Asset
Balances and Transactions Flat File
The Asset
Balance and Transaction Flat File will be made available once daily for firms that have
requested it. The file will be ready at
approximately 6 PM. The file will
contain end-of-day balances and a listing of all transactions for that business
day. For the time being, the file will
supply only information on US and Canadian government-backed securities –
reporting on stock and cash on deposit will continue to be supplied by
custodial banks through existing reports.
One file will be provided per CME Settlement Account - If your
firm has more than one settlement account with CME, you will need to request
the files for each settlement account.
The file will be available in two formats: Fixed-Length and Comma-Delimited. The record layout and data contents of the
file will be the same for both formats.
Each record-type in the fixed-length file will contain a pre-set,
non-varying number of characters, regardless of the data values appearing. Numeric fields will be padded with leading
zeros. Character fields will be
left-justified, and the fields will be filled with trailing spaces. In the comma-delimited file, field
values will be included as-is, without leading zeros or trailing spaces. For this file, the field lengths listed on
this document can be interpreted as maximum lengths for the fields.
Each file will contain basic header data in a Header record. There will be one of these per file. Two Group header records will follow the header and will give information regarding your firm and account information with the CME. Below the Group Header records will be from 1 to many detail records, listing the asset balances and transactions for the account detailed in the Group headers. All Asset Balance detail records for the Group will come first, followed by all Transaction detail records for the Group. A Group Trailer will then follow, with tallies of the number of asset vs. transaction detail records, and a summed number of detail records transmitted for the group. There may be multiple sets of Group Header, Detail and Group Trailer records per file, representing the different business functions and segregations for the Settlement Account being transmitted in the file. An overall File Trailer record will also be provided containing overall tallies of the number of group and detail records transmitted.
The chart below provides a detailed layout of the file, including the lengths, positions in the flat file, and descriptions of all fields to be transmitted.
|
Header
- 1 per file |
Length |
From |
To |
|
Desc |
|
Record
Type |
4 |
0 |
3 |
|
100 - for
Header Record |
|
File
Create Date |
8 |
4 |
11 |
|
CCYYMMDD |
|
File
Create Time |
8 |
12 |
19 |
|
HH:MM:SS |
|
Sender Code |
11 |
20 |
30 |
|
"CME" |
|
Sender
Name |
35 |
31 |
65 |
|
"Chicago
Mercantile Exchange Inc." |
|
Business
Date |
8 |
66 |
73 |
|
CCYYMMDD |
|
|
|
|
|
|
|
|
GroupHdr1
- 1 to many per Header1 |
Length |
From |
To |
|
Desc |
|
Record
Type |
4 |
0 |
3 |
|
200 - for
GroupHdr1 Record |
|
Clearing
Organization |
5 |
4 |
8 |
|
CME |
|
Settlement
Account |
15 |
9 |
23 |
|
CME Settlement Account – the # used in the CME’s internal
clearing systems to identify your firm’s settlement account |
|
Clearing
Member Firm |
5 |
24 |
28 |
|
CME Clearing Member Firm # - the # used in the CME’s internal
clearing systems to identify your firm |
|
Business
Function |
5 |
29 |
33 |
|
CME Business Function (ex. CLR, SECR, etc.) – the business
function of the account (Clearing Account, Security Deposit account, etc.) |
|
Segregation |
5 |
34 |
38 |
|
CME
Segregation (CSEG = Customer accounts; NSEG = House accounts) |
|
Asset
Account |
15 |
39 |
53 |
|
CME Asset Account # - The # used in the CME’s internal
clearing systems to identify your firm’s asset account |
|
Custodian
Bank BIC |
11 |
54 |
64 |
|
BIC of
the Custodian bank |
|
CMF
Settlement Cash Account BIC |
11 |
65 |
75 |
|
BIC of
the Clearing Member Firm's Settlement (coupon payment) Cash Account |
|
|
|
|
|
|
|
|
GroupHdr2
- 1 per GroupHdr1 |
Length |
From |
To |
|
Desc |
|
Record Type |
4 |
0 |
3 |
|
210 - for
GroupHdr3 Record |
|
CMF
Settlement Cash Account Number |
34 |
4 |
37 |
|
Cash
Account for coupon payments for these assets |
|
CMF
Settlement Cash Account Name |
42 |
38 |
79 |
|
Name describing
the settlement (coupon payment) Cash Account |
|
|
|
|
|
|
|
|
Detail
- 1 to many per GroupHdr1 |
Length |
From |
To |
|
Desc |
|
Record
Type |
4 |
0 |
3 |
|
300 - for
Detail record |
|
Data Type |
1 |
4 |
4 |
|
"B"
for balance or "T" for transaction |
|
Transaction
Type |
2 |
5 |
6 |
|
For
transactions only: "DP" for
deposit (pledge) or "WD" for withdrawal (release) |
|
Transaction
Reference # |
10 |
7 |
16 |
|
For
transactions only: Transaction reference number. These #s are recycled every few days. |
|
Asset
Type |
6 |
17 |
22 |
|
TBILL','TBOND','TNOTE','FNMA','FHLMC',
etc. |
|
CUSIP |
11 |
23 |
33 |
|
CUSIP of
the security |
|
ISIN |
12 |
34 |
45 |
|
ISIN # of
the security |
|
Par Value |
12 |
46 |
57 |
|
Par Value
of the Security |
|
Currency |
5 |
58 |
62 |
|
Currency |
|
|
|
|
|
|
|
|
GroupTrailer
- 1 per GroupHdr1 |
Length |
From |
To |
|
Desc |
|
Record
Type |
4 |
0 |
3 |
|
400 - for
Group Trailer Record |
|
# of
Holdings Records for Group |
6 |
4 |
9 |
|
# of
holdings records for the Group |
|
# of
Transaction Records for Group |
6 |
10 |
15 |
|
# of
transaction records for the Group |
|
# of
Detail Records for Group |
6 |
16 |
21 |
|
Total # of
detail records (holdings + transactions) for the group |
|
|
|
|
|
|
|
|
Trailer
- 1 per file |
Length |
From |
To |
|
Desc |
|
Record
Type |
4 |
0 |
3 |
|
500 - for
file Trailer Record |
|
Total #
of Detail Records in File |
6 |
4 |
9 |
|
# of detail
records in entire file |
|
Total #
of Groups in File |
6 |
10 |
15 |
|
# of
groups in entire file |