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)

Report Name

Description

See

Create/ Redeem Instructions Reject/Receipt Report

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.

pdf CNS Night Settlement Activity: AutoRoute ID 02042023 (Night) and 02041234 (Day) (1.34 MB)

CNS Daytime Settlement Activity Statement

Shows receives and delivers that occurred during the day cycle.

pdf CNS Night Settlement Activity: AutoRoute ID 02042023 (Night) and 02041234 (Day) (1.34 MB)

Miscellaneous Activity Report

Includes all miscellaneous activity, such as a reorganization or a stock dividend.

pdf CNS Miscellaneous Activity: AutoRoute 02042008 (Night) and 02041236 (Day) (1.33 MB)

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.

pdf CNS Account Summary: AutoRoute ID 02042024 (1.32 MB)

 

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