ETF Reports

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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

Click a Link to Access the Reports

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.

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.

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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Client Business Requirements for Phase 2: T0 Same Day Settling Create/Redeem Cycle With End of Day Cash True-up

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ETF T0 Release: Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254

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Client Business Requirements for Phase 2: T0 Same Day Settling Create/Redeem Cycle With End of Day Cash True-up

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Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254

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Test Guidelines for Phase 2: ETF T0 Same Day Settling Create/Redeem Cycle With End of Day Cash True-up

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T+1: UTC Common Trade FIX Output Format

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ETF Message Codes

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UTC MRO Trade Capture Data File: AutoRoute Production 02081673 / PSE 02981673

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T+1: ETF Message Codes

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ETF T0 Release: Message Codes

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ETF Lifecycle Overview

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ETF T+1: UTC Intraday MRO Trade Capture Data Output File: AutoRoute Production 02081673/Test 02981673

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ETF T0 Release: Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300

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Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300

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NSCC Primary Market Create/Redeem Functional Requirements

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NSCC Primary Market Create/Redeem Functional Requirements

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Trading Relationship Management User Guide

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What Is An ETF?

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Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)

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ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301

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Exchange Traded Fund (ETF) Web User Guide

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ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256

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ETF Canned Sample Output for AutoRoute 02261255/PSE 02981255

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Enhanced Consolidated Portfolio Receipt Reject MRO: AutoRoute Production 02261255/PSE 02981255

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