=certificate-based settlement M Security number – null ind X(01) Y014 M Security number X(12) ISIN or CUSIP O Security symbol – null ind X(01)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Exchange trade message details
Exchange trade entry Message type CDSY010 ID M/O Field name Size Description Y011 O Security symbol X(08) Symbol sent by the exchange M Currency – null ind X(01) Y007 M Currency X(03) CAD, USD M Par/quantity – null ind X(01) Y008 M Par/quantity 9(11)V9(02) Number of units of the security being traded. If debt or equity price is entered, this number multiplied by the debt or equity price is equal to the net amount for settlement M Price – null ind X(01) Y009 M Price 9(08)V9(09) If debt, price per 100 of the debt instrument being traded. If equity, unit price of the equity being traded O Net amount – null ind X(01) Y025 O Net amount 9(11)V9(02) Total amount being settled. Where a debt or equity price is not given, this field contains the total amount to be settled O Settlement type – null ind X(01) Y016 O Settlement type X(01) Pass-through data only: 0=normal 1=mandatory cash 2=cash today 3=delayed delivery 4=special O Buyer info – null ind X(01) Y017 O Buyer info X(10) Identifies an individual at the buying firm in the transaction (e.g., TSE userid) O Seller info – null ind X(01) Y031 O Seller info X(10) Identifies an individual at the selling firm in the transaction (e.g. TSE userid) O Buyer sub-participant info – null ind X(01) Y019 O Buyer sub-participant info X(02) If the trade was executed on behalf of another party, this field indicates who that other party (sub-participant) is for the buyer O Seller sub-participant info – null ind X(01) Y020 O Seller sub-participant info X(02) If the trade was executed on behalf of another party, this field indicates who that other party (sub-participant) is for the seller O Buyer tag number – null ind X(01) Y071 O Buyer tag number X(13) Trade tag number of the buyer Original trade ID in the case of an exchange trade correction O Seller tag number – null ind X(01) Y065 O Seller tag number X(13) Trade tag number of the seller Same as buyer tag number
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Exchange trade message details
Exchange trade entry Message type CDSY010 ID M/O Field name Size Description O Cancel indicator – null ind X(01) Y032 O Cancel indicator X(01) Pass-through data only: Y=yes, N=no O Non-resident indicator – null ind X(01) Y033 O Non-resident indicator X(01) Pass-through data only: Y=yes, N=no Filler X(100) Total length TBA
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4.10.2 Exchange trade entry confirmation and notification
• CDSY01C: Sent back to the exchange • CDSY01N: Sent to both trade parties and other locations • CDSY10N: Sent to both trade parties and other locations • CDSY90N: Sent to both trade parties and other locations.
Exchange Trade Entry Confirmation and Notification Message Types CDSY01C/CDSY01N/CDSY10N/CDSY90N ID Field name Size Description Seller CUID X(05) Buyer CUID X(05) CDS trade ID X(13) Format Yyyyyjjjjnnnxx, where Y=exchange trade, yyyy=year, jjj=Julian date, nnnxx=random alphanumeric characters Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Seller ledger X(02) Buyer ledger X(02) Event ID X(13) Entitlement event Ejjjyyyynnnnn Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Source reference number X(26) Exchange reference ID Activity type X(02) CDSY01C/CDSY01N – EY=entered exchange trade CDSY10N/CDSY90N – SS=changed by system; D=deleted; M=modified Activity subtype X(02) CDSY01N – ß CDSY10N – N=NCS; U=user; ß=CDS Trade status X(02) CDSY01C/CDSY01N – C=confirmed (on entry) CDSY10N – C=confirmed; D=deleted; P=pending CDSY90N – S=settled Trade type X(03) DP, MC, X, BIA or MX Trade date X(08) yyyymmdd Value date X(08) yyyymmdd Market/exchange ID X(05) CDCC, CDNX, TSE, CNQ, TCM, PURE, CHIX, OMEG, AATS, CANX, NASD, OTC, ICXA, LQNT, CX2, Lynx, NEOE, XCXD Trade executed time X(06) hhmmss Mode of settlement X(03) TFT=trade-for-trade CNS=continuous net settlement (not CDSY90N) CBS=certificate-based settlement Seller ledger account type X(02) GA, SA, RA, etc. Seller ledger account number X(16)
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Exchange Trade Entry Confirmation and Notification Message Types CDSY01C/CDSY01N/CDSY10N/CDSY90N ID Field name Size Description Seller settle control ind X(01) Y=yes, N=no Seller tag number X(13) Buyer ledger account type X(02) GA, SA, RA, etc. Buyer ledger account number X(16) Buyer settle control ind X(01) Y=yes, N=no Buyer tag number X(13) Security number X(12) ISIN Security type X(01) D=debt E=equity Security subtype X(02) MB, MM, AB, PK, SI Instrument type X(03) CDA, CP, PRV, CPN, PKG, CM, PR, etc. Security symbol X(08) Security name X(30) Security short name Currency X(03) CAD, USD Par/quantity 9(11)V9(02) Price 9(08)V9(09) Net amount 9(11)V9(02) Settlement type X(01) Pass-through from the entry message: Value=0, 1, 2, 3, 4 Buyer info X(10) TSE userid Seller info X(10) TSE userid Buyer sub-participant info X(02) Seller sub-participant info X(02) Trade clearing organization X(03) CDS, DTC Activity (trade) source X(05) CDSY01N=1NCS, 1ALTO, 1ALTI, 1MRG, TSEA, CDCC, 1LINK, CNQA, PURE, TCMA, CHIX, OMEG, AATS,ICXA, LQNT, CX2, Lynx, NEOE, XCXD CDSY10N=1SYS, 1NCS, 1ALTO, 1ALTI, 1MRG, 1CONV CDSY90N=1SYS, 1BNS Cancel indicator X(01) Pass-through from the entry message Non-resident indicator X(01) Pass-through from the entry message Changed field ID X(04) ID of the field that has changed (e.g., if mode of settlement changed, this field contains the field ID of the mode of settlement) Change reason code X(04) Reason code that indicates the change (e.g., mode of settlement changed; see Change reason code on page 373) Pending party at fault X(01) Always blank for CDSY90N, otherwise: B=buyer, S=seller Pending reason code X(01) Always blank for CDSY90N, otherwise: Insufficient: C=collateral, F=funds, S=security
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Exchange Trade Entry Confirmation and Notification Message Types CDSY01C/CDSY01N/CDSY10N/CDSY90N ID Field name Size Description Filler X(98) Total length 486
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4.10.3 Exchange trade entry rejection
Message type CDSY01R is transmitted to the exchange. Source reference number, timestamp and error detail fields will always contain information. Other fields may contain information depending on the reason for rejection.
Exchange trade entry rejection Message type CDSY01R Field name Size Description Seller CUID X(05) Buyer CUID X(05) Source reference number X(26) Timestamp X(26) Format yyyy-mm-dd-hh:mm:ss:nnnnnn Seller ledger X(02) Buyer ledger X(02) Filler X(25) Business date X(08) Format yyyymmdd Filler X(13)
Error details X(80) Consists of up to 10 occurrences of: Error field ID X(04) Application error code X(04)
Filler X(80)
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4.11 Pledge message details
Pledge messages comprise data elements that are required to execute a specific business transaction or provide notifications to the parties in a transaction.
Four inbound InterLink pledge messages can be used to perform all tasks that are available online.
A set of outbound messages related to the inbound messages and a pledge settlement message are supported, as well as the CDSP05N and CDSP10N messages.
The table below lists the inbound and related outbound notification/confirmation/ rejection messages that are received depending on the action and on the type of outbound (200 series) message.
Existing Series 200 Action Inbound outbound outbound message message message New pledge Enter CDSP020 CDSP02C/R/N Outbound notification messages have function indicator C (CMS pledges) or P (CDSX pledges) Modify (DK, U, C) CDSP200 CDSP20C/R/N Pend CDSP05N CDSP05N CDSP10N CDSP10N Settle CDSU01N CDSU01N CDSP90N Existing Enter modification CDSP200 CDSP20C/R/N pledge Outbound notification messages have function indicator C (CMS pledges) or P (CDSX pledges) Modify (DK, U, C) CDSP200 CDSP20C/R/N Pend CDSP05N CDSP05N CDSP10N CDSP10N Settle CDSU01N CDSU01N CDSP90N Settle partially CDSU01N CDSU01N CDSP90N Pend remainder (multiple times) CDSP05N CDSP05N CDSP10N CDSP10N Existing Enter delete loan items CDSP220 CDSP22C/R/N pledge – delete loan Modify delete loan items (U, DK) CDSP220 CDSP22C/R/N Modify delete loan Items (C) CDSP220 CDSP22C/R/N Outbound notification messages have status C CDSP90N Existing Enter add loan items CDSP220 CDSP22C/R/N pledge – add loan Modify add loan items (U, DK) CDSP220 CDSP22C/R/N Modify add loan items (C) CDSP220 CDSP22C/R/N Outbound notification messages have status C CDSP90N
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Existing Series 200 Inbound outbound outbound Action message message message Seizure By user CDSP210 CDSP21C/R/N Outbound notification messages have status S CDSU01N CDSU01N CDSP90N System delete: outstanding pledge modification to enable seize to occur CDSP05N CDSP05N Automatic CDSU01N Outbound notification messages have status S CDSU01N CDSP90N CDSP21N System delete: outstanding pledge modification to enable seize to occur CDSP05N CDSP05N CX to CA CX to CA movements CDSU01N CDSU01N (L) movements CDSP90N
System update: update future-dated modifications CDSP20N All status Payment exchange (status from P to C) CDSP05N CDSP05N changes Holiday restriction CDSP05N CDSP05N from P to C CDS support – suspend ledger/company CDSP05N CDSP05N or C to P Overnight Delete unsettled new pledge CDSP05N CDSP05N purge Delete unsettled pledge modification CDSP05N CDSP05N Delete settled empty pledge CDSP05N CDSP05N NCS Removal of matured securities CDSU01N CDSU01N CDSP90N
Payment of funds into pledge CDSU01N CDSU01N CDSP90N
Report projected funds (update to projected funds in CDSP20N case of partial payments – multiple paying agents)
Delete unsettled new pledge CDSP05N CDSP05N Delete unsettled pledge modification CDSP05N CDSP05N
Add/delete security loan items CDSP90N Outbound notification messages have status S for CDSP22N 90N and C for 22N
Release security collateral (push-outs, instalment CDSU01N CDSP90N receipts) CDSU01N Outbound notification messages have status S
Seize security if corporate event results in a security CDSU01N CDSP21N conversion CDSP90N CDSU01N
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4.11.1 Pledge notification and confirmation (long) to submitter and acceptor
• CDSP02C: pledge entry confirmation – both CMS and CDSX pledges • CDSP02N: pledge entry notification – sent to the other pledge party and/or locations requested by the other pledge party. If the pledge is entered online, it is also sent to the submitter of the pledge and/or other locations requested by the submitter • CDSP20C: pledge modification confirmation – both to new and existing pledges • CDSP20N: pledge modification notification – both to new and existing pledges and sent to the other pledge party and/or locations requested by the other pledge party. If the pledge is modified online, it is also sent to the submitter of the pledge and/or other locations requested by the submitter. It is sent to both parties if a pledge is modified by CDS (e.g., entitlement transaction) • CDSP21C: pledge seizure confirmation • CDSP21N: pledge seizure notification – sent to the other pledge party and/or locations requested by the other pledge party. If the pledge is seized online, it is also sent to the submitter of the pledge and/or other locations requested by the submitter. It is sent to both parties if a pledge is modified by CDS (e.g., holding cheque seizure at payment exchange) • CDSP22C: pledge add/delete confirmation • CDSP22N: pledge add/delete notification – sent to the other pledge party and/or locations requested by the other pledge party. If the add/delete function is used online, it is also sent to the submitter of the pledge and/or other locations requested by the submitter. It is sent to both parties if a pledge is modified by CDS (e.g., entitlement transaction) • CDSP90N: in all cases where a ledger update occurs and/or the pledge status is changed to S, a settlement message (CDSP90N) is generated. This message reflects the settlement.
Pledge notification (long) Message types CDSP02N/CDSP02C CDSP20N/CDSP20C CDSP21N/CDSP21C CDSP22N/CDSP22C CDSP90N ID Field name Size Description Borrower CUID X(05) Lender CUID X(05) Transaction ID X(13) Format Pyyyyjjjnnnnn, where P=pledge, yyyy=year, jjj=Julian date, nnnnn=random number Transaction ID of pledge X(13) Format Qyyyyjjjnnnnn, where Q=modified pledge, modification yyyy=year, jjj=Julian date, nnnnn=random number or or Entitlement transaction ID Eyyyyjjjnnnnn, where E=entitlement modification, yyyy=year, jjj=Julian date, nnnnn=random number Update timestamp X(26)
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Pledge notification (long) Message types CDSP02N/CDSP02C CDSP20N/CDSP20C CDSP21N/CDSP21C CDSP22N/CDSP22C CDSP90N ID Field name Size Description Borrower ledger code X(02) Lender ledger code X(02) Event ID X(13) Format Ejjjyyyynnnnn Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Function indicator X(01) One of: P=CDSX pledge C=CMS pledge Modified by submitter/acceptor X(01) One of: indicator S=submitter A=acceptor ß=blank Transaction subtype X(02) One of: Q=regular modification A=add security loan items (online or entitlements processing) D=delete security loan items (online or entitlements processing) E=entitlement modification G=CX to CA movement SZ=seizure ß=blank Pledge type X(01) One of: A=advance C=special call loan D=day loan L=restricted pledge M=miscellaneous other O=daily overdraft R=regular call loan S=security loan Status code X(02) One of: U=unconfirmed C=confirmed DK=details wrong S=settled Borrower transaction role code X(01) One of: A=acceptor S=submitter Lender transaction role code X(01) One of: A=acceptor S=submitter For all CDSP21N/C messages, defaults to S Value date X(08) yyyymmdd Renew indicator X(01) Y or N Filler 9(05) Value of zeros
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Pledge notification (long) Message types CDSP02N/CDSP02C CDSP20N/CDSP20C CDSP21N/CDSP21C CDSP22N/CDSP22C CDSP90N ID Field name Size Description Borrower internal account X(16) Lender internal account X(16) Client name X(30) Memo text line 1 X(70) Memo text line 2 X(70) Funds auto seize indicator X(01) Y for CDSX pledges N for CMS pledges Partial settlement control indicator X(01) Y (default) or N Borrower collateral account type X(02) Borrower collateral account X(16) number Lender collateral account number X(16) Borrower loan account type X(02) Borrower loan account number X(16) Lender loan account type X(02) Lender loan account number X(16) Partial settlement indicator X(01) P=partial settlement F=settlement of final portion of partial settlement ß=blank Pledge currency code X(03) Pledge currency Filler X(94) No. of items 9(03) Number of items per pledge transaction Repeat 0 to 605 times Item type X(01) F=funds loan or principal change I=interest payment T=funds transfer B=borrower holding cheque L=lender holding cheque C=security collateral S=security loan R=redemption cheque/securities ISIN/currency code X(12) ISIN of the security or currency code of the funds Lender collateral account type X(02) For collateral items only Par/quantity 9(13)V9(02)
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Pledge notification (long) Message types CDSP02N/CDSP02C CDSP20N/CDSP20C CDSP21N/CDSP21C CDSP22N/CDSP22C CDSP90N ID Field name Size Description Increase/decrease indicator X(01) One of: + = increase (new items on existing pledges and increases to existing items) - = decrease (decreases to existing pledges and deleted loan items) + or - for item types F, B, L, C, S and R ß for items related to new pledges, types I and T Total length Variable Variable from 400 (0 items) to 9700 (400+31*300; 300 items)
The pledge transaction ID is populated for new pledges and for modifications to existing pledges.
The pledge modification transaction ID is populated for modifications to existing pledges.
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4.11.2 Pledge pending details notification (long) to submitter and acceptor
Message type CDSP10N is an outbound notification message sent by CDS to both parties to a pledge when a pledge pends due to insufficient securities. This message includes the party at fault’s securities that are causing the pledge to pend.
This message is received based on the following criteria: • If a participant subscribes to both the CDSP10N and CDSP05N messages, the participant receives only the CDSP10N message. • If a participant does not subscribe to the CDSP10N message, but does subscribe to the CDSP05N message, the participant receives only the CDSP05N message. • If a participant only subscribes to the CDSP10N message, the participant receives only the CDSP10N message.
For more information on the CDSP05N Pledge notification (short) message, see Pledge notification (short) to submitter and acceptor on page 392.
Pledge pending details notification (long) Message type CDSP10N ID Field name Size Description Borrower CUID X(05) Lender CUID X(05) Transaction ID X(13) Format Pyyyyjjjnnnnn, where P=pledge, yyyy=year, jjj=Julian date, nnnnn=random number Transaction ID of pledge X(13) Format Qyyyyjjjnnnnn, where Q=modified pledge, modification yyyy=year, jjj=Julian date, nnnnn=random number or or Entitlement transaction ID Eyyyyjjjnnnnn, where E=entitlement modification, yyyy=year, jjj=Julian date, nnnnn=random number Update timestamp X(26) Pending timestamp Borrower ledger code X(02) Lender ledger code X(02) Event ID X(13) Blank Filler X(12) Blank Business date X(08) Format yyyymmdd Filler X(13) Function indicator X(01) One of: P=CDSX pledge C=CMS pledge Modified by submitter/acceptor X(01) ß=blank indicator Transaction subtype X(02) One of: Q=regular modification ß=blank
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Pledge pending details notification (long) Message type CDSP10N ID Field name Size Description Pledge type X(01) One of: A=advance C=special call loan D=day loan L=restricted pledge M=miscellaneous other O=daily overdraft R=regular call loan S=security loan Status code X(02) P=pending Borrower transaction role code X(01) One of: A=acceptor S=submitter Lender transaction role code X(01) One of: A=acceptor S=submitter For all CDSP21N/C messages, defaults to S Value date X(08) yyyymmdd Renew indicator X(01) Y or N Filler 9(05) Value of zeros Borrower internal account X(16) Lender internal account X(16) Client name X(30) Memo text line 1 X(70) Memo text line 2 X(70) Funds auto seize indicator X(01) Y for CDSX pledges N for CMS pledges Partial settlement control indicator X(01) Y (default) or N Borrower collateral account type X(02) Borrower collateral account X(16) number Lender collateral account number X(16) Borrower loan account type X(02) Borrower loan account number X(16) Lender loan account type X(02) Lender loan account number X(16) Partial settlement indicator X(01) ß=blank Pledge currency code X(03) Pledge currency Pending fault party X(01) L=lender B=borrower Pending reason code X(01) S=security Filler X(94)
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Pledge pending details notification (long) Message type CDSP10N ID Field name Size Description No. of items 9(03) Number of items per pledge transaction Repeat 0 to 605 times Item type X(01) C=security collateral S=security loan ISIN/currency code X(12) ISIN of the security or currency code of the funds Lender collateral account type X(02) Blank Par/quantity 9(13)V9(02) Projected obligation Increase/decrease indicator X(01) Total length Variable Variable from 400 (0 items) to 9700 (400+31*300; 300 items)
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4.11.3 Pledge notification (short) to submitter and acceptor
Message type CDSP05N is an outbound notification message sent by CDS to the submitter and acceptor of the pledge for the following transactions: • Pending pledges • Pledge deletion by system • Reversal of pending to confirmed status by system.
For pledges that pended due to insufficient securities, both parties to the pledge receive the CDSP10N message instead of the CDSP05N message if they subscribe to both messages. For more information on the CDSP10N Pledge pending details notification (long) message, see Pledge pending details notification (long) to submitter and acceptor on page 389.
Pledge notification (short) Message type CDSP05N ID Field name Size Description Borrower CUID X(05) Lender CUID X(05) Transaction ID X(13) Format Pyyyyjjjnnnnn, where P=new pledge, yyyy=year, jjj=Julian date, nnnnn=random number Transaction ID of pledge X(13) Format Qyyyyjjjnnnnn, where Q=modified pledge, modification yyyy=year, jjj=Julian date, nnnnn=random number Update timestamp X(26) Borrower ledger code X(02) Lender ledger code X(02) Event ID X(13) Format Ejjjyyyynnnnnn Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) System activity type X(01) D=deleted S=status changed System activity subtype X(02) E=entitlement (deletion) SZ=seizure (deletion) OP=overnight purge (deletion) S=settlement (status change) PE=payment exchange (status change) SP=suspended ledger/company (status change) Status code X(02) U=unconfirmed C=confirmed DK=details wrong P=pending S=settled When the system activity type=D, the status code is the status that the pledge was in at the time of deletion and not always the current status of the pledge
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Pledge notification (short) Message type CDSP05N ID Field name Size Description Pending party at fault X(01) One of: B=borrower L=lender Pending reason code X(01) The reason why the transaction is pending: S=insufficient securities F=insufficient fund C=insufficient ACV Function indicator X(01) P=CDSX pledges C=CMS pledges Filler X(49) Total length 169
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4.11.4 CDSX pledge entry inbound
Message type CDSP020 is used exclusively to submit pledges (both CMS and CDSX) to CDS. The table below includes the message formats for submitting CDSX pledges only. In the second (fund pledges) and third (security pledges) columns of the detail record layout, M is mandatory and O is optional.
CDSX pledge entry Message type CDSP020
Field FND SEC Business function Size Description ID plg plg M M Borrower CUID null indicator X(01) 0001 M M Borrower CUID X(05) Must be the same as MBCV participant CUID if sender business role code=B M M Lender CUID null indicator X(01) 0002 M M Lender CUID X(05) Must be the same as MBCV participant CUID if sender business role code=L Filler X(14) M M Function indicator null indicator X(01) 0004 M M Function indicator X(01) P=CDSX pledge M M Pledge type null indicator X(01) 0005 M M Pledge type X(01) One of: D=day loan C=special call loan R=regular call loan S=security loan A=funds advance O=daily overdraft M=miscellaneous L=restricted M M Sender business role code null X(01) indicator 0006 M M Sender business role code X(01) One of: B=borrower L=lender Sender role code points to borrower or lender CUID, which must be the same as MBCV participant CUID Filler X(07) O O Value date null indicator X(01) 0010 O O Value date X(08) Format yyyymmdd Defaults to CBD, if not entered If specified, cannot be past value date or be future-dated by more than 365 days O O Borrower internal account null X(01) indicator 0011 O O Borrower internal account X(16) O O Lender internal account null X(01) indicator
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CDSX pledge entry Message type CDSP020 Field FND SEC ID plg plg Business function Size Description 0012 O O Lender internal account X(16) O O Client name null indicator X(01) 0013 O O Client name X(30) M M Pledge currency code null X(01) indicator 0014 M M Pledge currency code X(03) Must be the same as loan currency code if loan amount is present in 0025 O O Collateral account type null X(01) indicator 0015 O O Collateral account type X(02) If not specified, defaults to: CX=lender collateral account GA=borrower collateral account O O Collateral account number null X(01) indicator 0016 O O Collateral account number X(16) If not specified, defaults to 000 N/A O Security loan account type null X(01) indicator 0017 N/A O Security loan account type X(02) For security loan pledges, default if not specified: GA=lender and borrower loan account N/A O Security loan account null X(01) indicator 0018 N/A O Security loan account number X(16) For security loan pledges, defaults to 000 if not specified O O Memo text-1 null indicator X(01) 0019 O O Memo text-1 X(70) O O Memo text-2 null indicator X(01) 0020 O O Memo text-2 X(70) Filler X(104) O O Item number null indicator X(01) 0023 O O Item number 9(04) Must be zero or greater than zero Fund load pledges cannot be greater than 41 (1 fund loan and 40 collateral items) Security loan pledges cannot be greater than 80 (both loan and collateral items cannot be greater than 40) O O Item type null indicator X(01) Occurs ‘item number’ times
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CDSX pledge entry Message type CDSP020 Field FND SEC ID plg plg Business function Size Description 0024 O O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be one of: F=funds loan B=borrower holding cheque C=security collateral S=security loan Fund loan pledges: S is not allowed and multiple occurrences of F and B are not allowed Security loan pledges: F is not allowed and multiple occurrences of B is not allowed O O ISIN/currency null indicator X(01) 0025 O O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be ISIN or CUSIP Multiple occurrences of the same security cannot be security collateral or security loan Occurs ‘item number’ times Filler X(03) O O Par/fund value null indicator X(01) Occurs ‘item number’ times O O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + If ß, defaults to + Occurs ‘item number’ times 0027 O O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and value must be greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 3048 (408+33*80; 80 items)
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4.11.5 CDSX new pledge modify inbound
A new pledge is defined as a pledge that has never settled (never been in S status). Message type CDSP200 is used to submit modifications of both new and existing pledges (both CMS and CDSX) to CDS. The table below includes the message formats for modifying new CDSX pledges. In the second (fund pledges) and third (security pledges) columns of the detail record layout, M is mandatory and O is optional.
CDSX pledge modify – new pledge Message type CDSP200 FND SEC Field plg plg ID Business function Size Description NP NP O O Borrower CUID null indicator X(01) 0001 O O Borrower CUID X(05) Required if sender role code=B Then borrower CUID must be the same as MBCV participant CUID O O Lender CUID null indicator X(01) 0002 O O Lender CUID X(05) Required if sender role code=L Then lender CUID must be the same as MBCV participant CUID M M Pledge ID null indicator X(01) 0003 M M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M M Function indicator null indicator X(01) 0004 M M Function indicator X(01) P=CDSX pledge O O Pledge type null indicator X(01) 0005 O O Pledge type X(01) One of: D=day loan C=special call loan R=regular call loan S=security loan A=funds advance O=daily overdraft M=miscellaneous L=restricted M M Sender business role code null X(01) indicator 0006 M M Sender business role code X(01) One of: B=borrower L=lender O O Status null indicator X(01) 0007 O O Status X(02) If not included in message, and financial data is changed, defaults to U Valid values: DK, U, P, C Filler X(02) O O Renew indicator null indicator X(01)
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CDSX pledge modify – new pledge Message type CDSP200 FND SEC Field plg plg Business function Size Description ID NP NP 0009 O O Renew indicator X(01) If entered, can only be Y or N If transaction entered before payment exchange, defaults to N Y must not be entered before payment exchange O O Value date null indicator X(01) 0010 O O Value date X(08) Format yyyymmdd If specified, cannot be past value date or be future-dated by more than 365 days O O Borrower internal account null X(01) indicator 0011 O O Borrower internal account X(16) Can only be modified if sender is borrower O O Lender internal account null X(01) indicator 0012 O O Lender internal account X(16) Can only be modified if sender is lender O O Client name null indicator X(01) 0013 O O Client name X(30) O O Pledge currency code null X(01) indicator 0014 O O Pledge currency code X(03) O O Collateral account type null X(01) indicator 0015 O O Collateral account type X(02) O O Collateral account number null X(01) indicator 0016 O O Collateral account number X(16) N/A O Security loan account type null X(01) indicator 0017 N/A O Security loan account type X(02) N/A O Security loan account number X(01) null indicator 0018 N/A O Security loan account number X(16) O O Memo text-1 null indicator X(01) 0019 O O Memo text-1 X(70) O O Memo text-2 null indicator X(01) 0020 O O Memo text-2 X(70) Filler X(104) O O Item number null indicator X(01)
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CDSX pledge modify – new pledge Message type CDSP200 FND SEC Field plg plg Business function Size Description ID NP NP 0023 O O Item number 9(04) Must be zero or greater than zero Fund load pledges: cannot be greater than 80 (only 40 can be new collateral items) Security loan pledges: cannot be greater than 80 (both new loan and new collateral items cannot be greater than 40) O O Item type null indicator X(01) Occurs ‘item number’ times 0024 O O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be one of: F=funds B=borrower holding cheque C=security collateral S=security loan Fund loan pledges: F, B or C only Multiple occurrences of B or F allowed only if borrower holding cheque or fund loan is being completely substituted to another currency Security loan pledges: S, B or C only Multiple occurrences of B allowed only if borrower holding cheque is being completely substituted to another currency O O ISIN/currency null indicator X(01) Occurs ‘item number’ times 0025 O O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero ISIN or CUSIP only allowed for S and C Multiple occurrences of the same security cannot be security collateral or security loan Currency for B and F only Occurs ‘item number’ times Filler X(03) O O Par/fund value null indicator X(01) Occurs ‘item number’ times O O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + If ß, defaults to + Occurs ‘item number’ times 0027 O O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 3048 (408+33*80; 80 items)
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4.11.6 CDSX existing pledge modify inbound
An existing pledge is defined as a pledge that has previously settled (is or has been in S status previously). Message type CDSP200 is used to submit modifications of both new and existing pledges (both CMS and CDSX) to CDS. The table below includes the message formats for modifying existing CDSX pledges. In the second (fund pledges) and third (security pledges) columns of the detail record layout, M is mandatory and O is optional.
CDSX pledge modify – existing pledge Message type CDSP200 FND SEC Field plg plg ID Business function Size Description EP EP O O Borrower CUID null indicator X(01) 0001 O O Borrower CUID X(05) Required if sender role code=B Then borrower CUID must be the same as MBCV participant CUID and CUID must be the same as CUID in original pledge O O Lender CUID null indicator X(01) 0002 O O Lender CUID X(05) Required if sender role code=L Then lender CUID must be the same as MBCV participant CUID and CUID must be the same as CUID in original pledge M M Pledge ID null indicator X(01) 0003 M M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M M Function indicator null indicator X(01) 0004 M M Function indicator X(01) P=CDSX pledge Filler X(02) M M Sender business role code null X(01) indicator 0006 M M Sender business role code X(01) One of: B=borrower L=lender O O Status null indicator X(01) 0007 O O Status X(02) If not included in message, and financial data is changed, defaults to U Valid values: DK, U, P, C O O Filler X(02) O O Renew indicator null indicator X(01) 0009 O O Renew indicator X(01) If entered, can only be Y or N If transaction entered before payment exchange, defaults to N Y must not be entered before payment exchange O O Value date null indicator X(01)
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CDSX pledge modify – existing pledge Message type CDSP200 FND SEC Field plg plg Business function Size Description ID EP EP 0010 O O Value date X(08) Format yyyymmdd O O Borrower internal account null X(01) indicator 0011 O O Borrower internal account X(16) Can only be modified if sender is borrower O O Lender internal account null X(01) indicator 0012 O O Lender internal account X(16) Can only be modified if sender is lender Filler X(35) O O Collateral account type null X(01) indicator 0015 O O Collateral account type X(02) If sender business role=L, must be ß Filler X(17) N/A O Security loan account type null X(01) indicator 0017 N/A O Security loan account type X(02) Filler X(17) O O Memo text-1 null indicator X(01) 0019 O O Memo text-1 X(70) O O Memo text-2 null indicator X(01) 0020 O O Memo text-2 X(70) O O Partial pledge indicator null X(01) indicator 0021 O O Partial pledge indicator X(01) If entered, can only be Y or N If not entered, defaults to Y Filler X(102) O O Item number null indicator X(01) 0023 O O Item number 9(04) Must be zero or greater than zero If 0007=DK or 0008=Y, must be zero Cannot be greater than 82 items O O Item type null indicator X(01) Occurs ‘item number’ times
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CDSX pledge modify – existing pledge Message type CDSP200 FND SEC Field plg plg Business function Size Description ID EP EP 0024 O O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be one of: F=funds loan or principal change I=interest payment T=funds transfer B=borrower holding cheque L=lender holding cheque C=security collateral S=security loan Fund loan pledges: S not allowed Security loan pledges: F not allowed Multiple occurrences of F, I or T not allowed O O ISIN/currency null indicator X(01) Occurs ‘item number’ times 0025 O O ISIN/currency X(12) If 0023 is zero, not applicable ISIN or CUSIP only allowed for S and C Multiple occurrences of the same security and lender collateral account type are not allowed for item type C Multiple occurrences of same security are not allowed for item type S Currency for I, F, T, B and L only Currency for I, F and T must be the same as pledge currency Occurs ‘item number’ times O O Lender collateral account type X(01) Occurs ‘item number’ times null indicator 0026 O O Lender collateral account type X(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero If 0024 is S, F, I or T, must be ß Can only be entered for B, L or C and then must be CA or CX Occurs ‘item number’ times O O Par/fund value null indicator X(01) Occurs ‘item number’ times O O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + or - If ß, defaults to + Occurs ‘item number’ times 0027 O O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 3114 (408+33*82; 82 items)
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4.11.7 CMS pledge entry inbound
Message type CDSP020 is used exclusively to submit pledges (both CMS and CDSX) to CDS. The table below includes the message formats for submitting CMS pledges only. In the second column of the detail record layout, M is mandatory and O is optional.
CMS pledge entry Message type CDSP020
Field CMS Business function Size Description ID M Borrower CUID null indicator X(01) 0001 M Borrower CUID X(05) Must be same as MBCV participant CUID M Lender CUID null indicator X(01) 0002 M Lender CUID X(05) Must be CDS CUID Filler X(14) M Function indicator null indicator X(01) 0004 M Function indicator X(01) C=CMS pledge M Pledge type null indicator X(01) 0005 M Pledge type X(01) One of: D=day loan C=special call loan R=regular call loan A=funds advance O=daily overdraft M=miscellaneous L=restricted S=security M Sender business role code null X(01) indicator 0006 M Sender business role code X(01) B=borrower Filler X(07) O Value date null indicator X(01) 0010 O Value date X(08) Format yyyymmdd Defaults to CBD, if not entered If specified, cannot be past value date or be future- dated by more than 365 days O Borrower internal account null X(01) indicator 0011 O Borrower internal account X(16) O Lender internal account null X(01) indicator 0012 O Lender internal account X(16) O Client name null indicator X(01) 0013 O Client name X(30) M Pledge currency code null X(01) indicator
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CMS pledge entry Message type CDSP020 Field ID CMS Business function Size Description 0014 M Pledge currency code X(03) Must be the same as collateral pool currency code O Collateral account type null X(01) indicator 0015 O Collateral account type X(02) If not specified, defaults to: GA=borrower collateral account O Collateral account number null X(01) indicator 0016 O Collateral account number X(16) If not specified, defaults to 000 Filler X(20) O Memo text-1 null indicator X(01) 0019 O Memo text-1 X(70) O Memo text-2 null indicator X(01) 0020 O Memo text-2 X(70) Filler X(104) O Item number null indicator X(01) 0023 O Item number 9(04) Must be zero or greater than zero Cannot be greater than 40 (40 collateral items) O Item type null indicator X(01) Occurs ‘item number’ times 0024 O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be C=security collateral O ISIN/currency null indicator X(01) Occurs ‘item number’ times 0025 O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be ISIN or CUSIP Multiple occurrences of the same security are not allowed Occurs ‘item number’ times Filler X(03) O Par/fund value null indicator X(01) Occurs ‘item number’ times O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + If ß, defaults to + Occurs ‘item number’ times 0027 O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and value must be greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 1728 (408+33*40; 40 items)
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4.11.8 CMS new pledge modify inbound
A new pledge is defined as a pledge that has never settled (never been in S status). Message type CDSP200 is used to submit modifications of both new and existing pledges (both CMS and CDSX) to CDS. The table below includes the message formats for modifying new CMS pledges. In the second column of the detail record layout, M is mandatory and O is optional.
CMS pledge modify – new pledge Message type CDSP200 Field CMS ID NP Business function Size Description M Borrower CUID null indicator X(01) 0001 M Borrower CUID X(05) Must be same as MBCV participant CUID O Lender CUID null indicator X(01) 0002 O Lender CUID X(05) If entered, must be CDS CUID M Pledge ID null indicator X(01) 0003 M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M Function indicator null indicator X(01) 0004 M Function indicator X(01) C=CMS pledge O Pledge type null indicator X(01) 0005 O Pledge type X(01) One of: D=day loan C=special call loan R=regular call loan A=funds advance O=daily overdraft M=miscellaneous L=restricted S=security M Sender business role code null X(01) indicator 0006 M Sender business role code X(01) B=borrower O Status null indicator X(01) 0007 O Status X(02) If not included in message, and financial data is changed, defaults to U Valid values: DK, U, P, C Filler X(02) O Renew indicator null indicator X(01) 0009 O Renew indicator X(01) If entered, can only be Y or N If transaction entered before payment exchange, defaults to N Y must not be entered before payment exchange O Value date null indicator X(01)
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CMS pledge modify – new pledge Message type CDSP200 Field CMS ID NP Business function Size Description 0010 O Value date X(08) Format yyyymmdd If specified, cannot be past value date or be future- dated by more than 365 days O Borrower internal account null X(01) indicator 0011 O Borrower internal account X(16) Filler X(17) O Client name null indicator X(01) 0013 O Client name X(30) O Pledge currency code null X(01) indicator 0014 O Pledge currency code X(03) O Collateral account type null X(01) indicator 0015 O Collateral account type X(02) O Collateral account number null X(01) indicator 0016 O Collateral account number X(16) Filler X(20) O Memo text-1 null indicator X(01) 0019 O Memo text-1 X(70) O Memo text-2 null indicator X(01) 0020 O Memo text-2 X(70) Filler X(104) O Item number null indicator X(01) 0023 O Item number 9(04) Must be zero or greater than zero Cannot be greater than 80 (new collateral items cannot be greater than 40) O Item type null indicator X(01) Occurs ‘item number’ times 0024 O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be C only O ISIN/currency null indicator X(01) Occurs ‘item number’ times 0025 O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be ISIN or CUSIP Multiple occurrences of same security are not allowed Occurs ‘item number’ times Filler X(03) O Par/fund value null indicator X(01) Occurs ‘item number’ times
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CMS pledge modify – new pledge Message type CDSP200 Field CMS ID NP Business function Size Description O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + If ß, defaults to + Occurs ‘item number’ times 0027 O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 3048 (408+33*80; 80 items)
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4.11.9 CMS existing pledge modify inbound
An existing pledge is defined as a pledge that has previously settled (has been in S status previously). Message type CDSP200 is used to submit modifications of both new and existing pledges (both CMS and CDSX) to CDS. The table below includes the message formats for modifying existing CMS pledges. In the second column of the detail record layout, M is mandatory and O is optional.
CMS pledge modify – existing pledge Message type CDSP200 Field CMS ID EP Business function Size Description M Borrower CUID null indicator X(01) 0001 M Borrower CUID X(05) Must be the same as MBCV participant CUID and must be the borrower in original pledge O Lender CUID null indicator X(01) 0002 O Lender CUID X(05) If entered, must be CDS CUID Must be the same CUID as in original pledge M Pledge ID null indicator X(01) 0003 M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M Function indicator null indicator X(01) 0004 M Function indicator X(01) C=CMS pledge Filler X(02) M Sender business role code null X(01) indicator 0006 M Sender business role code X(01) B=borrower O Status null indicator X(01) 0007 O Status X(02) O Delete pledge null indicator X(01) 0008 O Delete pledge X(01) If entered, can only be Y or N O Renew indicator null indicator X(01) 0009 O Renew indicator X(01) If entered, can only be Y or N If transaction entered before payment exchange, defaults to N Y must not be entered before payment exchange O Value date null indicator X(01) 0010 O Value date X(08) Format yyyymmdd O Borrower internal account null X(01) indicator 0011 O Borrower internal account X(16) Filler X(52) O Collateral account type null X(01) indicator
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CMS pledge modify – existing pledge Message type CDSP200 Field CMS ID EP Business function Size Description 0015 O Collateral account type X(02) Filler X(37) O Memo text-1 null indicator X(01) 0019 O Memo text-1 X(70) O Memo text-2 null indicator X(01) 0020 O Memo text-2 X(70) O Partial pledge indicator null X(01) indicator 0021 O Partial pledge indicator X(01) If entered, can only be Y or N If not entered, defaults to Y Filler X(102) O Item number null indicator X(01) 0023 O Item number 9(04) Must be zero or greater than zero Cannot be greater than 80 (new collateral items cannot be greater than 40) O Item type null indicator X(01) Occurs ‘item number’ times 0024 O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be C or B Occurs ‘item number’ times O ISIN/currency null indicator X(01) Occurs ‘item number’ times 0025 O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be ISIN or CUSIP If adding or increasing collateral, must be pool eligible Multiple occurrences of same security and lender collateral account are not allowed Occurs ‘item number’ times O Lender collateral account type X(01) Occurs ‘item number’ times null indicator 0026 O Lender collateral account type X(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero and must be CX or CA Occurs ‘item number’ times O Par/fund value null indicator X(01) Occurs ‘item number’ times O Par/fund value sign X(01) If 0023 is zero, not applicable If item number is greater than zero, can only be + or - If ß, defaults to + Occurs ‘item number’ times
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CMS pledge modify – existing pledge Message type CDSP200 Field CMS ID EP Business function Size Description 0027 O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 3048 (408+33*80; 80 items)
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4.11.10 Pledge seizure inbound
The table below includes the message formats for submitting a pledge seizure message. Only the lender of the pledge can submit this message. In the second (fund pledges) and third (security pledges) columns of the detail record layout, M is mandatory and O is optional.
Pledge seizure Message type CDSP210
Field FND SEC Business function Size Description ID plg plg O O Borrower CUID null indicator X(01) 0001 O O Borrower CUID X(05) M M Lender CUID null indicator X(01) 0002 M M Lender CUID X(05) Must be the same as MBCV participant CUID M M Pledge ID null indicator X(01) 0003 M M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M M Function indicator null X(01) indicator 0004 M M Function indicator X(01) P=CDSX pledge Filler X(02) M M Sender business role code X(01) null indicator 0006 M M Sender business role code X(01) L=lender Filler X(269) M M Collateral seize code null X(01) indicator 0022 M M Collateral seize code X(01) A=all S=all security collateral (does not include holding cheque) I=identify (identify each item) Filler X(100) O O Item number null indicator X(01) 0023 O O Item number 9(04) Must be zero or greater than zero If collateral seize indicator is S or A, must be zero Cannot be greater than 40 O O Item type null indicator X(01) Occurs ‘item number’ times 0024 O O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can only be: B=borrower holding cheque C=security collateral O O ISIN/currency null indicator X(01) Occurs ‘item number’ times
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Pledge seizure Message type CDSP210 Field FND SEC ID plg plg Business function Size Description 0025 O O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can be ISIN or CUSIP Multiple occurrences of same security and lender collateral account type are not allowed Occurs ‘item number’ times O O Lender collateral account type X(01) Occurs ‘item number’ times null indicator 0026 O O Lender collateral account type X(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero If entered, can only be CA or CX Occurs ‘item number’ times O O Par/fund value null indicator X(01) Occurs ‘item number’ times O O Par/fund value sign X(01) If 0023 is zero, not applicable If 0023 is greater than zero, can only be +, -, or ß If ß, defaults to - If +, changed to - 0027 O O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Must be full value of security in specified collateral account Occurs ‘item number’ times Total length Variable from 408 (0 items) to 1728 (408+33*40; 40 items)
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4.11.11 Add/delete loan item inbound
The table below includes the message formats for submitting an add or delete loan item message. In the second column of the detail record layout, M is mandatory and O is optional.
Add/delete loan items Message type CDSP220 Field ID M/O Business function Size Description O Borrower CUID null indicator X(01) 0001 O Borrower CUID X(05) Required if sender role code=B Then borrower CUID must be the same as MBCV participant CUID O Lender CUID null indicator X(01) 0002 O Lender CUID X(05) Required if sender role code=L Then lender CUID must be the same as MBCV participant CUID M Pledge ID null indicator X(01) 0003 M Pledge ID X(13) Format Pyyyyjjjnnnxx, where: P=pledge, yyyy=year, jjj=Julian date, nnnxx=random number M Function indicator null indicator X(01) 0004 M Function indicator X(01) P=CDSX pledge O Pledge type null indicator X(01) 0005 O Pledge type X(01) If entered, must be S M Sender business role code null X(01) indicator 0006 M Sender business role code X(01) One of: B=borrower L=lender O Status null indicator X(01) 0007 O Status X(02) Filler X(368) O Item number null indicator X(01) 0023 O Item number 9(04) Must be zero or greater than zero Cannot be greater than 80 (new items cannot be greater than 40) O Item type null indicator X(01) Occurs ‘item number’ times 0024 O Item type X(01) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Must be S Occurs ‘item number’ times O ISIN/currency null indicator X(01) Occurs ‘item number’ times
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Add/delete loan items Message type CDSP220 Field ID M/O Business function Size Description 0025 O ISIN/currency X(12) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Can only be ISIN or CUSIP Occurs ‘item number’ times Filler X(03) O Par/fund value null indicator X(01) Occurs ‘item number’ times O Par/fund value sign X(01) If 0023 is zero, not applicable + to add an item - to delete an item If ß, defaults to + Occurs ‘item number’ times 0027 O Par/fund value 9(11)V9(02) If 0023 is zero, not applicable Mandatory if 0023 is greater than zero Occurs ‘item number’ times Total length Variable from 408 (0 items) to 1728 (408+33*40; 40 items)
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4.11.12 Pledge rejection
When an inbound message is rejected for any reason, a rejection message (CDSP**R) is sent to the submitter of the message.
Pledge rejection Message types CDSP02R/CDSP20R CDSP21R/CDSP22R ID Field name Size Description Borrower CUID X(05) Lender CUID X(05) Pledge ID X(13) Format Pyyyyjjjnnnnn, where P=pledge, yyyy=year, jjj=Julian date, nnnnn=random number Transaction ID of pledge X(13) Format Qyyyyjjjnnnnn, where Q=modified pledge, modification yyyy=year, jjj=Julian date, nnnnn=random number Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Borrower ledger code X(02) Lender ledger code X(02) Filler X(25) Business date X(08) Format yyyymmdd Filler X(13) Repeats error line 10 times Error field ID X(04) Error field occurrence X(04) Application error code X(04)
Filler X(40)
Total length 272
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4.12 Inter-account movement message details
Inter-account movement messages contain information that will create an inter- account movement and/or provide notification to the parties in the transaction.
4.12.1 Inter-account movement submission message
Message type CDSA020 is sent by the submitter.
Inter-account movement submission Message type CDSA020 ID M/O Field name Size Description A001 M From CUID X(05) A002 M To CUID X(05) If blank, default is from CUID A003 M Par/quantity 9(11)V9(02) Leading zeros must be present e.g., 0000002000000 A006 M ISIN/CUSIP X(12) A007 M From account type X(02) A008 M From account number X(16) A009 M To account type X(02) A010 M To account number X(16) N/A Filler X(35) Total length 106
4.12.2 Inter-account movement rejection message
Message type CDSA02R is sent to the submitter.
Inter-account movement rejection Message type CDSA02R M/O Field name Size Description N/A Filler X(36) M Update timestamp X(26) Time of rejection N/A Filler X(29) N/A Business date X(08) Format yyyymmdd N/A Filler X(13) M Error field ID #1 X(04) M Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04)
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Inter-account movement rejection Message type CDSA02R M/O Field name Size Description N/A Filler X(80) Total length 272
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4.12.3 Inter-account movement confirmation, notification and third-party notification
Message type CDSA02C (confirmation) is sent to the submitter. Message type CDSA02N (inter-account notification/third-party notification) is sent to multiple locations.
Inter-account movement confirmation and notification Message types CDSA02C/CDSA02N ID M/O Field name Size Description A001 M From CUID X(05) A002 M To CUID X(05) M Inter-account movement transaction X(13) ID N/A Filler X(13) M Update timestamp X(26) Time of update M From ledger X(02) M To ledger X(02) N/A Filler X(25) N/A Business date X(08) Format yyyymmdd N/A Filler X(13) A003 M Par/quantity/amount 9(13)V9(02) A006 M ISIN X(12) A007 M From account type X(02) A008 M From account number X(16) A009 M To account type X(02) A010 M To account number X(16) N/A Filler X(45) Total length 220
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4.13 Funds transfer message details
Funds transfer messages contain information that will create a funds transfer and/or provide notification to the parties in the transaction.
4.13.1 Funds transfer submission message
Message type CDSA010 is sent by the submitter.
Funds transfer submission Message type CDSA010 ID M/O Field name Size Description A001 M From CUID X(05) A002 M To CUID X(05) A003 M Par/quantity 9(11)V99 Leading zeros must be present e.g., 0000001000000 A004 M Currency code X(03) A005 O Memo text X(140) N/A Filler X(34) Total length 200
4.13.2 Funds transfer rejection message
Message type CDSA01R is sent to the submitter.
Funds transfer rejection Message type CDSA01R M/O Field name Size Description N/A Filler X(36) M Update timestamp X(26) Time of rejection N/A Filler X(29) N/A Business date X(08) Format yyyymmdd N/A Filler X(13) M Error field ID #1 X(04) M Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) N/A Filler X(80) Total length 272
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4.13.3 Funds transfer confirmation, notification and third-party notification
Message type CDSA01C (confirmation) is sent to the submitter. CDSA01N (funds transfer notification/third-party notification) is sent to multiple locations.
Funds transfer confirmation and notification Message types CDSA01C/CDSA01N ID M/O Field name Size Description A001 M From CUID X(05) A002 M To CUID X(05) M Funds transfer transaction ID X(13) N/A Filler X(13) M Update timestamp X(26) Time of update M From ledger X(02) M To ledger X(02) N/A Filler X(25) N/A Business date X(08) Format yyyymmdd N/A Filler X(13) A003 M Par/quantity/amount 9(13)V9(02) A004 M Currency code X(03) A005 O Memo X(140) N/A Filler X(30) Total length 300
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4.14 Deposit message layouts
The participant can send a deposit entry using an InterLink message. If the data passes the CDSX edits, the transaction is populated in CDSX and a deposit confirmation Interlink message is generated. If the data does not pass the edits, a deposit rejection message is produced.
The deposit notification messages provide details of the deposit to the participant and the custodian.
The custodian can use the deposit modify InterLink message to confirm or reject a deposit.
4.14.1 Deposit entry message inbound
Message type CDSD010 is sent by the participant for population in CDSX.
Deposit entry Message type CDSD010 Null ID M/O Field name Size ind Description value M Participant CUID – null ind X(01) 1 D001 M Participant CUID X(05) M Custodian CUID – null ind X(01) 1 D002 M Custodian CUID X(05) N/A CDS deposit ID – null ind X(01) D003 N/A CDS deposit ID X(13) M Participant account type – null ind X(01) 1 D004 M Participant account type X(02) M Participant account number – null ind X(01) 1 D005 M Participant account number X(16) M Participant tag number – null ind X(01) 1 or 0 D006 O Participant tag number X(13) N/A Status code – null ind X(01) D007 N/A Status code X(02) N/A Reason code – null ind X(01) D008 N/A Reason code X(02) M Request date – null ind X(01) 1 or 0 D009 O Request date X(08) Format yyyymmdd Defaults to current date if not entered N/A Effective date – null ind X(01) D010 N/A Effective date X(08)
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Deposit entry Message type CDSD010 Null ID M/O Field name Size ind Description value M Security number – null ind X(01) 1 D011 M Security number X(12) M Par/quantity – null ind X(01) 1 D012 M Par/quantity 9(11)V9(02) M Service level – null ind X(01) 1 D013 M Service level X(03) M Window location – null ind X(01) 1 or 0 D014 O Window location X(03) N/A Transfer fee – null ind X(01) D015 N/A Transfer fee 9(05)V(02) N/A Transfer fee currency code – null ind X(01) D016 N/A Transfer fee currency code X(03) M Memo text line 1 – null ind X(01) 1 or 0 D017 O Memo text line 1 X(70) M Memo text line 2 – null ind X(01) 1 or 0 D018 O Memo text line 2 X(70) M Sup Doc Incl – null ind X(01) 1 D023 M Sup Doc Incl X(01) M Reg Name – null ind X(01) 1 or 0 D024 O Reg Name X(60) M Release Location – null ind X(01) 1 D025 M Release Location X(03) M Transaction subtype – null ind X(01) 1 D026 M Transaction subtype X(02) CA=corporate action GT=global transfer TO=treasury order M Transfer request reference ID – null X(01) 1 or 0 ind D027 M Transfer request reference ID X(14) Filler X(138) Reserved for future use M Number of certificate items – null ind X(01) 1 or 0 D019 O Number of certificate items 9(03) Number of certificate items within the deposit (0 to 100) Repeat 0 to 100 times - deposit certificate details (each item 61 characters) N/A Certificate item number – null ind X(01) D020 N/A Certificate item number 9(03) M Certificate number – null ind X(01) 1 or 0
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Deposit entry Message type CDSD010 Null ID M/O Field name Size ind Description value D021 O Certificate number X(12) M Denomination – null ind X(01) 1 or 0 D022 O Denomination 9(11)V9(06) Filler X(26) Total length Variable (from 500 to 6600 characters)
4.14.2 Deposit modify message inbound
Message type CDSD050 is sent by the custodian to confirm or reject a deposit. In the second column of the detail record layout, M is mandatory and O is optional. 0 in the null indicator value column denotes not entered; 1 denotes entered.
Deposit modify Message type CDSD050 Null ID M/O Field name Size ind Description value M Participant CUID – null ind X(01) 0 D001 O Participant CUID X(05) M Custodian CUID – null ind X(01) 1 D002 M Custodian CUID X(05) M CDS deposit ID – null ind X(01) 1 D003 M CDS deposit ID X(13) Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number M Participant account type – null ind X(01) 0 D004 O Participant account type X(02) M Participant account number – null ind X(01) 0 D005 O Participant account number X(16) M Participant tag number – null ind X(01) 0 D006 O Participant tag number X(13) M Status code – null ind X(01) 1 D007 M Status code X(02) U=unconfirmed C=confirmed R=rejected M Reason code – null ind X(01) 1 or 0 D008 O Reason code X(02) M Request date – null ind X(01) 0 D009 O Request date X(08) Format yyyymmdd
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Deposit modify Message type CDSD050 Null ID M/O Field name Size ind Description value M Effective date – null ind X(01) 1 or 0 D010 O Effective date X(08) Format yyyymmdd Defaults to current date if not entered M Security number – null ind X(01) 1 or 0 D011 O Security number X(12) M Par/quantity – null ind X(01) 1 or 0 D012 O Par/quantity 9(11)V9(02) M Service level – null ind X(01) 0 D013 O Service level X(03) M Window location – null ind X(01) 0 D014 O Window location X(03) M Transfer fee – null ind X(01) 1 or 0 D015 O Transfer fee 9(05)V(02) M Transfer fee currency code – null ind X(01) 1 or 0 D016 O Transfer fee currency code X(03) Defaults to CAD if not entered M Memo text line 1 – null ind X(01) 1 or 0 D017 O Memo text line 1 X(70) M Memo text line 2 – null ind X(01) 1 or 0 D018 O Memo text line 2 X(70) Filler X(223) Reserved for future use M Number of certificate items – null ind X(01) 0 D019 O Number of certificate items 9(03) Number of certificate items within the deposit 0 to 100 on entry notification 0 on modify confirmation/notification Repeat 0 to 100 times – deposit certificate details (each item 61 characters) M Certificate item number – null ind X(01) 0 D020 O Certificate item number 9(03) 1 to 100 M Certificate number – null ind X(01) 0 D021 O Certificate number X(12) M Denomination number – null ind X(01) 0 D022 O Denomination 9(11)V9(06) Filler X(26) Total length Variable (from 500 to 6600 characters)
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4.14.3 Deposit entry confirmation/notification
Message types CDSD01C and CDSD01N are outbound messages sent to participants and custodians/transfer agents: • CDSD01C – Depost entry confirmation to the participant • CDSD01N – Deposit entry notification to the participant and the custodian/transfer agent.
CDSD01C and CDSD01N include certificate details.
Deposit entry confirmation/notification Message types CDSD01C/CDSD01N Field name Size Description Participant CUID X(05) Custodian CUID X(05) CDS deposit ID X(13) Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Filler X(13) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Participant ledger code X(02) Filler X(27) Business date X(08) Format yyyymmdd Filler X(13) Activity type X(02) EN=entry UC=user change Transfer agent CUID X(05) Participant account type X(02) Participant account number X(16) Participant tag number X(13) Status code X(02) U=unconfirmed C=confirmed R=rejected Reason code X(02) Request date X(08) Format yyyymmdd Value date X(08) ß Effective date X(08) ß Security number X(12) Security type X(01) Par/quantity 9(11)V9(02) Change indicator X(01) ß Service level X(03) Window location X(03)
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Deposit entry confirmation/notification Message types CDSD01C/CDSD01N Field name Size Description Transfer fee 9(05)V(02) Transfer fee currency code X(03) Declaration required X(01) Memo text line 1 X(70) Memo text line 2 X(70) Support doc included X(01) Y=yes, N=no Registration name X(60) As entered on screen Release location X(03) Certification code X(03) Transaction subtype X(02) CA=corporate action GT=global transfer TO=treasury order Transfer request transaction ID X(14) Filler X(52) Reserved for future use Number of certificate items 9(03) Number of certificate items within the deposit 0 to 100 Certificate item number 9(03) 1 to 100 Certificate number X(12) Denomination 9(11)V9(06) Filler X(26) Total length Variable (from 500 to 6300 characters)
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4.14.4 Deposit modify confirmation/notification
Message types CDSD05N and CDSD05C are outbound messages sent to participants and custodians/transfer agents: • CDSD05N – Deposit modify to the participant and the custodian/transfer agent • CDSD05C – Deposit modify system accept to the custodian/transfer agent only.
CDSD05N/CDSD05C do not include certificate details.
Deposit modify confirmation/notification Message types CDSD05N/CDSD05C Field name Size Description Participant CUID X(05) Custodian CUID X(05) CDS deposit ID X(13) Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Filler X(13) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Participant ledger code X(02) Filler X(27) Business date X(08) Format yyyymmdd Filler X(13) Activity type X(02) EN=entry UC=user change Transfer agent CUID X(05) Participant account type X(02) Participant account number X(16) Participant tag number X(13) Status code X(02) U=unconfirmed C=confirmed R=rejected Reason code X(02) Request date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd Effective date X(08) Format yyyymmdd Security number X(12) Security type X(01) Par/quantity 9(11)V9(02) Change indicator X(01) B=both ISIN and par value changed while confirming S=ISIN changed while confirming P=par value changed while confirming Service level X(03) Window location X(03)
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Deposit modify confirmation/notification Message types CDSD05N/CDSD05C Field name Size Description Transfer fee 9(05)V(02) Transfer fee currency code X(03) Declaration required X(01) Memo text line 1 X(70) Memo text line 2 X(70) Support doc included X(01) Y=yes, N=no Registration name X(60) As entered on screen Release location X(03) Certification code X(03) Transaction sub-type X(02) Transfer request reference ID X(14) Will be populated only if sub-type is “CA”, “GT” or “TO”
Format TXyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Filler X(52) Reserved for future use Number of certificate items 9(03) Number of certificate items within the deposit 0 on modify confirmation/notification Certificate item number 9(03) ß Certificate number X(12) ß Denomination 9(11)V9(06) ß Filler X(26) Total length Variable (from 500 to 6300 characters)
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4.14.5 Deposit entry/modify system rejection
Message types CDSD01R and CDSD05R are outbound messages sent to the participants or custodians: when the deposit entry or modify batch input is rejected by the system. • CDSD01R – Deposit entry rejection to the participant when the deposit entry is rejected • CDSD05R – Deposit modify system rejection to the custodian when the deposit modify batch input is rejected by the system.
Deposit entry/modify system rejection Message types CDSD01R/CDSD05R Null Field name Size ind Description value Participant CUID X(05) For deposit entry Custodian CUID X(05) For deposit modify CDS deposit ID X(13) Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number ß for deposit entry rejections Tag number X(13) ß for deposit modify rejections Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04)
Filler X(81)
Total length 173 characters
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4.15 Withdrawal message layouts
The participant can send a withdrawal entry using an InterLink message. If the data passes the CDSX edits, the transaction is populated in CDSX and a withdrawal confirmation InterLink message is generated. If the data does not pass the edits, a withdrawal rejection message is produced.
The withdrawal notification messages provide details of the withdrawal to the participant and the custodian.
The custodian can use the withdrawal modify InterLink message to confirm or reject a withdrawal.
4.15.1 Withdrawal entry message inbound
Message type CDSW010 is sent by the participant for population in CDSX.
Withdrawal entry Message type CDSW010 Null ID M/O Field name Size ind Description value M Participant CUID – null ind X(01) 1 W001 M Participant CUID X(05) M Custodian CUID – null ind X(01) 1 W002 M Custodian CUID X(05) N/A CDS withdrawal ID – null ind X(01) W003 N/A CDS withdrawal ID X(13) M Participant account type – null ind X(01) 1 W004 M Participant account type X(02) M Participant account number – null ind X(01) 1 W005 M Participant account number X(16) M Participant tag number – null ind X(1) 1 or 0 W006 O Participant tag number X(13) N/A Status code – null ind X(01) W007 N/A Status code X(02) N/A Reason code – null ind X(01) W008 N/A Reason code X(02) M Request date – null ind X(01) 1 or 0 W009 O Request date X(08) Format yyyymmdd N/A Effective date – null ind X(01) W010 N/A Effective date X(08) M Security number – null ind X(01) 1
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Withdrawal entry Message type CDSW010 Null ID M/O Field name Size ind Description value W011 M Security number X(12) M Par/quantity – null ind X(01) 1 W012 M Par/quantity 9(11)V9(02) M Service level – null ind X(01) 1 W013 M Service level X(03) M Window location – null ind X(01) 1 or 0 W014 O Window location X(03) N/A Transfer fee – null ind X(01) W015 N/A Transfer fee 9(05)V(02) N/A Transfer fee currency code – null ind X(01) W016 N/A Transfer fee currency code X(03) M Memo text line 1 – null ind X(01) 1 or 0 W017 O Memo text line 1 X(70) M Memo text line 2 – null ind X(01) 1 or 0 W018 O Memo text line 2 X(70) M Rel Location – null ind X(01) 1 W049 M Rel Location X(03) M Transaction sub-type – null ind X(01) 1 W050 M Transaction sub-type X(02) BB=buy-back EP=entitlement payment MP=market purchase Filler X(216) Reserved for future use M Number of registration items – null X(01) 1 or 0 ind W019 O Number of registration items 9(03) Number of registration items within the withdrawal (0 to 5) Repeat 0 to 5 times – withdrawal registration/distribution details (each registration item 1127 characters) N/A Registration item number – null ind X(01) 1 W020 N/A Registration item number 9(01) M Number of split items – null ind X(01) 1 or 0 W021 O Number of split items 9(01) Number of splits within the registration (1 to 6) Repeat 6 times – withdrawal split items within a registration item (each split item 20 characters) N/A Split item number – null ind X(01) 1 or 0 W022 N/A Split item number 9(01) M Split – null ind X(01) 1 or 0 W023 O Split 9(03)
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Withdrawal entry Message type CDSW010 Null ID M/O Field name Size ind Description value M Denomination – null ind X(01) 1 or 0 W024 O Denomination 9(11)V9(02) M Client ID – null ind X(01) 1 or 0 W025 O Client ID X(16) M Registration name line 1 – null ind X(01) 1 or 0 W026 O Registration name line 1 X(60) M Registration name line 2 – null ind X(01) 1 or 0 W027 O Registration name line 2 X(60) M Registration name line 3 – null ind X(01) 1 or 0 W028 O Registration name line 3 X(60) M Registration name line 4 – null ind X(01) 1 or 0 W029 O Registration name line 4 X(60) M Registration address line 1 – null ind X(01) 1 or 0 W030 O Registration address line 1 X(60) M Registration address line 2 – null ind X(01) 1 or 0 W031 O Registration address line 2 X(60) M Registration address line 3 – null ind X(01) 1 or 0 W032 O Registration address line 3 X(60) M Registration city name – null ind X(01) 1 or 0 W033 O Registration city name X(60) M Registration province name – null ind X(01) 1 or 0 W034 O Registration province name X(25) M Registration country name – null ind X(01) 1 or 0 W035 O Registration country name X(25) M Registration postal code – null ind X(01) 1 or 0 W036 O Registration postal code X(10) M SIN – null ind X(01) 1 or 0 W037 O SIN 9(09) M Language preference – null ind X(01) 1 or 0 W038 O Language preference X(01) M Reinvestment dividend indicator – X(01) 1 or 0 null ind W039 O Reinvestment dividend indicator X(01) M Direct registration option – null ind X(01) 1 or 0 W040 O Direct registration option X(01) M Bank account number – null ind X(01) 1 or 0
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Withdrawal entry Message type CDSW010 Null ID M/O Field name Size ind Description value W041 O Bank account number X(16) M Distribution address line 1 – null ind X(01) 1 or 0 W042 O Distribution address line 1 X(60) M Distribution address line 2 – null ind X(01) 1 or 0 W043 O Distribution address line 2 X(60) M Distribution address line 3 – null ind X(01) 1 or 0 W044 O Distribution address line 3 X(60) M Distribution city name – null ind X(01) 1 or 0 W045 O Distribution city name X(60) M Distribution province name – null ind X(01) 1 or 0 W046 O Distribution province name X(25) M Distribution country name – null ind X(01) 1 or 0 W047 O Distribution country name X(25) M Distribution postal code – null ind X(01) 1 or 0 W048 O Distribution postal code X(10) Filler X(95) Reserved for future use Total length Variable (from 500 to 6135 characters)
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4.15.2 Withdrawal modify message inbound
Message type CDSW050 is sent by the custodian to confirm or reject a withdrawal. In the second column of the detail record layout, M is mandatory and O is optional. 0 in the null indicator value column denotes not entered; 1 denotes entered.
Withdrawal modify Message type CDSW050 Null ID M/O Field name Size ind Description value M Participant CUID – null ind X(01) 0 W001 O Participant CUID X(05) M Custodian CUID – null ind X(01) 1 W002 M Custodian CUID X(05) M CDS withdrawal ID – null ind X(01) 1 W003 M CDS withdrawal ID X(13) Format Wyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number M Participant account type – null ind X(01) 0 W004 O Participant account type X(02) M Participant account number – null ind X(01) 0 W005 O Participant account number X(16) M Participant tag number – null ind X(01) 0 W006 O Participant tag number X(13) M Status code – null ind X(01) 1 W007 M Status code X(02) U=unconfirmed C=confirmed R=rejected M Reason code – null ind X(01) 0 W008 O Reason code X(02) M Request date – null ind X(01) 0 W009 O Request date X(08) Format yyyymmdd M Effective date – null ind X(01) 1 or 0 W010 O Effective date X(08) Format yyyymmdd Defaults to current date if not entered M Security number – null ind X(01) 0 W011 O Security number X(12) M Par/quantity – null ind X(01) 0 W012 O Par/quantity 9(11)V9(02) M Service level – null ind X(01) 0 W013 O Service level X(03) M Window location – null ind X(01) 0 W014 O Window location X(03)
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Withdrawal modify Message type CDSW050 Null ID M/O Field name Size ind Description value M Transfer fee – null ind X(01) 1 or 0 W015 O Transfer fee 9(05)V(02) M Transfer fee currency code – null ind X(01) 1 or 0 W016 O Transfer fee currency code X(03) Defaults to CAD if not entered M Memo text line 1 – null ind X(01) 1 or 0 W017 O Memo text line 1 X(70) M Memo text line 2 – null ind X(01) 1 or 0 W018 O Memo text line 2 X(70) Filler X(223) Reserved for future use M Number of registration items – null X(01) 0 ind W019 O Number of registration items 9(03) Number of registration items within the withdrawal 0 to 100 on entry notification 0 on modify confirmation/notification Repeat 0 to 5 times – withdrawal registration/distribution details (each registration item 1127 characters) M Registration item number – null ind X(01) 0 W020 O Registration item number 9(01) 1 to 5 M Number of split items – null ind X(01) 0 Number of splits within the registration W021 O Number of split items 9(01) Repeat 6 times – withdrawal split items within a registration item (each split item 20 characters) M Split item number – null ind X(01) 0 1 to 6 W022 O Split item number 9(01) M Split – null ind X(01) 0 W023 O Split 9(03) M Denomination – null ind X(01) 0 W024 O Denomination 9(11)V9(02) M Client ID – null ind X(01) 0 W025 O Client ID X(16) M Registration name line 1 – null ind X(01) 0 W026 O Registration name line 1 X(60) M Registration name line 2 – null ind X(01) 0 W027 O Registration name line 2 X(60) M Registration name line 3 – null ind X(01) 0 W028 O Registration name line 3 X(60) M Registration name line 4 – null ind X(01) 0 W029 O Registration name line 4 X(60)
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Withdrawal modify Message type CDSW050 Null ID M/O Field name Size ind Description value M Registration address line 1 – null ind X(01) 0 W030 O Registration address line 1 X(60) M Registration address line 2 – null ind X(01) 0 W031 O Registration address line 2 X(60) M Registration address line 3 – null ind X(01) 0 W032 O Registration address line 3 X(60) M Registration city name – null ind X(01) 0 W033 O Registration city name X(60) M Registration province name – null ind X(01) 0 W034 O Registration province name X(25) M Registration country name – null ind X(01) 0 W035 O Registration country name X(25) M Registration postal code – null ind X(01) 0 W036 O Registration postal code X(10) M SIN – null ind X(01) 0 W037 O SIN 9(09) M Language preference – null ind X(01) 0 W038 O Language preference X(01) M Reinvestment dividend indicator – X(01) 0 null ind W039 O Reinvestment dividend indicator X(01) M Direct registration option – null ind X(01) 0 W040 O Direct registration option X(01) M Bank account number – null ind X(01) 0 W041 O Bank account number X(16) M Distribution address line 1 – null ind X(01) 0 W042 O Distribution address line 1 X(60) M Distribution address line 2 – null ind X(01) 0 W043 O Distribution address line 2 X(60) M Distribution address line 3 – null ind X(01) 0 W044 O Distribution address line 3 X(60) M Distribution city name – null ind X(01) 0 W045 O Distribution city name X(60) M Distribution province name – null ind X(01) 0 W046 O Distribution province name X(25) M Distribution country name – null ind X(01) 0
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Withdrawal modify Message type CDSW050 Null ID M/O Field name Size ind Description value W047 O Distribution country name X(25) M Distribution postal code – null ind X(01) 0 W048 O Distribution postal code X(10) Filler X(95) Reserved for future use Total length Variable (from 500 to 6135 characters)
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4.15.3 Withdrawal entry confirmation/notification
Message types CDSW01C and CDSW01N are outbound messages sent to participants and custodians.: • CDSW01C – Withdrawal entry confirmation to the participant • CDSW01N – Withdrawal entry notification to the participant and the custodian.
CDSW01N/CDSW01C include registration/distribution details.
Withdrawal entry confirmation/notification Message types CDSW01C/CDSW01N Field name Size Description Participant CUID X(05) Custodian CUID X(05) CDS withdrawal ID X(13) Format Wyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Filler X(13) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Participant ledger code X(02) Filler X(02) Event-ID X(13) Format Ejjjyyyynnnnn Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Activity type X(02) EN=entry UC=user change Transfer agent CUID X(05) Participant account type X(02) Participant account number X(16) Participant tag number X(13) Status code X(02) U=unconfirmed C=confirmed R=rejected Reason code X(02) Request date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd Effective date X(08) Format yyyymmdd Security number X(12) Security type X(01) Par/quantity 9(11)V9(02) Change indicator X(01) B=both ISIN and par value changed while confirming S=ISIN changed while confirming P=par value changed while confirming
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Withdrawal entry confirmation/notification Message types CDSW01C/CDSW01N Field name Size Description Service level X(03) Window location X(03) Transfer fee 9(05)V(02) Transfer fee currency code X(03) Declaration required X(01) Memo text line 1 X(70) Memo text line 2 X(70) Release location X(03) Transaction subtype X(02) BB=buy-back EP=entitlement payment MP=market purchase Filler X(130) Number of registration items 9(03) Number of registration items within the withdrawal 0 to 5
Registration item number 9(01) 1 to 5 Number of split items 9(01) 0 to 6
Split item number 9(01) 1 to 6 Split 9(03) Denomination 9(11)V9(02) Client ID X(16) Registration name line 1 X(60) Registration name line 2 X(60) Registration name line 3 X(60) Registration name line 4 X(60) Registration address line 1 X(60) Registration address line 2 X(60) Registration address line 3 X(60) Registration city name X(60) Registration province name X(25) Registration country name X(25) Registration postal code X(10) SIN 9(09) Language preference X(01) Reinvestment dividend ind X(01) Direct registration option X(01) Bank account number X(16)
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Withdrawal entry confirmation/notification Message types CDSW01C/CDSW01N Field name Size Description Distribution address line 1 X(60) Distribution address line 2 X(60) Distribution address line 3 X(60) Distribution city name X(60) Distribution province name X(25) Distribution country name X(25) Distribution postal code X(10) Filler X(95) Total length Variable (from 500 to 5915 characters)
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4.15.4 Withdrawal modify confirmation/notification
Message types CDSW05N and CDSW05C are outbound messages sent to participants and custodians: • CDSW05N – Withdrawal modify to the participant and the custodian • CDSW05C – Withdrawal modify system accept to the custodian only.
CDSW05N/CDSW05C do not include registration/distribution details.
Withdrawal modify confirmation/notification Message types CDSW05N/CDSW05C Field name Size Description Participant CUID X(05) Custodian CUID X(05) CDS withdrawal ID X(13) Format Wyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Filler X(13) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Participant ledger code X(02) Filler X(02) Event-ID X(13) Format Ejjjyyyynnnnn Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Activity type X(02) EN=entry UC=user change Transfer agent CUID X(05) Participant account type X(02) Participant account number X(16) Participant tag number X(13) Status code X(02) U=unconfirmed C=confirmed R=rejected Reason code X(02) Request date X(08) Format yyyymmdd Value date X(08) Format yyyymmdd Effective date X(08) Format yyyymmdd Security number X(12) Security type X(01) Par/quantity 9(11)V9(02) Change indicator X(01) B=both ISIN and par value changed while confirming S=ISIN changed while confirming P=par value changed while confirming
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Withdrawal modify confirmation/notification Message types CDSW05N/CDSW05C Field name Size Description Service level X(03) Window location X(03) Transfer fee 9(05)V(02) Transfer fee currency code X(03) Declaration required X(01) Memo text line 1 X(70) Memo text line 2 X(70) Release location X(03) Filler X(132) Number of registration items 9(03) Number of registration items within the withdrawal (0)
Registration item number 9(01) 1 to 5 Number of split items 9(01)
Split item number 9(01) 1 to 6 Split 9(03) Denomination 9(11)V9(02) Client ID X(16) Registration name line 1 X(60) Registration name line 2 X(60) Registration name line 3 X(60) Registration name line 4 X(60) Registration address line 1 X(60) Registration address line 2 X(60) Registration address line 3 X(60) Registration city name X(60) Registration province name X(25) Registration country name X(25) Registration postal code X(10) SIN 9(09) Language preference X(01) Reinvestment dividend ind X(01) Direct registration option X(01) Bank account number X(16) Distribution address line 1 X(60) Distribution address line 2 X(60) Distribution address line 3 X(60)
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Withdrawal modify confirmation/notification Message types CDSW05N/CDSW05C Field name Size Description Distribution city name X(60) Distribution province name X(25) Distribution country name X(25) Distribution postal code X(10) Filler X(95) Total length Variable (from 500 to 5915 characters)
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4.15.5 Withdrawal entry/modify system rejection
Message types CDSW01R/CDSW05R are outbound messages sent to the participants or custodians: when the withdrawal entry or modify batch input is rejected by the system. • CDSW01R – Withdrawal entry rejection to the participant when the withdrawal entry is rejected • CDSW05R – Withdrawal modify system rejection to the custodian when the modify batch input is rejected.
Withdrawal entry/modify system rejection Message types CDSW01R/CDSW05R Null Field name Size ind Description value Participant CUID X(05) For withdrawal entry Custodian CUID X(05) For withdrawal modify CDS withdrawal ID X(13) Format Wyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number ß for withdrawal entry rejections Tag number X(13) ß for withdrawal modify rejections Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04)
Filler X(12) Business date X(08) Format yyyymmdd Filler X(61)
Total length 201 characters
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Ledger position update notification message details
4.16 Ledger position update notification message details
The CDSU01N message is generated in all cases that result in a change to a participant’s funds or security position to any of its ledger accounts (CA, CX, FA, GA, OA, PA, RA, SA, TN and WD). The CDSU01N message identifies the transaction ID that caused the ledger position to be updated.
The CDSU01N is a variable length message, composed of header information (positions 1 to 225) followed by account position update details. The header portion of this message may be followed by one or more account position update details.
To receive the CDSU01N message, current InterLink participants are required to reconfigure their InterLink environments so that they can process message lengths of up to 32K. If a participant chooses not to receive the CDSU01N message, no change is required.
The following transaction types cause a CDSU01N message to be created.
Currency service transaction
A message is sent to the participant when a currency transaction settles.
The CDSU01N header is followed by an account position update.
Deposit transaction
A message is sent to the participant who requested a deposit when the custodian confirms the deposit request. The custodian unit does not receive a message.
The CDSU01N message header is followed by account position update details specific to the deposit request.
Withdrawal transaction
A message is sent to the participant who requested a withdrawal when the withdrawal request is saved. A message is also sent to the participant who requested the withdrawal when the withdrawal request is either confirmed or rejected by the custodian. The custodian unit does not receive a message.
The CDSU01N message header is followed by account position update details specific to the withdrawal request.
Trade transaction
A message is sent to both the submitter and the receiver of a trade when the trade settles.
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The CDSU01N header is followed by account position update details for the security movement and funds movement (if applicable).
Pledge transaction
A message is sent to the lender and borrower of a pledge when a pledge transaction settles or when collateral is captured.
The CDSU01N header is followed by account position details for each security movement and funds movement (if applicable).
Inter-account movement transaction
A message is sent to the requester when an inter-account movement is saved.
For intra-ledger inter-account movements (between accounts of the same ledger), the CDSU01N header is followed by account position update details for both the from and the to accounts. For an inter-ledger (between ledgers) inter-account movement, only one position update is created per CUID.
For the overnight auto-segregation function, CDS sends all CDSU01N messages to the default invoice unit of the affected ledger.
Entitlement transaction
A message is sent when an entitlement transaction results in an update to a participant’s account. For example, for a maturity, a CDSU01N message is generated for each matured security that is removed from a participant’s account and a second CDSU01N message is generated when the entitlement payment is credited to the participant’s FA.
For entitlement payments to participants, CDS sends the CDSU01N message to the default unit of the ledger that is receiving funds. The default unit also receives any CDSU01N message that is generated subsequent to debiting security positions from a participant’s ledger (i.e., maturity event).
Exception: If the security subject to an entitlement is held in a pledge, the CUIDs that are party to the pledge are sent the appropriate CDSU01N message.
CDSU01N messages are sent to the paying agent CUID when: • The paying agent’s FA is debited • The paying agent’s SA is debited • Securities are returned to the paying agent by CDS after a mandatory event has been paid.
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CDSU01N messages are sent to the participant and depositary agent for option tender transactions.
Funds transfer transaction
A message is sent when the funds transfer transaction is saved.
The CDSU01N header is followed by an account position update.
Payment exchange transaction
A message is sent for each payment exchange transaction. CDS sends a CDSU01N message to the default unit of the ledger that is delivering/receiving funds.
The CDSU01N header is followed by an account position update.
Deposit/withdrawal adjustment transaction
(CDS function) A message is sent when a deposit/withdrawal adjustment is saved.
The CDSU01N header is followed by an account position update.
Ledger adjustment transaction
(CDS function) A message is sent when a ledger adjustment is saved.
The CDSU01N header is followed by an account position update.
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4.16.1 Ledger position update notification to participants
Message type CDSU01N is an outbound message sent by CDS to participants for update in the participant’s ledger position. For pledge seizure, if more than 80 collateral items are seized, a new message is created (e.g., 300 items result in four messages).
Ledger position update notification Message type CDSU01N ID Field name Size Description CUID X(05) Filler X(05) Transaction ID X(13) Format Xyyyyjjjnnnnn, where X=transaction type, yyyy=year, jjj=Julian date, nnnnn=random number Original transaction ID X(13) e.g., original pledge ID, deposit ID, withdrawal ID, deposit/ withdrawal adjustment ID, ledger adjustment ID, FX instruction ID, FX bank contract ID Update timestamp X(26) Ledger code X(02) Filler X(02) Event ID X(13) Format Ejjjyyyynnnnn Event security ID X(12) Securities subject to an entitlement event If two or more securities are the subject of a corporate action event, the primary security, as defined on the event, is reported Business date X(08) Format yyyymmdd Filler X(13) Manual/auto transaction code X(01) M=manual A=auto ß=blank Settled full/partial code X(01) F=full P=partial ß=blank
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Ledger position update notification Message type CDSU01N ID Field name Size Description Transaction subtype X(02) BI=CNS buy-in washout mark CI=custodian inter-unit transfer CN=cheque cancelled (payment exchange) CT=custodian transfer E=entitlement modification (pledge) G=CX to CA segregation (pledge) IM=interest mark (CNS) PK=package ledger position PO=cheque posted/receipt posted (payment exchange) Q=regular modification (pledge) RC=regular correction RE=reconstitute stripped position S=seizure (pledge) SE=CNS settlement SP=separate package position ST=strip ledger position VM=CNS mark differences ß=blank Event type X(04) MAT (maturity), INT (interest), CNV (conversion), etc. Refer to online help Trade clearing organization X(03) CDS, DTC, EOC, SEB Event transaction subtype X(04) LGRS=security payment/receipt by/to paying agent or depositary agent for distributions and mandatory events LGRF=fund payment/receipt by/to paying agent or depositary agent for distributions and mandatory events OPTN=increases/decreases to participant accounts (GA, SA, RA and TN) and the depositary agent account (OA) PLGS=increases/decreases to the CA, CX and PA PYMT=cash and security payments to participants CLMP=increases/decreases to participant funds or SA account because of claims processing of security loan items where the entitlement event involves a HOLD item CLMX=increases/decreases to participant funds account because of claims processing of security loan items where the entitlement event involves a SUBMIT item CLMS=increases/decreases to participant funds or SA account because of claims processing of outstanding TFT trades and CNS positions DBPY=increases/decreases to participant account for due bill processing TXMD=tax adjustment TXWT=tax withheld Reference ID X(16) VMU reference ID for VMU trades, Internal account number for currency service transactions- Otherwise, spaces Block trade ID X(16) Populated only for VMU trades; otherwise, spaces Filler X(61) No. of items 9(03) 0 to 160 items, each 47 bytes long
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Ledger position update notification Message type CDSU01N ID Field name Size Description Item type X(01) B=borrower holding cheque for pledge C=security collateral for pledge transactions F=funds loan or principal change for pledge, or just funds for other transactions I=interest payment for pledge L=lender holding cheque for pledge R=redemption cheque/security for pledge S=security loan for pledge transactions or security for any other transaction (e.g., entitlement, deposit, withdrawal, etc.) T=funds transfer for pledge Security number/currency X(12) Par/quantity/amount 9(13)V9(02) Account type X(02) Account number X(16) Sign X(01) +/- Total length variable
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) CNS netting messages
4.17 CNS netting messages
4.17.1 CNS netting: outstanding position update notification message
Message type CDSX01N is sent to affected participants. This message is generated when the current outstanding CNS position changes as a result of one of the actions below: • ALT – allotment • CNSBT – CNS/BNS process settlement • CNSNT – CNS netting • CNSST – real-time CNS settlement • ENTL – entitlement • MRG – participant merge • WASH – buy-in washout.
Participant who subscribe to the CNS position reporting service will receive the CDSX01N message prior to BNS with the following activity code: • RPT – reporting of outstanding CNS position.
Inbound CNS Position - Settlement Control Indicator (SCI) messages are used to change an outstanding-to-deliver CNS position's SCI to 'Y' (not on hold) or 'N' (on hold).
Outbound CNS Position - Settlement Control Indicator (SCI) messages advise participants of changes to an outstanding-to-deliver CNS position's SCI or of the rejection of an inbound CNS Position - Settlement Control Indicator (SCI) message.
CNS netting – outstanding position update notification Message type CDSX01N Field name Size Description CUID X(05) Filler X(31) Timestamp X(26) Ledger X(02) Filler X(27) Business date X(08) Format yyyymmdd Filler X(13) Activity source X(05) ALT, CNSBT, CNSNT, CNSST, ENTL, MRG, RPT, WASH Company ID X(03) Ledger code X(02) Account type X(02) GA
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CNS netting – outstanding position update notification Message type CDSX01N Field name Size Description Account number X(16) Security ID X(12) ISIN Currency X(03) CAD, USD Trade clearing organization X(03) CDS, DTC Value date X(08) Current date Current CNS position 9(13)V9(02) Sign for CNS positions (+/-) X(01) Changed CNS position 9(13)V9(02) Sign for changed CNS positions (+/-) X(01) Current CNS position value 9(13)V9(02) Filler X(50) Total length 151–235
The changed CNS position is reported such that adding “current” to “changed” equals the previous position. The table below illustrates several examples.
CNS process Pre-process CNS position Current CNS position Changed quantity CNSNT +500 +100 +400 Also applies to ENTL, +500 -200 +700 MRG +200 +500 -300 -400 -100 -300 -200 -300 +100 -100 +200 -300 -200 0 -200 +300 0 +300 CNSST +500 +100 +400 -400 -100 -300 ALT +500 0 +500 -400 0 -400 CNSBT +500 +200 +300 -400 -100 -300 WASH +200 +100 +100 -300 -100 -200 -400 +100 -500
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4.17.2 CNS netting: value-dated position update notification message
Message type CDSX03N is sent to affected participants. This message is generated when the current value-dated CNS position changes as a result of one of the actions below: • ALT – allotment • CNSMV – the value-dated CNS position is netted with the outstanding CNS position when value date is reached • CNSNT – CNS netting • ENTL – entitlement • MRG – participant merge
CNS netting – value-dated position update notification Message type CDSX03N Field name Size Description CUID X(05) Filler X(31) Timestamp X(26) Ledger X(02) Filler X(27) Business date X(08) Format yyyymmdd Filler X(13) Activity source X(05) ALT, CNSMV, CNSNT, ENTL, MRG Company ID X(03) Ledger code X(02) Account type X(02) GA Account number X(16) Security ID X(12) ISIN Currency X(03) CAD, USD Trade clearing organization X(03) CDS, DTC Value date X(08) Current date Current CNS position 9(13)V9(02) Sign for CNS positions (+/-) X(01) Changed CNS position 9(13)V9(02) Sign for changed CNS positions (+/-) X(01) Current CNS position value 9(13)V9(02) Filler X(50) Total length 151–235
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The changed CNS position is reported such that adding “current” to “changed” equals the previous position. The table below illustrates several examples.
CNS process Pre-process CNS position Current CNS position Changed quantity CNSNT +500 +100 +400 Also applies to ENTL, +500 -200 +700 MRG +200 +500 -300 -400 -100 -300 -200 -300 +100 -100 +200 -300 -200 0 -200 +300 0 +300 ALT, CNSMV +500 0 +500 -400 0 -400
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4.17.3 CNS position – Settlement Control Indicator (SCI)
CNS position – Settlement Control Indicator (SCI) Message type CDSX020 ID M/O Field name Size Description M Participant Company Code – null X(01) ind 0001 M Participant Company Code X(03) M Participant Ledger Code – null ind X(01) 0002 M Participant Ledger Code X(02) M Security Number – null ind X(01) 0003 M Security Number X(12) Complete security ID must be entered (CUSIP is not valid) M Currency – null ind X(01) 0004 M Currency X(03) CAD, USD M Clearing Organization ID – null ind X(01) 0005 M Clearing Organization ID X(03) CDS O Account Type – null ind X(01) 0006 O Account Type X(02) O Sub Account Number – null ind X(01) 0007 O Sub Account Number X(16) M Settlement Control Ind – null ind X(01) 0008 M Settlement Control Ind X(01) Valid values are Y and N Filler X(50) Total Length 100
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4.17.4 CNS position – Settlement Control Indicator (SCI) Update confirmation and notification
CNS position – Settlement Control Indicator (SCI) Update confirmation and notification Message types CDSX02C/CDSX02N Field name Size Description CUID X(05) Filler X(31) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Ledger X(02) Filler X(27) Business Date X(08) Format yyyymmdd Filler X(13) Company Code X(03) Ledger Code X(02) Security Number X(12) Currency X(03) CAD, USD Clearing Organization ID X(03) CDS Account type X(02) GA Sub Account Number X(16) 000 Settlement Control Indicator X(01) Y, N Activity Source X(05) 1SYS – If system updates SCI Spaces – If user updates SCI Filler 41 Total Length 200
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4.17.5 CNS position – Settlement Control Indicator (SCI) Update rejection
CNS position – Settlement Control Indicator (SCI) Update rejection Message type CDSX02R ID Field name Size Description Filler X(36) Spaces Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04)
Filler X(80) Total length 272
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Buy-in message layouts
4.18 Buy-in message layouts
Inbound InterLink messages enable participants to create either a new or a repeat buy-in, or modify an existing buy-in, in CDSX. A confirmation InterLink message is generated to the submitter of the message when the buy-in or modification to the buy- in is successfully populated in CDSX.
Outbound notification InterLink messages are generated for the default unit of the ledger when a buy-in is created or modified online in CDSX. When a buy-in is created or modified in CDSX using an inbound InterLink message, the submitter will receive a confirmation message. • CDSB100: Intent to buy-in entry - receiver. Sent by the receiver to create a new or repeat buy-in in CDSX. • CDSB10C: Intent to buy-in entry confirmation - receiver. Sent to the submitter of the CDSB100 message when a new or repeat buy-in is populated on CDSX. • CDSB10N: Intent to buy-in entry notification – receiver. Sent to the receiver and/or other locations when a new or repeat buy-in is entered online in CDSX. Sent to the receiver and / or other locations (excluding the submitter of the message), when a new or repeat buy-in is entered using the CDSB100 message. • CDSB11N: Intent to buy-in liability notification. Sent to all potential deliverers when a new or repeat buy-in is entered. • CDSB200: Buy-in modification – receiver. Sent by the receiver to modify an existing buy-in. Receivers may modify the status, auto repeat indicator, extension granted and memo fields using this message. • CDSB20C: Buy-in modification – receiver. Sent to the submitter of the CDSB200 message when a modification is populated in CDSX. • CDSB20N: Buy-in modification notification – receiver. Sent to the receiver and / or other locations when updates are made to the status, the auto repeat indicator, extension granted or memo fields online in CDSX. It is sent to the receiver and / or other locations (excluding the submitter of the message) when updates are made using the CDSB200 message. The message is also generated when an expired or executed buy-in is purged by the system (EOD). • CDSB210: Buy-in modification – deliverer. Sent by the deliverer to modify an existing buy-in. Deliverers may modify the extension requested and memo fields using this message. • CDSB21C: Buy-in modification – deliverer. Sent to the submitter of the CDSB210 message when a modification is populated in CDSX.
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• CDSB21N: Buy-in modification notification – deliverer. Sent to the deliverer and / or other locations when updates are made to the extension requested or memo fields online in CDSX. It is sent to the deliverer and / or other locations (excluding the submitter of the message) when updates are made using the CDSB210 message. The message is also generated when an extension request is responded to, a new or repeat buy-in is cancelled, or an expired or executed buy- in is purged by the system (EOD). • CDSB30N: Buy-in outstanding position notification – receiver. Sent to the receiver and / or other locations if the buy-in outstanding quantity is changed due to the CNS real-time settlement, batch net settlement, CNS allotment or buy-in washout process. • CDSB40N: Buy-in outstanding liability notification – deliverer. Sent to the deliverer and / or other locations if the buy-in liability is changed due to the CNS real-time settlement, batch net settlement, CNS allotment or buy-in washout process. Sent for BOD liability updates for buy-ins with an execution date as current business date.
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Buy-in message layouts
4.18.1 Intent to buy-in entry from the receiver
Message type CDSB100 Intent to buy-in entry – receiver is sent by the receiver to create a buy-in. A separate message must be submitted for each new or repeat buy- in required.
Intent to buy-in entry – receiver Message type CDSB100 ID M/O Field Name Size Description M Receiver CUID – null ind X(01) B001 M Receiver CUID X(05) M Buy-in type – null ind X(01) B002 M Buy-in type X(03) NEW = new RPT = repeat M Buy-in ID – null ind X(01) B003 M/O Buy-in ID X(13) For NEW buy-ins, blank For RPT buy-ins, buy-in ID is required M Security Number – null ind X(01) B004 M Security Number X(12) ISIN M Clearing organization – null X(01) ind B005 O Clearing organization X(03) CDS. If not entered default to CDS M Currency code – null ind X(01) B006 M Currency code X(03) CAD, USD M Buy-in Quantity – null ind X(01) B007 M Buy-in Quantity 9(13)V9(02) For NEW buy-in, quantity of outstanding position requiring a new buy-in For RPT, quantity=0 N/A Filler X(09) M Auto repeat indicator – null X(01) ind B009 O Auto repeat indicator X(01) For NEW buy-ins: Y = yes, N = no, Default = N For RPT buy-ins this field is blank Filler X(952) Total length 1024
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4.18.2 Intent to buy-in entry confirmation and notification to the receiver
Message type CDSB10C Intent to buy-in entry - receiver is an outbound confirmation message sent by CDS to the submitter of the CDSB100 message.
Message type CDSB10N Intent to buy-in entry – receiver is an outbound notification message sent by CDS to the receiver.
Intent to buy-in entry confirmation and notification – receiver Message type CDSB10C/CDSB10N Field name Size Description CUID X(05) Receiver company code and receiver default unit code the ledger Filler X(05) Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number Filler X(13) Timestamp X(26) Ledger code X(02) Receiver ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Execution date X(08) Date when buy-in can be executed yyyymmdd Buy-in type X(03) NEW, RPT Buy-in status code X(02) I, NP Security ID X(12) ISIN Security short name X(30) Currency X(03) CAD, USD Clearing organization X(03) CDS Intent date X(08) Date when buy-in was entered yyyymmdd Buy-in quantity 9(13)V9(02) Original buy-in notice quantity Execution quantity 9(13)V9(02) Outstanding buy-in quantity of the receiver Auto RPT X(01) Y, N Filler X(99)
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4.18.3 Intent to buy-in liability notification to the deliverer
Message type CDSB11N is an outbound notification message sent by CDS to the deliverer (generated for the default unit of the ledger).
Intent to buy-in liability notification – deliverer Message type CDSB11N Field name Size Description CUID X(05) Deliverer company code and deliverer default unit code Filler X(31) Timestamp X(26) Ledger code X(02) Deliverer ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Security ID X(12) ISIN Security short name X(30) Execution date X(08) Execution date of the liable positions yyyymmdd Status code X(02) Status associated with the liable positions (I or E) Must be I Currency X(03) CAD Clearing organization X(03) CDS Maximum executable liability 9(13)V9(02) Executable amount Current MEL associated with the security Filler X(100) For future use
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4.18.4 Buy-in modification from the receiver
Message type CDSB200 Buy-in modification – receiver is sent by the receiver to modify either a new or repeat buy-in (i.e. status, auto repeat, extension granted and memo fields).
Buy-in modification – receiver Message type CDSB200 ID M/O Field Name Size Description M Receiver CUID – null ind X(01) B001 M Receiver CUID X(05) M Buy-in type – null ind X(01) B002 M Buy-in type X(03) NEW = new RPT = repeat M Buy-in ID – null ind X(01) B003 M Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number N/A Filler X(37) M Buy-in execution date – null X(01) ind B008 M/O Buy-in execution date X(08) Format yyyymmdd For NEW buy-ins, blank For RPT buy-ins, execution date is required M Auto repeat – null ind X(01) B009 O Auto repeat X(01) For NEW buy-in: Y = yes, N = no, blank if Extension granted or Status is being updated or no change is required For RPT buy-ins this field is blank M Status – null ind X(01) B010 O Status X(02) For NEW buy-in: E = execute, C = cancel, blank if Extension granted or Auto repeat is being updated or no change is required For RPT buy-in: C = cancel N/A Filler X(165) M Extension deliverer X(01) company code – null ind B021 O Extension deliverer X(03) For NEW buy-in, valid deliverer company company code code. Required if Extension granted field is completed. For RPT buy-ins this field is blank. M Extension deliverer ledger X(01) code – null ind
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Buy-in modification – receiver Message type CDSB200 ID M/O Field Name Size Description B022 O Extension deliverer ledger X(02) For NEW buy-in, valid deliverer ledger code. code Required if Extension granted field is completed For RPT buy-ins this field is blank M Extension granted – null ind X(01) B023 O Extension granted X(01) For NEW buy-in, Y = yes, N = no For RPT buy-ins this field is blank M Extension receiver memo – X(01) null ind B024 O Extension receiver memo X(78) Filler X(696) Total length 1024
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4.18.5 Buy-in modification confirmation and notification to the receiver
Message type CDSB20C Buy-in modification - receiver is an outbound confirmation message sent by CDS to the submitter of the CDSB200 message: • If the number of deliverers exceeds 100 on a buy-in that is modified to an executed or cancelled status, another CDSB20C message is generated for the remaining deliverers.
Message type CDSB20N is an outbound notification message sent by CDS to the receiver and/or other locations: • If the number of deliverers exceeds 100 on a buy-in that is modified to an executed or cancelled status, another CDSB20N message is generated for the remaining deliverers. • For an extension request, if more than one buy-in is requested for extension at the same time, a notification message is sent to each receiver of the buy-in. A notification message is not generated for previously requested buy-ins. • For an extension response, if the extension is granted or the extension request is not responded to by the system cutoff time, the extension response is Y. If the extension is denied, the extension response is N.
Buy-in modification confirmation and notification – receiver Message type CDSB20C/CDSB20N Field name Size Description CUID X(05) Receiver company code and receiver default unit code of the ledger Filler X(05) Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number Filler X(13) Timestamp X(26) Ledger code X(02) Receiver ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Activity code X(10) NXTDAYEXEC=next day execution EXECUTE=execute buy-in EXTNRQST=extension request EXTNRESP=extension response CANCEL=cancellation AUTORPT=auto repeat modification Execution date X(08) Execution date of the buy-in yyyymmdd
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Buy-in modification confirmation and notification – receiver Message type CDSB20C/CDSB20N Field name Size Description Buy-in type X(03) For execute buy-in, extension request or extension response, NEW For cancellation, NEW or RPT Buy-in status code X(02) For next day executions, EX For execute buy-in or extension request, E Extension response: for a combination of buy-in ID and buy-in execution date, E when the extension granted indicator is N or C when the extension granted indicator is Y For cancellation, C is status of buy-in at time of cancellation Security ID X(12) ISIN Security short name X(30) Currency X(03) CAD/USD Clearing organization X(03) CDS Intent date X(08) Date when buy-in was entered yyyymmdd Buy-in quantity 9(13)V9(02) Original buy-in notice quantity Execution quantity 9(13)V9(02) Outstanding buy-in quantity of the receiver Serviced quantity 9(13)V9(02) Deliveries made to the receiver For execute buy-in, ß For extension request, extension response or cancellation, N/A Unserviced quantity 9(13)V9(02) Quantity reduced by the CNS settlement process For execute buy-in, ß For extension request, extension response or cancellation, N/A Filler X(01) Source X(10) Source of buy-in modification For execute buy-in or extension request, USER For extension response: USER=user grants extension, SYSEXTN=by batch process For cancellation: USER=cancelled by user, SYSALT=cancelled due to allotment, SYSPURGE=cancelled by purge process Extended quantity 9(13)V9(02) For extension response, quantity extended by the receiver or the system
For execute buy-in, extension request or cancellation, N/A Auto RPT X(01) Y or N Filler X(84) Message number 9(01) For execute buy-in or cancellation, 1 or 2 For extension request or extension response, 1 Total number of messages 9(02) For execute buy-in or cancellation: 1=when number of deliverers is less than or equal to 100 2=when number of deliverers is greater than 100 For extension request or extension response, 1
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Buy-in modification confirmation and notification – receiver Message type CDSB20C/CDSB20N Field name Size Description Number of deliverers 9(03) For execute buy-in, 1 to 100 For extension request, 1 For extension response, 1 to 100 For cancellation, 0 (for buy-in in Intent status) or 1 to 100 (for buy-in in Execute status) Occurs 100 times (populated only for executed buy-ins or for buy-ins that were in E status) Deliverer company code X(03) For extension request, response or non response: Identified deliverer company code For execute buy-in or cancellation, ß
Deliverer ledger code X(02) For extension request, response or non response: Identified deliverer ledger ID For execute buy-in cancellation, ß
Deliverer quantity 9(13)V9(02) Deliverer executable quantity at the time of intent to execute buy-in For execute buy-in, extension request or cancellation, ß For extension response, N/A Extension request indicator X(01) For execute buy-in, N/A For extension request, Y For extension response, N/A For cancellation, ß Deliverer memo X(79) Memo information entered by deliverer For execute buy-in, N/A For extension request, as entered by the deliverer For extension response, N/A For cancellation, ß Receiver memo X(80) Memo information entered by receiver For execute buy-in or extension request, N/A For extension response, N/A For cancellation, ß Extension granted indicator X(01) For execute buy-in or extension request, N/A For extension response: Y=extension granted, N=extension denied For cancellation, N or ß
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4.18.6 Buy-in modification from the deliverer
Message type CDSB210 Buy-in modification – deliverer is sent by the deliverer to modify a buy-in (i.e. extension request and memo fields).
Buy-in modification – deliverer Message type CDSB210 ID M/O Field Name Size Description M Deliverer CUID – null ind X(01) B001 M Deliverer CUID X(05) N/A Filler X(04) M Buy-in ID – null ind X(01) B003 M Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number N/A Filler X(223) M Extension request indicator X(01) – null ind B033 M Extension request indicator X(01) Y = yes M Extension deliverer memo – X(01) null ind B034 O Extension deliverer memo X(78) N/A Filler X(696) Total length 1024
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4.18.7 Buy-in modification confirmation and notification to the deliverer
Message type CDSB21C Buy-in modification – deliverer is an outbound confirmation message sent by CDS to the submitter of the CDSB210 message.
Message type CDSB21N Buy-in modification – deliverer is an outbound notification message sent by CDS to the deliverer and/or other locations: • For an extension request, if more than one buy-in is requested for extension at the same time, a notification message is sent to the deliverer of each buy-in. The message does not contain previously requested buy-in details. • For an extension response, if the extension is granted or the extension request is not responded to by the system cutoff time, the extension response is Y. If the extension is denied, the extension response is N. A message is sent to each requesting deliverer. • For a cancellation, a message is sent to all deliverers identified for the buy-in.
Buy-in modification confirmation and notification – deliverer Message type CDSB21C/CDSB21N Field name Size Description CUID X(05) Deliverer company code and deliverer default unit code of the ledger Filler X(05) Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number Filler X(13) Timestamp X(26) Ledger code X(02) Deliverer ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Activity code X(10) EXECUTE=execute buy-in EXTNRQST=extension request EXTNRESP=extension response CANCEL=cancellation Execution date X(08) Execution date of the liable positions yyyymmdd Status code X(02) Status associated with the liable positions (I or E) Must be E Security ID X(12) ISIN Security short name X(30) Currency X(03) CAD/USD Clearing organization X(03) CDS
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Buy-in modification confirmation and notification – deliverer Message type CDSB21C/CDSB21N Field name Size Description Source X(10) Source of the buy-in modification For execute buy-in or extension request, USER For extension response: USER=user grants extension, SYSEXTN=by batch process For cancellation: USER=cancelled by user, SYSALT=cancelled due to allotment, SYSPURGE=cancelled by purge process Receiver details Receiver company code X(03) Receiver ledger code X(02) Maximum executable liability 9(13)V9(02) MEL associated with the buy-in at the time of intent to execute buy-in Extension request indicator X(01) Y or ß Extension request indicator by the deliverer For execute buy-in, N/A For extension request, Y For extension response: Y=extension requested For cancellation, N or ß Extension granted indicator X(01) Y, N or ß Extension granted indicator by the receiver For execute buy-in or extension request, N/A For extension response: Y=extension granted, N=extension denied For cancellation, N or ß Deliverer memo X(80) Memo information entered by the deliverer For execute buy-in, N/A For extension request or extension response, as entered by deliverer For cancellation, ß Receiver memo X(80) Memo information entered by the receiver For execute buy-in or extension request, N/A For extension response, as entered by the receiver For cancellation, ß Filler X(100) For future use
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4.18.8 Buy-in outstanding position notification to the receiver
Message type CDSB30N is an outbound notification message sent by CDS to the receiver (generated for the default unit of the receiver’s ledger).
Buy-in outstanding position notification – receiver Message type CDSB30N Field name Size Description CUID X(05) Receiver company code and receiver default unit code Filler X(05) Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number Filler X(13) Timestamp X(26) Ledger code X(02) Receiver ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Activity code X(10) Process that changed the outstanding quantity SETTLEMENT, ALLOTMENT, WASHOUT, NETTING Security ID X(12) ISIN Security short name X(30) Currency X(03) CAD Clearing organization X(03) CDS Buy-in quantity 9(13)V9(02) Original buy-in notice quantity Execution quantity 9(13)V9(02) Outstanding buy-in quantity of the receiver Wash out quantity 9(13)V9(02) Quantity that was washed out Populated when activity code=WASHOUT Serviced quantity 9(13)V9(02) Deliveries made to the receiver Populated when activity code=SETTLEMENT or NETTING Unserviced quantity 9(13)V9(02) Quantity reduced by the CNS settlement process Populated when activity code=SETTLEMENT or NETTING Occurs 3 times Unserviced quantity reason code X(20) Reason receiver was unable to take delivery from CNS ALLOT, ACV Occurs 3 times Execution date X(08) Execution date of the buy-in yyyymmdd Buy-in type X(03) NEW, RPT Buy-in status code X(02) I, E Intent date X(08) Date when buy-in was entered yyyymmdd
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Buy-in outstanding position notification – receiver Message type CDSB30N Field name Size Description Extended quantity 9(13)V9(02) Quantity extended by the receiver or the system Filler X(85) For future use
4.18.9 Buy-in outstanding liability notification to the deliverer
Message type CDSB40N is an outbound notification message sent by CDS to the deliverer (generated for the default unit of the deliverer’s ledger). A message is sent to all deliverers identified for the buy-in.
Buy-in outstanding liability notification – deliverer Message type CDSB40N Field name Size Description CUID X(05) Deliverer company code and deliverer default unit code Filler X(31) Timestamp X(26) Ledger code X(02) Deliverer ledger code Filler X(27) Business date X(08) yyyymmdd Filler X(13) Activity code X(10) Process that changed the outstanding quantity SETTLEMENT, ALLOTMENT, WASHOUT, SYSPURGE Security ID X(12) ISIN Security short name X(30) Currency X(03) CAD Clearing organization X(03) CDS Occurs 4 times Execution date X(08) Execution date of the buy-in yyyymmdd Status code X(02) Status associated with the liable positions I, E Maximum execution liability 9(13)V9(02) Executable amount Current MEL associated with the security Filler X(100) For future use
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4.18.10 Intent to buy-in entry and buy-in modification rejection
Message types CDSB10R, CDSB20R and CDSB21R are sent to the submitter of the rejected inbound messages (CDSB100, CDSB200 AND CDSB210 respectively)
Intent to buy-in entry and buy-in modification rejection Message types CDSB10R/CDSB20R/CDSB21R Field name Size Description CUID X(05) Filler X(05) Buy-in ID X(13) Buy-in transaction ID Format byyyyjjjnnnnn where yyyy=year, jjj=Julian date, nnnnn=sequence number Filler X(13) Update timestamp X(26) Format yyyy-mm-dd-hh.mm.ss.nnnnnn ISIN X(12) Filler X(17) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04)
Filler X(80)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Broadcast notification message details
4.19 Broadcast notification message details
The broadcast notification message is an outbound message that relays selected broadcast information to InterLink participants.
4.19.1 Broadcast notification message
Message type CDSN01N is sent to multiple locations.
Broadcast notification Message type CDSN01N M/O Field name Size Description M Filler-1 X(36) M Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn M Filler-2 X(29) Business date X(08) Format yyyymmdd Filler X(13) M Message indicator X(04) P=beginning of payment exchange R=start of restricted period A=end of restricted period B=beginning of day ASEG=end of auto-seg AM2=end of M2 ALI=end of lock-in ZSNS=start of zero net matching batch process for SNS cash trades ZSNE=end of zero net matching batch process for SNS cash trades O Business date X(08) Format yyyymmdd O Currency code X(03) CAD, USD Applicable to P, R and A only ß=blank O Filler X(27) Total length 154
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) SMF security master description information message
4.20 SMF security master description information message
Message type CDSS01N is sent to all interested parties. This message is generated when any of the following changes occur to the current SMF file: • new issues • changes to the status of the existing SMF record (confirmed, inactive, deleted) • changes to any of the fields contained in the message.
SMF Security master description information Message type CDSS01N Field name Size Description Filler X(91) Business date X(08) Format yyyymmdd Filler X(13) ISIN X(12) Security type X(01) blank=SMF, P=preliminary issue Security status X(01) SMF type – C=confirmed, I=inactive, D=deleted Preliminary type – A=added, D=deleted Issuer short name X(10) Abbreviated name of the issuer organization Issuer name X(30) Issuer long name Issue name X(30) Security short name Instrument type X(03) CDA, MUN, MBS, RCP, etc. Maturity date X(08) yyyymmdd Service eligibility and date X(165) X(11) for each eligibility code (occurs up to 15 times) Service eligibility X(03) Eligibility code DCS, CNS, SNS etc. Eligibility date X(08) Service eligibility effective date yyyymmdd
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4.21 ATON message details
ATON messages comprise data elements that are required to execute a transaction or provide notification to the parties in a transaction.
4.21.1 Create RFT message
Message type CDSZ010 is an inbound message sent by the receiver to initiate a new RFT. In the second column of the detail record layout, M is mandatory, O is optional, and D is used for display only on outbound messages.
Create RFT message ID M/O Field name Size Description 9 M Receiver CUID X(05) 14 M Deliverer CUID X(05) 1 M RFT ID X(13) Blank for RFT entry; created by CDS when RFT added 2 M RFT action code X(01) E – RFT entry M RFT status code – null ind X(01) 3 M RFT status code X(04) NEW 4 M Message identifier X(31) Blank 5 M Number of fragments in message 9(04) 1 6 M Message fragment identifier 9(04) 1 7 D Number of fragments processed 9(04) successfully 8 D Number of fragments rejected 9(04) M Receiver reference number – null ind X(01) 10 M Receiver reference number X(13) M Receiver contact – null ind X(01) 11 O Receiver contact X(60) M Receiver investment advisor code – null ind X(01) 12 O Receiver investment advisor code X(06) M Receiver default client account – null ind X(01) 13 M Receiver default client account X(16) Mandatory for entry M Deliverer reference number – null ind X(01) 15 O Deliverer reference number X(13) Must be blank M Deliverer contact – null ind X(01) 16 O Deliverer contact X(60) Must be blank M Deliverer investment advisor code – null ind X(01) 17 O Deliverer investment advisor code X(06) Must be blank M Deliverer client account – null ind X(01) 18 M Deliverer client account X(16) Mandatory for entry
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Create RFT message ID M/O Field name Size Description M Client surname – null ind X(01) 19 O Client surname X(20) If Marriage Breakdown = Y, then this field is mandatory M First Name – null ind X(01 146 O First Name X(20) If MARRIAGE BREAKDOWN = Y, then this field is mandatory and minimum size =X(2) M Joint Acct name – null ind X(01) 147 O Joint Acct name X(61) Optional M Address – null ind X(01) 148 O Address X(40) If MARRIAGE BREAKDOWN = Y, then this field is mandatory M City – null ind X(01) 149 O City X(30) If MARRIAGE BREAKDOWN = Y, then this field is mandatory M Prov/State – null ind X(01) 150 O Prov/State X(2) If MARRIAGE BREAKDOWN = Y and – if COUNTRY = CAN, then this field is mandatory and must contain valid Province Code (the list of valid province codes is in Appendix E of the Non-Resident Withholding Tax Guide on the CRA's Web site.) – if COUNTRY = USA, then this field is mandatory and must contain valid State Code (the list of valid state codes is in Appendix E of the Non- Resident Withholding Tax Guide on the CRA's Web site) If MARRIAGE BREAKDOWN = N then this field is optional and the validation described above will not be applied. M Postal/Zip Code – null ind X(01) 151 O Postal/Zip Code X(9) If MARRIAGE BREAKDOWN = Y and – if COUNTRY = CAN, then this field is mandatory and POST/ZIP CODE must match pattern A9A9A9 – if COUNTRY = USA, then this field is mandatory and POST/ZIP CODE must match pattern 99999 or 999999999
If MARRIAGE BREAKDOWN = N then this field is optional and the validation described above will not be applied.
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Create RFT message ID M/O Field name Size Description M Country – null ind X(01) 152 O Country X(3) If MARRIAGE BREAKDOWN = Y then this field is mandatory and must contain a valid/approved Country code (The list of approved country codes is in Appendix A of the Non- Resident Withholding Tax Guide on the CRA's Web site.) If MARRIAGE BREAKDOWN = N then this field is optional and the validation described above will not be applied. M Tax Code – null ind X(01) 153 O Tax Code X(3) If MARRIAGE BREAKDOWN = Y, then this field is mandatory
If MARRIAGE BREAKDOWN = N, then this field must be blank
Must be valid province, state, or country code (see PROV/STATE and COUNTRY fields for information on valid codes).
If the tax jurisdiction of the account owner is within Canada or the US, use the province or state code. For Canadians taxed federally (e.g. Native Canadians and armed forces personnel), use the country code CAN. For all other countries, use the applicable country code.
If ACCOUNT TYPE = TFSA then TAX CODE must be Canadian province code or CAN O Filler X(20) M Client SIN – null ind X(01) 26 M Client SIN X(09) Mandatory for entry – must have a valid digit check M Client account type – null ind X(01) 27 M Client account type X(04) Mandatory for entry M Spousal RSP indicator – null ind X(01) 28 O Spousal RSP indicator X(01) M Spouse name – null ind X(01) 29 O Spouse name X(30) This field is mandatory and to be completed only if the SPOUSAL RSP or MARRIAGE BREAKDOWN field = Y. M Spouse SIN – null ind X(01)
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Create RFT message ID M/O Field name Size Description 30 O Spouse SIN X(09) This field is mandatory and to be completed only if the SPOUSAL RSP or MARRIAGE BREAKDOWN field = Y. If entered, must have a valid check digit M Locked in RSP indicator – null ind X(01) 31 O Locked in RSP indicator X(01) M Locked in governing legislature – null ind X(01) 32 O Locked in governing legislature X(04) M Transfer type – null ind X(01) 33 M Transfer type X(01) Mandatory for entry; values F (full) or P (partial) M Cash or kind code – null ind X(01) 34 O Cash or kind code X(04) Mandatory for entry C (cash) or K (kind) M Minimum paid amount – null ind X(01) 35 O Minimum paid amount 9(13)V9(02) M Minimum paid indicator – null ind X(01) 36 O Minimum paid indicator X(01) Y or N M Maximum paid amount – null ind X(01) 37 O Maximum paid amount 9(13)V9(02) M YTD amount – null ind X(01) 38 O YTD amount 9(13)V9(02) Must be blank M RIF qualifier – null ind X(01) 49 O RIF qualifier X(01) Must be blank M Original opening date – null ind X(01) 39 O Original opening date X(08) M Comment – null ind X(01) 40 O Comment X(60) 41 D Total number of assets 9(04) 42 D Total number of assets disputed 9(04) 43 D Total number of assets excluded 9(04) 44 D Total book value 9(13)V9(02) 45 D Total market value CAD$ 9(13)V9(02) 46 D Total market value US$ 9(13)V9(02) 47 D Total against payment CAD$ 9(13)V9(02) 48 D Total against payment US$ 9(13)V9(02) 138 D Total book value sign X(01) Blank or - 139 D Total market value CAD$ sign X(01) Blank or - 140 D Total market value US$ sign X(01) Blank or -
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Create RFT message ID M/O Field name Size Description 141 D Total against payment CAD$ X(01) Blank or - 142 D Total against payment US$ X(01) M Primary RFT ID – null ind X(01) 143 O Primary RFT ID X(13) For regular RFT, blank For residual RFT, existing regular RFT (transfer type <> R, status=CONF, CONP or COMP) M Trans subtype – null ind X(01) 144 O Trans subtype X(04) M Marriage breakdown – null ind X(01) 145 O Marriage breakdown X(01) O Filler X(74) Total length X(872)
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4.21.2 Create RFT confirmation and notification message
Message types CDSZ01N, CDSZ01NA and CDSZ01C are returned to the receiver and sent to the deliverer and optional third party by CDS when the Create RFT message is successfully processed by the system.
CDSZ01N, CDSZ01NA and CDSZ01C contain the original message with the RFT ID field replaced by the RFT ID created by CDS. In the second column of the detail record layout, M is mandatory and O is optional.
Create RFT confirmation and notification message ID M/O Field name Size Description 9 M Receiver CUID X(05) 14 M Deliverer CUID X(05) 1 M RFT ID X(13) Overlays the blank field in the original message with the new RFT ID M Remainder of the original record image X(849) Total length X(872)
The fields listed below are not populated on notification messages: • Message identifier • Number of fragments in message • Message fragment identifier • Number of fragments processed successfully • Number of fragments rejected.
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4.21.3 Create RFT rejection message
Message type CDSZ01R is returned to the receiver by CDS when the Create RFT message is rejected by the system. In the second column of the detail record layout, M is mandatory and O is optional.
Create RFT rejection message ID M/O Field name Size Description 10 M Receiver reference number X(13) O Error field ID #1 X(04) Zxxx, where xxx=message field ID O Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) M Original record image X(872) Total length X(965)
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4.21.4 RFT instruction message
Message type CDSZ040 is an inbound message sent by the receiver for new RFT instructions. The message must be sent independently with a valid RFT ID. In the second column of the detail record layout, M is mandatory, O is optional and D is used for display only on outbound messages.
RFT instruction message ID M/O Field name Size Description 9 M Receiver CUID X(05) 14 M Deliverer CUID X(05) 1 M RFT ID X(13) Must contain a valid RFT ID 2 M RFT action code X(01) E=new instructions M RFT status code – null ind X(01) 3 O RFT status code X(04) 4 M Message identifier X(31) Must be blank 5 M Number of fragments in message 9(04) Must be set to 1 6 M Message fragment identifier 9(04) Must be set to 1 7 D Number of fragments processed successfully 9(04) 8 D Number of fragments rejected 9(04) 135 M Instruction memo text X(1422) Free format text Total length X(1498)
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4.21.5 RFT instruction confirmation and notification message
Message types CDSZ04N, CDSZ04NA and CDSZ04C are returned to the receiver and sent to the deliverer and optional third party by CDS when the RFT instruction is successfully processed by the system. In the second column of the detail record layout, M is mandatory, O is optional and D is used for display only on outbound messages.
RFT instruction confirmation and notification message ID M/O Field name Size Description M Original record image X(1498) Total length X(1498)
The fields listed below are not populated on notification messages: • Message identifier • Number of fragments processed successfully • Number of fragments rejected.
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4.21.6 RFT instruction rejection message
Message type CDSZ04R is returned to the receiver by CDS when the RFT instruction is rejected by the system. In the second column of the detail record layout, M is mandatory, O is optional and D is used for display only on outbound messages.
RFT instruction rejection message ID M/O Field name Size Description 10 M Receiver reference number X(13) O Error field ID #1 X(04) Zxxx, where xxx=message field ID O Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) M Original record image X(1498) Total length X(1591)
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4.21.7 Modify RFT message
Message type CDSZ020 is an inbound message sent by the deliverer or receiver to modify an RFT. The message includes modifying RFT details and status code changes, and may be accompanied by zero, one or more Modify Asset messages (CDSZ050) to add or modify the assets associated with the RFT.
In the second column of the detail record layout, M is mandatory, O is optional, and D is used for display only on outbound messages.
Modify RFT message ID M/O Field name Size Description 9 M Receiver CUID X(05) 14 M Deliverer CUID X(05) 1M RFT ID X(13) 2 M RFT action code X(01) M=modify RFT M RFT status code – null ind X(01) 3 O RFT status code X(04) Valid values are: NEW=new ACC=accepted RET=returned CONF=confirmed UNC=unconfirmed REJ=rejected RESC=rescinded DEL=deleted CONP=confirmed pending 4 M Message identifier X(31) Value cccccyyyy-mm-dd-hh.nn.ss.xxxxxx where ccccc=CUID, yyyy=year, mm=month, dd=day, hh=hour, nn=minute, ss=second, xxxxxx=portion of a second 5 M Number of fragments in message 9(04) 1 for CDSZ020 message +1 for each CDSZ050 6 M Message fragment identifier 9(04) 1 7 D Number of fragments processed 9(04) successfully 8 D Number of fragments rejected 9(04) M Receiver reference number – null X(01) ind 10 O Receiver reference number X(13) M Receiver contact – null ind X(01) 11 O Receiver contact X(60) M Receiver investment advisor code – X(01) null ind 12 O Receiver investment advisor code X(06) M Receiver default client account – X(01) null ind
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Modify RFT message ID M/O Field name Size Description 13 O Receiver default client account X(16) M Deliverer reference number – null X(01) ind 15 O Deliverer reference number X(13) M Deliverer contact – null ind X(01) 16 O Deliverer contact X(60) M Deliverer investment advisor code – X(01) null ind 17 O Deliverer investment advisor code X(06) M Deliverer client account – null ind X(01) 18 O Deliverer client account X(16) M Client surname – null ind X(01) 19 O Client surname X(20) M First Name – null ind X(01) 146 O First Name X(20) M Joint Acct Name – null ind X(01) 147 O Joint Acct Name X(61) M Address – null ind X(01) 148 O Address X(40) M City – null ind X(01) 149 O City X(30) M Prov/State – null ind X(01) 150 O Prov/State X(2) M Postal/Zip Code – null ind X(01) 151 O Postal/Zip Code X(9) M Country – null ind X(01) 152 O Country X(3) M Tax Code – null ind X(01) 153 O Tax Code X(3) O Filler X(20) M Client SIN – null ind X(01) 26 O Client SIN X(09) If entered, must have a valid check digit M Client account type – null ind X(01) 27 O Client account type X(04) M Spousal RSP indicator – null ind X(01) 28 O Spousal RSP indicator X(01) Y or N M Spousal name & address line 1 – X(01) null ind 29 O Spouse name & address line 1 X(30)
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Modify RFT message ID M/O Field name Size Description M Spouse SIN – null ind X(01) 30 O Spouse SIN X(09) If entered, must have a valid check digit M Locked in RSP indicator – null ind X(01) 31 O Locked in RSP indicator X(01) M Locked in governing legislature – X(01) null ind 32 O Locked in governing legislature X(04) M Transfer type – null ind X(01) 33 O Transfer type X(01) F (full) or P (partial) M Cash or kind code – null ind X(01) 34 O Cash or kind code X(04) M Minimum paid amount – null ind X(01) 35 O Minimum paid amount 9(13)V9(02) M Minimum paid indicator – null ind X(01) 36 O Minimum paid indicator X(01) Y or N M Maximum paid amount – null ind X(01) 37 O Maximum paid amount 9(13)V9(02) M YTD amount – null ind X(01) 38 O YTD amount 9(13)V9(02) M RIF qualifier – null ind X(01) 49 O RIF qualifier X(01) Y or N M Original opening date – null ind X(01) 39 O Original opening date X(08) M RFT comment – null ind X(01) 40 M/O RFT comment X(60) Mandatory when status code=REJ (rejected); otherwise, it is optional 41 D Total number of assets 9(04) 42 D Total number of assets disputed 9(04) 43 D Total number of assets excluded 9(04) 44 D Total book value 9(13)V9(02) 45 D Total market value CAD$ 9(13)V9(02) 46 D Total market value US$ 9(13)V9(02) 47 D Total against payment CAD$ 9(13)V9(02) 48 D Total against payment US$ 9(13)V9(02) 138 D Total book value sign X(01) Blank 139 D Total market value CAD$ sign X(01) Blank 140 D Total market value US$ sign X(01) Blank 141 D Total against payment CAD$ sign X(01) Blank
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Modify RFT message ID M/O Field name Size Description 142 D Total against payment US$ sign X(01) Blank M Primary RFT ID – null ind X(01) 143 O Primary RFT ID X(13) For regular RFT, value is blank For residual RFT, existing regular RFT (transfer type <> R, status=CONF, CONP or COMP) M Trans subtype – null ind X(01) 144 O Trans subtype X(04) M Marriage breakdown – null ind X(01) 145 O Marriage breakdown X(01) O Filler X(74) Total length X(872)
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4.21.8 Modify RFT confirmation and notification message
Message types CDSZ02N, CDSZ02NA, CDSZ02C and CDSZ02T are returned to the receiver by CDS and sent to the deliverer and optional third party by CDS when the Modify RFT message is successfully processed by the system.
Note: CDSZ02Ts are only produced when the RFT status changes to accepted, returned, unconfirmed or confirmed. When a CDSZ02T is produced, it confirms the change in status; the CDSZ02C message that is produced does not confirm the status change.
Message types CDSZ03N and CDSZ03NA are sent to the receiver and/or the deliverer and optional third party by CDS when the Modify RFT message is confirmed.
In the second column of the detail record layout, M is mandatory and O is optional.
Modify RFT confirmation and notification message ID M/O Field name Size Description M Original record image X(872) Total length X(872)
The fields listed below are not populated on notification messages: • Message identifier • Number of fragments in message • Message fragment identifier • Number of fragments processed successfully • Number of fragments rejected.
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4.21.9 Modify RFT rejection message
Message type CDSZ02R is returned to the submitter by CDS when the Modify RFT message is rejected by the system. In the second column of the detail record layout, M is mandatory and O is optional.
Modify RFT rejection message ID M/O Field name Size Description 1M RFT ID X(13) O Error field ID #1 X(04) Zxxx, where xxx=message field ID O Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) M Original record error X(872) Total length X(965)
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4.21.10 Modify asset message
Message type CDSZ050 is an inbound message sent by the deliverer or the receiver to add or modify an asset associated with an RFT. In the second column of the detail record layout, M is mandatory, O is optional, and D is used for display only on outbound messages.
Modify asset message ID M/O Field name Size Description 9 M Receiver CUID X(05) 14 M Deliverer CUID X(05) 1 M RFT ID X(13) 100 M Asset action code X(01) E=asset entry M=modify an asset 101 M Asset reference number 9(04) Blank for entry; valid number for modify 4 M Message identifier X(31) If part of same batch as a CDSZ020 message, same number must be used; otherwise: Value cccccyyyy-mm-dd-hh.nn.ss.xxxxxx where ccccc=CUID, yyyy=year, mm=month, dd=day, hh=hour, nn=minute, ss=second, xxxxxx=portion of a second 5 M Number of fragments in message 9(04) If part of same batch as a CDSZ020 message, same number must be used; otherwise 1 for each CDSZ050 6 D Message fragment identifier 9(04) If part of same batch as a CDSZ020 message, sequentially number fragments starting at 2; otherwise 1 for each CDSZ050 M Security number – null ind X(01) 102 O Security number X(12) Number of the security in format CUSIP / ISIN / MFC (mutual fund code) M Security number type – null ind X(01) 103 O Security number type X(04) Mandatory if security number is coded; values are CUSIP, ISIN, MFC M Security symbol – null ind X(01) 104 O Security symbol X(12) M Asset disposition code – null ind X(01) 105 O Asset disposition code X(04) Mandatory value of INCL for entry M Clearing institution code – null ind X(01) 106 O Clearing institution code X(04) Mandatory on entry; values are CDS, DTC, EURO, FSRV, OTC M Quantity – null ind X(01) 107 O Quantity 9(11)V9(04) M Currency code – null ind X(01) 108 O Currency code X(03) M Asset price – null ind X(01)
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Modify asset message ID M/O Field name Size Description 109 O Asset price 9(06)V9(09) M Book value – null ind X(01) 110 O Book value 9(13)V9(02) M Market value – null ind X(01) 111 O Market value 9(13)V9(02) M Against payment amount – null ind X(01) 112 O Against payment amount 9(13)V9(02) M Deliverer cash amount – null ind X(01) 113 O Deliverer cash amount 9(13)V9(02) M Position indicator – null ind X(01) 114 O Position indicator X(01) Mandatory on entry; values L (long) or S (short) M Seg release indicator – null ind X(01) 115 O Seg release indicator X(01) M Deliverer tag number – null ind X(01) 116 O Deliverer tag number X(13) M Deliverer CDSX account type – null X(01) ind 117 O Deliverer CDSX account type X(02) M Deliverer clearing institution X(01) number – null ind 118 O Deliverer clearing institution X(16) number M Deliverer private range security X(01) code – null ind 119 O Deliverer private range security X(16) code M Receiver tag number – null ind X(01) 120 O Receiver tag number X(13) M Receiver CDSX account type – null X(01) ind 121 O Receiver CDSX account type X(02) M Receiver clearing institution number X(01) – null ind 122 O Receiver clearing institution number X(16) M Receiver client account – null ind X(01) 123 O Receiver client account X(16) M Receiver private range security X(01) code – null ind 124 O Receiver private range security X(16) code M Asset description – null ind X(01)
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Modify asset message ID M/O Field name Size Description 125 O Asset description X(60) Can only be entered for add M Asset comment – null ind X(01) 126 O Asset comment X(120) 127 D Clearing system code X(04) M Value date – null ind X(01) For future use 128 O Value date X(08) For future use M Amount type – null ind X(01) 129 O Amount type X(01) Can only be entered for asset action code=E M Dividend option – null ind X(01) 130 O Dividend option X(01) Can only be entered for asset action code=M M Asset status – null ind X(01) 131 O Asset status X(04) M Deliverer asset account type – null X(01) ind 132 O Deliverer asset account type X(04) Values are the same as field ID 27 client account type on CDSZ010 message M Deliverer asset account number – X(01) null ind 133 O Deliverer asset account number X(16) M Deliverer asset investment advisor X(01) code – null ind 134 O Deliverer asset investment advisor X(06) code M Receiver asset CUID – null ind X(01) 135 O Receiver asset CUID X(05) Values are the same as field ID 9 receiver CUID on CDSZ010 message M Deliverer asset CUID – null ind X(01) 136 O Deliverer asset CUID X(05) Values are the same as the field ID 14 deliverer CUID on CDSZ010 message O Filler X(23) Total length X(599)
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4.21.11 Modify asset confirmation and notification message
Message type CDSZ05C is a confirmation message sent to the submitter when the message is successfully processed by the system.
Message types CDSZ05N and CDSZ05NA are notification messages sent to the other participant and to an optional third party by CDS.
A final confirmation is sent to the submitter when the related set of Modify RFT and Modify Asset messages are all successfully processed by the system.
Message types CSDZ06N and CDSZ06NA are sent to the receiver and/or the deliverer and optional third party by CDS when the Modify RFT message is confirmed.
In the second column of the detail record layout, M is mandatory and O is optional.
Modify asset confirmation and notification message ID M/O Field name Size Description M Original record image X(599) Total length X(599)
The fields listed below are not populated on notification messages: • Message identifier • Number of fragments in message • Message fragment identifier.
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4.21.12 Modify asset rejection message
Message type CDSZ05R is returned to the submitter by CDS when the Modify Asset message is rejected by the system. In the second column of the detail record layout, M is mandatory and O is optional.
Modify asset rejection message ID M/O Field name Size Description 1 M RFT ID X(13) O Error field ID #1 X(04) Zxxx, where xxx=message field ID O Application error code #1 X(04) Space for 10 errors will be provided O Error field ID #n X(04) n=10 O Application error code #n X(04) M Original record image X(599) Total length X(692)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Batching messages
4.22 Batching messages
Participants who do not intend to communicate with CDS through the InterLink Service but require settlement and clearing data intraday may request that CDS set up intraday transmissions. Participants must subscribe to the InterLink Service. The intraday transmissions include all messages that the participant subscribes to. Transmissions are not cumulative – CDS unloads (empties) the participant’s queue to a file and then retransmits through FTP. Participants must prearrange the timing of this file.
The layout of the file is equivalent to: • InterLink message type – positions 1 to 8 • InterLink common view – positions 9 to 74 (see Common view on page 352) • Message details – positions 75+ (as described throughout this section).
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Payment reconciliation messages
4.23 Payment reconciliation messages
Payment reconciliation messages comprise data elements that are required to process automated reconciliation of projected payments.
4.23.1 Projected payment confirmation/notification message
Projected payment confirmation/notification message Message types CDSR01C/CDSR01N Field name Size Description Subscriber CUID X(05) Filler X(05) Spaces Transaction ID X(13) Format 0yyyyjjjnnnxx, where yyyy=year, jjj=Julian date, nnnxx=random number Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Agent reference ID X(15) Unique ID assigned to the projected payment by the external agent Status X(04) ACPT, DELE ISIN X(12) Event type X(04) Record date 9(08) Payable date 9(08) Filler X(24) Spaces Receive ISIN X(12) Receive currency X(03) Projected payment amount 9(12) V9(02) Payment rate 9(05) V9(13) Record date position 9(12) Event ID X(13) Event option number X(03) Event option item number X(03) Paying agent CUID X(05) Transfer agent CUID X(05) Filler X(190) Used to populate CDS projected payment details in the matched and unmatched outbound MQ message Total length 466
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4.23.2 Projected payment inbound MQ message
Projected payment inbound message Message type CDSR010 ID M/O Field name Size Description M Agent reference ID - null Ind. X(01) 0001 M Agent reference ID X(15) A unique ID assigned to the projected payment by the external agent M Action - null Ind. X(01) 0002 M Action X(01) Spaces or A or M or D M Security ID - null Ind. X(01) 0003 M Security country code X(02) Security CUSIP X(09) Security check digit X(01) M CDS event type - null ind X(01) 0004 M CDS event type X(04) The event type being reported DIV=dividend INT=interest O Record date - null ind X(01) 0005 O Record date 9(08) Format yyyymmdd Mandatory for distribution events Optional for mandatory events M Payable date - null ind X(01) 0006 M Payable date 9(08) Format yyyymmdd Filler X(27) O Receive item currency - null ind X(01) 0007 O Receive item currency X(03) O Receive item ISIN - null ind X(01) 0008 O Receive item ISIN country code X(02) O Receive item ISIN CUSIP X(09) O Receive item ISIN check digit X(01) M Projected payment amount - null X(01) ind 0009 M Projected payment amount 9(12) V9(02) M Payment rate - null ind X(01) 0010 M Payment rate 9(05) V9(13) M Record date position - null ind X(01) 0011 M Record date position 9(12) O CDS event ID - null ind X(01) 0012 O CDS event ID X(13) O CDS event option nbr - null ind X(01)
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Projected payment inbound message Message type CDSR010 ID M/O Field name Size Description 0013 O CDS event option nbr X(03) O CDS event option item nbr - null X(01) ind 0014 O CDS event option item nbr X(03) 0015 M Paying agent CUID - null X(01) indicator M Paying agent CUID X(05) 0016 O Transfer agent CUID - null X(01) indicator O Transfer agent CUID X(05) O Filler X(88) Total length 333 Total message length: 267 MBCV length: 66
4.23.3 Projected payment rejection MQ message
Projected payment rejection message Message types CDSR01R ID Field name Size Description Filler X(10) Transaction ID 1 X(13) Spaces Transaction ID 2 X(13) Spaces Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Fille X(29) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code X(04) number
Filler X(80) Total length 272
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4.23.4 Projected payment reconciliation notification message
Projected payment matching notification message Message types CDSR02N Field name Size Description Subscriber CUID X(05) Filler X(05) Spaces Transaction ID X(13) Format 0yyyyjjjnnnxx, where yyyy=year, jjj=Julian date, nnnxx=random number Spaces if TR payment record does not exist Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Agent reference ID X(15) A unique ID assigned to the projected payment by the external agent Status X(04) MTCH, UNMT ISIN X(12) Base security Event type X(04) TR record date 9(08) TR payable date 9(08) Filler X(24) Spaces Receive ISIN X(12) Receive currency X(03) Projected payment amount 9(12) V9(02) Payment rate 9(05) V9(13) Record date position 9(12) Event ID X(13) Spaces if the corresponding event is not found in CDSX Event status X(04) Spaces if the corresponding event is not found in CDSX Event option number X(03) Spaces if the corresponding event is not found in CDSX Event option item number X(03) Spaces if the corresponding event is not found in CDSX Paying agent CUID X(05) Transfer agent CUID X(05) CDS record date 9(08) Zeroes if the corresponding event is not found in CDSX CDS payable date 9(08) Zeroes if the corresponding event is not found in CDSX Filler X(24) Spaces
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Projected payment matching notification message Message types CDSR02N Field name Size Description CDS payment rate 9(05) V9(13) Zeroes if the corresponding event is not found in CDSX CDS projected gross amount 9(12) V9(02) Zeroes if the corresponding event is not found in CDSX CDS total withholding tax amount 9(12) V9(02) Zeroes if the corresponding event is not found in CDSX Filler X(14) CDS record date position 9(12) Zeroes if the corresponding event is not found in CDSX CDS backdated adjustments 9(12) Zeroes if the corresponding event is not found in CDSX CDS adjusted record date position 9(12) Zeroes if the corresponding event is not found in CDSX Filler X(50) Spaces Total length 466
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) Payment release details
4.24 Payment release details
Payment release messages allow the paying agent to release intraday cash and security entitlement payments, receive updates on changes to released payments and the payment settlement status.
4.24.1 Payment release entry
Payment release entry Message type CDSE030 ID Field Name M/O Picture Position Description Event ID - null ind M X(01) 01 F001 Event ID M X(13) 02 Event ID for which the payment release request is being made Option number - null MX(01)15 ind F002 Option number M X(03) 16 Option number of event Item number - null ind M X(01) 19 F003 Item number M X(03) 20 Item number of given event option Currency - null ind M X(01) 23 F004 Currency M/O X(03) 24 Currency of payment (receive) Security - null ind M X(01) 27 F005 Security M/O X(12) 28 Security of payment (receive) Payment release MX(01)40 indicator- null ind F006 Payment release M X(01) 41 R=release the payment indicator instruction to settlement Filler X(59) 42 Total length X(100)
4.24.2 Payment release confirmation and notification
Message type CDSE03C is sent to the message originator.
Message type CDSE03N is sent to the message originators for changes submitted by an inbound message or entered online (through 3270).
Payment release confirmation and notification Message type CDSE03C/CDSE03N Field Name Size Description Agent CUID X(05) Paying/depo agent CUID Filler X(05) Spaces
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Payment release confirmation and notification Message type CDSE03C/CDSE03N Field Name Size Description Transaction ID X(13) Format 0yyyyjjjnnnxx, where yyyy=year, jjj=julian date, nnnxx=random number Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(04) Event ID X(13) Event id of the entitlement payment release Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Event option number X(03) Event option item number X(03) Currency X(03) Currency of payment (receive) Security X(12) Security of payment (receive) Payment status X(04) Auth/hold Filler X(329) Total length X(466)
4.24.3 Payment release rejection
Message type CDSE03R is sent to the message originator.
Payment release rejection Message type CDSE03R Field Name Size Description Filler X(10) Transaction ID1 X(13) Spaces Transaction ID 2 X(13) Spaces Update timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(04) Event id X(13) Filled with event ID when applicable Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Repeat error lines 10 times Error field ID X(04) Application error code number X(04) Filler X(80) Total length X(272)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
4.24.4 Payment release settlement notification
Notifications are sent to paying agents for updates to payment settlement status on payments released as overnight, entered online (through 3270) or by an inbound message.
Payment release settlement notification Message type CDSE04N Field Name Size Description Paying CUID X(05) Paying agent CUID Filler X(05) Spaces Transaction ID X(13) Format 0yyyyjjjnnnxx, where yyyy=year, jjj=ulian date, nnnxx=random number Filler X(13) Timestamp X(26) Format yyyy-mm-dd-hh.ss.nnnnnn Filler X(04) Event ID X(13) Event ID of the entitlement payment Filler X(12) Business date X(08) Format yyyymmdd Filler X(13) Option number X(03) Option number of event Item number X(03) Item number of given event option Currency X(03) Currency of payment (receive/submit) Security X(12) Security of payment (receive) Payment indicator X(01) S=settled P=pending Reason code X(01) Pending reason code Filler X(330) Total length X(465)
4.25 TRAX transfer requests messages
TRAX transfer request messages comprise data elements that are required to process security transfer instructions.
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4.25.1 TRAX transfer requests record entry
Message type CDSK010 is an inbound message used to create an unconfirmed TRAX transfer request record.
. TRAX transfer requests record entry Message type CDSK010 Null ind ID M/O Field name Size value Description M Participant CUID – null ind X(01) 1 R001 M Participant CUID X(05) M Custodian CUID – null ind X(01) 1 R002 M Custodian CUID X(05) M Transfer agent CUID – null ind X(01) 1 R003 M Transfer agent CUID X(05) n/a CDS transfer request ID – null ind X(01) 0 R004 n/a CDS transfer request ID X(14) Filler X(35) Reserved for future use n/a Status code – null ind X(01) R005 n/a Status code X(02) 0 Filler X(03)
M Effective date – null ind X(01) 1 or 0 R007 O Effective date X(08) Format yyyymmdd M Security number – null ind X(01) 1 R008 M Security number X(12) M Source country – null ind X(01) 1 or 0 R009 O Source country code X(02) Mandatory if transaction subtype is GT ZA=South Africa GB=United Kingdom AU=Australia AE=Nasdaq Dubai HK=Hong Kong GH=Ghana NZ=New Zealand Filler X(19) Reserved for future use M Transfer fee – null ind X(01) 1 or 0 R010 O Transfer fee 9(05)V(02)
M Memo text line 1 – null ind X(01) 1 or 0
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TRAX transfer requests record entry Message type CDSK010 Null ind ID M/O Field name Size value Description R012 O Memo text line 1 X(300) Map to comment field, event ID for transaction subtype CA M Transaction sub-type – null ind X(01) 1 R013 M Transaction sub-type X(02) CA=corporate action GT=global transfer TO=treasury order M Contact ID – null ind X(01) 1 or 0 R014 O Contact ID X(08) Defaults to MBCV user ID or AUTO DEP for transaction subtype CA M Service level - null ind X(01) 1 R018 M Service level X(03) REG=regular 24H=24-hour INS=instant Filler 51 Repeat 1 to 5 times – minimum 1 to maximum 5 client accounts can be entered per message M Participant client account # null X(01) 1 indicator R015 M Participant client account # X(16) Minimum one participant account must be entered M Participant client name – null X(01) 1 indicator R016 M Participant client name X(30) Minimum one client name must be entered M Quantity – null indicator X(01) 1 R017 M Quantity 9(12)V9(02) Minimum one quantity must be entered Total length Variable (from 570 to 822 characters)
4.25.2 TRAX transfer requests record modify
Message type CDSK050 is an inbound message used to cancel or modify an existing unconfirmed TRAX transfer requests record.
The following fields in an existing unconfirmed TRAX transfer requests record can be modified: • Effective date • Transfer fees • Client account name • Client account number
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
• Quantity.
TRAX transfer requests record modify Message type CDSK050 Null ind ID M/O Field name Size value Description M Participant CUID – null ind X(01) 0 R001 O Participant CUID X(05) M Custodian CUID – null ind X(01) 0 R002 O Custodian CUID X(05) M Transfer agent CUID – null ind X(01) 1 R003 M Transfer agent CUID X(05) M CDS transfer request ID – null X(01) 1 ind R004 M CDS transfer request ID X(14) Filler X(35) Reserved for future use M Status code – null ind X(01) 1 or 0 Must be 1 for cancellations 0 for modification(s) to unconfirmed record R005 O Status code X(02) Must be CN for cancellations Filler X(03)
M Effective date – null ind X(01) 1 or 0 R007 O Effective date X(08) M Security number – null ind X(01) 0 R008 O Security number X(12) M Source country – null ind X(01) 0 R009 O Source country code X(02) Filler X(19) Reserved for future use M Transfer fee – null ind X(01) 1 or 0 R010 O Transfer fee 9(05)V(02)
M Memo text line 1 – null ind X(01) 1 or 0 R012 O Memo text line 1 X(300) Map to comment M Transaction sub-type – null ind X(01) 0 R013 O Transaction sub-type X(02) Required for entry only M Contact ID – null indicator X(01) 1 or 0 R014 O Contact ID X(08) Defaults to MBCV user ID or AUTO DEP for transaction subtype CA and AUTO WD for transaction subtype EP
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
TRAX transfer requests record modify Message type CDSK050 Null ind ID M/O Field name Size value Description M Service level - null ind X(01) 1 R018 M Service level X(03) REG=regular 24H=24-hour INS=instant Filler X(51) Repeat 0 to 5 times M Participant client account # null X(01) 1 or 0 indicator R015 O Participant client account # X(16) Mandatory to delete a client account or to change client name and/or quantity M Participant client name – null X(01) 1 or 0 indicator R016 O Participant client name X(30) M Quantity – null indicator X(01) 1 or 0 R017 O Quantity 9(12)V9(02) Mandatory and equal to zero to delete a client account Total length Variable (from 557 to 809 characters)
4.25.3 TRAX transfer requests record entry confirmation/notification
Message types CDSK01C and CDSK01N are outbound messages sent to the message submitter. • CDSK01C – TRAX transfer requests record entry confirmation is sent after acceptance of CDSK010 • CDSK01N – TRAX transfer requests record entry notification is sent when the record is entered using the online function.
TRAX transfer requests record entry Message type CDSK01C/CDSK01N Null ind Field name Size value Description Participant CUID X(05) Transfer agent CUID X(05) CDS transfer request ID X(14) Format TXyyyyjjjnnnnn, where yyyy= year, jjj= Julian date, nnnnn = random number Filler X(12) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Filler X(29)
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
TRAX transfer requests record entry Message type CDSK01C/CDSK01N Null ind Field name Size value Description Business date X(08) Format yyyymmdd Filler X(13) Custodian CUID X(05) Status code X(02) C=confirmed U=unconfirmed Reject reason X(120) Effective date X(08) Security number X(12) Source country code X(02) Filler X(20) Transfer fee 9(05)V(02 Memo text line 1 X(300) Map to comment Transaction sub-type X(02) Contact ID X(08) Deposit ID X(13) Will be populated only if Status code = C
Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Service level X(03) REG=regular 24H=24-hour INS=instant Filler X(34) Repeat 1 to 5 times Participant client account # X(16) Participant client name X(30) Quantity 9(12)V9(02) Total length Variable (from 708 to 948 characters)
4.25.4 TRAX transfer requests record modify confirmation/notification
Message types CDSK05C and CDSK05N are outbound messages sent as follows: • CDSK05C – TRAX transfer requests record modify confirmation is sent to the submitter after acceptance of CDSK050 • CDSK05N – TRAX transfer requests record modify notification is sent to the other party when: • A participant rejects or confirms a record using the online function
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
• A transfer agent modifies or cancels an unconfirmed record using the online function • The system rejects or deletes an unconfirmed record or completes a confirmed record • The system reverts the status of a confirmed transfer request record to unconfirmed due to CDSX deposit entry being disabled.
TRAX transfer requests record modify Message type CDSK05C/CDSK05N Null ind Field name Size value Description Participant CUID X(05) Transfer agent CUID X(05) CDS transfer request ID X(14) Format TXyyyyjjjnnnnn, where yyyy= year, jjj= Julian date, nnnnn = random number Filler X(12) Update timestamp X(26) Format yyyy-mm-dd-hh:ss:nnnnnn Filler X(29) Business date X(08) Format yyyymmdd Filler X(13) Custodian CUID X(05) Status code X(02) U=unconfirmed C=confirmed R=rejected CN=cancelled CM=completed D=deleted Reject reason X(120) Effective date X(08) Security number X(12) Source country code X(02) Filler X(20) Transfer fee 9(05)V(02) Memo text line 1 X(300) Map to comment Transaction sub-type X(02) Contact ID X(08) Deposit ID X(13) Will be populated only if sub-type is “CA”, “GT” or “TO”
Format Dyyyyjjjnnnnn, where yyyy=year, jjj=Julian date, nnnnn=random number Service level X(03) REG=regular 24H=24-hour INS=instant
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CHAPTER 4 INTERLINK SERVICE (INBOUND/OUTBOUND) TRAX transfer requests messages
TRAX transfer requests record modify Message type CDSK05C/CDSK05N Null ind Field name Size value Description Filler X(34) Repeat 1 to 5 times Participant client account # X(16) Participant client name X(30) Quantity 9(12)V9(02) Total length Variable (from 708 to 948 characters)
4.25.5 TRAX transfer requests entry/modify system rejection
Message types CDSK01R and CDSK05R are outbound messages sent to the submitter. • CDSK01R – TRAX transfer requests record entry rejection is sent when entry message CDSK010 is rejected • CDSK05R – TRAX transfer requests record modify rejection is sent when modify message CDSK050 is rejected.
TRAX transfer requests record entry/modify rejection Message types CDSK01R/CDSK05R Null ind Field name Size value Description Participant CUID X(05) Custodian CUID X(05) CDS transfer request ID X(14) Blank for TRAX record entry rejections Filler X(12) Update timestamp X(26) Filler X(29) Business date X(08) Format yyyymmdd Filler X(08) Transfer Agent CUID X(05) Repeat error lines 10 times Error field ID X(04) Application error code number X(04) Filler X(81) Total length 272 characters
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CHAPTER 5
Chapter5SWIFT message formats
CDS supports SWIFT format (ISO 15022 standard) messaging capabilities for specified functions. A SWIFT message may be delivered/received over CDS's proprietary MQ Series network or over the SWIFT network. The table below describes the supported messages and the scope of the support.
Supported SWIFT message formats Type Message description Service Parties MQ SWIFT MT542 Deliver free International DTC Y MT543 Deliver against payment Matched Institutional VMU Y Y Trade Interface MT544 Receive free confirmation International DTC Y MT548 Settlement status and processing International DTC Y advice Matched Institutional VMU Y Y Trade Interface MT564 Corporate actions notification CDSX/NCS Open Y Y MT566 Corporate actions payment CDSX/NCS Open Y Y notification MT568 Corporate actions narrative CDSX/NCS Open Y Y MT598 ACK/NAK message International DTC Y
SWIFT message content (blocks and tags used) differ depending upon the supported service.
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CHAPTER 5 SWIFT MESSAGE FORMATS Delivering and receiving SWIFT-formatted messages: control information
5.1 Delivering and receiving SWIFT-formatted messages: control information
A typical SWIFT message delivered over the SWIFT network is made up as follows.
Basic header Application User header Text block Trailer block block header block block
String value Description {1: Beginning of block 1: basic header F01 Constant SSSSSSSSXXXX Message sender’s BIC when input to SWIFT ssss Sender’s input session number nnnnnn Sender’s session sequence number } End of block 1 {2: Beginning of block 2: application header Innn I=input nnn=message type RRRRRRRRXXXX Message receiver’s BIC when input to SWIFT N Normal priority (constant) } End of block 2 Block 3: user header block {4:
Refer to SWIFT documentation at http://www.swift.com for more detailed descriptions of SWIFT header, trailer and message structures.
A typical SWIFT message delivered over MQ also includes the MQ control data. See Message format on page 349, MQ message descriptor on page 350 and Common view on page 352.
MQ message Common data Typical SWIFT descriptor view message
SWIFT messages delivered over the SWIFT network are always edited by SWIFT to ensure that they comply with ISO 15022 standards. SWIFT messages delivered to CDS over MQ Series must adhere to the layouts described in this section. Any deviation from the published formats may result in erroneous data processed in CDSX. CDSX does not edit for ISO 15022 standards.
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CHAPTER 5 SWIFT MESSAGE FORMATS Delivering and receiving SWIFT-formatted messages: control information
5.1.1 Examples of discrepancies between messages sent and trades created
CDSX decimal limits exceeded
In these examples, the last digit is ignored:
:19A::SETT//CAD1000,568 is accepted and populates as $1000.56
:90A::DEAL//YIEL/120.9876546978 populates as 120.987654697
:90A::DEAL//YIEL/12.98765469787 populates as 12.987654697
:90A::DEAL//YIEL/2.9876546978 populates as 2.987654697
Edits between price, quantity and ISIN
In these examples, trades are created:
:90B::DEAL//ACTU/currency stockprice :90A::DEAL//YIEL/bondprice :35B:ISIN bond :35B: ISIN stock :36B::SETT//UNIT/qty :36B::SETT//FAMT/qty :90A::DEAL//YIEL/bondprice :90B::DEAL//ACTU/currency stockprice :35B:ISIN bond :35B:ISIN stock :36B::SETT//UNIT/qty :36B::SETT//FAMT/qty :90B::DEAL/ACTU/currency stockprice :90A::DEAL//YIEL/bondprice :35B:ISIN bond :35B:ISIN stock :36B::SETT/FAMT/qty :36B::SETT/UNIT/qty
CDSX settlement account limits exceeded
:97A::SAFE//GA0008 ignores the last digit and creates a trade with GA000 as the CDSX settlement account.
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CHAPTER 5 SWIFT MESSAGE FORMATS International services
5.2 International services
CDS supports electronic communication of cross-border clearing and settlement activity with DTC. The table below describes the SWIFT messages used to communicate between CDS and DTC.
Summary of SWIFT messages – DTC link Message type Description – business application Sent by Sent to MT542 Southbound delivery orders – free CDS DTC MT544 Northbound receive free confirmation DTC CDS MT548 Northbound reject notification DTC CDS MT598 Northbound initial validation notification of a southbound message DTC CDS
Summary of control information required
Southbound messages: All southbound messages are made up as follows.
MQ external DTC ICM SWIFT SWIFT SWIFT header header message application message headers messages footer
Northbound messages: All northbound messages are made up as follows.
MQ external DTC DTC SWIFT SWIFT SWIFT header message message message application message output delivery headers messages footer header header
The SWIFT messages below only contain the data field references and contents. Specialized control characters and field delimiters are not shown.
CDSL = first four positions of CDS’s BIC code.
DTCC = first four positions of DTC’s BIC code.
5.2.1 Northbound SWIFT messages
Inbound (northbound) SWIFT MT 544 Receive free confirmation message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R GENL 20C DTCC tracking number SEME//nnnnnnnnnnnnnnnn 23G NEWM 98C Transaction update date/time PREP//yyyymmddhhmmss
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CHAPTER 5 SWIFT MESSAGE FORMATS International services
Inbound (northbound) SWIFT MT 544 Receive free confirmation message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R LINK 20C DTCC Inventory Management System (IMS) RELA//nnnnnnnnnnnnnnnn transaction identifier 16S LINK 16S GENL 16R TRADDET 98A Transaction settlement date SETT//yyyymmdd 98A Actual settlement date ESET//yyyymmdd 35B Transaction security identification (ISIN) ISINßxxxxxxxxxxxx 70E DTCC comments SPRO//35x CrLf 35x CrLf 35x CrLf 16S TRADDET 16R FIAC 36B Transaction par/quantity ESTT//UNIT/999999999, 16S FIAC 16R SETDET 22F DTC reason code SETR//DTCYREAS/xxxx 16R SETPRTY 95R Party (delivering agent and participant name) DEAG/DTCYPART/0000nnnn 97A Account (delivering safekeeping account) SAFE//35x 16S SETPRTY 16R SETPRTY 95R Party (receiving agent) REAG/DTCYPART/00005099 97A Account (receiving agent CUID) SAFE/CDSL/CEND/buyer CUID 16S SETPRTY 16S SETDET 16R OTHRPRTY 95R Third party (buyer CUID) TRAG/DTCY/00CUID 16S OTHRPRTY
Inbound (northbound) SWIFT MT 548 Reject message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R GENL 20C DTCC tracking number SEME//nnnnnnnnnnnnn 23G INST 16R LINK
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CHAPTER 5 SWIFT MESSAGE FORMATS International services
Inbound (northbound) SWIFT MT 548 Reject message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 20C CDS trade reference number RELA//nnnnnnnnnnnnnnnn 16S LINK 16R STAT 25D Status code IPRC/DTCY/REJT or SETT/DTCY/xxxx for status other than REJT) 16R REAS 24B Reject code – field. For a complete and up- REJT/DTCY/xxxx to-date listing of DTCC’s reason and reject codes and their descriptions, refer to the code lists within DTCC’s service guides on their website (www.dtcc.com). 70D Reject code – error description REAS//35x CrLf 35x CrLf 35x CrLf 35x CrLf 16S REAS 16S STAT 16S GENL
Inbound (northbound) SWIFT MT 5488 ACK/NAK message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R GENL 25D Message status MSGS//ACCP or ERRR 16S GENL 16R STAT 24B Field code in error ERRR/DTCY/xxxx 24B Error code REJT/DTCY/xxxx 70C Reason description REAS//35x 16S STAT
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CHAPTER 5 SWIFT MESSAGE FORMATS International services
5.2.2 Southbound SWIFT messages
Outbound (southbound) SWIFT MT 542 Deliver free message SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R GENL 20C CDS reference number SEME//nnnnnnnnnnnnnnnn 23G NEWM 16S GENL 16R TRADDET 98A Transaction settlement date SETT//yyyymmdd 35B Transaction security identification (ISIN) ISINßxxxxxxxxxxxx 22F Business transaction ID PROC//DTCY/DO02 70E CDS comments SPRO//35x CrLf 35x CrLf 35x CrLf 35x CrLf 16S TRADDET 16R FIAC 36B Transaction par/quantity SETT//UNIT/999999999, 97A Account (delivering safekeeping SAFE//00006000 account) 16S FIAC 16R SETDET 22F Reason code SETR/DTCYREAS/0030 16R SETPRTY 95R Party (delivering agent) DEAG/DTCYPART/00006000 97A Party (seller name) SAFE//35x 16S SETPRTY 16R SETPRTY 95R Party (receiving agent) REAG/DTCYPART/0000nnnn 97A Party (buyer name) SAFE//35X 16S SETPRTY 16R SETPRTY 95P DTCC BIC number PSET//DTCYUS33 16S SETPRTY 16S SETPRTY 16R OTHRPRTY 95R Third party (seller CUID) TRAG/DTCY/CUID 16S OTHRPRTY
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CHAPTER 5 SWIFT MESSAGE FORMATS International services
Outbound (southbound) SWIFT MT 542 Reject message for reject of inbound (northbound) SWIFT MT 544 SWIFT tag # SWIFT transaction field description CDS transaction field description/comments 16R GENL 20C CDS reference number SEME//nnnnnnnnnnnnnnnn 23G NEWM 16R LINK 20C DTCC Inventory Management System RELA//nnnnnnnnnnnnnnnn (IMS) transaction identifier 16S LINK 16S GENL 16R TRADDET 98A Transaction settlement date SETT//yyyymmdd 35B Transaction security identification (ISIN) ISINßxxxxxxxxxxxx 22F Business transaction ID PROC/DTCY/DO02 70E DTCC comments SPRO//35x CrLf 35x CrLf 35x CrLf 35x CrLf 16S TRADDET 16R FIAC 36B Transaction par/quantity SETT//UNIT/999999999, 97A Account (delivering safekeeping SAFE//00005099 account) 16S FIAC 16R SETDET 22F Reason code SETR/DTCYREAS/0031 16R SETPRTY 95R Party (delivering agent) DEAG/DTCYPART/00005099 97A Party (seller name) SAFE//35x 16S SETPRTY 16R SETPRTY 95R Party (receiving agent) REAG/DTCYPART/0000nnnn 97A Party (buyer name) SAFE//35x 16S SETPRTY 16R SETPRTY 95P DTCC BIC number PSET//DTCYUS33 16S SETPRTY 16S SETDET 16R OTHRPRTY 95R Third party (buyer CUID) TRAG/DTCY/CUID 16S OTHRPRTY
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CHAPTER 5 SWIFT MESSAGE FORMATS Matched Institutional Trade Interface service
5.3 Matched Institutional Trade Interface service
CDS supports electronic communication of settlement instructions from eligible VMUs. The table below describes the SWIFT messages used to communicate between CDS and any VMU.
Summary of SWIFT messages – Matched Institutional Trade Interface service Message type Description – business application Sent by Sent to MT543 Settlement instruction VMU CDS MT548 Reject notification CDS VMU Acknowledgment CDS VMU
5.3.1 Control information
MT543 message from VMU to CDS: VMU settlement instruction
VMUs who send MT543 settlement instruction messages to CDS send the message (i.e., SWIFT header, message body and SWIFT trailer) in the following format:
{1:F01SSSSSSSSXXXXssssnnnnnn}{2:I543CDSLCATTXXXXN}{4:
MESSAGE BODY -}
A BIC is not required if the MTnnn message is sent via MQ services. In these cases, the default BIC (XXXXXXXXXXXX) is used.
For MQ header details, see MQ message descriptor on page 350. For SWIFT header and trailer details, see Delivering and receiving SWIFT-formatted messages: control information on page 514.
For message body details, see MT543 layout on page 522.
MT548 message from CDS to VMU via SWIFT: VMU settlement instruction notification
Subscribers who receive the MT548 settlement instruction notification messages from CDS through the SWIFT network receive the message (i.e., SWIFT header, message body and SWIFT trailer) in the following format:
{1:F01RRRRRRRRXXXXssssnnnnnn}{2:O548hhmmyymmddCDSLCATTXXXXssss nnnnnnyymmddhhmmN}{4:
MESSAGE BODY
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CHAPTER 5 SWIFT MESSAGE FORMATS Matched Institutional Trade Interface service
-}{5:{....}}
Length and values of numbers and characters in the trailer for MAC and CHK are variable and dependent on SWIFT.
For SWIFT header and trailer details, see Delivering and receiving SWIFT-formatted messages: control information on page 514. For message body details, see MT548 layout on page 525.
MT548 message from CDS to VMU via MQ: VMU settlement instruction notification
Subscribers who receive the MT548 settlement instruction notification messages from CDS through the MQ network receive the message (i.e., SWIFT header, message body and SWIFT trailer) in the following format:
{1:F01SSSSSSSSXXXXssssnnnnnn}{2:I543CDSLCATTXXXXN}{4:
MESSAGE BODY -}
For message body details, see MT548 layout on page 525.
The sender’s BIC is the default of XXXXXXXXXXXX or BIC (if a BIC exists for the submitter in CDSX).
5.3.2 MT543 layout
Matched Institutional Trade Interface service VMU outbound MT543 Settlement instruction message
SWIFT tag # SWIFT transaction field CDS transaction field description/comments description 16R GENL 20C VMU reference ID SEME//nnnnnnnnnnnnnnnn 23G Function of the message set to NEWM NEWM 99B Total of linked settlement TOSE//nnn Optional field instructions 003 indicates three child allocation records 99B Market level details and SETT//nnn Optional field individual trade allocation details 000 indicates a market level trade 16R LINK Optional block 20C Identifies the block (market level POOL//nnnnnnnnnnnnnnnn Optional field trade)
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CHAPTER 5 SWIFT MESSAGE FORMATS Matched Institutional Trade Interface service
Matched Institutional Trade Interface service VMU outbound MT543 Settlement instruction message SWIFT transaction field SWIFT tag # description CDS transaction field description/comments 16S LINK 16S GENL 16R TRADDET 98A Transaction trade date TRAD//yyyymmdd 98A Transaction value date SETT//yyyymmdd Price 90A 90A specifies price for debt DEAL//YIEL/nnnnnnnnnnnn,nn for 90A (price per $100) 90B 90B specifies price per share DEAL//ACTU/curnnnnnnnnnnnn,nn for 90B
Optional field Valid currency=CAD, USD 35B ISIN ISIN nnnnnnnnnnnn 70E Settlement processing narrative SPRO//memo details here Optional field CDS will provide this detail in the memo text field of the CDSX trade record 16S TRADDET 16R FIAC 36B Quantity to be settled UNIT=number of shares SETT//UNIT/nnnnnnnnnnnn,nn FAMT=face amount of principal SETT//FAMT/nnnnnnnnnnnn,nn of a debt instrument 97A Safekeeping account SAFE//cuid 16S FIAC 16R SETDET 22F Settlement type set to TRAD SETR//TRAD 16R SETPRTY 95P Place of settlement set to CDSLCATT CDSLCATT 16S SETPRTY 16R SETPRTY 95R Delivering agent DEAG/CDSL/cuid 97A CDSX settlement account SAFE//nnnnn Optional field 20C Client account number PROC//nnnnnnnnnnnnnnnn Optional field If delivering agent is also the PROC//ESIResirnumber custodian bank, the VMU may report as an ESIR
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CHAPTER 5 SWIFT MESSAGE FORMATS Matched Institutional Trade Interface service
Matched Institutional Trade Interface service VMU outbound MT543 Settlement instruction message SWIFT transaction field SWIFT tag # description CDS transaction field description/comments 70C Client name, contact information PACO//ClientName Optional field Displayed only if receiving agent is the custodian bank 70D Party narrative – service PART//tagnumber Optional field bureau’s tag number 16S SETPRTY 16R SETPRTY 95R Receiving agent REAG/CDSL/cuid 97A CDSX settlement account SAFE//nnnnn Optional field 20C Client account number PROC//nnnnnnnnnnnnnnnn Optional field If receiving agent is also the custodian bank, the VMU may PROC//ESIResirnumber report as an ESIR 70C Client name, contact information PACO//ClientName Displayed only if receiving agent is the custodian bank 70D Party narrative – service PART//tagnumber Optional field bureau’s tag number 16S SETPRTY 16R AMT 19A Currency and settlement amount SETT//curnnnnnnnnnnnn,nn Valid currency=USD, CAD 16S AMT 16S SETDET 16R OTHPRTY 95R Broker CUID MEOR/CDSL/cuid 16S OTHPRTY
Rejecting an MT543 message
If a 543 message received over MQ is rejected prior to CDSX validation, this message will be rejected back to the VMU with no changes made. The message will be identified as a CDS543R message.
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CHAPTER 5 SWIFT MESSAGE FORMATS Matched Institutional Trade Interface service
5.3.3 MT548 layout
Matched Institutional Trade Interface service VMU inbound MT548 Settlement instruction notification message – if message is accepted and trade is created
SWIFT tag # SWIFT transaction field CDS transaction field description/comments description 16R GENL 20C CDSX trade ID SEME//nnnnnnnnnnnnnnnn 23G INST 98C Trade preparation date/time PREP//yyyymmddhhmmss 16R LINK 13A LINK//543 20C VMU reference ID RELA//nnnnnnnnnnnnnnnn 16S LINK 16R STAT 25D IPRC//PACK 16S STAT 16S GENL
Matched Institutional Trade Interface service VMU inbound MT548 Settlement instruction notification message – if message is rejected and trade is not created SWIFT transaction field SWIFT tag # description CDS transaction field description/comments 16R GENL 20C SEME//CDSREJECT 23G INST 16R LINK 13A LINK//543 20C VMU reference ID RELA//nnnnnnnnnnnnnnnn 16S LINK 16R STAT 25D IPRC//REJT 16R REAS 24B Rejection reason code REJT/CDSL/nnnn 70D Field location REAS//nnnn 16S REAS 16S STAT 16S GENL
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4 CDSX/NCS
CDS supports electronic communication of selected CDSX activity in SWIFT format. The table below describes the SWIFT messages used to communicate CDSX activity.
Summary of SWIFT messages – CDSX/NCS Message type Description – business application Sent by Sent to MT564 Entitlements messaging (corporate actions notification) CDS Open MT566 Entitlements messaging (corporate actions payment confirmation) CDS Open MT568 Entitlements messaging (corporate actions narrative) CDS Open
5.4.1 Control information
Outbound MT564 entitlements messaging (corporate actions notification), MT566 entitlements messaging (corporate actions payment confirmation) and MT568 entitlements messaging (corporate actions narrative) for SWIFT network users
Subscribers who receive the MT564, MT566 and MT568 messages from CDS through the SWIFT network receive the messages (i.e., SWIFT header, message body and SWIFT trailer) in the following format:
MT564 message format:
{1:F01RRRRRRRRXXXXssssnnnnnn}{2:O564hhmmyymmddCDSLCATTXXXXssss nnnnnnyymmddhhmmN}{4:
MESSAGE BODY -}{5:{....}}
MT566 message format:
{1:F01RRRRRRRRXXXXssssnnnnnn}{2:O566hhmmyymmddCDSLCAT2XXXXssss nnnnnnyymmddhhmmN}{4:
MESSAGE BODY -}{5:{....}}
MT568 message format:
{1:F01RRRRRRRRXXXXssssnnnnnn}{2:O568hhmmyymmddCDSLCATTXXXXssss nnnnnnyymmddhhmmN}{4:
MESSAGE BODY
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
-}{5:{....}}
Length and values of numbers and characters in the trailer for MAC and CHK are variable and dependent on SWIFT.
For SWIFT header and trailer details, see Delivering and receiving SWIFT-formatted messages: control information on page 514. For message body details, see MT564 layout on page 528, MT566 layout on page 534 and MT568 layout on page 538.
Outbound MT564 entitlements messaging (corporate actions notification), MT566 entitlements messaging (corporate actions payment confirmation) and MT568 entitlements messaging (corporate actions narrative) for MQ users
Subscribers who receive the MT564 and MT568 messages from CDS through MQ receive the messages (i.e., SWIFT header, message body and SWIFT trailer) in the following format:
MT564 message format:
{1:F01CDSLCATTXXXXssssnnnnnn}{2:I564RRRRRRRRXXXXN}{4:
MESSAGE BODY -}
MT566 message format:
{1:F01CDSLCAT2XXXXssssnnnnnn}{2:I566RRRRRRRRXXXXN}{4:
MESSAGE BODY -}
MT568 message format:
{1:F01CDSLCATTXXXXssssnnnnnn}{2:I568RRRRRRRRXXXXN}{4:
MESSAGE BODY -}
For MQ header details, see MQ message descriptor on page 350.
The receiver’s BIC is the default of XXXXXXXXXXXX or BIC (if a BIC exists for the receiver in CDSX).
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.2 MT564 layout
Outbound SWIFT MT564 Entitlements messaging Corporate actions notification message
SWIFT SWIFT transaction field CDS transaction field description/comments tag # description 16R General information GENL 20C Corporate action reference CORP//nnnnnnnnnnnnnnnn number 20C Sender’s reference number SEME//nnnnnnnnnnnnnnnn 23G Function of the message One of: NEWM=new event REPL=replacement event WITH=withdrawn event 22F Additional business process ADDB//SCHM 22F Corporate action event CAEV//xxxx indicator See Event cross-reference table on page 540 22F Mandatory/voluntary event CAMV//xxxx indicator One of: MAND=mandatory CHOS=mandatory with option VOLU=voluntary 25D Processing status of the event PROC//xxxx One of: PREU=events in anticipated status (i.e., no details verified) PREC=events in unconfirmed status (i.e., some reported details not verified) COMP=events in confirmed status (i.e., all reported details verified) INFO=FIO (for information only) events 16R to LINK See MT564 linkage scenarios on page 532 16S 16S General information GENL 16R Underlying securities USECU 35B ISIN and security description ISIN nnnnnnnnnnnn Security description -4*35x 16R Account information ACCTINFO 97C Safekeeping account SAFE//GENR 16S Account information ACCTINFO 16S Underlying securities USECU 16R Corporate action details CADETL
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Outbound SWIFT MT564 Entitlements messaging Corporate actions notification message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 98A Date xxxx//yyyymmdd One of: XDTE=ex-date RDTE=record date PAYD=agent’s payable date EFFD=effective date of the corporate event LOTO=partial call – lottery date PROD=partial call – proration date CEXD=dissent expiry date MEET=meeting date 69B Period REVO//yyyymmddhhmmss/yyyymmddhhmmss 22F Corporate action detail CHAN//NAME – if 22F corporate action event indicator is CHAN indicator RHDI//EXRI – if 22F corporate action event indicator is RHDI 70E Narrative ADTX/10*35x Field sent only when event type=OTHR 16S Corporate action detail CADETL 16R Corporate action options CAOPTN 13A Option number identification CAON//nnn 22F Corporate action option code CAOP//xxxx indicator One of: CASH=when cash is the only receive item for an option in NCS SECU=when securities are the only receive items for an option in NCS CASE=when both cash and securities are receive items for an option in NCS EXER=for rights and warrants subscription events in NCS OTHR=for all event types when the receive item has not yet been entered in NCS or does not apply (e.g., push out event) 22F Option features indicator OPTF//PROR Used to indicate event is subject to proration 11A Currency option OPTN//xxx 17B Default option flag/indicator DFLT//x One of: Y=yes N=no 98A Date PAYD//yyyymmdd PAYD=CDS’s payable date 98C Date/time xxxx//yyyymmddhhmmss One of: RDDT=CDS expiry date/time MKDT=agent expiry date/time TAXB=CDS expiry date/time for tax instructions PODT=protect date – LOG (letter of guarantee) election expiry date/time CVPR=cover protect expiry date/time – LOG (letter of guarantee) delivery expiry 69B Period xxxx//yyyymmddhhmmss/yyyymmddhhmmss PWAL=period of action
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Outbound SWIFT MT564 Entitlements messaging Corporate actions notification message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 92A Rate xxxx//nnnnnnnnnnnnnnn One of: GRSS INTP Used for rate on debt securities 92F Rate xxxx//cccnnnnnnnnnnnnnnn One of: GRSS INTP BIDI ccc=applicable ISO currency code Used for rate on equity securities 90A Price xxxx//PRCT/nnnnnnnnnnnnnnn One of: OFFR EXER PRPP Used for price on debt securities 90B Price xxxx//ACTU/cccnnnnnnnnnnnnnnn One of: OFFR EXER PRPP MINP MAXP ccc=applicable ISO currency code Used for price on equity securities 36B Quantity of financial instrument MILT/UNIT/nnnnnnnnnnnnnnn MILT=minimum multiple quantity of exercisable rights/warrants Field sent only when event type=EXRI 16R Securities movement SECMOVE 22H Credit/debit indicator CRDB//xxxx One of: CRED=credit DEBT=debit 35B ISIN and security description ISIN nnnnnnnnnnnn Security description – 4*35x 90B Price MRKT Used for security price 90E Price MRKT//UKWN PRPP//UKWN Price = Unknown 98A Date PAYD//yyyymmdd PAYD=CDS’s payable date 98B Date PAYD/UKWN UKWN=unknown 16S Securities movement SECMOVE
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
Outbound SWIFT MT564 Entitlements messaging Corporate actions notification message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 16R Cash movement CASHMOVE 22H Credit/debit indicator CRDB//xxxx One of: CRED=credit DEBT=debit 98A Date PAYD//yyyymmdd PAYD=CDS’s payable date 98B Date PAYD//UKWN UKWN=unknown 16S Securities movement CASHMOVE 70E Narrative ADTX//10*35x Tax rates on taxable events are reported in this field 16S Corporate action items CAOPTN 16R Additional information ADDINFO 70E Narrative ADTX//10*35x All additional freeform information posted in this field 70E Contact details PACO//CA-Information: name, telephone number 1, extension 1, telephone number 2, extension 2, email address CA information analyst contact information posted in this field 70E Contact details PACO//CA-Processing: name, telephone number 1, extension 1, telephone number 2, extension 2, email address CA processing analyst contact information posted in this field 70E Contact details PACO//Depositary: depositary agent name, telephone number, contact name, department Depositary agent contact information posted in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 95Q Party ISAG//4*35x Depositary, cash paying agent and security paying agent information posted in this field 16S Additional information ADDINFO
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.3 MT564 linkage scenarios
The table below describes the linkage scenarios for MT564 messages.
Outbound SWIFT MT564 Linkage scenarios
Scenario SWIFT SWIFT transaction field CDS transaction field description/comments tag # description MT564 root 16R LINK LINK message 13A Message number linked LINK//564 (first notification) 20C Reference number CORP//nnnnnnnnnnnnnnnn 16S LINK LINK MT564 root 16R LINK LINK message 13A Message number linked LINK//564 (first notification 20C Reference number CORP//nnnnnnnnnnnnnnnn with MT568 16S LINK LINK message) 16R LINK LINK 13A Message number linked LINK//568 20C Reference number CORP//nnnnnnnnnnnnnnnn 16S LINK LINK MT564 16R LINK LINK chained 13A Message number linked LINK//564 message (first or 20C Reference number CORP//nnnnnnnnnnnnnnnn second 16S LINK LINK notification) (an unlimited 16R LINK LINK number of 22F LINK LINK//WITH chained messages 13A Message number linked LINK//564 are 20C Reference number PREV//nnnnnnnnnnnnnnnn permitted) 16S LINK LINK MT564 root 16R LINK LINK message 13A Message number linked LINK//568 (second notification) 20C Reference number CORP//nnnnnnnnnnnnnnnn 16S LINK LINK 16R LINK LINK 13A Message number linked LINK//564 20C Reference number CORP//nnnnnnnnnnnnnnnn 16S LINK LINK 16R LINK LINK 13A Message number linked LINK//564 20C Reference number PREV//nnnnnnnnnnnnnnnn 16S LINK LINK
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
Outbound SWIFT MT564 Linkage scenarios SWIFT SWIFT transaction field Scenario tag # description CDS transaction field description/comments MT564 16R LINK LINK withdrawal message 13A Message number linked LINK//564 20C Reference number PREV//nnnnnnnnnnnnnnnn 16S LINK LINK
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.4 MT566 layout
Outbound SWIFT MT566 Entitlements messaging Corporate actions payment confirmation message
SWIFT SWIFT transaction field CDS transaction field description/comments tag # description 16R General information GENL 20C Corporate action reference CORP//Ennnnnnnnnnnn number 20C Sender’s reference number SEME//nnnnnnnnnnnnnnnn 23G Function of the message NEWM=new event 22F Corporate action event CAEV//xxxx indicator 98C Preparation date and time PREP//yyyymmddhhmmss 16R to LINK 16S 16S General information GENL 16R Underlying securities USECU 95R Account owner ACOW/CDSL/cccuu cccuu=default company + unit code 97A Safekeeping account SAFE//cccll cccll=participant’s ledger 35B ISIN and security description ISIN nnnnnnnnnnnn Security description - 4*35x 93B Balance of securities eligible ELIG//UNIT/nnnnnnnnnnnn for corporate action 93B Balance of securities CONB//UNIT/nnnnnnnnnnnn confirmed for corporate action This quantity is different than the ELIG quantity when there are multiple paying agents 16S Underlying securities USECU 16R Corporate action details CADETL 98A Date xxxx//yyyymmdd One of: XDTE=ex-date RDTE=record date EFFD=effective date of the corporate action LOTO=lottery date PROD=proration date 22F Corporate action event CHAN//NAME indicator See Event cross-reference table 22F Corporate action event RHDI//EXRI indicator See Event cross-reference table 16S Corporate action details CADETL 16R Corporate action confirmation CACONF 13A Option number CAON//nnn
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
Outbound SWIFT MT566 Entitlements messaging Corporate actions payment confirmation message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 22F Option type CAOP//xxxx One of: CASH=when cash is the only receive item for an option in NCS SECU=when securities are the only receive items for an option in NCS CASE=when both cash and securities are receive items for an option in NCS OTHR=for all event types when the receive item has not yet been entered in NCS or does not apply (e.g., push out event) 98C Date and time xxxx//yyyymmddhhmmss One of: RDDT=response deadline date/time MKDT=deadline to respond with an election instruction to an outstanding offer or privilege CVPR=deadline holder can deliver securities that it had elected on PODT=protect date/time 69B Period PWAL//yyyymmddhhmmss/yyyymmddhhmmss PWAL=period of action Activation date and time/CDS expiry date and time 92F Rate xxxx//cccnnnnnnnnnnnn GRSS=gross payment rate INTP=interest rate ccc=currency code Used for rate on equity securities 92A Rate xxxx//nnnnnnnnnnnn One of: INTP=interest rate (rate on debt securities) PROR=proration rate (rate on debt or equity securities) 90A Price xxxx//PRCT/nnnnnnnnnnnnnnn One of: OFFR EXER Used for price on debt securities 90B Price xxxx//ACTU/cccnnnnnnnnnnnnnnn One of: OFFR EXER ccc=applicable ISO currency code Used for price on equity securities 16R Securities movement SECMOVE 22H Credit/debit indicator CRDB//xxxx One of: CRED=credit DEBT=debit 35B ISIN and security description ISIN nnnnnnnnnnnn Security description – 4*35x 36B Posting quantity PSTA//UNIT/nnnnnnnnnnnn
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
Outbound SWIFT MT566 Entitlements messaging Corporate actions payment confirmation message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 92D Rate xxxx//nnnnnnnnnnnn/nnn One of: ADEX=additional for existing securities NEWO=new security to old security NWRT=new security to underlying security 98C Posting date and time POST//yyyymmddhhmmss 16R Receiver/deliverer RECDEL 95R Party xxxx/CDSL/cccuu One of: REAG=credit DEAG=debit cccuu=default company + unit code 97A Safekeeping account SAFE//cccllXXnnn cccll=participant’s ledger XXnnn=account 16S Receiver/deliverer RECDEL 16S Securities movement SECMOVE 16R Cash movement CASHMOVE 22H Credit/debit indicator CRDB//xxxx One of: CRED=credit DEBT=debit 97A Safekeeping account CASH//cccllFA000 cccll=participant’s ledger FA000=account 19B Amount GRSS//cccnnnnnnnnnnnn One of: GRSS=gross amount WITF=withholding tax PSTA=posting amount NETT=net cash amount ccc=currency code 98C Posting date and time POST//yyyymmddhhmmss 16S Cash movement CASHMOVE 16S Corporate action confirmation CACONF
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.5 MT566 linkage scenarios
The table below describes the linkage scenarios for MT566 messages.
Outbound SWIFT MT566 Linkage scenarios
Scenario SWIFT SWIFT transaction field CDS transaction field description/comments tag # description MT566 link to 16R LINK LINK the latest 22F Linkage type indicator LINK//INFO MT564 message 13A Message number linked LINK//564 20C Reference number PREV//nnnnnnnnnnnnnnnn 16S LINK LINK
Note: MT564 linkage information is populated in the MT566 message even if a participant does not subscribe to the MT564 message.
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.6 MT568 layout
The MT568 message contains additional narrative information on entitlement and corporate action events and is automatically generated with the MT564 message.
Outbound SWIFT MT568 Entitlements messaging Corporate action narrative message SWIFT SWIFT transaction field tag # description CDS transaction field description/comments 16R General information GENL 20C Corporate action reference CORP//nnnnnnnnnnnnnnnn number 20C Sender’s reference number SEME//nnnnnnnnnnnnnnnn 23G Function of the message NEWM=new event 22F Corporate action event CAEV//xxxx indicator See Event cross-reference table on page 540 98C Prepared date/time PREP//yyyymmddhhmmss 16R to LINK See MT568 linkage scenarios on page 539 16S 16S General information GENL 16R Additional information ADDINFO 70F Narrative ADTX//8000z All additional free-form information posted in this field 70E Contact details PACO//CA-Information: name, telephone number 1, extension 1, telephone number 2, extension 2, email address CA information analyst contact information posted in this field 70E Contact details PACO//CA-Processing: name, telephone number 1, extension 1, telephone number 2, extension 2, email address CA processing analyst contact information posted in this field 70E Contact details PACO//Depositary: depositary agent name, telephone number, contact name, department Depositary agent contact information posted in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 70E Legal disclaimer DISC//10*35x DISC=Legal disclaimer is displayed in this field 16S Additional information ADDINFO
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.7 MT568 linkage scenarios
The table below describes the linkage scenarios for MT568 messages.
Outbound SWIFT MT568 Linkage scenarios
Scenario SWIFT SWIFT transaction field CDS transaction field description/comments tag # description MT568 root 16R LINK LINK message 22F LINK LINK//AFTE 13A Message number linked LINK//564 20C Reference number PREV//nnnnnnnnnnnnnnnn 16S LINK LINK MT568 16R LINK LINK chained 22F LINK LINK//WITH message (up to four 13A Message number linked LINK//568 chained 20C Reference number PREV//nnnnnnnnnnnnnnnn messages are 16S LINK LINK permitted)
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CHAPTER 5 SWIFT MESSAGE FORMATS CDSX/NCS
5.4.8 Event cross-reference table
CDSX event types and for information only (FIO) event types use the same event codes.
Event cross-reference table CDSX SWIFT CDSX SWIFT CDSX event description event event CDSX event description event event type code type code Interest INT INTR Subscription–instalment receipt INR PPMT NHA-MBS monthly MBS PRII Retraction privilege RET BPUT Rights subscription SUB EXRI Redemption privilege RDV BPUT Mandatory change with option MCO OTHR Tender offer TED TEND Partial call–lottery PCL PCAL Tender offer/dutch auction TED DTCH Cash dividend DIV DVCA Debenture buy back DBB BIDS Dividend with option DWO DVCA Odd lot offer ODD ODLT Dividend with option DWO DRIP Warrant subscription SUB EXWA Dividend with option DWO DVOP Strip maturity MAT REDM Cash distribution DIS CAPG Package maturity MAT REDM Stock distribution SDS DVSE Package interest INT INTR Rights/warrants distribution RWS RHDI Pushout PSH OTHR Stock dividend SDV DVSE Money market interest INT INTR Spinoff SPN SOFF Asset-backed–payable date–no write APN PRII down Stock split SSP SPLF Asset-backed–payable date–write APW PRII down NHA-MBS final payment FBS REDM Interest or interest and principal– ARN PRII record date–no write down Liquidation LQD LIQU Asset-backed–record date–write ARW PRII down Mandatory consolidation CSL SPLR Other asset back final payment FAB REDM Mandatory conversion CVM CONV Purchase offer PUR COOP Conversion privilege CVV CONV Interest with option INO INTR Mandatory exchange EXM EXOF Plan of arrangement PAM MRGR Exchange privilege EXV EXOF Plan of arrangement with option PAO MRGR Mandatory extension ETM EXTM Generic GEN OTHR Extension privilege ETV EXTM Mandatory change MCM CHAN Merger MGM MRGR Merger with option MGO MRGR Mandatory acquisition with options MAO MRGR Unit separation SEP DETI Maturity MAT REDM
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Event cross-reference table CDSX SWIFT CDSX SWIFT CDSX event description event event CDSX event description event event type code type code Partial call–pro rata PCP PCAL Mandatory redemption RDM MCAL
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Index Symbols deposit files and messages 33, 83, 355, 423, 425, ß 10 427, 429 A dial IP 14 abbreviations 9 direct IP 14 access control for batch services 16 domestic customer ledger reconciliation file 26 acronyms 9 DTCC ACT activity file 331 files 40 ACT trade file 42 E ATON messages 357, 476, 481, 482, 483, 484, entitlements 106 485, 486, 490, 491, 492, 495, 496 entitlements messaging 526, 538 B error messages 362, 363 batch files 12, 16 exchange trade entry batch file 43, 44 batch header 19 exchange trade entry message file 43, 44 batch services 12, 16 exchange trade files and messages 38, 75, 354, 376, batch trailer 20 379, 382 batching messages 497 F blank space 10 funds transfers 354, 419, 420 broadcast notification messages 357, 474 H Buy-in messages 356, 458 header records 18, 54 buy-in modification message for deliverer 469 holders of record 125 buy-in modification message for receiver 465 I buy-in outstanding liability notification to the ILRS/DTCC participant ledger reconciliation file deliverer 472 40 buy-in outstanding position notification to the inbound participant files 22, 25, 26, 27, 32, 33, 35, receiver 471 37, 38, 40, 41 intent to buy-in entry notification 461 Inbound Transmission Status report 17 intent to buy-in liability notification 462 inbound transmissions 17, 18 C inter-account movement entry batch 37 CDS9999 error messages 362, 363 inter-account movements 354, 416, 418 CDSX/NCS SWIFT messages 526 interactive services 13 CNS files and messages 87, 92, 97, 356, 451, 453 InterLink service 345 common transaction data 55 ATON messages 357, 476 common view 352 batching messages 497 confirmation of transmissions 17 broadcast notification messages 357, 474 continuous net settlement (CNS) files and messag- buy-in messages 356, 458, 461, 462, 465, 469, es 87, 92, 97, 356, 451, 453 471, 472 corporate action messages 538 CNS netting messages 356, 451, 453 create RFT messages and records 476, 481, 482 common view 352 custodian ledger reconciliation file 25 create RFT messages 476, 481, 482 cutoff times 22 deposit messages 355, 423, 425, 427, 429 D error messages 362, 363 daily ITP statistics file 122 exchange trade messages 354, 376, 379, 382
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funds transfer messages 354, 419, 420 non-exchange trade files and messages 27, 32, 75, inter-account movement messages 354, 416, 353, 364, 368, 371, 375 418 northbound SWIFT messages 516 ledger position messages 356, 445, 448 NSCC files 97 message flow 346 O message format 349 outbound participant files 48, 55, 75, 80, 83, 85, 87, message summary 353 90, 91, 92, 97, 98, 100, 106, 112, 114, 116, 122, modify asset messages 492, 495, 496 128 modify RFT messages 486, 490, 491 outbound third-party files 125 MQ message indicator 350 P non-exchange trade messages 353, 364, 368, participant inbound files 22, 25, 26, 27, 32, 33, 35, 371, 375 37, 38, 40, 41 pledge messages 383, 385, 392, 394, 397, 400, participant outbound files 48, 55, 75, 80, 83, 85, 87, 403, 405, 408, 411, 413, 415 90, 91, 92, 97, 98, 100, 106, 112, 114, 116, 122, RFT instruction messages 483, 484, 485 128 SMF messages 356, 475 participant profile file 98 transaction types and subtypes 360 pledges 80, 383, 385, 392, 394, 397, 400, 403, 405, withdrawal messages 434, 438, 444 408, 411, 413, 415 international trade reconciliation files and messag- problems, network and system 15 es 41 R Invalid Transmission Records report 18 request for transfer (RFT) messages and records ITP statistics file 122 476, 481, 482, 483, 484, 485, 486, 490, 491 L RFT messages and records 476, 481, 482, 483, 484, ledger files and messages 25, 26, 55, 56, 57, 59, 61, 485, 486, 490, 491 65, 68, 69, 70, 71, 72, 74, 112, 114, 116, 128, 356, S 445, 448 security for batch services 16 M Security Master File (SMF) files and messages Matched Institutional Trade Interface service 521, 100, 356, 475 522, 525 sign on to batch services 12 modify asset messages and records 492, 495, 496 SMF files and messages 100, 356, 475 modify RFT messages and records 486, 490, 491 southbound SWIFT messages 519 MQ message indicator 350 space character 10 MQ message manager 513 SWIFT formatted messages 13, 513, 516, 519, 538 MQ series message management protocol 13 system problems and testing 15 MT543 message 522 T MT548 message 525 testing, network and system 15 MT564 messages 526 third-party outbound files 125 MT568 message 538 third-party source files N exchange trade entry 43, 44 network trailer records 18, 54 problems 15 transaction types and subtypes 360 services connections 14 transmission header 18 testing 15 transmission trailer 19
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V validation of transmissions 17 W withdrawal files and messages 33, 35, 85, 355, 434, 438, 444
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