Daily Interest Earned Report

Daily Interest Earned Report Summary

The Daily Interest Earned Report is available to clearing participants to identify their daily accrued interest amounts. The clearing participant's Daily Interest Earned Report is available each business day and includes interest amounts, rates, types as well as related principal values.

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:

  • Comm_Int_-CM<ReportGenerationDate><FirmCode>.PDF; and

  • Comm_Dat_-CM<ReportGenerationDate><FirmCode>.CSV, where:

    • <FirmCode> is the 4 character code representing the firm.

    • <ReportGenerationDate> is the date of report generation in yyMMdd format.

Daily Interest Earned Report Process Flow

Daily Interest Earned Report Process

Step

Description

Party

Recipient

Message Reference

Step

Description

Party

Recipient

Message Reference

1

Clearing Participants are required to request access to receive Daily Interest Earned 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 Interest Earned Report.

ASX Clear

-

-

3

The Daily Interest Earned Report made available available via FTP to the Clearing Participant.

ASX Clear

Clearing Participant

Daily Interest Earned Report

Business Values and Rules

Daily Interest Earned Report

The Daily Interest Earned Report is made available via FTP to the Clearing Participant.

ASX Element Name

Data Type

Guidelines

ASX Element Name

Data Type

Guidelines

Date

Date (dd-Mmm-yy)

Indicates the applicable date for which daily interest is earned.

Start Date

Date (dd-Mmm-yy)

Indicates the first day of the applicable month.

End Date

Date (dd-Mmm-yy)

Indicates the last day of the applicable month.

Exchange

String

Indicates the futures exchange.

Currency

String

Indicates the Currency of the exchange. In this case, Australian Dollar (AUD) will be present.

Account Code

Character

Indicates the type of account, either:

  • House (H); or

  • Client (C).

Firm Code

String

Indicates the 4 character Clearing Participant identifier.

Firm Description

String

Indicates the Clearing Participant identifier description.

Principal

Integer

Indicates the amount lodged with ASX.

Interest Rate

Decimal (Percentage)

Indicates the applicable interest rate as a percentage.

Interest Amount

Decimal

Indicates the applicable interest amount calculated for the period.

Interest Description

String

Indicates the applicable interest description for the period.

Total Interest Amount

Decimal

Indicates the total of interest amount within the applicable month.

Excess Cash Rate

Decimal (Percentage)

Indicates the excess rate representing the percentage available for withdrawal or the shortage that must be covered in a cash deposit.

CH Code

String

Indicates the Clearing House (CH) code.