Reporting Overview

Message Based Reporting

The CSP will enable report enquiries and output relating to ‘active state’ (that is, current holders or holdings) via ISO20022, ledger API and web browser.

Output provided by the CSP is restricted to that which the requesting participant is authorised to access.

End of Day Reports

The following reports will be generated and disseminated on an unsolicited basis, at the end of day to Issuer (Registries).

Report Type

Message Reference

Recipient

Demand Reports

The following reports may be requested for delivery on an ad-hoc basis.

Demand Report Generation

Current CHESS behaviour applies to the generation of Demand Reports in the CSP. For example, a Holding Balance Reporting Request (rptg_601) or an Account Notification Reporting Request (rptg_602) will be rejected on the basis of the following attributes:

  • As At Date element = (blank)

  • Security Code = BHP

  • Account Identifier (HIN) element = ALL

The CSP will process demand report requests immediately with the exception of requests that include an As At Date or Start and End Date parameter containing the current business date. These demand report requests will be processed at the end of day.

Demand Report Parameters

Available parameters are listed on the process page for each report type.

If a report parameter is not specified, the CSP will use the following defaults:

Reporting Parameter

Default

Reporting Parameter

Default

Account Identifier (HIN)

No default value is returned. This field must be populated with a valid Account Identifier (HIN) / ‘ALL’ or the report request will be rejected.

'ALL' must not be populated when requesting a Demand Statement Request.

Security Code

All financial products held by a selected holder (that the requesting participant is authorised to view).

As At Date

Empty (no value) resulting in current balances at the time of the request.

Start Date

No default value is returned. This field must be populated with a valid business date or the report request will be rejected.

End Date

No default value is returned. This field must be populated with a valid business date or the report request will be rejected.

Subposition Type

All constituent balances of the Total Balance held on an Account (that the requesting participant is authorised to view).

Corporate Action Event Id

All current CEB balances or movements for the selected Corporate Action Event Id.

Corporate Action Type

All current corporate actions for the selected financial products (refer to Basis of Movement).

Ex Date

All current corporate actions with the specified ex date for the selected financial products.

Movement Type

No default value is returned. This field must be populated with a valid Movement Type / All Obligation Types (ALLT) or the report request will be rejected.

End of Report Notification

For each end of day report and demand report produced, an End of Report Notification will be generated to notify the report recipient or requesting participant that no further messages should be expected for a report.

Where an end of day report or a demand report does not produce any output, the report recipient or requesting participant will receive an End of Report Notification with a zero report entry count.

End of Overnight Reporting Notification

Once all end of day reports, demand reports (run at end of day), and corresponding End of Report Notifications have been generated and made available to the report recipient or requesting participant, then an End of Overnight Reporting Notification will be sent to all CSP participants.

Projected Funds Obligation

The CSP will generate 2 notifications to Payment Providers for the current days batch settlement cycle. These notifications, detailed in the Projected Funds Obligation Process, will advise Payment Providers of:

  1. The net funds obligation for each of their Payment Facilities; and

  2. The total funds obligation (across all their Payment Facilities).

Daily Interest Earned and Collateral Statement Report

The Daily Interest Earned and Collateral Statement Reports are made available via FTP to Clearing Participants each business day.

Refer to Daily Interest Earned Report and Daily Collateral Statement Report for further information.

AMO Report

The AMO Security Details report notifies an Approved Market Operator (AMO) of specific security details for their own listed securities. Refer to AMO Security Details Report for further information.

 

Netting and Settlement Reconciliation Reporting

Netted Obligation Report

 The Netted Obligation Report is generated daily, at the end of day, for every Account (HIN) i.e. Settlement Entrepot Account (HIN) which have novated gross market trades scheduled to settle in a future batch settlement cycle. The report informs Clearing and Settlement Participants of the projected net delivery or receipt position (units and funds) against the central counterparty (ASX Clear) i.e. Novated Net Delivery Position (NNDP) on the Settlement Entrepot Account (HIN) for each future settlement date, security and basis of movement combination.

The projected NNDP’s that are calculated and reported incorporate:

  • Trades registered (settling in two business days or with a deferred settlement date);

  • Late trade registrations (i.e. as at trades);

  • Trades struck in a Special Cum Market on T+1 which have a shortened settlement interval;

  • Trade cancelations (i.e. on T); and

  • Corporate action adjustments (where applicable).

 Refer to Netted Obligation Report (NNDP) for further information.

Obligation Status Report

 The Obligation Status Report assists participants with their reconciliation activities in two areas:

  • Pre-settlement reconciliation: ensuring all Novated Gross Market Trades which are registered are notified to the Settlement and/or Clearing Participant, ensuring Participants can sufficiently prime their Settlement Entrepot Accounts (HINs) for batch settlement processing. Participants also have the ability to request the Obligation Status Report for all other settlement instruction types and Accounts (HINs); and

  • Post-settlement reconciliation: ensuring Participants are able to resolve breaks identified from the Settlement Movement Confirmation (sett_136).

For example, for today, in accordance with the report parameters set:

  • Prior to batch settlement the report will return a schedule of items that are scheduled to settle in the batch today, this is considered a prediction because the outcome is subject the the batch settlement algorithm and not all scheduled instructions / obligations will necessarily settle; and

  • After batch settlement the report will return a schedule of the facts of batch settlement (as per the algorithm outcome), the instructions that actually settled today.

Participants are able to request the Obligation Status Report on an ad hoc demand basis for any one Account (HIN) including one Settlement Entrepot Account (HIN), one security, all obligation types or a specific obligation type and one settlement date (the settlement date can be current, future or past). This report cannot be scheduled.

Selection Parameters

  • Movement Type

  • Account Identifier (HIN)

  • Security Code

  • As At Date (Settlement Date)

 Refer to Obligation Status (OBLG) for further information.