Daily Collateral Statement Report
Daily Collateral Statement Report Summary
The Daily Collateral Statement Report is available to clearing participants to identify all cash and noncash collateral lodged with ASX Clear for their daily cash market margin. The Daily Collateral Statement Report is available each business day when the clearing participant has cash or non-cash collateral for cash market margining lodged with ASX Clear.
Details on how to access this report via ASX FTP will be provided directly to Clearing Participants. The report filename will contain business date to help identify the correct business day’s report.
The report naming convention is structured as follows:
DailyCMMCollateralStatement<ReportGenerationDate><FirmCode>.PDF; and
DailyCMMCollateralStatementFile<ReportGenerationDate><FirmCode>.CSV, where:
<FirmCode> is the 4 character code representing the firm.
<ReportGenerationDate> is the date of report generation in yyMMdd format.
Daily Collateral Statement Report Process Flow
Daily Collateral Statement Report Process
1 | Clearing Participants are required to request access to receive the Daily Collateral Statement Report. Once opted-in to receive this report, the report will be made available daily on an unsolicited basis. Further details regarding the on-boarding process will be made available in a subsequent release. The End of Day process is triggered to perform report generation. | ASX Clear | - | - |
2 | ASX generates the Daily Collateral Statement Report. | ASX Clear | - | - |
3 | The Daily Collateral Statement Report is made available via FTP to the Clearing Participant. | ASX Clear | Clearing Participant | Daily Collateral Statement Report |
Business Values and Rules
Daily Collateral Statement Report
The Daily Collateral Statement Report is made available via FTP to the Clearing Participant.
Ledger Code | String | Indicates the ledger associated to the Clearing Participant. |
Currency Code | String | Indicates the currency code applicable. In this case, Australian Dollars (AUD) is present. |
CP Code | String | Indicates the 4 character Clearing Participant identifier. |
Account Code | String | Indicates the type of account, either:
|
Lodgement Date | Date (dd-Mmm-yy) | Indicates the applicable date for which collateral statement report is requested. |
Collateral Type | String | Indicates the classification of the collateral by ASX. |
ISIN | String | Indicates the Financial Product for which the Daily Collateral Statement is being reported. Further details of International Securities Identification Numbers (ISIN) are detailed here. |
Coupon Rate | Decimal (Percentage) | Indicates the interest rate earned on the lodged bond (currently only applicable to ASXCLF). |
Maturity Date | Date (dd-Mmm-yy) | Indicates the maturity date of the bond (currently only applicable to ASXCLF). |
Stock Code | String | Indicates the stock code applicable. |
Units | Integer | Identifies the number of units of the security lodged as collateral. |
Expected Face Value | Integer | Indicates the expected face value of the bond that has been approved and not deployed by ASX. |
Confirmed Face Value | Integer | Indicates the actual face value balance of the bond. |
Price | Decimal | Indicates the price of the security lodged as collateral. |
Expected Market Value | Integer | Indicates the current market value of the collateral. |
Confirmed Market Value | Integer | Indicates the market value of the collateral at end of day. |
Haircut | Decimal (Percentage) | Indicates the percentage discount applied to the market value of securities that was used to determine the collateral value. |
Collateral Value | Decimal | Indicates the value of the collateral determined by ASX Clear after a haircut is applied to the current Market Value. |
Total Collateral Value | Decimal | Indicates the total calculated collateral value after haircut. |
Exchange Collateral Value | Decimal | Indicates the Currency converted total calculated collateral value. |
Breach Code | Boolean | Indicates the breach of an internal ASX Collateral restriction for the collateral. |
Exchange Currency | String | Indicates the Currency of the exchange. In this case, Australian Dollar (AUD) will be present. |
Exchange Rate | Decimal (Percentage) | Indicates the percentage of the applicable exchange rate. |
CH Code | String | Indicates the Clearing House (CH) code. |
Calc Type | String | Indicates the calculation methodology applied. |
Currency Haircut | Decimal (Percentage) | Indicates the percentage discount applied to the currency exchange rate that was used to determine the collateral value. |