SFE Austraclear System System Reporting Participant Briefing Paper

Transcription

1 SFE Austraclear System System Reporting Participant Briefing Paper Publication Date: February 2006

2 Table of Contents 1. Purpose Overview Reports and On-Line Enquiry Facilities Online Enquiry Data Export Report Generation and Timing Downloading Reports...13 While the information contained in this publication has been prepared with all due care and skill by SFE Corporation Ltd ( SFE ), the users of the publication must obtain their own independent advice and conduct their own investigations and assessment regarding the information. The report is made available on the understanding that SFE and its related bodies corporate and their respective directors, employees, agents, servants and boards accept no responsibility for any person acting on or relying on any opinion, advice or information and disclaim all liability for any loss howsoever caused (including by reason of negligence) and for any errors, omissions, defects or misstatements (whether negligent or otherwise) contained in the publication. SFE Corporation Limited 2005 SFE Austraclear System Reporting Briefing Paper 2

3 1. Purpose The purpose of this document is to provide a summary of how participants can retrieve data from the new system via both the On-Line Enquiries and Report functionality. 2. Overview The existing Fintracs Report coverage will be replaced with a combination of reports and online enquiry functionality that will provide Participants with the same data whilst providing greater flexibility in search criteria and sorting. Further details of key Fintracs reports and the equivalent SFE Austraclear Replacement System report/on-line functions are set out in the Participant Report Specifications available from the SFE Website. 3. Reports and On-Line Enquiry Facilities The current functionality within Fintracs which allows a user to print intra-day reports is being replaced with an enhanced and more flexible online enquiry and data export facility. Information regarding how to use on-line enquiry facilities in the SFE Austraclear Replacement System is set out in the Training material (available when Participants attend a training session) and the User Guide which has been distributed. A comparison between Fintracs reports and the SFE Austraclear Replacement System facilities is set out below: FINTRACS Report Beneficial Holders by Issuer Beneficial Owners at Booksclose Beneficial Owners Interest Due by Member Beneficial Owners at Interest Payment Beneficial Owners of Maturity Payment Beneficial Owners Receiving Maturity Payment Cash Enquiry Cash List Cash Summary SFE Austraclear Replacement System Equivalent (s) View Holders of Series (on-line enquiry) Issuer Representatives Holding Report Issuer Representatives Record Date Report Record Date Report View Corporate Actions (on-line enquiry) View Corporate Action Settlement Instruction (on-line enquiry) Income Receivable Report View Corporate Actions (on-line enquiry) View Corporate Action Settlement Instruction (on-line enquiry) Issuer Representatives 1 st Run FIS Payments Report Issuer Representatives 2 nd Run FIS Payments Report View Cash Records (on-line enquiry) Cash Report Cash List Report SFE Austraclear System Reporting Briefing Paper 3

4 FINTRACS Report Cash Transfer Entry Enquiry Daily BLIMIT Changes Audit Report SFE Austraclear Replacement System Equivalent (s) View Settlement Instructions (on-line enquiry) Cash Open Trades Report Cash Record Limit Audit Report FIS Encumbrance DSS Encumbrance FIS Trade Enquiry FIS Turnover Report by Issuer FIS Repo Turnover Report by Issuer FIS Portfolio DSS Portfolio Beneficial Owners Summary Report (by Holder) FIS Uplift Report Market Repo Coupon Market Repos Due Today Market Repos Outstanding Maturity Report Bank s Own Acceptances and Issues for Maturity Date Maturity Report Other Securities Payable at Bank for Maturity Date Maturity Report NBPP Maturities Payable on System Outstanding RBA Repo s Series Enquiry DSS Transaction Enquiry FIS Transaction Enquiry FX Activity Unconfirmed Report FX Activity New Entry Report FX Instr For Value Date Today FX Instr For Value Date 1 (V + 1) FX Member Transaction Report FX Daily Activity Log FX Unconf Transactions Report IRS Portfolio Enquiry IRS Payment Enquiry IRS Settlement Accumulation Report View Pledges (on-line enquiry) Pledged Security Report View Settlement Instructions (on-line enquiry) FIS Open Trade Report Issuer Representatives Turnover Report View Holdings (on-line enquiry) Holdings Report View Deposits/ Withdrawals (on-line enquiry) Outstanding Deposits and Withdrawals Report Market Repo Coupon Report Market Repo Open Trade Report View Corporate Actions (on-line enquiry) View Corporate Action Settlement Instruction (on-line enquiry) Place Payable Maturity Report Issuer Representatives DSS Maturity Payment Report View RBA Repo s (on-line enquiry) RBA Repos Open Trades Report View Series(on-line enquiry) Security Details Report View Settlement Instructions (on-line enquiry) Settlement Instructions Report DSS Open Trade Report FX Open Trades Report IRS Open Trades Report IRS Payment Report View Settlement Accumulation on line enquiry SFE Austraclear System Reporting Briefing Paper 4

5 IRS Rate Reset Report IRS Ignored Settlement Report IRS Nightly Ignored Settlement Report IRS Payments Due Report IRS Entered To/From Today IRS Daily Activity Log IRS Payments Due on Holidays Report FRA Trade Enquiry FRA Settlement Accumulation Report FRA Ignored Transactions FRA Activity Log Not available Not available Not available IRS Payments & Receipts Due Report Not available FRA Open Trades Report View Settlement Accumulation on line enquiry Not available NOTE The SFE Austraclear Replacement System has also introduced a couple of new reports. These are: Maturing Securities Report (which shows all securities held in a Participant's Portfolio that will mature over the next seven days. Any pledges on maturing securities are also noted). Role Allocation Report (which shows all Participant logons and the roles and authorisations that have been allocated to them) Online Enquiry Data Export Intra-day system data will generally be retrieved via an on line query functionality. Extra fields are available in the online queries that are not available in Reports. The display of these extra fields can be amended and the order changed by right-clicking on the column headings and selecting Column Settings. The following functionality is available to Data displayed online: Individual or groups of records can be selected and copied The entire record set can be exported in a format with field names and a date and time included in the header. The entire record set can be screen printed which will print only the fields and column widths displayed. Data exported or printed from the online enquiries will retain the fields and field orders displayed in the enquiry screen. SFE Austraclear System Reporting Briefing Paper 5

6 Example: Trades>>View Reported Trades>>search>>right click >>select Column Settings Select the columns to be displayed by placing a tick in the relevant check box, then click Apply and OK. SFE Austraclear System Reporting Briefing Paper 6

7 Columns can then be re-ordered by clicking on the relevant column header and dragging the column to a new position in the window. In this example, the Counterparty column will be moved left to a new position alongside the Sub Participant column. The displayed data can now be screen printed or exported in a.csv format. Right click in the screen to select either Export to File or Print. SFE Austraclear System Reporting Briefing Paper 7

8 Select the desired Directory and Path to save the.csv file. The filename contains the name of the screen, the name of the user, the current date and time at which the file was created. SFE Austraclear System Reporting Briefing Paper 8

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10 When the file is opened, the selected information is displayed in the order in which it appears in the Reported Trades window, with column headings included. Below is a list of all Participant screens that support the exporting of data into a.csv file: SFE Austraclear System Reporting Briefing Paper 10

11 Explore Sub Participants, Users, Sub Accounts View Cash Records View Standard Settlement Instructions View Agreements View Roles View Proxies View Cash Transfer Groups View Holdings View Deposits and Withdrawals View Deposits and Withdrawals Reconciliation View Issuer Sub Accounts View Pending Transactions on Issuer Sub Accounts View Reported Trades View RBA Repos View Pledges View Bill Nominations View Repo Renegs/Unwinds View Swap Terminations View Fixing Values View Settlement Accumulation View Settlement Instructions View Settlement Obligations View Corporate Action Settlement Instructions View DVP Instructions View Holding Rectify DVP View Clearing Information Manage Queue Priority View Fee Tickets View Series View Corporate Actions View Corporate Action Holder Positions View Holders of Series View Holding Authorisations View Market Reference Rate Monitor Business Workflow Confirm Multicurrency Payments Monitor Scheduled Business Activities View Postal Codes View RBA Repo Rules 4. Report Generation and Timing The table below contains report details including which Sub-Participant Types can run them, what formats are available and how long the reports are stored in the system. Report Name Generation Sub Part. Type Format Cash List Cash Provider PDF Report Batch Interim Cash List 5.17pm Final Cash List 7.02 pm Cash Record Limit Audit Cash Provider PDF After Business 90 Days Kept Kept On Line Off Line 90 Days 7 Years Maturing Securities Clearing Sub Participant PDF After Business 90 Days 7 Years Role Allocation Clearing Sub Participant PDF After Business 90 Days Holding Clearing Sub Participant PDF After Business 90 Days 7 Years Place Payable Maturity Participant Bank PDF Before Business 90 Days 7 Years Income Receivable Clearing Sub Participant PDF Before Business 90 Days 7 Years Record Date Clearing Sub Participant PDF Before Business 90 Days Issuer Representative s Issuer Representative PDF After Business 90 Days Holding Outstanding Deposit & Clearing Sub Participant PDF Before Business 90 Days Withdrawal Pledged Securities Clearing Sub Participant PDF After Business 90 Days Report Security Details Report All Participants PDF After Business 90 Days SFE Austraclear System Reporting Briefing Paper 11

12 Generation Kept Report Name Format Report Batch Sub Part. Type On Line Market Repo Coupon Clearing Sub Participant PDF After Business 90 Days Kept Off Line Settlement Instruction Clearing Sub Participant PDF Day End 90 Days 7 Years After Business Issuers Issuer Representative PDF After Business 90 Days Representative s Turnover IRS Payments & Clearing Sub Participant PDF After Business 90 Days Receipts Due Issuer Representative s Issuer Representative PDF Before Business 90 Days Record Date Cash Clearing Sub Participant PDF Day End 90 Days 7 Years After Business Issuer Reps 1st Run Issuer Representative PDF Before Business 90 Days 7 Years FIS Payments Issuer Reps 2nd Run FIS Payments Issuer Representative PDF 2nd Payment Run 2pm 90 Days 7 Years IRS Payments Clearing Sub Participant PDF After Business 90 Days Issuer Reps DSS Issuer Representative PDF Before Business 90 Days 7 Years Maturities Payments FIS Open Trades Clearing Sub Participant PDF After Business 90 Days DSS Open Trades Clearing Sub Participant PDF After Business 90 Days IRS Open Trades Clearing Sub Participant PDF After Business 90 Days Market Repos Open Clearing Sub Participant PDF After Business 90 Days Trades Cash Open Trades Clearing Sub Participant PDF After Business 90 Days FX Open Trades Clearing Sub Participant PDF After Business 90 Days FRA Open Trades Clearing Sub Participant PDF After Business 90 Days RBA Repos Open Trades Clearing Sub Participant PDF Before Business 90 Days The system will only produce PDF reports if there is data available while reports will be created regardless. The following table sets out the timing of the generation of Participant reports during a 24 hour processing cycle for the SFE Austraclear replacement system: Recurring Task/Batch Scheduled Time (if session is not moved) Before Business Report Batch 5:30 2nd Payment Run Report Batch 14:00 Day End Report Batch 16:28 Interim Cash List Report Batch 17:17 Final Cash List Report Batch 19:02 After Business Report Batch 19:30 From a Participant perspective After Business reports will be available next morning, along with the Before Business Reports. SFE Austraclear System Reporting Briefing Paper 12

13 4.1 Downloading Reports The system has the ability to set Global and Individual Report Preferences that can be used to automatically download and/or automatically print reports. To set Global Report Preferences, select from the main menu: View>> Reports>>Properties Default parameters for report storage are displayed. Users can select an alternate to the C:\TEMP directory for storing downloaded reports or change the number of days for which reports are kept in the download directory. To automate the downloading and/or printing of reports, place a tick in the relevant check box, then click Apply and OK. To extract reports generated by the system select from the main menu: View>>Reports>>Explore The reports screen defaults to the current business day. Click Search to display all reports generated for the current business day. Individual Report Preferences can be set within this window. Right click on the required report and select Properties SFE Austraclear System Reporting Briefing Paper 13

14 Select the Preferred Format for the report from the drop down list, then click Apply and OK. Preferred Formats available are: PDF, TXT,, XLS, RTF. Select a report and right click to Download. SFE Austraclear System Reporting Briefing Paper 14

15 When reports are downloaded, the system will create a Date folder and Before Business, DayEnd and After Business folders in the C:\TEMP drive where all reports for that day will be placed. The individual report naming conventions will be: This can be seen below: Report Name _ SubParticipantCode _ DDMMMYYYY.pdf for PDF files Eg. Holding_PTHO20_ PDF, and SubParticipantCode _ Report Name _ YYYY-MM-DD.csv for files Eg. PTHO_Holding_28JUL04., SFE Austraclear System Reporting Briefing Paper 15

16 Reports saved to the C:\TEMP drive will remain on that drive and can be viewed, printed or exported to other applications by the user. Downloaded reports may also be extracted via the reports window. Right click and select Preview or Print to view the report in PDF format or to print to the desired printer. SFE Austraclear System Reporting Briefing Paper 16

17 Cash Report in PDF format SFE Austraclear System Reporting Briefing Paper 17