Filetype Excel XLS | Posted on 26 Jun 2022 | 3 years ago
Authentication
digital resources
161x Filetype XLS File size 0.43 MB Source: www.dtcc.com
Sheet 1: NSCC Formats
| NSCC ASSET PRICING RECORD FORMATS | Submitting Header | |||||||||||
| Updated: 02/2020 | Change Log | Fund Record | ||||||||||
| Reject Code List | ||||||||||||
| This document describes the record formats to be used for data submitted in NSCC's proprietary, fixed-length format. The same formats are also used to transmit the NSCC output. | Code List | |||||||||||
| The following definitions apply to the record layouts. The column headings are as follows: | ||||||||||||
| Start | The position where the field starts | |||||||||||
| End | The position where he field ends | |||||||||||
| Length | The length of the field in bytes | |||||||||||
| Type | The type of field: | |||||||||||
| A/N | = | Alphanumeric | ||||||||||
| N | = | Numeric | ||||||||||
| D | = | Date Format: | YYYYMMDD | |||||||||
| Field Name | The name of the field | |||||||||||
| Description | Field description (format, valid value, conditional requirements, etc.) | |||||||||||
| Item Number | The corresponding item number from the Data Dictionary. | |||||||||||
| Field Indicator | Indicates whether the field is optional or required: | |||||||||||
| O | = | Optional | ||||||||||
| M | = | Mandatory | ||||||||||
| OC | = | Optional/Conditional | ||||||||||
| Reject Code | The reject code that indicates this field is invalid, available on the output only. The reject code field is 12 bytes to hold up to 4, 3-byte reject codes. | |||||||||||
| Test Indicator | P = Production Data; T = Test Data | |||||||||||
| ANNUITY ASSET PRICING LOOPING STRUCTURE | |||||||||||||
| Shown below are the relationships of the segments used for data submitted in NSCC format. | |||||||||||||
| 10 - Submitting Header - Mandatory - 1 - occurrence required for each file. | |||||||||||||
| 11 - Fund Record - Mandatory - (99,999,999 occurrences per Submitting Header.) | |||||||||||||
| (1) | (2) | (3) | (4) | (5) | (6) | ||||||||
| Item # | Item Name - Loops (repeatable block of elements) or Blocks (non-repeatable block of elements) or Data Elements | Data Element Definition and Use Notes | Allowed Values | Format | Req, Opt, or Cond. | NSCC | |||||
| System Code | Record Type | Position | |||||||||
| 0000 | Header - Submitting Participant | M | Mandatory | ||||||||
| 0001 | Submitting Participant Number | On input to NSCC, at the file level, this is the carrier's NSCC Participant Number. | NSCC Participant Number | X(4) | M | Mandatory | C | 10 | 4 | 7 | |
| 0002 | IPS Business Code | Identifies the NSCC business for the file. | AAP | X(3) | M | Mandatory | C | 10 | 8 | 10 | |
| 0004 | Transmission Unique ID | Submitters NSCC Participant Number | XXXX | X(30) | M | Mandatory | C | 10 | 11 | 40 | |
| Date Submitted | YYYYMMDD | ||||||||||
| Time Submitted | HHMMSS | ||||||||||
| Hard Coded File | 0001 | ||||||||||
| 0005 | Valuation Date | This is the file level valuation date | CCYYMMDD | D8 | M | Mandatory | C | 10 | 53 | 60 | |
| 0006 | Reject Code | Used to determine the reason for the rejection. Output only. | (See Reject Code list) | X(4)X(3) | O | Optional | C | 10 | 189 | 200 | |
| 0008 | Total Count | Total number of physical records including header and contra headers. | 9(12) | M | Mandatory | C | 10 | 41 | 52 | ||
| 0009 | Test Indicator | The originator of this transaction assigns a value to this transaction to say whether it is a TEST or PROD event. This is passed to the contra party and maintained on NSCC's copy of the transaction. There is no settlement consequence for transactions flagged as TEST. | T = Test or P = Production | X(1) | M | Mandatory | C | 10 | 61 | 61 | |
| 2000 | Fund Loop | M | Mandatory | ||||||||
| 2001 | CUSIP/Fund ID/Sub Fund ID | Unique identifier for the product or plan (the CUSIP only) or for the underlying assets of these (CUSIP for the product or plan involved + the carrier-created fund identifier) | 9 - byte CUSIP number plus Fund ID | X(19) | M | Mandatory | C | 11 | 4 | 22 | |
| 2002 | Fund Type | Identifies whether this is a product or plan, or a fund or underlying asset, and for each possibility, defines the specific type within. | (See Code List) | X(3) | M | Mandatory | C | 11 | 23 | 25 | |
| 2003 | CUSIP/Fund Name | As assigned by the carrier, not the fund manager. | X(40) | O | Optional | C | 11 | 41 | 80 | ||
| 2004 | CUSIP/Fund Abbreviation | Free form abbreviated fund name assigned by the carrier, not by the fund manager. | X(10) | O | Optional | C | 11 | 81 | 90 | ||
| 2005 | CUSIP/Fund Unit Price | The carrier - generated unit price for the fund as of the valuation date across contracts in a given file from a carrier. This does not equal the publicly available price for the underlying fund asset. | 9(6)v9(9) | 9(10) | M | Mandatory | C | 11 | 26 | 40 | |
| 2006 | Reject Code | Used to determine the reason for the rejection. Output only. | O | Optional | C | 11 | 189 | 200 | |||
| 2007 | Mutual Fund CUSIP Number | CUSIP Number of mutual fund that underlying security is tied to. | O | Optional | C | 11 | 91 | 99 | |||
| 9999 | END | ||||||||||
no reviews yet
Please Login to review.
