Open Commitment Report FTP FTPFTS05 6/5/01

Transcription

1 1 of 10 File Transmission Layouts for Open Commitment Report NDM Format Purpose The Open Commitment report is an accumulative listing of all open trades and their associated detail. Frequency Daily, Weekly (Friday) or Monthly (month-end). *All records are of equal length - bytes *There are 9 different logical record types, each uniquely identified by card code, as follows card codes 01 through 08, & 99 ACCOUNT/ REPORT HEADER RECORDS (CARD CODE 01) Control record which signifies the beginning of the report for a given account. Contains recipient account and report identification items. CUSIP HEADER RECORD (CARD CODE 02) Control record which signifies the beginning of the next CUSIP. DEALER DETAIL RECORD (CARD CODE 03) Detail record containing a single trade formatted for dealer accounts. SPECIAL INSTRUCTION RECORD (CARD CODE 04) For every Special Instruction encountered for a given trade, one SPI (Special Instruction) record (card code 04) will be transmitted. SETTLEMENT RECORD (CARD CODE 05) For every four (4) NOS (notification of settlement) encountered for a given trade, one settlement record (card code 05) will be transmitted. For example: 4 NOSs would result in 1 logical record; 5 NOSs would result in 2 logical (card code 05) records transmitted. CUSIP FOOTER RECORD (CARD CODE 06) Contains statistics (mainly totals about trade activity within this CUSIP for the recipient account. REPORT FOOTER RECORD (CARD CODE 07) Contains trade statistics for the entire report (one account only) based on the age and status of the individual trades. BROKER DETAIL RECORD (CARD CODE 08) Detail record containing a single trade formatted for broker account only. TRAILER CONTROL RECORD (CARD CODE 99) Trailer record indicates the end of the report for the recipient account.

2 2 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - HEADER RECORD RPT-OCR-DT1-CARD-CODE 2 A/N PIC X(02). Header Record, Card Code = '01' RPT-OCR-DT1-RPT-ID 8 A/N PIC X(08). Report ID - 'MB4931-A' RPT-OCR-DT1-ACC-AGG-ID RPT-OCR-DT1-PARTICIPANT-ID 3 N PIC 9(03). Participant ID RPT-OCR-DT1-AGG-NBR 2 A/N PIC 9(02). Aggregate RPT-OCR-DT1-ACCOUNT 4 A/N PIC X(04). Account Symbol RPT-OCR-DT1-PARTICIPANT-NAME 40 A/N PIC X(40). Participant Name RPT-OCR-DT1-BUS-DATE 8 A/N PIC X(08). Date of Report (YYYYMMDD) RPT-OCR-DT1-PASS 1 A/N PIC X(01). Pass Indicator (A = Morning, P = Evening) FILLER 199 A/N PIC X(199). Filler

3 3 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - CUSIP / CLASS HEADER RECORD RPT-OCR-DT2-CARD-CODE 2 A/N PIC X(02). CUSIP Header, Card Code = '02' RPT-OCR-DT2-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT2-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT2-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT2-ACCOUNT 4 A/N PIC X(04). Account Symbol FILLER 10 A/N PIC X(10) Filler RPT-OCR-DT2-CUSIP-DESC 40 A/N PIC X(40). CUSIP Description RPT-OCR-DT2-MKT-PRC 15 N PIC 9(03)V9(12). Market Price FILLER 180 A/N PIC X(180). Filler

4 4 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - DEALER DETAIL RECORD RPT-OCR-DT3-CARD-CODE 2 A/N PIC X(02). Dealer Detail Record, Card Code = '03' RPT-OCR-DT3-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT3-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT3-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT3-ACCOUNT 4 A/N PIC X(04). Account Symbol RPT-OCR-DT3-TRD-PFX 4 N PIC 9(04). Trade Number Prefix RPT-OCR-DT3-TRD-SFX 6 N PIC 9(06). Trade Number Suffix RPT-OCR-DT3-XREF 15 A/N PIC X(15). Internal XREF/Trade # RPT-OCR-DT3-TRD-STATUS 4 A/N PIC X(04). Trade Status - FMAT, PMAT, PSET, FSET RPT-OCR-DT3-TRD-TYPE 4 A/N PIC X(04). Trade Type - TFTD, SBOD, OPTN, SBOO, SBON RPT-OCR-DT3-OPT-TYPE 4 A/N PIC X(04). Option Type = 'CALL' or 'PUTS' RPT-OCR-DT3-BS-IND 1 A/N PIC X(01). B= Buy or S= Sell RPT-OCR-DT3-ENT-DATE 8 A/N PIC X(08). Trade Entry Date (YYYYMMDD) RPT-OCR-DT3-TRD-DATE 8 A/N PIC X(08). Trade Date (YYYYMMDD) RPT-OCR-DT3-MCH-DATE 8 A/N PIC X(08). Match Date (YYYYMMDD) RPT-OCR-DT3-STTL-DATE 8 A/N PIC X(08). Settlement Date (YYYYMMDD) RPT-OCR-DT3-GU-DATE 8 A/N PIC X(08). Give-Up Date (YYYYMMDD) RPT-OCR-DT3-CTRA 4 A/N PIC X(04). Contra Account RPT-OCR-DT3-BRKR 4 A/N PIC X(04). Broker Account Symbol RPT-OCR-DT3-COMM 7 N PIC 9(05)V9(02). Flat Commission Amount RPT-OCR-DT3-PRICE 15 N PIC 9(3)V9(12). Trade price - In Decimal RPT-OCR-DT3-ORIG-PAR 13 N PIC 9(11)V9(02). Original Par Value RPT-OCR-DT3-OPEN-PAR 13 N PIC 9(11)V9(02). Open Par Value RPT-OCR-DT3-MKT-PREM 15 N PIC 9(3)V9(12). Market Premium RPT-OCR-DT3-MKT-PRM-SGN 1 A PIC X(01). Market Premium Sign Indicator ("+" or "-") RPT-OCR-DT3-FCAP 15 N PIC 9(03)V9(12). FCAP in Decimal Format for SBOO or SBON Trades Only RPT-OCR-DT3-STTL-PRICE 15 N PIC 9(03)V9(12). Settlement Price - in decimal RPT-OCR-DT3-STTL-VAL 13 N PIC 9(11)V9(02). Settlement Value RPT-OCR-DT3-STTL-PAR 13 N PIC 9(11)V9(02). Settled Par Value RPT-OCR-DT3-MKT-VAL 13 N PIC 9(11)V9(02). Market Value RPT-OCR-DT3-PL 13 N PIC 9(11)V9(02). Profit or Loss RPT-OCR-DT3-PL-CRDR 1 A PIC X(01). Profit / Loss Indicator (C=Credit or D=Debit) FILLER 12 A/N PIC X(12). Filler

5 5 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - SPECIAL INSTRUCTIONS RECORD RPT-OCR-DT4-CARD-CODE 2 A/N PIC X(02). Trade Special Instructions, Card Code = '04' RPT-OCR-DT4-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT4-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT4-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT4-ACCOUNT 4 A/N PIC X(04). Account Symbol RPT-OCR-DT4-TRD-PFX 4 N PIC 9(04). Trade Number Prefix RPT-OCR-DT4-TRD-SFX 6 N PIC 9(06). Trade Number Suffix RPT-OCR-DT4-SPI-CD1 4 A/N PIC X(04). Special Instruction Code-1 RPT-OCR-DT4-SPI-DESC1 40 A/N PIC X(40). Special Instruction Description-1 RPT-OCR-DT4-SPI-VAL1 20 A/N PIC X(20). Special Instruction Value-1 FILLER 171 A/N PIC X(171). Filler

6 6 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - SETTLEMENT RECORD RPT-OCR-DT5-CARD-CODE 2 A/N PIC X(02). Settlement Record Card Code, = '05' RPT-OCR-DT5-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT5-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT5-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT5-ACCOUNT 4 A/N PIC X(04). Account Symbol RPT-OCR-DT5-TRD-PFX 4 N PIC 9(04). Trade Number Prefix RPT-OCR-DT5-TRD-SFX 6 N PIC 9(06). Trade Number Suffix RPT-OCR-DT5-POOL1 9 A/N PIC X(09). Pool Number-1 RPT-OCR-DT5-AMTZ-AMT1 13 N PIC 9(11)V9(02). Amortized Value of Pool-1 RPT-OCR-DT5-CTRL-NBR1 15 A/N PIC X(15). Internal XREF/Trade #-1 RPT-OCR-DT5-POOL2 9 A/N PIC X(09). Pool Number-2 RPT-OCR-DT5-AMTZ-AMT2 13 N PIC 9(11)V9(02). Amortized Value of Pool-2 RPT-OCR-DT5-CTRL-NBR2 15 A/N PIC X(15). Internal XREF/Trade #-2 RPT-OCR-DT5-POOL3 9 A/N PIC X(09). Pool Number-3 RPT-OCR-DT5-AMTZ-AMT3 13 N PIC 9(11)V9(02). Amortized Value of Pool-3 RPT-OCR-DT5-CTRL-NBR3 15 A/N PIC X(15). Internal XREF/Trade #-3 RPT-OCR-DT5-POOL4 9 A/N PIC X(09). Pool Number-4 RPT-OCR-DT5-AMTZ-AMT4 13 N PIC 9(11)V9(02). Amortized Value of Pool-4 RPT-OCR-DT5-CTRL-NBR4 15 A/N PIC X(15). Internal XREF/Trade #-4 FILLER 87 A/N PIC X(87). Filler

7 7 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - CUSIP / CLASS FOOTER RECORD RPT-OCR-DT6-CARD-CODE 2 A/N PIC X(02). CUSIP Footer Card Code, = '06' RPT-OCR-DT6-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT6-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT6-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT6-ACCOUNT 4 A/N PIC X(04). Account Symbol FILLER 10 A/N PIC X(10) Filler RPT-OCR-DT6-BOP 13 N PIC 9(11)V9(02). Buy Open Par Value RPT-OCR-DT6-BCON 13 N PIC 9(11)V9(02). Buy Settlement Value RPT-OCR-DT6-BPL 13 N PIC 9(11)V9(02). Buy Profit / Loss RPT-OCR-DT6-BPL-CRDR 1 A PIC X(01). Buy Profit / Loss Indicator (C=Credit or D=Debit) RPT-OCR-DT6-SOP 13 N PIC 9(11)V9(02). Sell Open Par Value RPT-OCR-DT6-SCON 13 N PIC 9(11)V9(02). Sell Settlement Value RPT-OCR-DT6-SPL 13 N PIC 9(11)V9(02). Sell Profit / Loss RPT-OCR-DT6-SPL-CRDR 1 A PIC X(01). Sell Profit / Loss Indicator (C=Credit or D=Debit) FILLER 155 A/N PIC X(155). Filler

8 8 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - REPORT FOOTER RECORD RPT-OCR-DT7-CARD-CODE 2 A/N PIC X(02). Report Footer, Card Code = '07' FILLER 16 A/N PIC X(16) Filler RPT-OCR-DT7-ACCOUNT 4 A/N PIC X(04). Account Symbol FILLER 10 A/N PIC X(10) Filler RPT-OCR-DT7-FW-BUY-ITM 4 A/N PIC X(04). Forward Buy Item Count RPT-OCR-DT7-FW-BUY-OPAR 13 N PIC 9(11)V9(02). Forward Buy Open Par Value RPT-OCR-DT7-FW-BUY-STTL 13 N PIC 9(11)V9(02). Forward Buy Settlement Value RPT-OCR-DT7-FW-SEL-ITM 4 A/N PIC X(04). Forward Sell Item Count RPT-OCR-DT7-FW-SEL-OPAR 13 N PIC 9(11)V9(02). Forward Sell Open Par Value RPT-OCR-DT7-FW-SEL-STTL 13 N PIC 9(11)V9(02). Forward Sell Settlement Value RPT-OCR-DT7-FL-BUY-ITM 4 A/N PIC X(04). Fail Buy Item Count RPT-OCR-DT7-FL-BUY-OPAR 13 N PIC 9(11)V9(02). Fail Buy Open Par Value RPT-OCR-DT7-FL-BUY-STTL 13 N PIC 9(11)V9(02). Fail Buy Settlement Value RPT-OCR-DT7-FL-SEL-ITM 4 A/N PIC X(04). Fail Sell Item Count RPT-OCR-DT7-FL-SEL-OPAR 13 N PIC 9(11)V9(02). Fail Sell Open Par Value RPT-OCR-DT7-FL-SEL-STTL 13 N PIC 9(11)V9(02). Fail Sell Settlement Value RPT-OCR-DT7-AF-BUY-ITM 4 A/N PIC X(04). Aged Fail Buy Item Count RPT-OCR-DT7-AF-BUY-OPAR 13 N PIC 9(11)V9(02). Aged Fail Buy Open Par Value RPT-OCR-DT7-AF-BUY-STTL 13 N PIC 9(11)V9(02). Aged Fail Buy Settlement Value RPT-OCR-DT7-AF-SEL-ITM 4 A/N PIC X(04). Aged Fail Sell Item Count RPT-OCR-DT7-AF-SEL-OPAR 13 N PIC 9(11)V9(02). Aged Fail Sell Open Par Value RPT-OCR-DT7-AF-SEL-STTL 13 N PIC 9(11)V9(02). Aged Fail Sell Settlement Value FILLER 55 A/N PIC X(55). Filler

9 9 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - BROKER DETAIL RECORD RPT-OCR-DT8-CARD-CODE 2 A/N PIC X(02). Broker Record, Card Code = '08' RPT-OCR-DT8-STTL-YY 4 A/N PIC X(04). Settlement Year (YYYY) RPT-OCR-DT8-STTL-MM 2 A/N PIC X(02). Settlement Month (MM) RPT-OCR-DT8-CUSIP 9 A/N PIC X(09). CUSIP RPT-OCR-DT8-ACCOUNT 4 A/N PIC X(04). Account Symbol RPT-OCR-DT8-TRD-PFX 4 N PIC 9(04). Trade Number Prefix RPT-OCR-DT8-TRD-SFX 6 N PIC 9(06). Trade Number Suffix RPT-OCR-DT8-XREF 15 A/N PIC X(15). Internal XREF/Trade # RPT-OCR-DT8-TRD-STATUS 4 A/N PIC X(04). Trade Status - FMAT, PMAT, PSET, FSET RPT-OCR-DT8-TRD-TYPE 4 A/N PIC X(04). Trade Type - TFTD, SBOD, OPTN RPT-OCR-DT8-OPT-TYPE 4 A/N PIC X(04). Option Type - 'CALL' or 'PUTS' RPT-OCR-DT8-ENT-DATE 8 A/N PIC X(08). Trade Entry Date (YYYYMMDD) RPT-OCR-DT8-TRD-DATE 8 A/N PIC X(08). Trade Date (YYYYMMDD) RPT-OCR-DT8-MCH-DATE 8 A/N PIC X(08). Match Date (YYYYMMDD) RPT-OCR-DT8-STTL-DATE 8 A/N PIC X(08). Settlement Date (YYYYMMDD) RPT-OCR-DT8-MKT-PREM 15 N PIC 9(03)V9(12). Market Premium RPT-OCR-DT8-MKT-PRM-SGN 1 A PIC X(01). Market Premium Sign Indicator ("+" or "-") RPT-OCR-DT8-BUY 4 A/N PIC X(04). Buy Dealer Account Symbol RPT-OCR-DT8-BUY-COMM 7 N PIC 9(05)V9(02). Buy Dealer Commission In Decimal Format RPT-OCR-DT8-BUY-PRICE 15 N PIC 9(03)V9(12). Buy Dealer Trade price - In Decimal RPT-OCR-DT8-SELL 4 A/N PIC X(04). Sell Dealer Account Symbol RPT-OCR-DT8-SELL-COMM 7 N PIC 9(05)V9(02). Sell Dealer Commission RPT-OCR-DT8-SELL-PRICE 15 N PIC 9(03)V9(12). Sell Dealer Trade price - In Decimal RPT-OCR-DT8-GU-DATE 8 A/N PIC X(08). Give-Up Date (YYYYMMDD) RPT-OCR-DT8-ORIG-PAR 13 N PIC 9(11)V9(02). Original Par Value RPT-OCR-DT8-OPEN-PAR 13 N PIC 9(11)V9(02). Open Par Value RPT-OCR-DT8-STTL-VAL 13 N PIC 9(11)V9(02). Settlement Value FILLER 13 N PIC X(13) Filler RPT-OCR-DT8-MKT-VAL 13 N PIC 9(11)V9(02). Market Value RPT-OCR-DT8-PL 13 N PIC 9(11)V9(02). Profit or Loss RPT-OCR-DT8-PL-CRDR 1 A PIC X(01). Profit or Loss Indicator (C=Credit or D=Debit) FILLER 21 A/N PIC X(21). Filler

10 10 of 10 FILE TRANSMISSION LAYOUT - OPEN COMMITMENT - NDM FORMAT - REPORT TRAILER RECORD RPT-OCR-DT99-CARD-CODE 2 A/N PIC X(02). Report Trailer, Card Code = '99' FILLER 13 A PIC X(13). Filler RPT-OCR-DT99-ACCOUNT 4 A/N PIC X(04). Account Symbol FILLER 1 A PIC X(01). Filler RPT-OCR-DT99-LOGICAL-COUNT 7 N PIC 9(07). Logical Record Count FILLER 1 A PIC X(01). Filler RPT-OCR-DT99-PHYSICAL-COUNT 7 N PIC 9(07). Physical Record Count FILLER 232 A PIC X(232). Filler