CCASS Reports / Data Files related to TSF (for Participants) 
To support TSF (tentatively to be launched at the end of third quarter or beginning of the fourth quarter of 2011), two new CCASS reports will be provided to all TSF CCASS Participants.  In addition, the existing Intra-Day Trade File (CCLID01) provided to all GCP will be enhanced to include “TSF Indicator” to indicate if the trade done by its NCP is a TSF trade.

Details of the new reports / Intra-Day Trade File (subject to finalization) will be as follows:
 

(A)

 

TSF FX Transaction/STK RLSE Activity / Status Report (CSETF03) (New)

 

CSETF03 Report Description (updated as of 3 Oct 2011)

 

CSETF03 Report Sample (updated as of 3 Oct 2011)

 

CSETF03 Report Specification (updated as of 3 Oct 2011)

 

CSETF03 Report Data File Specification (updated as of 3 Oct 2011)

 

CSETF03 Data File Sample (updated as of 3 Oct 2011)

 

 

 

(B)

 

TSF Confirmation Report (CSETF07) (New)

 

CSETF07 Report Description (updated as of 5 Sep 2011)

 

CSETF07 Report Sample (updated as of 5 Sep 2011)

 

CSETF07 Report Specification

 

CSETF07 Report Data File Specification (updated as of 3 Aug 2011)

 

CSETF07 Data File Sample 

 

 

 

(C)

 

Intra-Day Trade File (CCLID01) (Existing file for GCP only)

 

CCLID01 Report Data File Specification

 

CCLID01 Data File Sample