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 CDS Batch and Interactive Services — Technical InformationRelease 24.0 Page 3 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 CDS Batch and Interactive Services — Technical InformationRelease 24.0 Page 4 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 . ..