ETF Reports

September 14, 2021

NSCC provides several reports to help analyze your ETF portfolio. These reports deliver different data for the requested asset types. In some scenarios, you need to use reports in conjunction with each other. You should also review the input and output file formats along with the canned and sample reports available in the ETF Technical Resources section.

Use the following protocols to obtain the report:

File Transfer Protocol (FTP) through the SMART dedicated or dial-up circuit.
MyDTCC portal through internet access. You can also download print image versions of some of the reports through the MyDTCC portal.
Network Data Mover (NDM) through the SMART dedicated circuit.
Secure File Transfer Protocol (SFTP) through internet access.
Transcription factor (TCP2)

Notes: Access client business requirements and related input and output format files for the upcoming ETF T0 and T+1 Settlement Cycle releases at ETF Release.

Name	Description	See
Create/Redeem Instructions Receipt/Reject Reports	Identifies the status of each record submitted including Acceptances (ACP), Warnings (WRN), Pends (PND), or Rejections (REJ) based upon established business rules detailed elsewhere within this document. This report is generated and distributed to the respective ETF agent. It is not available to ETF authorized participants.	Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300 Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254 End of Day Instruction Create/Redeem Receipt/Reject Report: AutoRoute Production 02120098/Test 02980098 Enhanced ETF Create and Redeem Instruction Print Image Report: AutoRoute Production 02260291/PSE 02980291 Record Layout: Enhanced Intraday Create/Redeem Receipt/Reject Report: AutoRoute Production 02261954/Test 02981954 You can also access canned samples for some of the reports.
Consolidated Trade Summary Report	Broken down by CUSIP and by market all positions due to settle in CNS on the following business day.	CTS Technical Resources
CNS Projection Report	Projects netted positions by CUSIP for positions settling on the following business day.	CNS Projection (Midday): AutoRoute ID 02042358 CNS Projection (Midday) CSV: AutoRoute ID 02042366
Non-CNS Consolidated Trade Summary Report	Shows ineligible securities.	CTS Technical Resources
CNS Nighttime Settlement Activity Statement	Shows activity that occurred in the night cycle.	CNS Night Settlement Activity: AutoRoute ID 02042023 (Night) and 02041234 (Day)
CNS Daytime Settlement Activity Statement	Shows receives and delivers that occurred during the day cycle.	CNS Night Settlement Activity: AutoRoute ID 02042023 (Night) and 02041234 (Day)
Miscellaneous Activity Report	Includes all miscellaneous activity, such as a reorganization or a stock dividend.	CNS Miscellaneous Activity: AutoRoute 02042008 (Night) and 02041236 (Day)
Cash Reconciliation Statement	Summary of all CNS money activity.	TBD
NSCC Final Settlement Statement	Final money amounts displayed for each settlement category and participants' net money settlement obligations for that day.	TBD
CNS Accounting Summary	Provides a CUSIP-by-CUSIP summary of all activity that occurred in a participant's CNS account.	CNS Account Summary: AutoRoute ID 02042024

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