4. message type descriptions
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4 - 1. 4. MESSAGE TYPE DESCRIPTIONS 4.1. Introduction This section describes the individual message types that are transmitted to and from the CHESS system, and gives information about their purpose, content and transmission cut-off times where applicable. A graphical representation of the bit map for each message is also given. Where the message only utilises the first 64 fields in the general bit map, only those fields are shown. Where any fields in the range 65 to 128 may be required in a particular message, the bit map extension is shown, and bit 1 is shaded to indicate the presence of the bitmap extension. Similarly, bit 65 is shaded where a third bitmap (bit positions 129 - 192) is used and bit 129 is shaded where the fourth bitmap (bit positions 193 – 256) is used. The following table lists all of the CHESS Data messages in numeric order together with an indication of if the message has been added, deleted or had its structure modified in this release of the EIS. Message Type 001 002 003 004 005 006 007 008 009 010 011 012 013 015 016 017 018 019 020 021 Description Changes from EIS V9.3 Demand Single Entry CHESS to CHESS Transfer Request Effected Demand Single Entry CHESS to CHESS Transfer Transferor Submitted Demand Transfer Effected Transferor Submitted Transfer Demand Dual Entry CHESS to CHESS Transfer Request Effected Demand Dual Entry CHESS to CHESS Transfer Demand CHESS to Issuer Sponsored Transfer Request Effected CHESS to Registry Movement Demand CHESS to Certificated Transfer Request Applied Transferor Submitted Transfer CHESS to Issuer Sponsored Conversion Request Unmatched Demand Dual Entry CHESS to CHESS Transfer CHESS to Certificated Conversion Request Issuer Sponsored to CHESS Transfer Request Accepted Registry to CHESS Movement Request Issuer Sponsored to CHESS Conversion Request Effected Securities Transformation Certificated to CHESS Conversion Request ACH Accepted Collateral Certificated to CHESS Transfer Request EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 2. Message Type Description 022 023 024 Effected Holding Adjustment ACH Collateral Removal Request Rejected Demand Dual Entry CHESS to CHESS Transfer Single Entry Transfer Request Collateral Creation Request Created Collateral Collateral Removal Request Reduce Collateral Cover Takeover Acceptance Effected Takeover Acceptance Effected Takeover Transfer Offeror Takeover Acceptance Rejection Offeror Takeover Acceptance Notification Demand Dual Entry CHESS to CHESS Transfer Cancellation Request Reversed Takeover Acceptance Accepted Collateral Removal Request Collateral Release Cancelled Demand Dual Entry Transfer Request Effected Security Code Change Full Dual Entry CHESS to CHESS Transfer Full CHESS to Certificated Transfer Full Certificated to CHESS Transfer Full Certificated to CHESS Conversion Full Issuer Sponsored to CHESS Transfer Full Issuer Sponsored to CHESS Conversion Full CHESS to Issuer Sponsored Transfer Full CHESS to Certificated Conversion Full CHESS to Issuer Sponsored Conversion Full Single Entry CHESS to CHESS Transfer Rejected Registry to CHESS Movement Rejected Collateral Removal Rejected Registration Details Update Adjusted Subposition Effected Participant Transaction Takeover Acceptance Removal Request Accepted Takeover Acceptance Removal Request Rejected Takeover Acceptance Removal Request Full Transferor Submitted Demand Transfer Offeror Takeover Acceptance Removal Notification Price Registration Notification Price Notification Acceptance 025 027 028 029 030 031 032 034 035 036 037 038 040 042 048 050 052 054 056 058 060 062 068 070 072 074 076 078 080 082 084 085 086 088 090 092 097 098 Changes from EIS V9.3 EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 3. Message Type 100 101 102 103 104 105 106 108 109 110 116 118 119 120 121 122 123 124 125 126 128 129 130 131 132 134 135 136 138 139 140 142 144 146 148 150 152 154 Description Changes from EIS V9.3 Trade Removal Notification Dual Entry Settlement Notification Unmatched Dual Entry Settlement Notification CP Collateral Removal Authorisation Collateral Removal Notification Single Entry Settlement CHESS to CHESS Transfer Request Scheduled Single Entry Settlement CHESS to CHESS Transfer Collateral Creation Acceptance Advice CP Collateral Removal Rejection CP Collateral Removal Acceptance Advice Cancelled Settlement Instruction Cancelled Change Settlement Instruction Request Single Entry Settlement CHESS to CHESS Transfer Cancellation Request CP Collateral Removal Rejection Advice Change Settlement Instruction Request Unmatched Change Settlement Instruction Request Change Settlement Instruction Cancellation Request Rescheduled Settlement Instruction Maintain Settlement Instruction Request Updated Settlement Instruction Adjusted Settlement Instruction Dual Entry Settlement Cancellation Request Requested Settlement Instruction Change Dual Entry Settlement Cancellation Removal Removed Dual Entry Settlement Instruction Cancellation Request Scheduled Net Obligation Dual Entry Settlement Notification Cancellation Request Reinstated Trade Netted Trade Isolate Counterparty Request Cancelled Net Obligation Accrued Settlement Instruction Effected CP Transaction Effected Net Settlement Movement Projected Cum Entitlement Position Projected Funds Obligation Projected Holding Position Cancelled Funds Obligation EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 4. Message Type 156 158 160 161 162 164 166 168 170 172 174 176 178 180 182 184 188 190 192 194 195 196 197 198 201 202 203 204 206 218 220 222 224 226 228 230 232 234 240 242 244 Description Changes from EIS V9.3 Settled Settlement Instruction Participant Counterparty Balance Collateral Removal Rejection Advice Trade Registration Request Suspended Settlement Instruction Notified Trade Scheduled Dual Entry Settlement Instruction CP Collateral Removal Authorisation Request Effected Net Funds Movement Effected Registry to CHESS Conversion Effected Registry to CHESS Transfer Collateral Creation Rejection Advice Unmatched Dual Entry Settlement Instruction Cancellation Request Full Settlement Instruction Collateral Removal to CP Notification Trade Registration Acceptance Full Adjusted Settlement Instruction Predicted Partial Fail Advice Part-Settled Settlement Instruction Unmatched Dual Entry Request Block Trade Request Blocked Trade Unblock Trade Request Unblocked Trade New Registration Details Accepted New Registration Details Registration Details Update Request Locked CHESS Holding Unlocked CHESS Holding Accepted Registration Details Update Authorised Registration Details Holder Detail Holder History User Detail User History Payment Facility Detail Payment Facility History Reporting Request Detail Created Payment Facility Applied Payment Facility Update Cancelled Payment Facility EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 5. Message Type Description 245 246 247 Change Controlling Participant Request Accepted Change Controlling Participant Request Change Controlling Participant Cancellation Request Change Controlling Participant Authorisation Request Cancelled Change Controlling Participant Request Change Controlling Participant Authorisation Effected Controlling Participant Change Change Controlling Participant Rejection Rejected Change Controlling Participant Applied Change Controlling Participant Rejection Loan Application Accepted Loan Instruction Loan Application Cancellation Request Adjusted Loan Loan Return Notification Accrued Loan Loan Return Cancellation Request Scheduled Loan Instruction Bulk Loan Application Bulk Loan Approval Rejected Loan Application Cancelled Loan Instruction Full Loan Instruction Participant Funds Notification Payment Provider Funds Notification Participant Funds Obligation Participant Funds Obligation Acknowledgement Payment Provider Funds Obligation Participant Funds Obligation Rejection Payment Provider Transfer Request Payment Provider Transfer Response Effected Create Net Position Create Net Position Request Create Net Position Authorisation Request Create Net Position Authorisation Accepted Create Net Position Response Create Net Position Rejection Applied Create Net Position Response Rejected Create Net Position Clearing Account Transfer Request Create Cash Subrecord Request 248 250 251 252 253 254 256 271 272 273 274 275 276 277 278 280 281 282 284 286 300 302 310 311 312 313 332 333 340 341 342 343 344 345 346 348 350 351 Changes from EIS V9.3 EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 6. Message Type 352 353 354 356 357 358 360 361 362 371 372 373 374 375 376 377 378 379 380 382 384 386 398 399 401 402 403 404 405 406 407 408 410 Description Changes from EIS V9.3 Create Cash Subrecord Authorisation Request Create Cash Subrecord Authorisation Accepted Create Cash Subrecord Response Effected Create Cash Subrecord Create Cash Subrecord Rejection Applied Create Cash Subrecord Response Rejected Create Cash Subrecord Zero Sum Notification CHESS DvP Notification Change Net Position Attributes Request Changed Net Position Attributes Notification Payment Provider Change Cash Subrecord Attributes Request Changed Net Position Attributes Confirmation Participant Change Cash Subrecord Attributes Request Payment Provider Change Cash Subrecord Attributes Confirmation Participant Change Cash Subrecord Attributes Authorisation Accepted Participant Change Cash Subrecord Attributes Participant Change Cash Subrecord Attributes Rejection Participant Change Cash Subrecord Attributes Authorisation Request Effected Participant Change Cash Subrecord Attributes Applied Participant Change Cash Subrecord Attributes Rejected Participant Change Cash Subrecord Attributes Settlement Cancellation Notification Settlement Cancellation Acknowledgement Registry to CHESS Conversion Authorisation Certificated to CHESS Conversion Authorisation Request Registry to CHESS Conversion Rejection Issuer Sponsored to CHESS Conversion Authorisation Request Registry to CHESS Transfer Authorisation Certificated to CHESS Transfer Authorisation Registry to CHESS Transfer Rejection Issuer Sponsored to CHESS Transfer Authorisation Request Requested Settlement Type Change EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 7. Message Type Description 412 414 416 418 421 422 425 426 430 431 432 CHESS to Certificated Conversion CHESS to Certificated Transfer CHESS to Issuer Sponsored Conversion CHESS to Issuer Sponsored Transfer Holding Transformation Applied Registry Transaction Holding Adjustment Applied Registry Authorisation Response Applied Code Change Takeover Transfer Cancelled Offeror Initiated TKO Acceptance Request Cancel Settlement Type Change Request Cancelled Change RTGS Instruction Request Unmatched Change Settlement Type Request Updated RTGS Instruction Adjusted Settlement Type Cancelled Request to Change Settlement Type Participant to CHESS SRN Request CHESS to Participant SRN Request Acknowledgment Registry to CHESS SRN Response CHESS to Registry SRN Request CHESS to Registry SRN Reject CHESS to Registry SRN Response Acknowledgment Participant to CHESS Holding Balance Request CHESS to Participant SRN Response Registry to CHESS Holding Balance Response CHESS to Registry SRN Reject Acknowledgment Registry to CHESS Holding Balance Reject CHESS to Participant SRN Reject CHESS to Participant Holding Balance Request Acknowledgment CHESS to Registry Holding Balance Request CHESS to Registry Holding Balance Response Acknowledgment CHESS to Participant Holding Balance Response CHESS to Registry Holding Balance Reject Acknowledgment CHESS to Participant Holding Balance Reject Authorise RTGS Instruction Confirmation Unmatched Change RTGS Instruction Request Requested RTGS Instruction Change 441 442 444 446 448 450 451 452 453 454 455 456 457 458 459 460 461 462 464 466 468 470 472 474 476 478 480 Changes from EIS V9.3 EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 8. Message Type 481 482 483 484 485 487 489 490 491 492 493 495 496 497 500 502 503 504 505 506 508 510 512 514 516 518 520 522 524 526 528 530 532 533 534 536 538 540 542 544 Description Changes from EIS V9.3 RTGS Dual Entry Notification Unmatched RTGS Dual Entry Notification RTGS Notification Cancellation Request Unmatched RTGS Dual Entry Request RTGS Dual Entry Cancellation Request RTGS Dual Entry Cancellation Removal Change RTGS Instruction Request Unmatched RTGS Instruction Cancellation Request Change RTGS Instruction Cancellation Request Removed RTGS Instruction Cancellation Request Maintain RTGS Instruction Request Authorise Scheduled RTGS Instruction Checking RBA Funds Queue Advice Settlement Type Change Request RTGS Instruction Ready to Settle Advice Holding Subposition Detail Reporting Request Cum Entitlement Daily Balance Reporting Request Cancellation Cum Entitlement Net Movement Holding Daily Balance Holding Net Movement Holding Registration Details Aggregated Foreign to Foreign Allocations Rights Accepted Rejected Transaction Cum Entitlement Balance Holding Balance Total Cum Entitlement Balance Accepted Reporting Request Archived Sub-Register Cancelled Reporting Request Total Holding Balance Tax File Number / Australian Business Number Advice Notified Tax File Number / Australian Business Number Accepted Tax File Number / Australian Business Number Advice End of Reporting Invalid Transaction CHESS Event Notification Levy Notification EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 9. Message Type 546 548 550 551 552 553 554 556 560 601 602 603 605 607 609 610 612 614 616 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 672 674 676 Description Changes from EIS V9.3 Revised Holder Registration Details Reversed Levy Notification Scheduled Payment Instruction Aggregated Payment Instruction Accepted Payment Set Payment Set Total Record Close Out Notification Cancelled Payment Set Notification Top Security Holder Report Collateral Release Request Effected ACH Transaction Collateral Removal Authorisation Collateral Removal Rejection Accepted Collateral Rejected Collateral Collateral Request Collateral Removal Authorisation Request Cash Subrecord Details Cash Subrecord Total ETC Trade Advice ETC Trade ETC Trade Allocation Advice ETC Trade Advice Acknowledgement ETC Trade Rejection Advice ETC Trade Allocation Contract Note Advice ETC Trade Allocation Acknowledgement Contract Note Rejection Advice ETC Trade Rejection Allocation Cancellation Advice ETC Trade Rejection Acknowledgement ETC Settlement Advice Contract Note ETC Settlement Cancellation Advice Contract Note Advice Acknowledgment ETC Trade Cancellation Advice Contract Note Rejection ETC Contract Note Cancellation Advice Contract Note Rejection Acknowledgement Allocation Cancellation Allocation Cancellation Acknowledgement ETC Settlement EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 10. Message Type Description 678 680 682 684 686 688 690 691 692 694 701 702 ETC Settlement Advice Acknowledgement ETC Settlement Cancellation ETC Settlement Cancellation Acknowledgment ETC Trade Cancellation ETC Trade Cancellation Acknowledgement ETC Contract Note Cancellation ETC Contract Note Cancellation Acknowledgement Controlling PID and Holder Status Request Controlling PID and Holder Status Response Cancelled Transfer or Conversion Request Takeover Acceptance Rejection Takeover Acceptance Removal Authorisation Request Takeover Acceptance Removal Authorisation Takeover Acceptance Notification Takeover Acceptance Removal Rejection Effected Offeror Transaction Offeror Takeover Acceptance Removal Rejected Offeror Takeover Acceptance Offeror Takeover Acceptance CHESS to Issuer Sponsored Fund Conversion Request CHESS Conversion Request to Issuer Sponsored Fund Effected CHESS Conversion Request to Issuer Sponsored Fund Issuer Sponsored Fund to CHESS Conversion Request Issuer Sponsored Fund to CHESS Conversion Authorisation Request Accepted Participant Request Conversion Authorisation Issuer Sponsored Fund to CHESS Fund Response Effected Conversion Issuer Sponsored Fund to CHESS Conversion Rejection Issuer Sponsored Fund to CHESS Rejected Conversion Issuer Sponsored Fund to CHESS Application Request Application Order Request Application Order / Payment Plan Application Response Effected Application Order / Payment Plan Application Response 703 704 705 706 707 710 711 715 716 717 718 719 720 721 722 723 724 725 726 727 729 730 Changes from EIS V9.3 New New New New New New New New New New New New New New New EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 11. Message Type Description 731 732 733 752 754 756 757 758 759 760 761 762 764 766 800 801 802 803 804 805 806 807 808 809 810 811 812 813 816 817 818 822 824 830 831 832 833 834 835 837 838 839 Scheduled Settlement Payment Instruction Unit Adjustment Effected Fund Unit Adjustment Requesting Funds Approval RTGS Settlement Movement RTGS Funds Movement Holding Advice Holding Advice Acknowledgement Holding Advice Acceptance Holding Advice Notification Holding Advice Rejection Effected Registry Transaction Accepted Holding Advice Rejected Holding Advice Redemption Request Redemption Order Request Redemption Order Response Effected Redemption Order Request Fund Order Cancellation Request Order Cancellation Request Switch Request Switch Order Request Switch Order Response Effected Switch Order Request Update Order Effected Update Order Reminder Notice Distribution Statement Distribution Statement Advice Distribution Reinvestment Notification Effected Distribution Reinvestment Plan Advice Cancelled Funds Settlement Payment Instruction Change Settlement Date Holding Daily Fund Balance Holding Net Fund Balance Holding Fund Balance Total Security Fund Balance Full Issuer Sponsored Fund to CHESS Conversion Full CHESS to Issuer Sponsored Fund Conversion Participant to CHESS Fund Balance Request CHESS to Registry Fund Balance Request Registry to CHESS Fund Balance Response Changes from EIS V9.3 New New New New New New New New New New New New New New New New New New New New New New New New New New New New New New New EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 12. Message Type 840 841 842 844 845 846 Description CHESS to Participant Fund Balance Response Registry to CHESS Fund Balance Rejection CHESS to Participant Fund Balance Reject Total Security Fund Holder Report Unit Reversal Notification Effected Unit Reversal Notification Changes from EIS V9.3 New New New New New New EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 11. 4.2. Processing Timetable Any Request or Instruction can be sent to CHESS at any time (with the exception of messaging to do with change of Net Position Record activity, which can only be submitted between CHESS RTGS End of Day and normal End of Day, or the request will be rejected). CHESS actions the entry at the earliest time according to the following schedule. Where a Request or Instruction cannot be actioned at the time of receipt, because it failed to reach CHESS prior to a process commencing, it is queued for action immediately following that process. The CHESS business day can be generally separated into processing sections as indicated by the following cut-off times: 5:10 6:00 9:15 10:15 10:30 11:00 12:30 13:00 14:30 16:00 16.25 16:30 17:00 19:00 X Registry Processing Start of Day X RITS RTGS Start of Day Fund Request Cut-off Trade Instruction Cut-off Settlement Cut-off Funds Authorisation Settlement Deadline Settlement Reporting Available Funds Availability CHESS RTGS End of Day RTGS Cut-off to Send Transactions to RITS CHESS RTGS End-of-Day Recalls X X X X X X X X End of Day* X Note1: All times are Sydney times. X = defined deadlines i.e. cut-offs. Note2: The hatched areas indicate the times processing can commence and complete (depending on the completion of precedent tasks). * Refer to below description for detail regarding full End of Day processing, including reporting, netting, system shutdown and start-up. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 12. • Registry Processing Issuers/Registries are able to process Securities Transformations and Holding Adjustments. • Start of Day All processing is available. .RTGS related requests may be submitted. Matchable RTGS related requests will be validated and matched at this time, even though active RTGS processing does not begin until CHESS RTGS Start of Day. • CHESS RTGS Start of Day The time at which CHESS begins active queue testing and settlement processing of RTGS settlement requests, i.e. checking for securities and funds availability for RTGS settlement and performing other RTGS settlement related activities. • Fund Request Cut-off The time by which Fund Application and Redemption requests effecting settlements in the current settlement cycle must be received. Allows 15 minutes for the Product Issuer Settlement Participant to either accept or reject the Fund requests prior to Settlement Cut-Off. • Trade Instruction Cut-off The time by which value settlements for the current settlement cycle must be delivered to CHESS. Instructions and Requests that effect Value Settlements must be received and matched prior to Trade Instruction Cut-off. Any changes to be made to previous Instructions must be submitted by Trade Instruction Cut-off. A market convention agreed between Participants states that Participants should attempt to match all market transactions before 4pm on S - 1. Any transactions that remain unmatched after this time may be matched without prior agreement with the counterparty up to 1 hour before Trade Instruction Cut-off. Transactions should only be matched in the last hour after agreement between the two parties to the transaction. • Settlement Cut-off The time by which Non-value Settlements are to be submitted and matched in the system for current settlement day processing. Instructions and Requests delivered to CHESS that effect Non-value Settlements must be received and matched prior to Settlement Cut-off. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 13. If delivery of securities into Settlement is dependent on the successful Transfer or Conversion of securities from an Issuer controlled subregister, Participants must take into account the turnaround time for that Transfer or Conversion (Registries are required to offer a turnaround time of no more than 12 hours for Transfers and Conversions). Demand transfers are not processed by CHESS during Settlement processing. Demand transfers providing securities for topping up a settlement account must be delivered to CHESS prior to Settlement Cutoff. Registry initiated transactions are not processed by CHESS during Settlement processing. • Funds Authorisation This period represents a series of cut-offs applicable to CHESS / client banks as part of the funds authorisation process. Participants are responsible for establishing an arrangement prior to settlement to cover anticipated funds obligations. On rare occasions the client's bank may contact the Participant to determine a suitable course of action following the identification of a funds deficiency. The actual times may vary daily according to the completion of earlier processes and the underlying agreement between CHESS and the Participants' banks. This broad step covers two separate steps (Authorisation cut-off and Default re-authorisation cut-off) appearing in earlier versions of this document. • Funds Availability The time when the banks account for settlement funds with their client Participants. If a Participant is due to receive funds from settlement then at this time the bank acts on the Participant's instructions for the subsequent disbursement of the funds. Participants can consider this time to occur 30 minutes after receipt of the effected net funds movement message. • Settlement Deadline The time by which all banks must acknowledge their intention to debit or credit their client Participants and lodge their interbank payment if required. In effect this is the latest time for settlement. • Settlement Reporting Available The full range of Settlement reporting is available to Participants immediately following settlement. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 14. • CHESS RTGS End of Day The time at which CHESS will no longer accept RTGS settlement requests and cancellations of settlement requests for today’s settlement date. (Many RTGS requests are accepted until normal End of Day. Settlement requests and cancellations of settlement requests for a future settlement date are accepted until normal End of Day.) • RTGS Cut-off to Send Transactions to RITS The time at which CHESS ceases sending RTGS settlement requests and recall requests resulting from Participant-initiated cancellations across the interface to RITS, the Reserve Bank’s settlement system. • CHESS RTGS End of Day Recalls The time at which CHESS sends a recall request to RITS for each RTGS transaction at that time unsettled in the RITS system queue. RITS removes each target settlement instruction from its queue and advises CHESS that the transaction was recalled. CHESS treats each recalled transaction as a failed RTGS settlement. • End of Day The official closing of system for processing user instructions and requests. CHESS aggregates value transactions due for settlement in the current settlement cycle, calculates a net funds obligation and delivers details of the net funds obligation to the Participant's bank. Corporate Action processing is brought into effect immediately after End of Day. Refer to below table for End of Day processing schedule and system connection/messaging availability. While there are periods where message processing is not available, Users can still logon to CHESS to collect queued messages. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 15. Event Time Description CHESS Logon CHESS Message Processing Commencement of End of Day Processing 19:00 CHESS stops actioning instructions and requests. Any user still active at this time will be disconnected by ASX Settlement Not Available Not Available All messages received are queued for processing at the next Start of Day. CHESS performs End of Day processing. End of Reporting 20:45 CHESS produces routine reports and certain demand reports, messages available for collection Available Not Available End of Netting 21:30* CHESS produces netting messages, messages available for collection Available Not Available End of Day Processing Complete** 23:00 Once CHESS End of Day processing is complete. Available Not Available System Shutdown for Backup 23:10 Any user still active at this time will be disconnected by ASX Settlement Not Available Not Available System Start-up 23:30 System available for CHESS User connectivity, message collection and message queuing. Available Not Available * May vary depending on Trade Volume ** EOD completes at approx 01:30 on the last Business Day of the month. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 16. This page is intentionally blank. EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 – JUNE 2012 4 - 15. 4.3. Alphabetic Cross-Reference The messages in this section of the specification are presented in numeric order. For ease of reference, a cross-reference table in alphabetical order of message name is given in Figure 4.3 below. Message Type 246 607 040 354 344 764 272 202 378 720 552 218 016 526 086 536 276 142 020 274 128 448 082 514 551 672 674 661 729 727 726 256 430 358 346 384 Description Accepted Change Controlling Participant Request Accepted Collateral Accepted Collateral Removal Request Accepted Create Cash Subrecord Response Accepted Create Net Position Response Accepted Holding Advice Accepted Loan Instruction Accepted New Registration Details Accepted Participant Change Cash Subrecord Attributes Accepted Participant Request Accepted Payment Set Accepted Registration Details Update Accepted Registry to CHESS Movement Request Accepted Reporting Request Accepted Takeover Acceptance Removal Request Accepted Tax File Number / Australian Business Number Advice Accrued Loan Accrued Settlement Instruction ACH Accepted Collateral Adjusted Loan Adjusted Settlement Instruction Adjusted Settlement Type Adjusted Subposition Aggregated Foreign to Foreign Allocations Aggregated Payment Instruction Allocation Cancellation Allocation Cancellation Acknowledgement Allocation Cancellation Advice Application Order / Payment Plan Application Response Application Order Request Application Request Applied Change Controlling Participant Rejection Applied Code Change Applied Create Cash Subrecord Response Applied Create Net Position Response Applied Participant Change Cash Subrecord Attributes EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 16. Message Type 242 426 422 010 528 476 495 220 195 196 280 281 441 250 442 118 048 154 822 284 140 432 244 556 530 450 116 694 614 616 402 019 406 021 251 248 247 253 245 371 491 Description Applied Payment Facility Update Applied Registry Authorisation Response Applied Registry Transaction Applied Transferor Submitted Transfer Archived Sub-Register Authorise RTGS Instruction Confirmation Authorise Scheduled RTGS Instruction Authorised Registration Details Block Trade Request Blocked Trade Bulk Loan Application Bulk Loan Approval Cancel Settlement Type Change Request Cancelled Change Controlling Participant Request Cancelled Change RTGS Instruction Request Cancelled Change Settlement Instruction Request Cancelled Demand Dual Entry Transfer Request Cancelled Funds Obligation Cancelled Funds Settlement Payment Instruction Cancelled Loan Instruction Cancelled Net Obligation Cancelled Offeror Initiated TKO Acceptance Request Cancelled Payment Facility Cancelled Payment Set Notification Cancelled Reporting Request Cancelled Request to Change Settlement Type Cancelled Settlement Instruction Cancelled Transfer or Conversion Request Cash Subrecord Details Cash Subrecord Total Certificated to CHESS Conversion Authorisation Request Certificated to CHESS Conversion Request Certificated to CHESS Transfer Authorisation Certificated to CHESS Transfer Request Change Controlling Participant Authorisation Change Controlling Participant Authorisation Request Change Controlling Participant Cancellation Request Change Controlling Participant Rejection Change Controlling Participant Request Change Net Position Attributes Request Change RTGS Instruction Cancellation Request EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 17. Message Type 489 824 123 121 374 372 496 362 542 716 412 013 414 416 011 715 418 842 840 474 464 470 462 452 458 838 472 466 468 455 460 454 456 350 554 108 176 027 042 601 Description Change RTGS Instruction Request Change Settlement Date Change Settlement Instruction Cancellation Request Change Settlement Instruction Request Changed Net Position Attributes Confirmation Changed Net Position Attributes Notification Checking RBA Funds Queue Advice CHESS DvP Notification CHESS Event Notification CHESS Conversion Request to Issuer Sponsored Fund CHESS to Certificated Conversion CHESS to Certificated Conversion Request CHESS to Certificated Transfer CHESS to Issuer Sponsored Conversion CHESS to Issuer Sponsored Conversion Request CHESS to Issuer Sponsored Fund Conversion Request CHESS to Issuer Sponsored Transfer CHESS to Participant Fund Balance Reject CHESS to Participant Fund Balance Response CHESS to Participant Holding Balance Reject CHESS to Participant Holding Balance Request Acknowledgment CHESS to Participant Holding Balance Response CHESS to Participant SRN Reject CHESS to Participant SRN Request Acknowledgment CHESS to Participant SRN Response CHESS to Registry Fund Balance Request CHESS to Registry Holding Balance Reject Acknowledgment CHESS to Registry Holding Balance Request CHESS to Registry Holding Balance Response Acknowledgment CHESS to Registry SRN Reject CHESS to Registry SRN Reject Acknowledgment CHESS to Registry SRN Request CHESS to Registry SRN Response Acknowledgment Clearing Account Transfer Request Close Out Notification Collateral Creation Acceptance Advice Collateral Creation Rejection Advice Collateral Creation Request Collateral Release Collateral Release Request EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 18. Message Type 603 612 104 605 029 610 664 657 666 668 670 659 691 692 721 724 110 103 168 109 120 353 352 357 351 343 342 345 341 028 240 520 504 506 009 007 037 005 001 817 813 Description Collateral Removal Authorisation Collateral Removal Authorisation Request Collateral Removal Notification Collateral Removal Rejection Collateral Removal Request Collateral Request Contract Note Contract Note Advice Contract Note Advice Acknowledgement Contract Note Rejection Contract Note Rejection Acknowledgement Contract Note Rejection Advice Controlling PID and Holder Status Request Controlling PID and Holder Status Response Conversion Authorisation Issuer Sponsored Fund to CHESS Conversion Rejection Issuer Sponsored Fund to CHESS CP Collateral Removal Acceptance Advice CP Collateral Removal Authorisation CP Collateral Removal Authorisation Request CP Collateral Removal Rejection CP Collateral Removal Rejection Advice Create Cash Subrecord Authorisation Create Cash Subrecord Authorisation Request Create Cash Subrecord Rejection Create Cash Subrecord Request Create Net Position Authorisation Create Net Position Authorisation Request Create Net Position Rejection Create Net Position Request Created Collateral Created Payment Facility Cum Entitlement Balance Cum Entitlement Daily Balance Cum Entitlement Net Movement Demand CHESS to Certificated Transfer Request Demand CHESS to Issuer Sponsored Transfer Request Demand Dual Entry CHESS to CHESS Transfer Cancellation Request Demand Dual Entry CHESS to CHESS Transfer Request Demand Single Entry CHESS to CHESS Transfer Request Distribution Reinvestment Notification Distribution Statement EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 19. Message Type 816 131 129 101 135 602 730 717 008 252 723 144 356 340 006 002 818 733 022 018 170 146 706 382 084 172 174 762 803 050 809 032 034 004 846 811 538 688 690 669 676 663 Description Distribution Statement Advice Dual Entry Settlement Cancellation Removal Dual Entry Settlement Cancellation Request Dual Entry Settlement Notification Dual Entry Settlement Notification Cancellation Request Effected ACH Transaction Effected Application Order / Payment Plan Application Response Effected CHESS Conversion Request to Issuer Sponsored Fund Effected CHESS to Registry Movement Effected Controlling Participant Change Effected Conversion Issuer Sponsored Fund to CHESS Effected CP Transaction Effected Create Cash Subrecord Effected Create Net Position Effected Demand Dual Entry CHESS to CHESS Transfer Effected Demand Single Entry CHESS to CHESS Transfer Effected Distribution Reinvestment Plan Advice Effected Fund Unit Adjustment Effected Holding Adjustment Effected Holding Transformation Effected Net Funds Movement Effected Net Settlement Movement Effected Offeror Transaction Effected Participant Change Cash Subrecord Attributes Effected Participant Transaction Effected Registry to CHESS Conversion Effected Registry to CHESS Transfer Effected Registry Transaction Effected Redemption Order Request Effected Security Code Change Effected Switch Order Request Effected Takeover Acceptance Effected Takeover Transfer Effected Transferor Submitted Transfer Effected Unit Reversal Notification Effected Update Order End of Reporting ETC Contract Note Cancellation ETC Contract Note Cancellation Acknowledgement ETC Contract Note Cancellation Advice ETC Settlement ETC Settlement Advice EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 20. Message Type 678 680 682 665 652 651 654 656 658 653 684 686 667 660 662 655 188 058 056 070 054 072 835 068 052 834 062 060 286 180 074 090 804 722 222 224 425 757 759 758 760 Description ETC Settlement Advice Acknowledgement ETC Settlement Cancellation ETC Settlement Cancellation Acknowledgment ETC Settlement Cancellation Advice ETC Trade ETC Trade Advice ETC Trade Advice Acknowledgement ETC Trade Allocation ETC Trade Allocation Acknowledgement ETC Trade Allocation Advice ETC Trade Cancellation ETC Trade Cancellation Acknowledgement ETC Trade Cancellation Advice ETC Trade Rejection ETC Trade Rejection Acknowledgement ETC Trade Rejection Advice Full Adjusted Settlement Instruction Full Certificated to CHESS Conversion Full Certificated to CHESS Transfer Full CHESS to Certificated Conversion Full CHESS to Certificated Transfer Full CHESS to Issuer Sponsored Conversion Full CHESS to Issuer Sponsored Fund Conversion Full CHESS to Issuer Sponsored Transfer Full Dual Entry CHESS to CHESS Transfer Full Issuer Sponsored Fund to CHESS Conversion Full Issuer Sponsored to CHESS Conversion Full Issuer Sponsored to CHESS Transfer Full Loan Instruction Full Settlement Instruction Full Single Entry CHESS to CHESS Transfer Full Transferor Submitted Demand Transfer Fund Order Cancellation Request Fund Response Holder Detail Holder History Holding Adjustment Holding Advice Holding Advice Acceptance Holding Advice Acknowledgement Holding Advice Notification EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 21. Message Type 761 522 508 830 832 831 510 512 502 421 540 139 719 718 404 017 408 015 544 271 273 277 275 204 493 125 138 201 164 534 711 036 035 707 092 805 377 380 379 375 Description Holding Advice Rejection Holding Balance Holding Daily Balance Holding Daily Fund Balance Holding Fund Balance Holding Net Fund Balance Holding Net Movement Holding Registration Details Holding Subposition Detail Holding Transformation Invalid Transaction Isolate Counterparty Request Issuer Sponsored Fund to CHESS Conversion Authorisation Request Issuer Sponsored Fund to CHESS Conversion Request Issuer Sponsored to CHESS Conversion Authorisation Request Issuer Sponsored to CHESS Conversion Request Issuer Sponsored to CHESS Transfer Authorisation Request Issuer Sponsored to CHESS Transfer Request Levy Notification Loan Application Loan Application Cancellation Request Loan Return Cancellation Request Loan Return Notification Locked CHESS Holding Maintain RTGS Instruction Request Maintain Settlement Instruction Request Netted Trade New Registration Details Notified Trade Notified Tax File Number / Australian Business Number Offeror Takeover Acceptance Offeror Takeover Acceptance Notification Offeror Takeover Acceptance Rejection Offeror Takeover Acceptance Removal Offeror Takeover Acceptance Removal Notification Order Cancellation Request Participant Change Cash Subrecord Attributes Authorisation Participant Change Cash Subrecord Attributes Authorisation Request Participant Change Cash Subrecord Attributes Rejection Participant Change Cash Subrecord Attributes Request EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 22. Message Type 158 300 310 311 313 837 457 451 192 230 232 376 373 302 312 332 333 553 190 098 097 148 150 152 800 801 802 030 203 401 403 841 839 461 459 453 405 407 136 254 609 Description Participant Counterparty Balance Participant Funds Notification Participant Funds Obligation Participant Funds Obligation Acknowledgement Participant Funds Obligation Rejection Participant to CHESS Fund Balance Request Participant to CHESS Holding Balance Request Participant to CHESS SRN Request Part-Settled Settlement Instruction Payment Facility Detail Payment Facility History Payment Provider Change Cash Subrecord Attributes Confirmation Payment Provider Change Cash Subrecord Attributes Request Payment Provider Funds Notification Payment Provider Funds Obligation Payment Provider Transfer Request Payment Provider Transfer Response Payment Set Total Record Predicted Partial Fail Advice Price Notification Acceptance Price Notification Registration Projected Cum Entitlement Position Projected Funds Obligation Projected Holding Position Redemption Request Redemption Order Request Redemption Order Response Reduced Collateral Registration Details Update Request Registry to CHESS Conversion Authorisation Registry to CHESS Conversion Rejection Registry to CHESS Fund Balance Rejection Registry to CHESS Fund Balance Response Registry to CHESS Holding Balance Reject Registry to CHESS Holding Balance Response Registry to CHESS SRN Response Registry to CHESS Transfer Authorisation Registry to CHESS Transfer Rejection Reinstated Trade Rejected Change Controlling Participant Rejected Collateral EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 23. Message Type 078 725 360 348 024 766 282 710 386 080 076 088 518 812 132 492 503 505 234 480 130 410 752 124 548 038 546 516 487 485 481 756 500 483 754 166 278 134 550 731 Description Rejected Collateral Removal Rejected Conversion Issuer Sponsored Fund to CHESS Rejected Create Cash Subrecord Rejected Create Net Position Rejected Demand Dual Entry CHESS to CHESS Transfer Rejected Holding Advice Rejected Loan Application Rejected Offeror Takeover Acceptance Rejected Participant Change Cash Subrecord Attributes Rejected Registration Details Update Rejected Registry to CHESS Movement Rejected Takeover Acceptance Removal Request Rejected Transaction Reminder Notice Removed Dual Entry Settlement Instruction Cancellation Request Removed RTGS Instruction Cancellation Request Reporting Request Reporting Request Cancellation Reporting Request Detail Requested RTGS Instruction Change Requested Settlement Instruction Change Requested Settlement Type Change Requesting Funds Approval Rescheduled Settlement Instruction Reversed Levy Notification Reversed Takeover Acceptance Revised Holder Registration Details Rights Accepted RTGS Dual Entry Cancellation Removal RTGS Dual Entry Cancellation Request RTGS Dual Entry Notification RTGS Funds Movement RTGS Instruction Ready to Settle Advice RTGS Notification Cancellation Request RTGS Settlement Movement Scheduled Dual Entry Settlement Instruction Scheduled Loan Instruction Scheduled Net Obligation Scheduled Payment Instruction Scheduled Settlement Payment Instruction EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 24. Message Type 106 156 399 398 497 119 105 025 162 807 808 806 031 704 701 703 702 705 085 431 533 184 161 100 560 524 532 833 844 003 197 198 732 845 206 478 122 444 012 194 Description Scheduled Single Entry Settlement CHESS to CHESS Transfer Settled Settlement Instruction Settlement Cancellation Acknowledgement Settlement Cancellation Notification Settlement Type Change Request Single Entry Settlement CHESS to CHESS Transfer Cancellation Request Single Entry Settlement CHESS to CHESS Transfer Request Single Entry Transfer Request Suspended Settlement Instruction Switch Order Request Switch Order Response Switch Request Takeover Acceptance Takeover Acceptance Notification Takeover Acceptance Rejection Takeover Acceptance Removal Authorisation Takeover Acceptance Removal Authorisation Request Takeover Acceptance Removal Rejection Takeover Acceptance Removal Request Takeover Transfer Tax File Number / Australian Business Number Advice Trade Registration Acceptance Trade Registration Request Trade Removal Notification Top Security Holder Report Total Cum Entitlement Balance Total Holding Balance Total Security Fund Balance Total Security Fund Holder Report Transferor Submitted Demand Transfer Unblock Trade Request Unblocked Trade Unit Adjustment Unit Reversal Notification Unlocked CHESS Holding Unmatched Change RTGS Instruction Request Unmatched Change Settlement Instruction Request Unmatched Change Settlement Type Request Unmatched Demand Dual Entry CHESS to CHESS Transfer Unmatched Dual Entry Request EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 25. Message Type 178 102 482 484 490 446 126 810 226 228 361 Description Unmatched Dual Entry Settlement Instruction Cancellation Request Unmatched Dual Entry Settlement Notification Unmatched RTGS Dual Entry Notification Unmatched RTGS Dual Entry Request Unmatched RTGS Instruction Cancellation Request Updated RTGS Instruction Updated Settlement Instruction Update Order User Detail User History Zero Sum Notification EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 26. 4.4.1. Demand Participant Securities Movements Message Type 040 016 086 020 082 010 048 019 021 013 011 108 176 027 042 104 029 110 103 168 109 120 028 009 007 037 005 001 008 144 006 002 022 172 174 018 Description Accepted Collateral Removal Request Accepted Registry to CHESS Movement Request Accepted Takeover Acceptance Removal Request ACH Accepted Collateral Adjusted Subposition Applied Transferor Submitted Transfer Cancelled Demand Dual Entry Transfer Request Certificated to CHESS Conversion Request Certificated to CHESS Transfer Request CHESS to Certificated Conversion Request CHESS to Issuer Sponsored Conversion Request Collateral Creation Acceptance Advice Collateral Creation Rejection Advice Collateral Creation Request Collateral Release Collateral Removal Notification Collateral Removal Request CP Collateral Removal Acceptance Advice CP Collateral Removal Authorisation CP Collateral Removal Authorisation Request CP Collateral Removal Rejection CP Collateral Removal Rejection Advice Created Collateral Demand CHESS to Certificated Transfer Request Demand CHESS to Issuer Sponsored Transfer Request Demand Dual Entry CHESS to CHESS Transfer Cancellation Request Demand Dual Entry CHESS to CHESS Transfer Request Demand Single Entry CHESS to CHESS Transfer Request Effected CHESS to Registry Movement Effected CP Transaction Effected Demand Dual Entry CHESS to CHESS Transfer Effected Demand Single Entry CHESS to CHESS Transfer Effected Holding Adjustment Effected Registry to CHESS Conversion Effected Registry to CHESS Transfer Effected Holding Transformation EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 27. Message Type 032 034 004 050 058 056 070 054 072 068 052 062 060 074 090 017 015 030 024 078 080 076 088 038 025 031 085 003 012 Description Effected Takeover Acceptance Effected Takeover Transfer Effected Transferor Submitted Transfer Effected Security Code Change Full Certificated to CHESS Conversion Full Certificated to CHESS Transfer Full CHESS to Certificated Conversion Full CHESS to Certificated Transfer Full CHESS to Issuer Sponsored Conversion Full CHESS to Issuer Sponsored Transfer Full Dual Entry CHESS to CHESS Transfer Full Issuer Sponsored to CHESS Conversion Full Issuer Sponsored to CHESS Transfer Full Single Entry CHESS to CHESS Transfer Full Transferor Submitted Demand Transfer Issuer Sponsored to CHESS Conversion Request Issuer Sponsored to CHESS Transfer Request Reduced Collateral Rejected Demand Dual Entry CHESS to CHESS Transfer Rejected Collateral Removal Rejected Registration Details Update Rejected Registry to CHESS Movement Rejected Takeover Acceptance Removal Request Reversed Takeover Acceptance Single Entry Transfer Request Takeover Acceptance Takeover Acceptance Removal Request Transferor Submitted Demand Transfer Unmatched Demand Dual Entry CHESS to CHESS Transfer EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 28. 4.4.2. Settlement Participant Securities Movements Message Type 142 128 195 196 118 154 140 116 123 121 131 129 101 135 170 146 188 180 139 125 138 164 192 190 148 150 152 136 132 130 124 166 134 106 156 Description Accrued Settlement Instruction Adjusted Settlement Instruction Block Trade Request Blocked Trade Cancelled Change Settlement Instruction Request Cancelled Funds Obligation Cancelled Net Obligation Cancelled Settlement Instruction Change Settlement Instruction Cancellation Request Change Settlement Instruction Request Dual Entry Settlement Cancellation Removal Dual Entry Settlement Cancellation Request Dual Entry Settlement Notification Dual Entry Settlement Notification Cancellation Request Effected Net Funds Movement Effected Net Settlement Movement Full Adjusted Settlement Instruction Full Settlement Instruction Isolate Counterparty Request Maintain Settlement Instruction Request Netted Trade Notified Trade Part-Settled Settlement Instruction Predicted Partial Fail Advice Projected Cum Entitlement Position Projected Funds Obligation Projected Securities Position Reinstated Trade Removed Dual Entry Settlement Instruction Cancellation Request Requested Settlement Instruction Change Rescheduled Settlement Instruction Scheduled Dual Entry Settlement Instruction Scheduled Net Obligation Scheduled Single Entry Settlement CHESS to CHESS Transfer Settled Settlement Instruction EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 29. Message Description Type 119 Single Entry Settlement CHESS to CHESS Transfer Cancellation Request 105 Single Entry Settlement CHESS to CHESS Transfer Request 162 Suspended Settlement Instruction 197 Unblock Trade Request 198 Unblocked Trade 122 Unmatched Change Settlement Instruction Request 194 Unmatched Dual Entry Request 178 Unmatched Dual Entry Settlement Instruction Cancellation Request 102 Unmatched Dual Entry Settlement Notification 126 Updated Settlement Instruction EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 30. 4.4.3. Administration Message Type 246 764 202 218 256 242 220 250 244 694 251 248 247 253 245 691 692 240 252 084 762 222 224 757 759 758 760 761 204 201 158 230 232 203 254 766 234 206 226 228 Description Accepted Change Controlling Participant Request Accepted Holding Advice Accepted New Registration Details Accepted Registration Details Update Applied Change Controlling Participant Rejection Applied Payment Facility Update Authorised Registration Details Cancelled Change Controlling Participant Request Cancelled Payment Facility Cancelled Transfer or Conversion Request Change Controlling Participant Authorisation Change Controlling Participant Authorisation Request Change Controlling Participant Cancellation Request Change Controlling Participant Rejection Change Controlling Participant Request Controlling PID and Holder Status Request Controlling PID and Holder Status Response Created Payment Facility Effected Controlling Participant Change Effected Participant Transaction Effected Registry Transaction Holder Detail Holder History Holding Advice Holding Advice Acceptance Holding Advice Acknowledgement Holding Advice Notification Holding Advice Rejection Locked CHESS Holding New Registration Details Participant Counterparty Balance Payment Facility Detail Payment Facility History Registration Details Update Request Rejected Change Controlling Participant Rejected Holding Advice Reporting Request Detail Unlocked CHESS Holding User Detail User History EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 31. 4.4.4. Payments Interface Message Type 552 551 362 350 556 312 302 332 333 300 310 311 313 553 550 399 398 361 Description Accepted Payment Set Aggregated Payment Instruction CHESS DvP Notification Clearing Account Transfer Request Cancelled Payment Set Notification Payment Provider Funds Obligation Payment Provider Funds Notification Payment Provider Transfer Request Payment Provider Transfer Response Participant Funds Notification Participant Funds Obligation Participant Funds Obligation Acknowledgement Participant Funds Obligation Rejection Payment Set Total Record Scheduled Payment Instruction Settlement Cancellation Acknowledgement Settlement Cancellation Notification Zero Sum Notification EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 32. 4.4.5. Registry Security Movements Message Type 430 426 422 402 406 412 414 416 418 425 421 404 408 401 403 405 407 Description Applied Code Change Applied Registry Authorisation Response Applied Registry Transaction Certificated to CHESS Conversion Authorisation Request Certificated to CHESS Transfer Authorisation Request CHESS to Certificated Conversion CHESS to Certificated Transfer CHESS to Issuer Sponsored Conversion CHESS to Issuer Sponsored Transfer Holding Adjustment Holding Transformation Issuer Sponsored to CHESS Conversion Authorisation Request Issuer Sponsored to CHESS Transfer Authorisation Request Registry to CHESS Conversion Authorisation Registry to CHESS Conversion Rejection Registry to CHESS Transfer Authorisation Registry to CHESS Transfer Rejection EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 33. 4.4.6. Other Messages Message Description Type 526 Accepted Reporting Request 536 Accepted Tax File Number / Australian Business Number Advice 514 Aggregated Foreign to Foreign Allocations 528 Archived Sub-Register 530 Cancelled Reporting Request 542 CHESS Event Notification 554 Close Out Notification 520 Cum Entitlement Balance 504 Cum Entitlement Daily Balance 506 Cum Entitlement Net Movement 538 End of Reporting 522 Holding Balance 508 Holding Daily Balance 510 Holding Net Movement 512 Holding Registration Details 502 Holding Subposition Detail 540 Invalid Transaction 544 Levy Notification 534 Notified Tax File Number / Australian Business Number 518 Rejected Transaction 503 Reporting Request 505 Reporting Request Cancellation 548 Reversed Levy Notification 516 Rights Accepted 533 Tax File Number / Australian Business Number Advice 560 Top Security Holder Report 524 Total Cum Entitlement Balance 532 Total Holding Balance EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 34. 4.4.7. Derivatives Interface Message Type 607 610 601 603 612 605 602 609 4.4.8. Description Accepted Collateral Collateral Request Collateral Release Request Collateral Removal Authorisation Collateral Removal Authorisation Request Collateral Removal Rejection Effected ACH Transaction Rejected Collateral Offeror Interface Message Type 432 706 711 036 035 707 092 710 546 704 701 703 702 705 431 Description Cancelled Offeror Initiated TKO Acceptance Request Effected Offeror Transaction Offeror Takeover Acceptance Offeror Takeover Acceptance Notification Offeror Takeover Acceptance Rejection Offeror Takeover Acceptance Removal Offeror Takeover Acceptance Removal Notification Rejected Offeror Takeover Acceptance Revised Holder Registration Details Takeover Acceptance Notification Takeover Acceptance Rejection Takeover Acceptance Removal Authorisation Takeover Acceptance Removal Authorisation Request Takeover Acceptance Removal Rejection Takeover Transfer EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 35. 4.4.9. Securities Lending Message Type 272 276 274 280 281 284 286 271 273 277 275 282 278 Description Accepted Loan Instruction Accrued Loan Adjusted Loan Bulk Loan Application Bulk Loan Approval Cancelled Loan Instruction Full Loan Instruction Loan Application Loan Application Cancellation Request Loan Return Cancellation Request Loan Return Notification Rejected Loan Application Scheduled Loan Instruction EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 36. 4.4.10. ETC Message Type 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 672 674 676 678 680 682 684 686 688 690 Description ETC Trade Advice ETC Trade ETC Trade Allocation Advice ETC Trade Advice Acknowledgement ETC Trade Rejection Advice ETC Trade Allocation Contract Note Advice ETC Trade Allocation Acknolwedgement Contract Note Rejection Advice ETC Trade Rejection Allocation Cancellation Advice ETC Trade Rejection Acknowledgement ETC Settlement Advice Contract Note ETC Settlement Cancellation Advice Contract Note Advice Acknowledgement ETC Trade Cancellation Advice Contract Note Rejection ETC Contract Note Cancellation Advice Contract Note Rejection Acknowledgement Allocation Cancellation Allocation Cancellation Acknowledgement ETC Settlement ETC Settlement Advice Acknowledgement ETC Settlement Cancellation ETC Settlement Cancellation Acknowledgment ETC Trade Cancellation ETC Trade Cancellation Acknowledgement ETC Contract Note Cancellation ETC Contract Note Cancellation Acknowledgement EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 37. 4.4.11. Issuer Sponsored Enquiry Facility Message Type 451 452 453 454 455 456 457 458 459 460 461 462 464 466 468 470 472 474 Description Participant to CHESS SRN Request CHESS to Participant SRN Request Acknowledgment Registry to CHESS SRN Response CHESS to Registry SRN Request CHESS to Registry SRN Reject CHESS to Registry SRN Response Acknowledgment Participant to CHESS Holding Balance Request CHESS to Participant SRN Response Registry to CHESS Holding Balance Response CHESS to Registry SRN Reject Acknowledgment Registry to CHESS Holding Balance Reject CHESS to Participant SRN Reject CHESS to Participant Holding Balance Request Acknowledgment CHESS to Registry Holding Balance Request CHESS to Registry Holding Balance Response Acknowledgment CHESS to Participant Holding Balance Response CHESS to Registry Holding Balance Reject Acknowledgment CHESS to Participant Holding Balance Reject EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 38. 4.4.12. Real Time Gross Settlement Message Type 354 344 378 448 358 346 384 476 495 376 373 441 442 450 116 614 616 371 491 489 374 372 496 353 352 357 351 343 342 345 341 356 340 382 Description Accepted Create Cash Subrecord Response Accepted Create Net Position Response Accepted Participant Change Cash Subrecord Attributes Adjusted Settlement Type Applied Create Cash Subrecord Response Applied Create Net Position Response Applied Participant Change Cash Subrecord Attributes Authorise RTGS Instruction Confirmation Authorise Scheduled RTGS Instruction Payment Provider Change Cash Subrecord Attributes Confirmation Payment Provider Change Cash Subrecord Attributes Request Cancel Settlement Type Change Request Cancelled Change RTGS Instruction Request Cancelled Request to Change Settlement Type Cancelled Settlement Instruction Cash Subrecord Details Cash Subrecord Total Change Net Position Attributes Request Change RTGS Instruction Cancellation Request Change RTGS Instruction Request Changed Net Position Attributes Confirmation Changed Net Position Attributes Notification Checking RBA Funds Queue Advice Create Cash Subrecord Authorisation Create Cash Subrecord Authorisation Request Create Cash Subrecord Rejection Create Cash Subrecord Request Create Net Position Authorisation Create Net Position Authorisation Request Create Net Position Rejection Create Net Position Request Effected Create Cash Subrecord Effected Create Net Position Effected Participant Change Cash Subrecord Attributes EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 39. Message Type 493 377 380 379 375 360 348 386 492 480 410 752 487 485 481 756 500 483 754 166 497 478 444 482 484 490 446 4.4.13. Description Maintain RTGS Instruction Request Participant Change Cash Subrecord Attributes Authorisation Participant Change Cash Subrecord Attributes Authorisation Request Participant Change Cash Subrecord Attributes Rejection Participant Change Cash Subrecord Attributes Request Rejected Create Cash Subrecord Rejected Create Net Position Rejected Participant Change Cash Subrecord Attributes Removed RTGS Instruction Cancellation Request Requested RTGS Instruction Change Requested Settlement Type Change Requesting Funds Approval RTGS Dual Entry Cancellation Removal RTGS Dual Entry Cancellation Request RTGS Dual Entry Notification RTGS Funds Movement RTGS Instruction Ready to Settle Advice RTGS Notification Cancellation Request RTGS Settlement Movement Scheduled Dual Entry Settlement Instruction Settlement Type Change Request Unmatched Change RTGS Instruction Request Unmatched Change Settlement Type Request Unmatched RTGS Dual Entry Notification Unmatched RTGS Dual Entry Request Unmatched RTGS Instruction Cancellation Request Updated RTGS Instruction AMO Trade Acceptance Service Message Type 097 098 100 161 184 Description Price Notification Registration Price Notification Acceptance Trade Removal Notification Trade Registration Request Trade Registration Acceptance EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 40. 4.4.14. ASX Managed Funds Service Message Description Type 715 CHESS to Issuer Sponsored Fund Conversion Request 716 CHESS Conversion Request to Issuer Sponsored Fund 717 Effected CHESS Conversion Request to Issuer Sponsored Fund 718 Issuer Sponsored Fund to CHESS Conversion Request 719 Issuer Sponsored Fund to CHESS Conversion Authorisation Request 720 Accepted Participant Request 721 Conversion Authorisation Issuer Sponsored Fund to CHESS 722 Fund Response 723 Effected Conversion Issuer Sponsored Fund to CHESS 724 Conversion Rejection Issuer Sponsored Fund to CHESS 725 Rejected Conversion Issuer Sponsored Fund to CHESS 726 Application Request 727 Application Order Request 729 Application Order / Payment Plan Application Response 730 Effected Application Order / Payment Plan Application Response 731 Scheduled Settlement Payment Instruction 732 Unit Adjustment 733 Effected Fund Unit Adjustment 800 Redemption Request 801 Redemption Order Request 802 Redemption Order Response 803 Effected Redemption Order Request 804 Fund Order Cancellation Request 805 Order Cancellation Request 806 Switch Request 807 Switch Order Request 808 Switch Order Response 809 Effected Switch Order Request 810 Update Order 811 Effected Update Order 812 Reminder Notice 813 Distribution Statement 816 Distribution Statement Advice 817 Distribution Reinvestment Notification 818 Effected Distribution Reinvestment Plan Advice 822 Cancelled Funds Settlement Payment Instruction 824 Change Settlement Date 830 Holding Daily Fund Balance EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 41. 831 832 833 834 835 837 838 839 840 841 842 844 845 846 Holding Net Fund Balance Holding Fund Balance Total Security Fund Balance Full Issuer Sponsored Fund to CHESS Conversion Full CHESS to Issuer Sponsored Fund Conversion Participant to CHESS Fund Balance Request CHESS to Registry Fund Balance Request Registry to CHESS Fund Balance Response CHESS to Participant Fund Balance Response Registry to CHESS Fund Balance Rejection CHESS to Participant Fund Balance Reject Total Security Fund Holder Report Unit Reversal Notification Effected Unit Reversal Notification EXTERNAL INTERFACE SPECIFICATION VERSION 9.4 - JUNE 2012 4 - 40. 4.5. Transaction Identification There are a number of fields in the CHESS messages which serve to identify transactions to senders and recipients. The usage of these fields is explained in Section 8.3 of this specification. 4.6. Explanatory Notes Using message 001 - Demand Single Entry CHESS to CHESS Transfer Request as an example, the structure of each message description in the remainder of this section is described below. 4.6.1. Message Number and Title The title is self-explanatory. The message number consists of two parts. The first part (to the left of the hyphen) is the basic message number. The second part (to the right of the hyphen) is the version of the message to which this specification corresponds. For more discussion on the use of version numbers, see Section 10. 4.6.2. Graphical Bit Map The bit map concept is described in Section 3. In the grid shown, each block equates to its corresponding bit in the bit map or bit map extension. Where a field may form part of a message, the block is shaded. For example, in message 001, block 2 is shaded, indicating that field 2 (Security Code) may form part of this message. (Dark shading indicates mandatory fields, with light shading indicating optional fields.) 4.6.3. Bit Map Extensions A bit map occupies a multiple of 64 bits. Each additional 64 bit section is referred to as a "bit map extension". Some messages require one or more bit map extensions. For example, message 533 requires one bit map extension; and the total bit map then occupies 128 bits. To indicate the actual use of one or more bit map extensions, bit 1 and the first bit of all extensions excluding the final extension are set to 1. If the bit map occupies 64 bits, i.e. there are no extensions, bit 1 is set to zero. For example, if the actual bit map used occupies: i) ii) iii) 64 bits; there are no bit map extensions, hence bit 1 is set to zero; 128 bits (as in message 533); there is one extension, hence bit 1 is set to 1; 192 bits; there are two extensions, hence bits 1 and 65 are set to 1. EXTERNAL INTERFACE SPECIFICATION VERSION 9.3 – SEPTEMBER 2010 4 - 41. 4.6.4. Field Table The name, format and use ("M" for mandatory, "O" for optional) for each relevant field is shown. Where a field is mandatory, the corresponding bit position of the bit map is set to 1. Only when a message sender decides to include an optional field is the corresponding bit position of the bit map set to 1, otherwise it is set to zero. All other bit map bits are to be set to zero unless they are used to indicate the presence of bit map extensions. 4.6.5. Purpose Summarises the objective of the message. Further details are provided in the industry procedures. 4.6.6. Sender The organisation which sends the message. 4.6.7. Recipient The organisation that is to receive the message. 4.6.8. Transmission Cut-off Times Indicates the end of any relevant message processing windows. For example, the cut-off time for today's processing of settlement obligations. 4.6.9. Prerequisites Identifies any directly related messages or processing that must be actioned by the CHESS prior to processing this message. 4.7. Details of Message Formats The details of each CHESS Data message are given in the following pages. Those messages that are to be superseded in this release of the EIS have been highlighted to eliminate confusion. EXTERNAL INTERFACE SPECIFICATION VERSION 9.3 – SEPTEMBER 2010
