SECTION 5. MESSAGE INTERDEPENDENCIES - … · 5.3. EXTERNAL INTERFACE SPECIFICATION VERSION 10.5 – AUG 2016 5.2. CHESS Message Interdependency Diagrams 5.2.1.Demand Single Entry

5.1.

EXTERNAL INTERFACE SPECIFICATION

VERSION 10.5 – AUG 2016

SECTION 5. MESSAGE INTERDEPENDENCIES

5.1. Introduction

The purpose of sub-section 5.2 is to describe the interdependencies between CHESS messages, and should be read in conjunction with the prerequisites described for each message in Section 4 of this manual and with the relevant industry procedures.

Each subsection of this section represents a functional area.

Within a functional area, there are one or more 'sets' of messages forming a sequence for that function. A 'set' is a group of messages which are processed together as one event, i.e., a single input directly triggering one or more outputs. For example, messages 015, 016 and 408 within Issuer Sponsored to CHESS Transfer form a set. The set shows the messages involved as well as the type of users sending, processing or receiving those messages. (These examples are shown in a later subsection.) The numbers shown in the diagrams relate to the messages in Section 4, but note that the full name of the message is not always shown.

Where more than one set is involved in the function, e.g., as a result of subsequent processing by a user, the collection of sets is termed a 'sequence'. In some circumstances either of two sets may be the next set within a sequence, e.g., either authorisation or rejection of a request. For example, in Issuer Sponsored to CHESS Transfer, one sequence is the set of messages 015/016/408 with the set 405/174 for a successful request, whereas another sequence is 015/016/408 with 407/076 for a rejected request.

In the diagrams, there is an implied vertical timescale within a set for the receipt, processing and sending of messages. Further, there is also an implied vertical timescale between sets in the sequence.

The generic message type 518 Rejected Transaction is not shown in any set, as it is implied that any incoming transaction which fails edit checks, (e.g. invalid HIN) will be rejected with a 518 message.

5.2.



The following table describes the symbols used in the diagrams:

Symbol Description

C CHESS

P Participant

R Registry

PISP Product Issuer Settlement Participant

AMO Market Operator

B Payment provider involved in transferring funds

U User of the CHESS system

F/IM Fund/Investment Manager

Admin Represents the manual data entry functions of the Clearing House

OFR Offeror in a takeover offer

ASX Clear ASX Clear Pty Ltd

WI Warrant Issuer Agent

The arrows in the diagrams indicate the sender and receiver of a message. Where two arrows are shown together, this represents the same message being sent to two parties. Where an arrow is shown in dotted form, it indicates that the message is sometimes sent to the relevant party, depending on various circumstances.

The purpose of Section 6 is to provide examples of the various transaction identifiers and their relationships within a sequence. An example is given for each different type of sequence and a reference to the appropriate 'example type' is given with the diagram for each sequence in sub-section 5.2. Note that definitions for the various transaction identifiers are given in section 8.3 of this manual. These definitions should be read carefully prior to examining the transaction type examples.

5.3.



5.2. CHESS Message Interdependency Diagrams

5.2.1. Demand Single Entry CHESS to CHESS Transfer

(Refer also to section 6.1 for Transaction Id usage.)

5.2.2. Transferor Submitted Demand Transfer


P1

C

P1

001. Transfer Request

002. Effected Transfer

P1

C

P1



P1

C

P1 P2

003. Transferor Submitted

Demand Transfer

010. Applied Transferor

Submitted Transfer

004. Effected Transferor

Submitted Transfer

P1

C

P1 P2


Demand Transfer


Submitted Transfer


Submitted Transfer

5.4.



5.2.3. Demand CHESS to Issuer Sponsored Transfer

5.2.4. Demand CHESS to Certificated Transfer

P1

C

P1 R


418. CHESS to Issuer

Sponsored Transfer

008. Effected CHESS to

Registry Movement

P1

C

P1 R



Sponsored Transfer


Registry Movement

P1

C

P1 R


414. CHESS to

Certificated Transfer


Registry Movement

P1

C

P1 R


414. CHESS to

Certificated Transfer


Registry Movement

5.5.



5.2.5. Issuer Sponsored to CHESS Transfer


P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR


016. Accepted Registry to

CHESS Movement

Request

408. Authorisation Request

405. Registry to CHESS

Transfer Authorisation 407. Registry to CHESS

Transfer Rejection

174. Effected Registry to

CHESS Transfer

426. Applied Registry

Response

076. Rejected Registry to

CHESS Movement


Response

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request




Transfer Rejection


CHESS Transfer


Response


CHESS Movement


Response

5.6.



5.2.6. Certificated to CHESS Transfer


P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request




Transfer Rejection


CHESS Transfer


Response


CHESS Movement


Response

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request




Transfer Rejection


CHESS Transfer


Response


CHESS Movement


Response

5.7.



5.2.7. CHESS to Issuer Sponsored Conversion


5.2.8. CHESS to Certificated Conversion


P1

C

P1 R

011. Conversion Request


Sponsored Conversion


Registry Movement

P1

C

P1 R



Sponsored Conversion


Registry Movement

P1

C

P1 R


412. CHESS to Certificated

Conversion


Registry Movement

P1

C

P1 R


412. CHESS to Certificated

Conversion


Registry Movement

5.8.



5.2.9. Issuer Sponsored to CHESS Conversion


P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request

404. AuthorisationRequest


ConversionAuthorisation 403. Registry to CHESS

Conversion Rejection


CHESS Conversion


Response


CHESS Movement


Response

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request






CHESS Conversion


Response


CHESS Movement


Response

5.9.



5.2.10. Certificated to CHESS Conversion


P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request






CHESS Conversion


Response


CHESS Movement


Response

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR



CHESS Movement

Request






CHESS Conversion


Response


CHESS Movement


Response

5.10.



5.2.11. Takeover Acceptance


P1

C

P1 OFR

C

P1 OFR

OFR

(Optionally, where theOfferor rejects

the Takeover Acceptance,…)

031. Takeover Acceptance

032. Effected Takeover

Acceptance


Notification

038. Reversed Takeover

Acceptance

706. Effected Offeror

Transaction


Rejection

P1

C

P1 OFR

C

P1 OFR

OFR

(Optionally, where theOfferor rejects

the Takeover Acceptance,…)



Acceptance


Notification


Acceptance


Transaction


Rejection

5.11.



5.2.12. Takeover Acceptance Removal Request


P1

C

P1 OFR

C

P1 OFR

OFR

(followed by)

C

P1 OFR

OFR

OR


Removal Request

086. Acceptance Removal

Request 702. AuthorisationRequest

703. Removal

Authorisation 705. Removal Rejection


Acceptance706. Effected Offeror

Transaction

088. Rejected Removal

Request


Transaction

P1

C

P1 OFR

C

P1 OFR

OFR

(followed by)

C

P1 OFR

OFR

OR


Removal Request

086. Acceptance Removal

Request 702. AuthorisationRequest

703. Removal

Authorisation 705. Removal Rejection


Acceptance706. Effected Offeror

Transaction

088. Rejected Removal

Request


Transaction

5.12.



5.2.13. Takeover Transfer


5.2.14. Securities Transformation


OFR

C

OFR P1

431. Takeover Transfer


Transfer


Transaction

OFR

C

OFR P1

431. Takeover Transfer


Transfer


Transaction

R

C

R P1

421. Securities

Transformation


Transaction

018. Effected Securities

Transformation

082. Adjusted

Subposition

R

C

R P1

421. Securities

Transformation


Transaction

018. Effected Securities

Transformation

082. Adjusted

Subposition

5.13.



5.2.15. Holding Adjustment


R

C

R P1

425. Holding

Adjustment


Transaction

022. Effected Holding

Adjustment

082. Adjusted

Subposition

R

C

R P1

425. Holding

Adjustment


Transaction

022. Effected Holding

Adjustment

082. Adjusted

Subposition

5.14.



5.2.16. Collateral Creation


P1

C

P1ASX

Clear

027. Collateral

Creation Request

610. Collateral Request028. Created Collateral

[followed by]

ASX

Clear

ASX

Clear

ASX

Clear

ASX

Clear

C C

P1 P1

CP CP

607. Accepted

Collateral

020. ASX Clear Accepted

Collateral602. Effected ASX Clear

Transaction

108. Collateral Creation

Acceptance Advice

609. Rejected

Collateral

030. Reduced

Collateral

602. Effected ASX Clear

Transaction

OR

176. Collateral Creation

Rejection Advice

5.2.17. Collateral Release


ASX

Clear

C

ASXC P1 &

P2

601. Collateral

Release Request

042. Collateral

Release


Transaction

5.15.



5.2.18. Collateral Removal Request


P1

C

P1ASX

Clear

029. Collateral Removal Request

612. Collateral Removal

Authorisation Request

040. Accepted Collateral

Removal Request

[followed by]

OR

ASX

Clear

C

P1ASX

Clear

603. Collateral

Removal

Authorisation

030. Reduced

Collateral

602. Effected ASX

Clear

Transaction

ASX

Clear

C

P1ASX

Clear

605. Collateral

Removal

Rejection

078. Rejected

Collateral

Removal

602. Effected ASX

Clear

Transaction

5.16.




(Controlling Participant & Clearing Participant differ)

P1

C

P1 CP


Request

168. CP Collateral Removal



Removal Request

[followed by]

OR

CP

C

ASX

ClearCP

103. CP Collateral

Removal

Authorisation

612. Collateral

Removal

Authorisation

Request

144. Effected CP

Transaction

CP

C

P1 CP

109. CP Collateral

Removal

Rejection

078. Rejected

Collateral

Removal

144. Effected ASX

Clear

Transaction


to CP Notification ASX

Clear

ASX

Clear


Rejection Advice

End of Processing

5.17.




(Controlling Participant & Clearing Participant differ) continued

[followed by]

OR

ASX

Clear

C

603. Collateral

Removal

Authorisation

030. Reduced

Collateral

602. Effected ASX

Clear

Transaction

ASX

Clear

C

605. Collateral

Removal

Rejection

078. Rejected

Collateral

Removal

602. Effected ASX

Clear

Transaction


Rejection Advice

P1ASX

ClearP1

ASX

Clear

CPCP

110. CP Collateral

Removal Advice

5.18.



5.2.20. Collateral Removal Warning

C

ASX

Clear P1


Notification


Notification

5.2.21. ASX Clear Collateral Removal


C

ASXC P1


Transaction082. Adjusted Subposition

ACH

023. ASX Clear Collateral

Removal

Note: This function covers both Expiring Warrant Collateral Removal (which incorporates Collateral Removal Warning) and any other instance where ASX Clear initiate the removal of collateral (refer to APG Section 17).

5.19.



5.2.22. Dual Entry Settlement Notification


P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR

101. Dual Entry

Settlement Notification

194. Unmatched Request102. Unmatched Dual Entry


101. Dual Entry

Settlement Notification 135. Dual Entry Settlement

Notification Cancellation

166. Scheduled Dual Entry

Settlement Instruction166. Scheduled Dual Entry

Settlement Instruction

116. Cancelled Settlement

Instruction


Instruction

(Optionally, for cancellation of a scheduled instruction, perform the following...)

P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR

101. Dual Entry


194. Unmatched Request102. Unmatched Dual Entry


101. Dual Entry

Settlement Notification 135. Dual Entry Settlement

Notification Cancellation


Settlement Instruction166. Scheduled Dual Entry



Instruction


Instruction

(Optionally, for cancellation of a scheduled instruction, perform the following...)

5.20.



P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR

129. Dual Entry Settlement

Cancellation Request

178. Unmatched Cancellation

Request



131. Dual Entry Settlement Instruction

Cancellation Removal


Instruction116. Cancelled Settlement

Instruction

132. Removed Cancellation

Request


Request


Request

P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR




Request



131. Dual Entry Settlement Instruction



Instruction116. Cancelled Settlement

Instruction


Request


Request


Request

5.21.



5.2.23. Change Settlement Instruction

(Refer also to section 6.5.2 for Transaction Id usage.)

P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR

121. Change Settlement

Instruction Request

122. Unmatched Request 130. Requested Settlement

Instruction Change


Instruction Request 123. Change Settlement Instruction


128. Adjusted Settlement

Instruction128. Adjusted Settlement

Instruction

118. Cancelled Change


Request



Request

P1

C

P1 P2

C

P1 P2

P2

(followed by)

C

P1 P2

P1

OR


Instruction Request

122. Unmatched Request 130. Requested Settlement

Instruction Change


Instruction Request 123. Change Settlement Instruction



Instruction128. Adjusted Settlement

Instruction



Request



Request

5.22.



5.2.24. Maintain Settlement Instruction


P1

C

P1

125. Maintain Settlement

Instruction Request

126. Updated Settlement

Instruction

P1

C

P1

125. Maintain Settlement

Instruction Request

126. Updated Settlement

Instruction

5.23.



5.2.25. Demand Dual Entry CHESS to CHESS Transfer

(Refer also to section 6.5.1 for Transaction Id usage.)

P1

C

P1 P2

OR


194. Unmatched Request

012. Unmatched Transfer


P1

C

P1 P2

037. Transfer Cancellation

Request

048. Cancelled Transfer

Request 048. Cancelled Transfer

Request

P2

C

P1 P2

006. Effected

Transfer

006. Effected

Transfer

OR

P1 P2

024. Rejected Demand

Dual Entry

Transfer

024. Rejected

Demand

Dual Entry

Transfer

P1

C

P1 P2

OR



012. Unmatched Transfer


P1

C

P1 P2


Request

048. Cancelled Transfer

Request 048. Cancelled Transfer

Request

P2

C

P1 P2

006. Effected

Transfer

006. Effected

Transfer

OR

P1 P2

024. Rejected Demand

Dual Entry

Transfer

024. Rejected

Demand

Dual Entry

Transfer

5.24.



5.2.26. Single Entry Settlement CHESS to CHESS Transfer


P1

C

P1

(Optionally, for cancellation of a scheduled instruction,

perform the following…)


106. Scheduled Transfer

P1

C

P1


Request


Instruction

P1

C

P1


perform the following…)



P1

C

P1


Request


Instruction

5.25.



5.2.27. Funds Notification

(Refer also to section 6.12 for Transaction Id usage for message 300.)

C

B1 B1

300. Participant

Funds

Notification

302. Payment Provider

Funds Notification

P1 CHESS ESA

150. Projected Funds

Obligation

350. Clearing Account

Transfer Request

5.2.28. Funds Authorisation

(Refer also to section 6.12 for Transaction Id usage for messages 310, 311 and 313.)

C

P1 B1

310. Participant Funds

Obligation

CHESS ESA

150. Projected Funds

Obligation

312. Payment Provder Funds

Obligation

B1

350. Clearing Account

Transfer Request

C


Obligation Ack.

C


Obligation Rejection

B1

OR

Note: CHESS payment provider messages are no longer used. CHESS ESA handles all postings and reconciliation.

5.26.



5.2.29. Funds Transfer


C

B1 & B2

CHESS ESA

C

B1 & B2

C

333. Payment Provider

Funds Transfer

Response

362. CHESS DvP

Notification

360. Clearing Account Transfer Request

5.2.30. Funds Cancellation


Note: CHESS payment provider messages are no longer used. CHESS ESA handles all postings and reconciliation.

C

B1, B2 …. & CHESS ESA

398. Settlement Cancellation

Notification

C

399. Settlement Cancellation

Acknowledgement

5.27.



5.2.31. New Registration Details


5.2.32. Update Registration Details


P1

C

P1

1

203.

.

Update Request

218. Accepted Registration Details Update

[followed by]

Admin

C

P1

220. Accepted

Accepted Registration

Details R

512. Holding Registration

Details

Admin

C

080. Rejected Registration Details Update

OR

P1

1

546. Revised Registration

Details

OFR

P1

C

P1

201. New Registration

Details

202. Accepted New

Registration Details

P1

C

P1

201. New Registration

Details

202. Accepted New

Registration Details

5.28.



5.2.33. Tax File Number / Australian Business Number Advice


5.2.34. Notified Trades and Cancellations


ASX Trade

C

P1

164. Notified

Trade

P2

164. Notified

Trade

ASX Trade

C

116. Cancelled

Settlement

Instruction

P1 P2

116. Cancelled

Settlement

Instruction

P1

C

P1 R

533. Tax File Number / Australian

Business Number Advice

534. Notified Tax File Number /

Australian Business Number

536. Accepted Tax File Number /


Advice

P1

C

P1 R

533. Tax File Number / Australian

Business Number Advice

534. Notified Tax File Number /


536. Accepted Tax File Number /


Advice

5.29.



5.2.35. Blocked Trade


C

P1

196. Blocked Trade

P2

196. Blocked Trade

P1

195. Block Trade Request

5.2.36. Unblocked Trade


C

P1

198. Unblocked Trade

P2


P1

197. Unblock Trade Request

5.30.



5.2.37. Netting


P1P1

134. Scheduled

Net

Obligation

P1

138. Netted Trade

542. CHESS

Event

Notification

Netting

5.2.38. Netting Reversal


P1P1

140. Cancelled

Net

Obligation

P1

136. Reinstated Trade

542. CHESS

Event

Notification

Reversed

Netting

5.31.



5.2.39. Identify Short Positions

P1P1

148. Projected CUM

Entitlement

Position

P1

152. Projected

Securities

Position150. Projected

Funds

Obligation

Indentify

Short

Positions

5.2.40. Corporate Actions


P1

P1 Br, SLS


Instruction274. Adjusted Loan

Corporate

Actions124. Rescheduled Settlement

Instruction 276. Accrued Loan

Br, SLSP1

P1

142. Accrued

Settlement

Instruction

162. Suspended

Settlement

Instruction

P1

P1 Br, SLS


Instruction274. Adjusted Loan

Corporate

Actions124. Rescheduled Settlement

Instruction 276. Accrued Loan

Br, SLSP1

P1

142. Accrued

Settlement

Instruction

162. Suspended

Settlement

Instruction

5.32.



5.2.41. Settlement


Settlement P1

170. Effected Net Funds Movement

124. Rescheduled Settlement Instruction

146. Effected Net Settlement

Movement

154. Cancelled Funds Obligation

156. Settled Settlement Instruction

P1

P1

P1

P1

190. Predicted Partial Fail Advice

192. Part-Settled Settlement

Instruction

542. CHESS Event Notification

116. Cancelled Settlement Instruction

P1

P1

P1

P1, PISP

5.2.42. Payment Facility Administration

(Example for Transaction Id usage to be advised.)

P1

P1, B1 P1, B1

240. Created Payment

Facility244. Cancelled Payment

Facility

Payment Facility

Admin

242. Applied Payment

Facility Update

P1

P1, B1 P1, B1

240. Created Payment

Facility244. Cancelled Payment

Facility

Payment Facility

Admin

242. Applied Payment

Facility Update

5.33.



5.2.43. Reporting Request


5.2.44. Reporting Request Cancellation


U1

C

U1

503. Reporting Request

526. Accepted Reporting

Request

U1

C

U1


526. Accepted Reporting

Request

U1

C

U1


Cancellation

530. Cancelled Reporting

Request

U1

C

U1


Cancellation

530. Cancelled Reporting

Request

5.34.



5.2.45. Loan Application


C

Br

278. Scheduled Loan

Instruction

OR

Br

282. Rejected Loan

Application

C

Br

C

Br

271. Loan Application

272. Accepted SLS

Loan Instruction

(followed by)

Br

C

Br



284. Cancelled Loan

Instruction

OR

C

Br

278. Scheduled Loan

Instruction

OR

Br

282. Rejected Loan

Application

C

Br

C

Br


272. Accepted SLS

Loan Instruction

(followed by)

Br

C

Br



284. Cancelled Loan

Instruction

OR

5.35.



5.2.46. Loan Return


C

Br

278. Scheduled Loan

Instruction

Br

C

Br

275. Loan Return

Notification

272. Accepted SLS

Loan Instruction

(Followed by ….)

Br

C

Br

277. Loan Return


284. Cancelled SLS

Loan Instruction

OR278. Scheduled Loan

Instruction

SLS

C

Br

278. Scheduled Loan

Instruction

Br

C

Br

275. Loan Return

Notification

272. Accepted SLS

Loan Instruction

(Followed by ….)

Br

C

Br

277. Loan Return


284. Cancelled SLS

Loan Instruction

OR278. Scheduled Loan

Instruction

SLS

5.36.



5.2.47. Bulk Loan Application


C

SLS

C

280. Bulk Loan

Application

281. Bulk Loan

Approval

SLS

272. Accepted SLS

Loan Instruction

(Subject to Bulk Loan Approval being non-zero,

followed by …)

C

SLS

278. Scheduled Loan

Instruction

C

SLS

C

280. Bulk Loan

Application

281. Bulk Loan

Approval

SLS

272. Accepted SLS

Loan Instruction


followed by …)

C

SLS

278. Scheduled Loan

Instruction

5.37.



5.2.48. Levy Notification and Reversal


5.2.49. Isolate Counterparty


P1

C

P1

139. Isolate Counterparty

Request

164. Notified Trade 164. Notified Trade


Instruction


Instruction P2, P3...


Instruction


Instruction

C

U1

544. Levy Notification

(Optionally, where Settlement Administration reverses the Levy)

C

U1

548. Reversed Levy

Notification

C

U1

544. Levy Notification


C

U1

548. Reversed Levy

Notification

5.38.



5.2.50. Change Controlling Participant and Cancel Change Controlling Participant

(Refer also to section 6.23 for Transaction Id usage)

(Diagram is continued on next page)

(followed by)

C

P2

P1 P2

251. Change Controlling Participant Authorisation

252. Effected Change Controlling Participant


222. Holder Detail

832. Holding Fund Balance

520. Cum Entitlement Balance

502. Holding Subposition Detail

522. Holding Balance

C

P1

P1 P2

245. Change Controlling Participant Request

248. Change Controlling Participant Authorisation Request

246. Accepted Change Controlling Participant Request

5.39.



(Diagram continued from previous page)

C

P1

P1 P2

247. Change Controlling Participant Cancellation Request

250. Cancelled Change Controlling Participant Request

250. Cancelled Change Controlling Participant Request

OR

C

P2

P1 P2

253. Change Controlling Participant Rejection

256. Applied Change Controlling Participant Rejection

254. Rejected Change Controlling Participant

OR

5.40.



5.2.51. Advising a Fund/Investment Manager of a Block Trade


5.2.52. Cancelling an ETC Trade


5.2.53. Rejecting a Block Trade

(Refer also to section 6.25 for Transaction Id usage

F/IM

C

F/IM Br

655. ETC Trade Rejection

Advice

660. ETC Trade

Rejection662. ETC Trade Rejection

Acknowledgement

F/IM

C

F/IM Br

655. ETC Trade Rejection

Advice

660. ETC Trade

Rejection662. ETC Trade Rejection

Acknowledgement

Br

C

Br F/IM

651. ETC Trade Advice

652. ETC Trade654. ETC Trade Advice

Acknowledgement

Br

C

Br F/IM


652. ETC Trade654. ETC Trade Advice

Acknowledgement

Br

C

Br F/IM

667. ETC Trade Cancellation

Advice

684. ETC Trade

Cancellation


Acknowledgement

Br

C

Br F/IM


Advice

684. ETC Trade

Cancellation


Acknowledgement

5.41.



5.2.54. Allocating a Block Trade


F/IM

C

F/IM P1

653. ETC Trade Allocation

Advice

656. ETC Trade

Allocation


Acknowledgement

5.2.55. Cancelling a Block Trade Allocation


F/IM

C

F/IM P1

661. Allocation Cancellation

Advice

672. Allocation

Cancellation 674. Allocation Cancellation

Acknowledgement

5.42.



5.2.56. Advising a Fund/Investment Manager of Contract Note details


P1

C

P1 F/IM

657. Contract Note

Advice

664. Contract Note 666. Contract Note Advice

Acknowledgement

5.2.57. Cancelling a Contract Note


P1

C

P1 F/IM

669. ETC Contract Note

Cancellation Advice

688. ETC Contract Note

Cancellation 690. ETC Contract Note

Cancellation

Acknowledgement

5.43.



5.2.58. Rejecting a Contract Note


F/IM

C

F/IM P1

659. Contract Note

Rejection Advice

668. Contract Note

Rejection 670. Contract Note

Rejection

Acknowledgement

5.44.



5.2.59. Advising a Settlement Agent of Settlement Details


F/IM

C

F/IM P

663. ETC Settlement

Advice

676. ETC Settlement 678. ETC Settlement

Advice

Acknowledgement

5.2.60. Advising Settlement Agent of Cancelled Settlement Details


F/IM

C

F/IM P

665. ETC Settlement

Cancellation Advice

680. ETC Settlement

Cancellation

682. ETC Settlement

Cancellation

Acknowledgement

5.45.



5.2.61. Issuer Sponsored SRN Enquiry


P1

C

P1 R

C

P1 R

R

C

P1 R

R

451. Participant to CHESS

SRN Request

452. CHESS to

Participant

SRN Request

Acknowledgement 454. CHESS to Registry

SRN Request


SRN Response 455. Registry to

CHESS

SRN Reject

458. CHESS to

Participant SRN

Response

456. CHESS to Registry

SRN Response

Acknowledgement

462. CHESS to

Participant

SRN

Reject


SRN Reject

Acknowledgement

(followed by)

OR

5.46.



5.2.62. Issuer Sponsored Holding Balance Enquiry


P1

C

P1 R

C

P1 R

R

C

P1 R

R

457. Participant to CHESS

Holding Balance

Request

464. CHESS to Participant

Holding Balance

Acknowledgement


Holding Balance

Request


Holding Balance

Response 461. Registry

to CHESS

Holding

Balance

Reject


Holding

Balance

Response


Holding Balance

Response

Acknowledgement

474. CHESS to

Participant

Holding

Balance

Reject


Holding Balance

Reject

Acknowledgement

(followed by)

OR

5.47.



5.2.63. Create Net Position Record


P

C

P B

C

P B

B

C

P B

B

341. Create Net Position Request

344. Accepted Create

Net Position

Response

342. Create

Net Position


343. Create Net Position

Authorisation 345. Create Net

Position

Rejection

340. Effected Create

Net Position

346. Applied Create

Net Position

Response

348. Rejected Create

Net Position

346. Applied Create

Net Position

Response

Function: Accept Create Net Position Record Request

Function: Authorise Create Net Position Record Request

(followed by)

OR

5.48.



5.49.



5.2.64. Create Cash Subrecord

P

C

P B

C

P B

B

C

P B

B

351. Create Cash Subrecord Request

354. Accepted

Create Cash

Subrecord

Response

352. Create Cash

Subrecord

Authorisation

Request

353. Create Cash Subrecord

Authorisation

357. Create Cash

Subrecord

Rejection

356. Effected

Create Cash

Subrecord

358. Applied Create

Cash Subrecord

Response

360. Rejected

Create Cash

Subrecord

358. Applied

Create Cash

Subrecord

Response

Function: Authorise Create Cash

Subrecord Attributes Request

(followed by)

OR

Function: Reject Create Cash


Function: Accept Create Cash


5.50.



5.2.65. RTGS Bank-Initiated Change to Net Position Record

B

C

B P

371. Change Net Position

Attributes Request

374. Change Net Position

Attributes Confirmation 372. Changed Net Position

Attributes Notification

Function: Accept Change Net Position Record

5.2.66. RTGS Bank-Initiated Change to Cash Subrecord

B

C

B

373. Bank Change Cash Subrecord

Attributes Request

376. Bank Change Cash

Subrecord Attributes

Confirmation

Function: Accept Change Cash Subrecord Attributes

5.2.67. Participant-Initiated Change to Cash Subrecord

5.51.



P

C

P B

C

P B

B

C

P B

B

375. Participant Change Cash


378. Accepted Participant

Change Cash


380. Participant Change

Cash Subrecord Attributes


377. Participant Change

Cash Subrecord

Attributes Authorisation

379. Participant Change Cash


Rejection

382. Effected

Participant

Change Cash

Subrecord

Attributes

386. Rejected

Participant

Change Cash

Subrecord

Attributes

384. Applied

Participant

Change Cash

Subrecord

Attributes

Function: Authorise Participant

Change Cash Subrecord Attributes

(followed by)

OR

Function: Reject Participant Create

Cash Subrecord Attributes

Function: Accept Participant Change

Cash Subrecord Attributes Request

384. Applied

Participant

Change Cash

Subrecord

Attributes

5.52.



5.2.68. Creation of RTGS Settlement Instruction

P1

C

P1 P2

C

P1 P2

P2

481. RTGS Dual Entry

Notification

484. Unmatched RTGS Dual

Entry Request

482. Unmatched RTGS Dual

Entry Notification


Notification



Note: 500 message will be sent to

both P1 and P2 in the event that both

parties have selected ‘ready to settle’

when submitting the 481 message.

If one or both parties have not

selected ‘ready to settle’ on the 481,

then neither P1 nor P2 will receive

the 500 message when the

settlement instruction is scheduled.

Instead, both P1 & P2 receive a 500

message when the party (parties)

required to submit authorisation

messages have done so.



500. RTGS Instruction

Ready to Settle

Advice

(followed by, if P2 proceeds)

5.53.



5.2.69. Cancellation of RTGS Settlement Instruction


P1

C

P1 P2

483. RTGS Notification



Instruction

If P1 cancels before P2 has sent

481 ‘RTGS Dual Entry Notification’ matching message


Instruction

P1

C

P1 P2



490. Unmatched RTGS

Instruction

Cancellation

Request

490. Unmatched RTGS

Instruction

Cancellation

Request

(followed by)

If either party decides to cancel after settlement

instruction has been scheduled


5.54.




(followed by)

P1

C

P1 P2

C

P2



492. Removed RTGS

Instruction

Cancellation

Request



492. Removed RTGS

Instruction

Cancellation

Request

OR

If P1 removes cancellation before P2

has sent matching message

If P2 proceeds with cancellation

P1 P2

496. Checking

RBA Funds

Queue

Advice

RBA

(no EIS number)

Request to

recall from

RBA funds

queue

If instruction no longer

in Testing Processing

C 496. Checking

RBA Funds

Queue

Advice

P1 P2

116. Cancelled

Settlement

Instruction

If securities not yet reserved in

CHESS Testing Processing

C

OR

116. Cancelled

Settlement

Instruction

End of Processing


5.55.




P1 P2

518. Rejected

Transaction

RBA

If transaction not in

RITS/RTGS funds queue (i.e. settled)

C

518. Rejected

Transaction

P1 P2

116. Cancelled

Settlement

Instruction

If transaction still in

RITS/RTGS funds queue

C

OR

116. Cancelled

Settlement

Instruction

(no EIS number)

Recalled response

successful

Note: Where a recall has

been rejected because a

transaction has settled,

CHESS will have also sent

the Participant an advice

that settlement has been

successfully completed.

*Movement Type in the

754 message will indicate

that the seller’s securities

have been released from

reservation. Seller (P1 or P2)

754. RTGS

Settlement

Movement*

RBA

(no EIS number)

Recalled response

successful

5.56.



5.2.70. Authorisation of RTGS Settlement Instruction


P1

C

P1

495. Authorise Scheduled

RTGS Instruction

476. Authorise RTGS

Instruction

Confirmation

P1

C

P1 P2


RTGS Instruction

500. RTGS Instruction

Ready to

Settle

Advice

500. RTGS

Instruction

Ready to

Settle Advice

C

P1 P2

P2


RTGS Instruction

500. RTGS

Instruction

Ready to

Settle

Advice

500. RTGS

Instruction

Ready to

Settle

Advice

Where P1 and P2 have each

requested authorisation

(followed by)

Where P1 (or P2) is only P to have requested

authorisation on original settlement instruction

When P2 authorises

5.57.



5.2.71. Dual Entry Change of RTGS Settlement Instruction


P1

C

P1 P2

489. Change RTGS Instruction

Request

478. Unmatched Change

RTGS Instruction

Request

480. Requested RTGS

Instruction Change

491. Change RTGS Instruction



RTGS Instruction

Request

P1

C

P1 P2


RTGS Instruction

Request

If P2 proceeds

(followed by)

OR

If P1 cancels before P2 has sent

matching message

C

P2

489. Change RTGS

Instruction Request

P1 P2

518. Rejected

Transaction

If securities already reserved

C

518. Rejected

Transaction

P1 P2

128. Adjusted

Settlement

Instruction

If securities not yet reserved

(i.e. not yet sent to RBA)

C

OR

128. Adjusted

Settlement

Instruction

5.58.



5.2.72. Single Sided Change of RTGS Settlement Instruction


P1

C

P1

493. Maintain RTGS

Instruction Request

446. Updated RTGS

Instruction

5.59.



5.2.73. Change of Settlement Type (Dual Entry)


P1

C

P1 P2

497. Settlement Type

Change Request


Settlement Type

Request

410. Requested Settlement

Type Change

441. Cancel Settlement Type

Change Request

450. Cancelled Request

to Change

Settlement

Type

P1

C

P1 P2


to Change

Settlement

Type

If P2 proceeds

(followed by)

OR

If P1 cancels before P2 has sent matching message

C

P2

497. Settlement Type

Change Request

P1 P2

410. Requested

Settlement

Type

Change

If destination settlement system is closed*

C 444. Unmatched

Change

Settlement

Type

Request

P1 P2

448. Adjusted

Settlement

Type

If destination settlement system is open*

C

OR

448. Adjusted

Settlement

Type

End of Processing

If default date is used or specified

settlement date is future date

C

518. Rejected

Transaction

If specified settlement

date is today’s date

P2

*Note:

Contingent upon Settlement

Date.

See Participant Procedure

Guidelines.

Market transactions may not

be switched net to RTGS once

NBOs are created(before

beginning of T+ 2).

OR

5.60.



5.2.74. Settle RTGS Transaction


RBA

(no EIS number) Settlement Response

of unsuccessful

settlement

C

P1 P2

752. Requesting

Funds

Approval

Initiating Settlement:

Send CHESS-Processed Transaction to RBA

752. Requesting

Funds

Approval

Seller (P1 or P2)

754. RTGS

Settlement

Movement*

*Sent to seller to indicate reservation of securities.

**Sent to buyer and seller to indicate transfer of securities.

***Sent to seller to indicate un-reservation of securities.

****If the transaction was not settled at RBA because of a system problem, CHESS may send a 754 message to the seller re un-

eservation of securities, and ‘reinject’ transaction into processing once problem is corrected.

C

P1 P2

124. Rescheduled

Settlement

Instruction

Finalising Settlement: Fail in CHESS

If the transaction has failed settlement at CHESS level

(funds/securities unavailability or required

authorisation/snot received)

(no EIS number)

Settlement

Response of

unsuccessful

settlement

124. Rescheduled

Settlement

Instruction

P1 P2

756. RTGS Funds

Movement

If transaction in RBA Queue has settled (i.e. RBA) has

irrevocably transferred funds from buyer to seller)

C

RBA

(no EIS number) Settlement Response

of successful

settlement

P1 P2

124. Rescheduled

Settlement

Instruction

C

If transaction could not be settled at RBA because the

transaction has failed settlement for today****

756. RTGS Funds

Movement

754. RTGS Settlement

Movement

124. Rescheduled

Settlement

Instruction

Seller (P1 or P2)

754. RTGS

Settlement

Movement***

RBA

Finalising Settlement: Receive Advice from RBA and

Complete Processing in CHESS

OR

5.61.



5.2.75. Warrant Processing

C

WI P1

022. Holding Adjustment 022. Holding Adjustment

025. Single Entry Transfer Request

WI

Note: The Warrant Issuer Registry & the Underlying Security Registry are

notified of security movements via CHESS Overnight Reporting Message

Holding Net Movement (510)

5.2.76. Real Time Payment of Derivatives Settlements

ACH

C

ACH P1, P2, …

553. Payment Set Total

Record

552. Accepted

Payment 550. Scheduled Payment

Instruction

551. Aggregated

Payment Request

5.62.



5.2.77. Unactioned Transfer or Conversion

694. Cancelled Transfer or Conversion Request

C

P1 R

694. Cancelled Transfer or Conversion Request

5.2.78 Controlling PID Disclosure

P1

C

P1

691. Controlling PID and Holder Status Request

692. Controlling PID and Holder Status Response

5.63.



5.2.79 Offeror Takeover Acceptance

C

OFR P1

P1

C

OFR P1

P1

OR

OFR

C

OFR P1

711. Offeror Takeover Acceptance


Transaction

036. Offeror Takeover Acceptance Notification


035. Offeror Takeover Acceptance Rejection

704. Takeover Acceptance Notification


Acceptance

710. Rejected Offeror Takeover Acceptance

084. Effected Participant Transaction

(followed by)

5.64.



5.2.80 Takeover Acceptance Removal by Offeror

5.2.81 Cancelled Offeror Initiated TKO Acceptance Request

C

R P1

432. Cancelled Offeror Initiated TKO Acceptance Request

432. Cancelled Offeror Initiated TKO Acceptance Request

OFR

C

OFR P1

707. Offeror Takeover Acceptance Removal

092. Offeror Takeover Acceptance Removal Notification


Transaction

5.65.



5.2.82 Holding Advice

C

P1 R

R

C

P1 R

R

OR

P1

C

P1 R

757. Holding Advice

758. Holding Advice Acknowledgement

760. Holding Advice

Notification

759. Holding Advice Acceptance

761. Holding Advice

Rejection

764. Accepted Holding Advice

762. Effected Registry Transact

766. Rejected Holding Advice

762. Effected Registry Transaction

(followed by)

5.66.



5.67.



5.68.



5.69.



5.70.



5.2.91. Price Registration

5.2.92. Application for Fund Units


C

P1

P1 PISP

726. Application Request

727. Application Order Request

720. Accepted Participant Request

(optionally followed by)

MO

MO C

093. Price Registration

098. Price Notification Acceptance

5.71.




C

PISP

P1 PISP

729. Application Order / Payment Plan Application Response

722. Fund Response

730. Effected Application Order / Payment Plan Application Response

731. Scheduled Settlement Payment Instruction

PISP 731. Scheduled Settlement Payment Instruction

P1

Note: 729 message allows the PISP to either accept or reject the P1 request. If rejected, the workflow is completed. Where the PISP has accepted the initial application a 731 is generated.

5.72.



(Diagram is continued from previous page)


C

PISP

P1 PISP

732. Unit Adjustment

722. Fund Response 733. Effected Fund Unit Adjustment

Note: 732 message only applies to CHESS sponsored holdings. Issuer Sponsored holding adjustment must be affected outside of CHESS

5.73.



5.2.93. Fund Units Allotment Reminder


C

P1 PISP

812. Reminder Notice 812. Reminder Notice

Note: 812 messages only apply to Applications for Fund Units and to Switches of Fund Units where units have not been allotted by the Allotment Date.

5.74.



5.2.94 Redemption of Fund Units



C

PISP

P1 PISP

802. Redemption Order Response

722. Fund Response 803. Effected Redemption Order Request

C

P1

P1 PISP

800. Redemption Request

801. Redemption Order Request


(followed by)

Note: 802 message allows the PISP to either accept or reject the P1 request. If rejected, the workflow is completed

5.75.





C

P1 PISP



(followed by)

C

PISP

P1 PISP




5.76.



5.2.95 Switch of Fund Units



C

PISP

P1 PISP

808. Switch Order Response

722. Fund Response 809. Effected Switch Order Request

C

P1

P1 PISP

806. Switch Request

807. Switch Order Request


(followed by)

Note: 808 message allows the PISP to either accept or reject the P1 request. If rejected, the workflow is completed

5.77.






C

PISP

P1 PISP



C

PISP

P1 PISP



Application Leg


Redemption Leg


5.78.



5.2.96. Fund Order Cancellation


C

P1 PISP

822. Cancelled Funds Settlement Payment Instruction

822. Cancelled Funds Settlement Payment Instruction

C

PISP

PISP P1

810. Update Order

811. Effected Update Order

722. Fund Response

(followed by - where instruction is prior to settlement)

Note: Available to cancel Application, Redemption and Switch orders.

Note: May be instructed both prior to and post settlement. If post settlement funds must be affected outside of CHESS.

5.79.



5.2.97. Fund Order Cancellation (On-Hold state)


C

PISP

P1 PISP

810. Update Order Request

722. Fund Response 811. Effected Update Order

C

P1

P1 PISP

804. Fund Order Cancellation Request

805. Order Cancellation Request 720. Accepted

Participant Request

(followed by)

Note: 810 message allows the PISP to either accept or reject the P1 request.

Note: Available to cancel Redemption and Switch orders.

5.80.



5.2.98. Fund Order Unit Allotment / Payment Date Update


C

P1 PISP

824. Change Settlement Date

824. Change Settlement Date

(followed by - where Payment date has been modified

C

PISP

PISP P1

810. Update Order

811. Effected Update Order

722. Fund Response

Note: Applies to Redemptions only

5.81.



5.2.99. Fund Order Unit Adjustment


C

PISP

PISP P1


733. Effected Fund Unit Adjustment 722. Fund Response

Note: 732 message only applies to CHESS sponsored holdings. Issuer Sponsored holding adjustment must be affected outside of CHESS.

5.82.



5.2.100. Fund Order Reversal



C

PISP

PISP P1



C

PISP

PISP P1

845. Unit Reversal Notification

846. Effected Unit Reversal Notification

722. Fund Response

Note: To rectify orders initiated by the PISP post order completion, by initiating unit adjustments.

Note: All Fund Order Reversals must be run as two sets of 845/732 transactions; one to reverse the original order and one to reapply the correct unit values.

Note: Applies to Applications, Redemptions and Switches. For Switches this message suite may apply to each leg of a Switch


5.83.



5.2.101. Fund Distribution Reinvestment Advice



C

PISP

PISP P1



C

PISP

PISP P1

817. Distribution Reinvestment Notification

846. Effected Distribution Reinvestment Plan Advice

722. Fund Response

Note: Preceded by a DRP arrangement being concluded between the holder (HIN) and the Product Issuer Settlement Participant (PISP)


5.84.



5.2.102. Fund Payment Plan Advice



C

PISP

PISP P1



C

PISP

PISP P1

729. Application Order / Payment Plan Application Response

730. Effected Application Order / Payment Plan Application Response

722. Fund Response

Note: Preceded by a Payment Plan arrangement being concluded between the holder (HIN) and the Product Issuer Settlement Participant (PISP)


5.85.



5.2.103. Issuer Sponsored to CHESS Conversion of Fund Units


C

PISP P1

721. Conversion Authorisation Issuer Sponsored Fund to CHESS

723. Effected Conversion Issuer Sponsored Fund to CHESS

722. Fund Response

OR

PISP

C

PISP P1

722. Fund Response 725. Rejected Conversion Issuer Sponsored Fund to CHESS

724. Conversion Rejection Issuer Sponsored Fund to CHESS

PISP

(followed by)

C

P1

P1 PISP

718. Issuer Sponsored Fund to CHESS Conversion Request

719. Issuer Sponsored Fund to CHESS Conversion Authorisation Request


5.86.



5.2.104. CHESS to Issuer Sponsored Conversion of Fund Units


5.2.105. CHESS to Issuer Sponsored Conversion of Fund Units (CHESS Initiated)


C

R

716. CHESS Conversion Request to Issuer Sponsored Fund

Note: Under certain circumstances there may be a requirement for C&S Operations to initiate CHESS to Issuer Sponsored conversions. In this instance the 716 is directed to the issuer registry

C

P1

P1 PISP

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

5.87.



5.2.106. Issuer Sponsored Fund Holding Balance Enquiry


C

R P1

839. Registry to CHESS Fund Balance Response

840. CHESS to Participant Fund Balance Response

722. Fund Response

OR

R

C

R P1

722. Fund Response 842. CHESS to Participant Fund Balance Reject

841. Registry to CHESS Fund Balance Rejection

R

(followed by)

C

P1

P1 R

837. Participant to CHESS Fund Balance Request

838. CHESS to Registry Fund Balance Request 720. Accepted

Participant Request

5.88.



5.2.107. Scheduled Settlement CHESS to CHESS Transfer Request

-------------------- (Optionally, for cancellation of a scheduled instruction) ------------------

C

P1

119 Single Entry CHESS to CHESS Transfer Cancellation

P1

116 Cancelled Settlement Instruction

C

P1

MT107-01 Scheduled Settlement CHESS to CHESS Transfer Request

P1

MT106-01Scheduled Single Entry Settlement CHESS to CHESS Transfer

5.89.



5.2.108. Income Statement Selection

C

R P1

881. Income Statement Authorisation

884. Accepted Income Statement Request 762. Effected Registry

Transaction

OR

R

C

R P1


860. Registry Authorisation Rejection

841. Income Statement Rejection

R

(followed by)

C

P1

P1 R

869. Income Statement Request

868. Income Statement Authorisation Request 720. Accepted

Participant Request

5.57



5.2.109. Periodic Income Statement

C

R

R P1

813. Income Statement

816. Income Statement Advice 762. Effected Registry Transaction

Note: Preceded by a Participant request, on behalf of the client (HIN) for an Periodic Income Statement to be supplied by a Registry. Refer 5.2.108

5.57



5.2.110. Annual Income Statement


(Where acceptance - continued on the following page)

C

R R

958. Accepted Registry Income Statement Set

960. Rejected Registry Income Statement Set

(followed by )

C

R 957. Registry Income Statement Part A

Note: The Origin Tx Id for all messages within the sets is the TX Id of the requesting


Note: Preceded by a Participant request, on behalf of the client (HIN) for an Annual Income Statement to be supplied by a Registry. Refer 5.2.108

959. Registry Income Statement Part B

963. Registry Income Statement Part C CG

961. Registry Income Statement Part C AI

965. Registry Income Statement Part C FI

967. Registry Income Statement Part C NA

969. Registry Income Statement Part C OD

R

R

R

R

R

R

R

971. End Registry Income Statement Set

5.57



C

P 962. Registry Income Statement Part A

964. Registry Income Statement Part B

968. Registry Income Statement Part C CG

966. Registry Income Statement Part C AI

970. Registry Income Statement Part C FI

972. Registry Income Statement Part C NA

976. End Registry Income Statement Set

P

P

P

P

P

P

974. Registry Income Statement Part C OD P

Note: Where accepted:

6.1



5.2.111. Distribution Election

C

R P1

885. Distribution Election Registry Authorisation

866. Accepted Distribution Election Request


OR

R

C

R P1


860. Registry Authorisation Rejection

867. Distribution Election Rejection

R

(followed by)

C

P1

P1 R

863. Distribution Election Request

864. Distribution Election Authorisation Request 720. Accepted

Participant Request

6.1



SECTION 6. TRANSACTION ID USAGE EXAMPLES

The purpose of this section is to provide examples of the various transaction identifiers used throughout CHESS and their relationship with each other across different messages.

Section 5.2 shows various relationships between messages, but the use of

the transaction identifiers within these is common across many of those diagrams. Hence a representative example has been chosen from section 5.2 to illustrate the different types of transaction identifier usage. The subsections below are referenced from section 5.2.

To understand the usage of transaction identifiers in a given message in a

diagram from section 5.2, relate that message to the one in the referenced example in section 6 which occupies the same physical position in the corresponding diagram.

The following conventions have been adopted in the examples:

The UIC for Participant 1 is 11111; The UIC for Participant 2 is 22222; The UIC for the Registry is 33333 (assuming that the same registry is

used throughout all of these examples); The UIC for ASX Clearing Corporation is 44444; The UIC for Payment Provider 1 is 55555; and

The UIC for Approved Market Operators is 66666

The descriptions of transaction identifiers and their usage in section 8.3

should be read prior to analysing the following examples. The values for the 9 character user component of the transaction identifiers in

the following examples have been chosen randomly and have no significance other than to demonstrate the relationship between identifiers on different messages within a sequence.

6.2.



6.1. Type 1 (Demand Single Entry CHESS to CHESS Transfer)

6.2. Type 2 (Transferor Submitted Demand Transfer)

P1

C

P1


Tx Id = 1111100012201300


Tx Id = 1111100012201300

Origin Tx Id = 1111100012201300

P1

C

P1


Tx Id = 1111100012201300


Tx Id = 1111100012201300

Origin Tx Id = 1111100012201300

P1

C

P1 P2


Demand Transfer

Tx Id = 1111100012202700


Submitted Transfer

Tx Id = 1111100012202700

Origin Tx Id = 1111100012202700


Submitted Transfer

Tx Id = 1111100012202700

Origin Id = 1111100012202700

P1

C

P1 P2


Demand Transfer

Tx Id = 1111100012202700


Submitted Transfer

Tx Id = 1111100012202700

Origin Tx Id = 1111100012202700


Submitted Transfer

Tx Id = 1111100012202700

Origin Id = 1111100012202700

6.3.



6.3. Type 3 (Issuer Sponsored to CHESS Transfer)

P1

C

P1 R

C

P1 R

R

(Followed By ..)

015.

.

Transfer Request Tx Id = 1111100012351400

016. Accepted Registry to CHESS Movement Request Tx Id = 1111100012351400 Origin Tx Id = 1111100012351400

408. Authorisation Request Tx Id = 1111100012351400 Origin Tx Id = 1111100012351400

405. Registry to CHESS Transfer Authorisation Tx Id = 3333300005427300 Target Tx Id = 1111100012351400

174. Effected Registry to CHESS Transfer Target Tx Id = 1111100012351400 Origin Tx Id =

426. Applied Registry Response Tx Id = 3333300005427300 Origin Tx Id = 3333300005427300

OR

C

P1 R

R

407. Registry to CHESS Transfer Rejection Tx Id = 3333300005427500

Target Tx Id = 1111100012351400

076. Rejected Registry to CHESS Movement Origin Tx Id = 3333300005427500

426. Applied Registry Response Tx Id =3333300005427500 Origin Tx Id = 3333300005427500

P1

C

P1 R

C

P1 R

R

(Followed By ..)

015.

.

Transfer Request Tx Id = 1111100012351400

016. Accepted Registry to CHESS Movement Request Tx Id = 1111100012351400 Origin Tx Id = 1111100012351400

408. Authorisation Request Tx Id = 1111100012351400 Origin Tx Id = 1111100012351400

405. Registry to CHESS Transfer Authorisation Tx Id = 3333300005427300

174. Effected Registry to CHESS Transfer T Origin Tx Id = 3333300005427300

426. Applied Registry Response Tx Id = 3333300005427300 Origin Tx Id = 3333300005427300

OR

C

P1 R

R

407. Registry to CHESS Transfer Rejection Tx Id = 3333300005427500

076. Rejected Registry to CHESS Movement

Target Tx Id = 1111100012351400

426. Applied Registry Response Tx Id =3333300005427500 Origin Tx Id = 3333300005427500

6.4.



6.4. Type 4 (Single-Entry Settlement CHESS to CHESS Transfer)

P1

C

P1


perform the following ….)


Tx Id = 1111100012462800


Tx Id = 1111100012462800

Origin Tx Id = 1111100012462800

P1

C

P1

119. Transfer Cancellation Request

Tx Id = 1111100012463500

Target Tx Id = 1111100012462800


Cancelling Tx Id = 1111100012463500

Target Tx Id = 1111100012462800

Origin Tx Id = 1111100012463500

P1

C

P1


perform the following ….)


Tx Id = 1111100012462800


Tx Id = 1111100012462800

Origin Tx Id = 1111100012462800

P1

C

P1

119. Transfer Cancellation Request

Tx Id = 1111100012463500

Target Tx Id = 1111100012462800



Target Tx Id = 1111100012462800

Origin Tx Id = 1111100012463500

6.5.



6.5. Type 5 (Dual Entry Settlement Notification)

6.5.1. Type 5.1 (Entry of Matching Dual Entry Data)

P1

C

P1 P2

C

P1 P2

P2

(Followed By)


Notification

Tx Id = 1111100012345600


Tx Id = 1111100012345600

Origin Tx Id = 1111100012345600

102. Unmatched Dual Entry


Tx Id = 1111100012345600

OriginTx Id = 1111100012345600

101. Dual Entry Settlement Notification

Tx Id = 2222200000078900

166. Scheduled Dual Entry Settlement Instruction

Tx Id = 1111100012345600

OriginTx Id = 2222200000078900

Matching Tx Id = 2222200000078900

OR

P1

C

P1 P2

135. Dual Entry Settlement Notification Cancellation

Tx Id = 1111100012347200

Target Tx Id = 1111100012345600



OriginTx Id = 1111100012347200

Target Tx Id = 1111100012345600


Tx Id = 1111100012345600

Origin Tx Id = 2222200000078900

Matching Tx Id = 2222200000078900



OriginTx Id = 1111100012347200

Target Tx Id = 1111100012345600

P1

C

P1 P2

C

P1 P2

P2

(Followed By)


Notification

Tx Id = 1111100012345600


Tx Id = 1111100012345600

Origin Tx Id = 1111100012345600

102. Unmatched Dual Entry


Tx Id = 1111100012345600

OriginTx Id = 1111100012345600

101. Dual Entry Settlement Notification

Tx Id = 2222200000078900


Tx Id = 1111100012345600

OriginTx Id = 2222200000078900

Matching Tx Id = 2222200000078900

OR

P1

C

P1 P2

135. Dual Entry Settlement Notification Cancellation

Tx Id = 1111100012347200

Target Tx Id = 1111100012345600



OriginTx Id = 1111100012347200

Target Tx Id = 1111100012345600


Tx Id = 1111100012345600

Origin Tx Id = 2222200000078900

Matching Tx Id = 2222200000078900



OriginTx Id = 1111100012347200

Target Tx Id = 1111100012345600

6.6.



6.5.2. Type 5.2 (Entry of Matching Cancellation Requests for Matched Data)

The transaction identifiers in this example refer to those used in Type 5.1. That is, this example follows on from the point of successfully matching initial dual entry details.

For optional Matched Trade Cancellation ….

P1

C

P1 P2

C

P1 P2

P2

(Followed By ..)



Tx Id = 1111100012348900

Target Tx Id = 1111100012345600

178. Unmatched Cancellation Request


OriginTx Id = 1111100012348900

Target Tx Id = 1111100012345600



Tx Id = 2222200000079300

Target Tx Id = 1111100012345600



OriginTx Id = 2222200000079300

Target Tx Id = 1111100012345600

Matching Tx Id = 2222200000079300

OR

P1

C

P1 P2



Tx Id = 1111100012350200

Target Tx Id = 1111100012348900

132. Removed Cancellation Request


OriginTx Id = 1111100012350200

Target Tx Id = 1111100012348900



OriginTx Id = 1111100012348900

Target Tx Id = 1111100012345600



OriginTx Id = 2222200000079300

Target Tx Id = 1111100012345600

Matching Tx Id = 2222200000079300



OriginTx Id = 1111100012350200

Target Tx Id = 1111100012348900

P1

C

P1 P2

C

P1 P2

P2

(Followed By ..)



Tx Id = 1111100012348900

Target Tx Id = 1111100012345600



OriginTx Id = 1111100012348900

Target Tx Id = 1111100012345600



Tx Id = 2222200000079300

Target Tx Id = 1111100012345600



OriginTx Id = 2222200000079300

Target Tx Id = 1111100012345600

Matching Tx Id = 2222200000079300

OR

P1

C

P1 P2



Tx Id = 1111100012350200

Target Tx Id = 1111100012348900



OriginTx Id = 1111100012350200

Target Tx Id = 1111100012348900



OriginTx Id = 1111100012348900

Target Tx Id = 1111100012345600



OriginTx Id = 2222200000079300

Target Tx Id = 1111100012345600

Matching Tx Id = 2222200000079300



OriginTx Id = 1111100012350200

Target Tx Id = 1111100012348900

6.7.



6.6. Type 6 (Maintain Settlement Instruction)

The transaction identifiers in this example refer to those used in Type 5.1. That is, this example follows on from the point of successfully matching initial dual entry details.

P1

C

P1

125. Maintain Settlement Instruction

Tx Id = 1111100012354700

Target Tx Id = 1111100012345600

126. Updated Settlement Instruction

Updating Tx Id = 1111100012354700

Target Tx Id = 1111100012345600

OriginTx Id = 1111100012354700

P1

C

P1

125. Maintain Settlement Instruction

Tx Id = 1111100012354700

Target Tx Id = 1111100012345600

126. Updated Settlement Instruction

Updating Tx Id = 1111100012354700

Target Tx Id = 1111100012345600

OriginTx Id = 1111100012354700

6.8.



6.7. Type 7 (Notified Broker Broker Trade and Cancellation)

The transaction identifier in this example refers to the unique identifier allocated by CHESS.

C

P1

164. Notified Trade

TxId=9023001234302300

OriginTxId=9023001234302300

P2

ITS

164. Notified Trade

TxId=9023001234302300

OriginTxId=9023001234302300

C

P1


Instruction

TxId=9023001234302300

OriginTxId=9023001234302300

CancellingTxId=000188004632400

P2

ITS


Instruction

TxId=9023001234302300

OriginTxId=9023001234302300


6.9.



6.8. Type 8 (Blocked / Unblocked Trade)

C

P1 P2

P1

195. Block Trade Request

TxId=1111100032654700

TargetTxId=9023001234302300

196. Blocked Trade

TxId=1111100032654700

OriginTxId=1111100032654700

TargetTxId=9023001234302300

196. Blocked Trade

TxId=1111100032654700

OriginTxId=1111100032654700

TargetTxId=9023001234302300

[Optionally, followed by]

C

P2

P1

197. Unblock Trade Request

TxId=1111100032654700

TargetTxId=9023001234302300


TxId=1111100032654700

OriginTxId=1111100032654700

TargetTxId=9023001234302300


TxId=1111100032654700

OriginTxId=1111100032654700

TargetTxId=9023001234302300

6.10



6.9. Type 9 (Netting/Netting Removal)

C

P1 P1

134. Scheduled Net Obligation

TxId=0000100004352100

OriginTxId=0000199006473200

[Optionally, followed by]

C

P1P1

138. Netted Trade

TxId=0000100004352100

TargetTxId=9023001234302300

OriginTxId=0000199006473200

140. Cancelled Net Obligation

TxId=0000100004352100


OriginTxId=0000199004359600

136. Reinstated Trade

TargetTxId=90230001234302300

TxId=000199004359600

OriginTxId=0000199004359600

6.11



6.10. Type 10 (Corporate Actions)

The settlement instruction with Transaction Id of 2222200057436300 has been rescheduled due to a corporate action. Transaction Id 0000199006491600 has been allocated by CHESS to the transaction that recorded the rescheduling action.

The settlement instruction with Transaction Id of 2222200057436300 has been diary adjusted due to a corporate action. Transaction Id 0000199006497400 has been allocated by CHESS to the transaction that performed the adjustment. There is no Matching Transaction Id in this situation.

The settlement instruction with Transaction Id of 2222200057436300 has been diary adjusted resulting in an accrued settlement instruction with Transaction Id of 2222200057436301 being generated. Transaction Id 0000199006497400 has been allocated by CHESS to the transaction that recorded the adjustment. A message 142 will always have a corresponding message 128 and they will have the same Origin and Updating Transaction Ids. In the above example, the Parent Transaction Id of the message 142 is the same as the Target Transaction Id of the message 128. (Note that the reverse is not true - a message 128 does not always have a corresponding message 142.)

C P1


Target Tx Id = 2222200057436300

Updating Tx Id = 0000199006491600

OriginTx Id = 0000199006491600

C P1


Target Tx Id = 2222200057436300

Updating Tx Id = 0000199006491600

OriginTx Id = 0000199006491600

C P1

128. Adjusted Settlement Instruction

Target Tx Id = 2222200057436300

UpdatingTx Id = 0000199006497400

OriginTx Id = 0000199006497400

C P1


Target Tx Id = 2222200057436300

UpdatingTx Id = 0000199006497400

OriginTx Id = 0000199006497400

C P1

142. Accrued Settlement Instruction

Tx Id = 2222200057436301

Parent Tx Id = 2222200057436300

OriginTx Id = 0000199006497400

UpdatingTx Id = 0000199006497400

C P1

142. Accrued Settlement Instruction

Tx Id = 2222200057436301

Parent Tx Id = 2222200057436300

OriginTx Id = 0000199006497400

UpdatingTx Id = 0000199006497400

C P1

162. Suspended Settlement Instruction

Target Tx Id = 2222200057412100

UpdatingTx Id = 0000199006498900

OriginTx Id = 0000199006498900

C P1

162. Suspended Settlement Instruction

Target Tx Id = 2222200057412100

UpdatingTx Id = 0000199006498900

OriginTx Id = 0000199006498900

6.12



The settlement instruction with Transaction Id of 2222200057412100 has been suspended due to a corporate action. Transaction Id 0000199006498900 has been allocated by CHESS to the transaction that performed the suspension.

The loan instruction with Transaction Id of 2222200057495500 has been diary adjusted due to a corporate action. Transaction Id 0000199006497400 has been allocated by CHESS to the transaction that performed the adjustment.

The loan instruction with Transaction Id of 2222200057495500 has been diary adjusted resulting in an accrued loan instruction with Transaction Id of 2222200057495501 being generated. Transaction Id 0000199006497400 has been allocated by CHESS to the transaction that recorded the adjustment. A message 276 will always have a corresponding message 274 and they will have the same Origin and Updating Transaction Ids. In the above example, the Parent Transaction Id of the message 276 is the same as the Loan Transaction Id of the message 274. (Note that the reverse is not true - a message 274 does not always have a corresponding message 276.)

C P1

274. Adjusted Loan

LoanTx Id = 2222200057495500

Updating Tx Id = 0000199006497400

OriginTx Id = 0000199006497400

C P1

274. Adjusted Loan

LoanTx Id = 2222200057495500

Updating Tx Id = 0000199006497400

OriginTx Id = 0000199006497400

C P1

276. Accrued Loan

LoanTx Id = 2222200057495501

Parent Tx Id = 2222200057495500

OriginTx Id = 0000199006497400

Updating Tx Id = 0000199006497400

C P1

276. Accrued Loan

LoanTx Id = 2222200057495501

Parent Tx Id = 2222200057495500

OriginTx Id = 0000199006497400

Updating Tx Id = 0000199006497400

6.13



6.11. Type 11 (Settlement)

The above diagram indicates that the settlement instruction with Transaction Id 2222200063485300 was settled as part of a Net Settlement Movement with a Delivering Transaction Id of 0000100045763200 and Net Funds Movement with Transaction Id 0000100033657100. As shown above, the settlement instruction was delivering units. The settlement instruction with Transaction Id 2222200006382500 could not be settled and has been rescheduled. All the above messages, other than the Rescheduled Settlement Instruction and Predicted Partial Fail Advice, were sent as a result of the settlement process which was allocated a Transaction Id of 0000199008471100 (which changes daily). The other messages were sent as part of a pre-settlement process with a Transaction Id of 0000199008451100. The part-settlement example shows the settlement instruction with Transaction Id 2222200063496600 was part-settled - the identifier 0000100042223100 was allocated to the part settlement which was part of a Net Settlement Movement with a Receiving Transaction Id of 0000100045764500 and Net Funds Movement with Transaction Id 0000100033657100. The settlement instruction was receiving units.

C


Target Tx Id = 2222200006382500

Updating Tx Id = 0000199008451100

OriginTx Id = 0000199008451100P1

P1

P1

P1

P1

P1

P1

P1

146. Effected Net Settlement Movement

Target Tx Id = 0000100045763200

OriginTx Id = 0000199008471100


(This message is only used if settlement

is cancelled, in which case…

OriginTx Id = 0000199008471100)


OriginTx Id = 0000199008471100

Net Funds Tx Id = 0000100033657100


Target Tx Id = 2222200063496600

OriginTx Id = 0000199008451100

192. Part-Settled Settlement Instruction

Tx Id = 2222200063496600

OriginTx Id = 0000199008471100

Receiving Net Movement Tx Id = 0000100045764500

Net Funds Tx Id = 0000100033657100

Part-Settled Tx Id = 0000100042223100


Tx Id = 2222200063485300

OriginTx Id = 0000199008471100

Delivering Net Movement Tx Id = 00001000045763200

Net Funds Tx Id = 0000100033657100


OriginTx Id = 0000199008471100

C


Target Tx Id = 2222200006382500

Updating Tx Id = 0000199008451100

OriginTx Id = 0000199008451100P1

P1

P1

P1

P1

P1

P1

P1

146. Effected Net Settlement Movement

Target Tx Id = 0000100045763200

OriginTx Id = 0000199008471100


(This message is only used if settlement

is cancelled, in which case…

OriginTx Id = 0000199008471100)


OriginTx Id = 0000199008471100

Net Funds Tx Id = 0000100033657100


Target Tx Id = 2222200063496600

OriginTx Id = 0000199008451100


Tx Id = 2222200063496600

OriginTx Id = 0000199008471100

Receiving Net Movement Tx Id = 0000100045764500

Net Funds Tx Id = 0000100033657100



Tx Id = 2222200063485300

OriginTx Id = 0000199008471100

Delivering Net Movement Tx Id = 00001000045763200

Net Funds Tx Id = 0000100033657100


OriginTx Id = 0000199008471100

6.14



6.12. Type 12 (Funds Notification and Authorisation)

6.13. Type 13 (Funds Transfer)

B1

C

C

332. Payment Provider Transfer Request

TxId=0000199000734500

333. Payment Provider Transfer Response

TargetTxId=0000199000734500

TxId=5555500075842300

C

B1

(Followed next business day by...)

B1

C

OR

300. Participant Funds Notification

Tx Id = 0000199000058700

313. Participant Funds Obligation Rejection

Target Tx Id = 0000199000063500

Tx Id = 5555500076834200

C

B1

C

310. Participant Funds Obligation

Tx Id = 0000199000063500

311. Participant Funds Obligation Ack.

Target Tx Id = 0000199000063500

Tx Id = 5555500076834100

C

B1

(Followed next business day by...)

B1

C

OR

300. Participant Funds Notification

Tx Id = 0000199000058700

313. Participant Funds Obligation Rejection

Target Tx Id = 0000199000063500

Tx Id = 5555500076834200

C

B1

C

310. Participant Funds Obligation

Tx Id = 0000199000063500

311. Participant Funds Obligation Ack.

Target Tx Id = 0000199000063500

Tx Id = 5555500076834100

6.15



6.14. Type 14 (Funds Cancellation)

6.15. Type 15 (Reporting Request Cancellation)

C

B1

C

398. Settlement Cancellation Notification

Tx Id = 0000199004762300

399. Settlement Cancellation Acknowledgement

Target Tx Id = 0000199004762300

Tx Id = 5555500006351200

C

B1

C

398. Settlement Cancellation Notification

Tx Id = 0000199004762300

399. Settlement Cancellation Acknowledgement

Target Tx Id = 0000199004762300

Tx Id = 5555500006351200

U1

C

U1

505. Reporting Request Cancellation

Tx Id = 1111100012684300

Target Tx Id = 1111100012601500

530. Cancelled Reporting Request

Tx Id = 1111100012684300

OriginTx Id = 1111100012684300

(Target Tx Id refers to theTx Id field

of the corresponding initial 503

Reporting Request)

U1

C

U1

505. Reporting Request Cancellation

Tx Id = 1111100012684300

Target Tx Id = 1111100012601500

530. Cancelled Reporting Request

Tx Id = 1111100012684300

OriginTx Id = 1111100012684300

(Target Tx Id refers to theTx Id field

of the corresponding initial 503

Reporting Request)

6.16



6.16. Type 16 (Registration Details Update)

P1

C

P1

C

P1 R

(followed by)

203. Update Request

Tx Id = 1111100012739200


Tx Id = 1111100012739200

Origin Tx Id = 1111100012739200

220. Authorised Registration Details

Target Tx Id = 1111100012739200

Origin Tx Id = 9999900011112300

512. Holding Registration Details

Origin Tx Id = 9999900011112300

Admin

OFR

(NB: as part of Registration Detail

Cleansing the 220 will be received

as an unsolicited message. In this

circumstance the Target Tx Id will

be the same as the Origin Tx Id)

546. Revised Holder Registration Details

Origin Tx Id = 9999900011112300

C

P1


Target Tx Id = 1111100012739200

Origin Tx Id = 9999900011114600

Admin

OR

P1

C

P1

C

P1 R

(followed by)

203. Update Request

Tx Id = 1111100012739200


Tx Id = 1111100012739200

Origin Tx Id = 1111100012739200

220. Authorised Registration Details

Target Tx Id = 1111100012739200

Origin Tx Id = 9999900011112300

512. Holding Registration Details

Origin Tx Id = 9999900011112300

Admin

OFR

(NB: as part of Registration Detail

Cleansing the 220 will be received

as an unsolicited message. In this

circumstance the Target Tx Id will

be the same as the Origin Tx Id)

546. Revised Holder Registration Details

Origin Tx Id = 9999900011112300

C

P1


Target Tx Id = 1111100012739200

Origin Tx Id = 9999900011114600

Admin

OR

6.17



6.17. Type 17 (Collateral Creation)

C

P1

P1

027. Collateral Creation Request

TxId=1111100023075400

028. Created Collateral

TxId=1111100023075400

OriginTxId=1111100023075400

610. Collateral Request

TxId=1111100023075400

OriginTxId=1111100023075400

ASXC

[ followed by ]

ASXC

C


TxId=4444400534632200

TargetTxId=1111100023075400

CP

108. Collateral Acceptance Advice

TxId=4444400534632200

TargetTxId=1111100023075400

020. ACH Accepted Collateral

OrigianTxId=4444400534632200

TargetTxId=1111100023075400602. Effected ACH Transaction

TxId=4444400534632200

OrigianTxId=4444400534632200

ASXCP1

OR

ASXC

C

609. Rejected Collateral

TxId=5555500534632200

TargetTxId=1111100023075400

CP

176. Collateral Creation Rejection Advice

TxId=5555500534632200

TargetTxId=1111100023075400

030. Reduced Collateral

OrigianTxId=5555500534632200

TargetTxId=1111100023075400602. Effected ACH Transaction

TxId=5555500534632200

OrigianTxId=5555500534632200

ASXCP1

6.18



Type 18 (Collateral Removal)

(Controlling Participant & Clearing Participant Differ)

C

P1

P1029. Collateral Removal Request

TxId=1111100023075400

040. Accepted Removal Request

TxId=1111100023075400

OriginTxId=1111100023075400

168. CP Collateral Removal Authorisation

Request

TxId=1111100023075400

OriginTxId=1111100023075400

CP

[ followed by ]

CP

C

103. CP Collateral Removal Authorisation

TxId=4444400534632200

TargetTxId=1111100023075400

612. Collateral Removal Authorisation

Request

OrigianTxId=4444400534632200

TargetTxId=1111100023075400

144. Effected CP Transaction

TxId=4444400534632200

OrigianTxId=4444400534632200

CPASXC

OR

CP

C

109. CP Collateral Removal Rejection

TxId=5555500534632200

TargetTxId=1111100023075400

ASXC

160. Collateral Removal Rejection Advice

TxId=5555500534632200

OriginTxId=5555500534632200

TargetTxId=1111100023075400

078. Rejected Collateral Removal

OrigianTxId=1111100534632200

TargetTxId=1111100023075400 144. Effected ACH Transaction

TxId=5555500534632200

OrigianTxId=5555500534632200

CPP1

ASXC

182. Collateral Removal to CP Notification

TxId=2222200023075400

OriginTxId=1111100023075400

6.19



6.18 Type 18 (Collateral Removal)

(Controlling Participant & Clearing Participant Differ)

(continued)

[ followed by ]

ASXC

C

603. Collateral Removal Authorisation

TxId=6666600534632200

TargetTxId=1111100023075400

030. ReducedCollateral

OrigianTxId=6666600534632200

TargetTxId=1111100023075400

110. CP Collateral Removal Acceptance

Advice

TxId=6666600534632200

OrigianTxId=6666600534632200

TargetTxId=1111100023075400

ASXCP1

OR

ASXC

C

605. Collateral Removal Rejection

TxId=7777700534632200

TargetTxId=1111100023075400

CP

120. CP Collateral Removal Rejection Advice

TxId=7777700534632200

OriginTxId=7777700534632200

TargetTxId=1111100023075400

078. Rejected Collateral Removal

OrigianTxId=7777700534632200

TargetTxId=1111100023075400 602. Effected ACH Transaction

TxId=7777700534632200

OrigianTxId=7777700534632200

ASXCP1

CP

602. Effected ACH Transaction

TxId=6666600534632200

OrigianTxId=6666600534632200

6.20



6.19. Type 19 (Loan Application)

C

Br

282. Rejected Loan Application

OriginTx Id = 0000100007431800

Target Tx Id = 1111100006327100

Br

C

Br


Tx Id = 1111100006327100

272. Accepted SLS Loan Instruction

Tx Id = 1111100006327100

OriginTx Id = 1111100006327100

(Followed by ….)

Br

C

Br

273. Loan Application Cancellation Request

Tx Id = 1111100006328200

Target Tx Id = 1111100006327100

284. Cancelled SLS Loan Instruction

Origin Tx Id = 1111100006328200


Target Tx Id = 1111100006327100

OR

OR

C

Br

278. Scheduled Loan Instruction

LoanTx Id = 1111100006327100

Tx Id = 0000100007441100

Origin Tx Id = 0000100007431800

(Followed by ….)

C

Br

282. Rejected Loan Application

OriginTx Id = 0000100007431800

Target Tx Id = 1111100006327100

Br

C

Br


Tx Id = 1111100006327100


Tx Id = 1111100006327100

OriginTx Id = 1111100006327100

(Followed by ….)

Br

C

Br

273. Loan Application Cancellation Request

Tx Id = 1111100006328200

Target Tx Id = 1111100006327100


Origin Tx Id = 1111100006328200


Target Tx Id = 1111100006327100

OR

OR

C

Br


LoanTx Id = 1111100006327100

Tx Id = 0000100007441100

Origin Tx Id = 0000100007431800

(Followed by ….)

Br

Br Br


Tx Id = 0000100007441100192. Part-Settled Settlement Instruction

Tx Id = 0000100007441100


Settlement

124. Rescheduled

Settlement

Instruction

Tx Id = 0000100007441100

OR OR

Br

Br Br



Tx Id = 0000100007441100


Settlement

124. Rescheduled

Settlement

Instruction

Tx Id = 0000100007441100

OR OR

6.20



(Refer to section 5.3.11 for full example of Transaction Id usage in Settlement Process)

6.21



6.20. Type 20 (Loan Return)

(Continued on the following page)

Br

C

Br(Followed by …)

275. Loan Return Notification

LoanTx Id = 1111100006327100

Tx Id = 1111100006114500


OriginTx Id = 1111100006114500

Tx Id = 1111100006114500

Br

C

Br

277. Loan Return Cancellation Request

Tx Id = 1111100006134100

Target Tx Id = 1111100006114500


Target Tx Id = 1111100006114500


OriginTx Id = 1111100006134100

C

Br SLS


Loan Tx Id = 0000100005552100

Tx Id = 0000100007441600

OriginTx Id = 0000100000778800

OR


Loan Tx Id = 1111100006327100

Tx Id = 1111100006114500

OriginTx Id = 0000100000778800

(Followed by ….)

Br

C

Br(Followed by …)

275. Loan Return Notification

LoanTx Id = 1111100006327100

Tx Id = 1111100006114500


OriginTx Id = 1111100006114500

Tx Id = 1111100006114500

Br

C

Br

277. Loan Return Cancellation Request

Tx Id = 1111100006134100

Target Tx Id = 1111100006114500


Target Tx Id = 1111100006114500


OriginTx Id = 1111100006134100

C

Br SLS


Loan Tx Id = 0000100005552100

Tx Id = 0000100007441600

OriginTx Id = 0000100000778800

OR


Loan Tx Id = 1111100006327100

Tx Id = 1111100006114500

OriginTx Id = 0000100000778800

(Followed by ….)

6.22



6.20. Type 20 (Loan Return) - (continued...)

(Refer to section 5.3.11 for full example of Transaction Id usage in Settlement Process

SLS

SLS156. Settled Settlement Instruction

Broker

Tx Id = 1111100006114500

SLS

Tx Id = 0000100007441600


Broker

Tx Id = 1111100006114500


SLS

Tx Id = 0000100007441600


Settlement

Br

Br SLS Br


Broker

Target Tx Id = 1111100006114500

SLS

Target Tx Id = 0000100007441600

OR OR

SLS

SLS156. Settled Settlement Instruction

Broker

Tx Id = 1111100006114500

SLS

Tx Id = 0000100007441600


Broker

Tx Id = 1111100006114500


SLS

Tx Id = 0000100007441600


Settlement

Br

Br SLS Br


Broker

Target Tx Id = 1111100006114500

SLS

Target Tx Id = 0000100007441600

OR OR

6.23



6.21. Type 21 (Bulk Loan Application)

C

SLS

C

280. Bulk Loan Application

Tx Id = 0000100005552100

OriginTx Id = 0000100005554300

281. Bulk Loan Approval

Target Tx Id = 0000100005552100

Tx Id = 8888800006844400

SLS


OriginTx Id = 8888800006844400

Tx Id = 8888800006844400


followed by …)

(Followed by ….)

C

SLS


Tx Id = 0000100005552200

Loan Tx Id = 0000100005552100

OriginTx Id = 0000100076422300

SLS

SLS SLS



Tx Id = 0000100005552200


Settlement

124. Rescheduled

Settlement

Instruction

Tx Id = 0000100005552200

OR OR

C

SLS

C

280. Bulk Loan Application

Tx Id = 0000100005552100

OriginTx Id = 0000100005554300

281. Bulk Loan Approval

Target Tx Id = 0000100005552100

Tx Id = 8888800006844400

SLS


OriginTx Id = 8888800006844400

Tx Id = 8888800006844400


followed by …)

(Followed by ….)

C

SLS


Tx Id = 0000100005552200

Loan Tx Id = 0000100005552100

OriginTx Id = 0000100076422300

SLS

SLS SLS



Tx Id = 0000100005552200


Settlement

124. Rescheduled

Settlement

Instruction

Tx Id = 0000100005552200

OR OR

6.23



(Refer to section 5.3.11 for full example of Transaction Id usage in Settlement Process)

6.24



6.22. Type 22 (Levy Notification and Reversal)

6.23. Type 23 (Change Controlling Participant and Cancel Change Controlling

Participant)


P1

C

P1 P2

(followed by)


Tx Id = 1111169854121400

246. Accepted Change Controlling

Participant Request

Tx Id = 1111169854121400

Origin Tx Id = 1111169854121400

248. Change Controlling Participant


Tx Id = 1111169854121400

Origin Tx Id = 1111169854121400

P1

C

P1 P2

(followed by)


Tx Id = 1111169854121400

246. Accepted Change Controlling

Participant Request

Tx Id = 1111169854121400

Origin Tx Id = 1111169854121400



Tx Id = 1111169854121400

Origin Tx Id = 1111169854121400

C

U1

544. Levy Notification Tx Id = 0000100098766500

0000100098766500 Origin Tx Id = 0000100098766500


C

U1

548. Reversed Levy Notification Tx Id = 0000100057896500

0000100057896500 Target Tx Id = 0000100098766500 Origin Tx Id = 0000100057896500

C

U1

544. Levy Notification Tx Id = 0000100098766500

0000100098766500 Origin Tx Id = 0000100098766500


C

U1

548. Reversed Levy Notification Tx Id = 0000100057896500 Origin Tx Id = 0000100057896500

6.25



6.23. Type 23 (Change Controlling Participant and Cancel Change Controlling

Participant) - (continued...)

C

P1


Origin Tx Id = 2222246567981500

Target Tx Id = 1111169654121400


Tx Id = 2222246567981500

Origin Tx Id = 2222246567981500

Target Tx Id = 1111169854121400

P2

222. Holder Detail

Origin Tx Id = 2222246567981500502. Holding Subposition Detail

Origin Tx Id = 2222246567981500520. Cum Entitlement Balance

Origin Tx Id = 2222246567981500522. Holding Balance

Origin Tx Id = 2222246567981500

P2

251. Change Controlling

Participant Authorisation

Tx Id = 2222246567981500

Target Tx Id = 1111169854121400

OR

P1

C

P1 P2



Tx Id = 1111111167981500

Target Tx Id = 1111169854121400

250. Cancelled Change Controlling

Participant Request

Origin Tx Id = 1111111167981500


Target Tx Id = 1111169854121400

C

P1 P2

256. Applied Change Controlling

Participant Rejection

Tx Id = 2222278967981500

Origin Tx Id = 2222278967981500


Origin Tx Id = 2222278967981500

Target Tx Id = 1111169654121400

P2


Tx Id = 2222278967981500

Target Tx Id = 1111169854121400

OR


Participant Request

Origin Tx Id = 1111111167981500


Target Tx Id = 1111169854121400

C

P1


Origin Tx Id = 2222246567981500

Target Tx Id = 1111169654121400


Tx Id = 2222246567981500

Origin Tx Id = 2222246567981500

Target Tx Id = 1111169854121400

P2

222. Holder Detail

Origin Tx Id = 2222246567981500502. Holding Subposition Detail

Origin Tx Id = 2222246567981500520. Cum Entitlement Balance

Origin Tx Id = 2222246567981500522. Holding Balance

Origin Tx Id = 2222246567981500

P2

251. Change Controlling

Participant Authorisation

Tx Id = 2222246567981500

Target Tx Id = 1111169854121400

OR

P1

C

P1 P2



Tx Id = 1111111167981500

Target Tx Id = 1111169854121400


Participant Request

Origin Tx Id = 1111111167981500


Target Tx Id = 1111169854121400

C

P1 P2

256. Applied Change Controlling

Participant Rejection

Tx Id = 2222278967981500

Origin Tx Id = 2222278967981500


Origin Tx Id = 2222278967981500

Target Tx Id = 1111169654121400

P2


Tx Id = 2222278967981500

Target Tx Id = 1111169854121400

OR


Participant Request

Origin Tx Id = 1111111167981500


Target Tx Id = 1111169854121400

6.26



6.24. Type 24 (Isolate Counterparty)

Br1

164. Notified Trade

TxId=0000155669974800

OriginTxId=1111120256981100

Br2,Br3...

Br1

C

139. Isolate Conterparty Request

TxId=1111120256981100

TargetTxId=0000100004352100


TargetTxId=0000100004352100

OriginTxId=1111120256981100



TargetTxId=0000100004352100

OriginTxId=1111120256981100

UpdatingTxId=0000174125897400

164. Notified Trade

TxId=0000155669974800

OriginTxId=1111120256981100


TargetTxId=0000100004442100

OriginTxId=1111120256981100



TargetTxId=0000100005552100

OriginTxId=1111120256981100

UpdatingTxId=0000196325874100

6.25 Type 25 (ETC Messages)

(a) Advising a Fund Investment Manager of a Block Trade

(b) Allocating a Block Trade

Br

C

Br F/IM


Tx Id = 1111100112345600


Acknowledgement

Tx Id = 1111100112345600

OriginTx Id = 1111100112345600

652. ETC Trade

Tx Id = 1111100112345600

OriginTx Id = 1111100112345600

Br

C

Br F/IM


Tx Id = 1111100112345600


Acknowledgement

Tx Id = 1111100112345600

OriginTx Id = 1111100112345600

652. ETC Trade

Tx Id = 1111100112345600

OriginTx Id = 1111100112345600

6.27



(c) Advising a Fund/Investment Manager of Contract Note details

F/IM

C

F/IM Br

653. ETC Trade Allocation Advice

Tx Id = 7777700876543200

Target Tx Id = 1111100112345600

658. ETC Trade Allocation Acknowledgement

Tx Id = 7777700876543200

Origin Tx Id = 7777700876543200


Tx Id = 7777700876543200

Target Tx Id = 1111100112345600

Origin Tx Id = 7777700876543200

F/IM

C

F/IM Br

653. ETC Trade Allocation Advice

Tx Id = 7777700876543200

Target Tx Id = 1111100112345600

658. ETC Trade Allocation Acknowledgement

Tx Id = 7777700876543200

Origin Tx Id = 7777700876543200


Tx Id = 7777700876543200

Target Tx Id = 1111100112345600

Origin Tx Id = 7777700876543200

Br

C

Br F/IM

657. Contract Note Advice

Tx Id = 1111100654987100

Target Tx Id = 7777700876543200

666. Contract Note Advice Acknowledgement

Tx Id = 1111100654987100

OriginTx Id = 1111100654987100

664. Contract Note

Tx Id = 1111100654987100

Target Tx Id = 7777700876543200

OriginTx Id = 1111100654987100

Note: If an ETC User chooses to utilise the

Contract Note messaging function only then

the Target Transaction Id must be populated

with the Transaction Id of the same message.

Br

C

Br F/IM

657. Contract Note Advice

Tx Id = 1111100654987100

Target Tx Id = 7777700876543200

666. Contract Note Advice Acknowledgement

Tx Id = 1111100654987100

OriginTx Id = 1111100654987100

664. Contract Note

Tx Id = 1111100654987100

Target Tx Id = 7777700876543200

OriginTx Id = 1111100654987100

Note: If an ETC User chooses to utilise the

Contract Note messaging function only then

the Target Transaction Id must be populated

with the Transaction Id of the same message.

6.28



(d) Advising a Settlement Agent of Settlement Details

6.26. Type 26 (Issuer Sponsored SRN Enquiry)

F/IM

C

F/IM P

663. ETC Settlement Advice

Tx Id = 7777700258963200

678. ETC Settlement Advice Acknowledgement

Tx Id = 7777700258963200

OriginTx Id = 7777700258963200

676. ETC Settlement

Tx Id = 7777700258963200

OriginTx Id = 7777700258963200

F/IM

C

F/IM P

663. ETC Settlement Advice

Tx Id = 7777700258963200

678. ETC Settlement Advice Acknowledgement

Tx Id = 7777700258963200

OriginTx Id = 7777700258963200

676. ETC Settlement

Tx Id = 7777700258963200

OriginTx Id = 7777700258963200

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR

451. Participant to CHESS SRN Request

Tx Id = 111110001235400

452. CHESS to Participant SRN

Request Acknowledgement

Tx Id = 111110001235400

OriginTx Id = 111110001235400

454. CHESS to Registry SRN Request

Tx Id = 111110001235400

Target Tx Id = 111110001235400

453. Registry to CHESS SRN Response

Tx Id = 3333300005427300

Target Tx Id = 111110001235400

455. Registry to CHESS SRN Reject

Tx Id = 3333300005427500

Target Tx Id = 111110001235400

458. CHESS to Participant SRN Response

Tx Id = 3333300005427300

OriginTx Id = 3333300005427300

Target Tx Id = 111110001235400


SRN ResponseAck.

Tx Id = 3333300005427300

OriginTx Id = 3333300005427300


SRN Reject

Tx Id = 3333300005427500

OriginTx Id = 3333300005427500

Target Tx Id = 111110001235400

460. CHESS to Registry SRN

Reject Acknowledgement

Tx Id = 3333300005427500

OriginTx Id = 3333300005427500

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR

451. Participant to CHESS SRN Request

Tx Id = 111110001235400

452. CHESS to Participant SRN


Tx Id = 111110001235400

OriginTx Id = 111110001235400

454. CHESS to Registry SRN Request

Tx Id = 111110001235400

Target Tx Id = 111110001235400

453. Registry to CHESS SRN Response

Tx Id = 3333300005427300

Target Tx Id = 111110001235400

455. Registry to CHESS SRN Reject

Tx Id = 3333300005427500

Target Tx Id = 111110001235400

458. CHESS to Participant SRN Response

Tx Id = 3333300005427300

OriginTx Id = 3333300005427300

Target Tx Id = 111110001235400


SRN ResponseAck.

Tx Id = 3333300005427300

OriginTx Id = 3333300005427300


SRN Reject

Tx Id = 3333300005427500

OriginTx Id = 3333300005427500

Target Tx Id = 111110001235400

460. CHESS to Registry SRN


Tx Id = 3333300005427500

OriginTx Id = 3333300005427500

6.29



6.27. Type 27 (Issuer Sponsored Holding Balance Enquiry)

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR

457. Participant to CHESS Holding

Balance Request

Tx Id = 111110001234600

464. CHESS to Participant Holding Balance


Tx Id = 111110001234600

OriginTx Id = 111110001234600

466. CHESS to Registry Holding Balance Request

Tx Id = 111110001234600

Target Tx Id = 111110001234600

459. Registry to CHESS Holding Balance Response

Tx Id = 3333300005427400

Target Tx Id = 111110001234600

461. Registry to CHESS Holding

Balance Reject

Tx Id = 3333300005421800

Target Tx Id = 111110001234600

470. CHESS to Participant Holding Balance Response

Tx Id = 3333300005427400

OriginTx Id = 3333300005427400

Target Tx Id = 111110001234600

468. CHESS to Registry Holding Balance

Response Acknowledgement

Tx Id = 3333300005427400

OriginTx Id = 3333300005427400

474. CHESS to Participant Holding

Balance Reject

Tx Id = 3333300005421800

OriginTx Id = 3333300005421800

Target Tx Id = 111110001234600



Tx Id = 3333300005421800

OriginTx Id = 3333300005421800

P1

C

P1 R

C

P1 R

R

(followed by)

C

P1 R

R

OR

457. Participant to CHESS Holding

Balance Request

Tx Id = 111110001234600

464. CHESS to Participant Holding Balance


Tx Id = 111110001234600

OriginTx Id = 111110001234600

466. CHESS to Registry Holding Balance Request

Tx Id = 111110001234600

Target Tx Id = 111110001234600

459. Registry to CHESS Holding Balance Response

Tx Id = 3333300005427400

Target Tx Id = 111110001234600

461. Registry to CHESS Holding

Balance Reject

Tx Id = 3333300005421800

Target Tx Id = 111110001234600

470. CHESS to Participant Holding Balance Response

Tx Id = 3333300005427400

OriginTx Id = 3333300005427400

Target Tx Id = 111110001234600


Response Acknowledgement

Tx Id = 3333300005427400

OriginTx Id = 3333300005427400

474. CHESS to Participant Holding

Balance Reject

Tx Id = 3333300005421800

OriginTx Id = 3333300005421800

Target Tx Id = 111110001234600



Tx Id = 3333300005421800

OriginTx Id = 3333300005421800

6.30



6.28. Type 28 (Creation of RTGS Settlement Instruction)

P1

C

P1 P2

C

P1 P2

P2

481. RTGS Dual Entry Notification

Tran ID generated by P1 system - eg 008

484. Unmatched RTGS Dual Entry Request

Tran ID - 008

Origin Tran ID - 008

482. Unmatched RTGS Dual Entry Notification

Tran ID - 008





Tran ID CHESS Generated


Matching Tran ID - 009

If P2 proceeds





500. RTGS Instruction Ready

to Settle Advice


to Settle Advice

Target Transaction ID is available on 500

P1

C

P1 P2

C

P1 P2

P2



484. Unmatched RTGS Dual Entry Request

Tran ID - 008


482. Unmatched RTGS Dual Entry Notification

Tran ID - 008








If P2 proceeds






to Settle Advice


to Settle Advice

Target Transaction ID is available on 500

6.31



6.29. Type 29 (Cancellation of RTGS Settlement Instruction)


P1

C

P1 P2

483. RTGS Notification Cancellation Request

Tran ID from P1 systemeg - 010

Target Tran ID - 008 (one targeted for cancellation)

P1

C

P1 P2

485. RTGS Dual Entry Cancellation Request

Tran IDeg 011

Target Tran ID - 008

490. Unmatched RTGS Instruction




Cancelling Tran ID - 011

If P1 cancels before P2 has sent 481 ‘RTGS Dual Entry Notification’ matching message





(No Matching Tran ID)






If either party decides to cancel after settlement instruction has been scheduled






(followed by)

(Note: If P2 wishes to initiate the cancellation,

then P1 and P2 are interchanged in the following

cancellation sets.)

P1

C

P1 P2

483. RTGS Notification Cancellation Request

Tran ID from P1 systemeg - 010

Target Tran ID - 008 (one targeted for cancellation)

P1

C

P1 P2


Tran IDeg 011







If P1 cancels before P2 has sent 481 ‘RTGS Dual Entry Notification’ matching message











If either party decides to cancel after settlement instruction has been scheduled






(followed by)

(Note: If P2 wishes to initiate the cancellation,

then P1 and P2 are interchanged in the following

cancellation sets.)

6.32



6.29. Type 29 (Cancellation of RTGS Settlement Instruction) (continued…)


ORIf P2 proceeds with cancellation If P1 removes cancellation before P2 has sent matching message

487. RTGS Dual Entry Cancellation Removal

Tran ID - 014


492. Removed RTGS

Instruction

Cancellation

Request

If securities not yet reserved in CHESS Testing Processing

OR

If instruction no longer in Testing Processing

P2

C


Tran ID - eg 012


P1

C

P1 P2

P1 P2

P1 P2

496. Checking RBA Funds

Queue Advice


Tran ID - 013

492. Removed RTGS Instruction




Cancelling Tran ID - 014116. Cancelled Settlement

Instruction





116. Cancelled

Settlement

Instruction

496. Checking RBA

Funds Queue

Advice

RBA

(no EIS number) Request to

recall from RBA funds queue

ORIf P2 proceeds with cancellation If P1 removes cancellation before P2 has sent matching message

487. RTGS Dual Entry Cancellation Removal

Tran ID - 014


492. Removed RTGS

Instruction

Cancellation

Request

If securities not yet reserved in CHESS Testing Processing

OR

If instruction no longer in Testing Processing

P2

C


Tran ID - eg 012


P1

C

P1 P2

P1 P2

P1 P2

496. Checking RBA Funds

Queue Advice


Tran ID - 013

492. Removed RTGS Instruction




Cancelling Tran ID - 014116. Cancelled Settlement

Instruction





116. Cancelled

Settlement

Instruction

496. Checking RBA

Funds Queue

Advice

RBA

(no EIS number) Request to

recall from RBA funds queue

6.33



6.29. Type 29 (Cancellation of RTGS Settlement Instruction) (continued…)

OR

If transaction still in RITS/RTGS funds queue

P1 P2

116. Cancelled

Settlement

Instruction

Seller (P1 or P2)

(no EIS number) Recalled

response successful

RBA

C


Instruction






Movement*

Tran ID - CHESS generated

*Movement Type in

the 754 message will

indicate that the

seller’s securities have

been released from

reservation.

If transaction not in RITS/RTGS funds queue (i.e. settled)

P1 P2

518. Rejected

Transaction

C


response successful

518. Rejected Transaction



Matching Tran ID - 012 Note: Where a recall has been rejected because a

transaction has settled, CHESS will have also sent the

Participant an advice that settlement has been


OR

If transaction still in RITS/RTGS funds queue

P1 P2

116. Cancelled

Settlement

Instruction

Seller (P1 or P2)


response successful

RBA

C


Instruction






Movement*


*Movement Type in

the 754 message will

indicate that the

seller’s securities have

been released from

reservation.

If transaction not in RITS/RTGS funds queue (i.e. settled)

P1 P2

518. Rejected

Transaction

C


response successful




Matching Tran ID - 012 Note: Where a recall has been rejected because a

transaction has settled, CHESS will have also sent the

Participant an advice that settlement has been


6.34



6.30. Type 30 (Authorization of RTGS Settlement Instruction)

P1

C

P1

495. AuthoriseScheduled RTGS Instruction

Tran ID - 095


476. AuthoriseRTGS Instruction

confirmation




Where P1 and P2 have each requestedauthorisation

P1

C

P1 P2


Tran ID - 096

Target ID - 099

500. RTGS Instruction Ready to

Settle Advice





authorisationon original settlement instruction


Settle Advice




C

P1 P2

P2

(followed by)

495. AuthoriseScheduled RTGS

Instruction

Tran ID - 097


When P2 authorises


Settle Advice





Settle Advice




Note: Unlike other RTGS maintenance messaging, cancelling an authorisation request is not allowed.

P1

C

P1


Tran ID - 095


476. AuthoriseRTGS Instruction

confirmation




Where P1 and P2 have each requestedauthorisation

P1

C

P1 P2


Tran ID - 096

Target ID - 099


Settle Advice





authorisationon original settlement instruction


Settle Advice




C

P1 P2

P2

(followed by)

495. AuthoriseScheduled RTGS

Instruction

Tran ID - 097


When P2 authorises


Settle Advice





Settle Advice




Note: Unlike other RTGS maintenance messaging, cancelling an authorisation request is not allowed.

6.35



6.31. Type 31 (Dual Entry Change of RTGS Settlement Instruction)

P1

C

P1 P2

489. Change RTGS Instruction Request

Tran ID - 016


478. Unmatched Change RTGS

Instruction Request



Updating Tran ID - 016

480. Requested RTGS Instruction Change




(followed by)

P1

C

P1 P2


Tran ID - 016


478. Unmatched Change RTGS

Instruction Request




480. Requested RTGS Instruction Change




(followed by)

ORIf P2 proceeds If P1 cancels before P2 has sent matching message

491. Change RTGS Instruction Cancellation Request

Tran ID - 018



RTGS Instruction

Request

If securities not yet reserved (ie not yet sent to RBA

OR


P2

C


Tran ID - 017


P1

C

P1 P2

P1 P2

P1 P2


Instruction





518. Rejection

Transaction

442. Cancelled Change RTGS

Instruction Request





Instruction

518. Rejection

Transaction


491. Change RTGS Instruction Cancellation Request

Tran ID - 018



RTGS Instruction

Request

If securities not yet reserved (ie not yet sent to RBA

OR


P2

C


Tran ID - 017


P1

C

P1 P2

P1 P2

P1 P2


Instruction





518. Rejection

Transaction

442. Cancelled Change RTGS

Instruction Request





Instruction

518. Rejection

Transaction

6.36



6.32. Type 32 (Single Sided Change of RTGS Settlement Instruction)

P1

C

P1

493. Maintain RTGS Instruction Request

Tran ID - 015


446. Updated RTGS Instruction




P1

C

P1

493. Maintain RTGS Instruction Request

Tran ID - 015


446. Updated RTGS Instruction




6.37



6.33. Type 33 (Change of Settlement Type - Dual Entry)

P1

C

P1 P2

497. Settlement Type Change Request

Tran ID - 019


444. Unmatched Change Settlement

Type Request



410. Requested Settlement Type Change



(followed by)

P1

C

P1 P2


Tran ID - 019


444. Unmatched Change Settlement

Type Request



410. Requested Settlement Type Change



(followed by)


441. Cancel Settlement Type Change Request

Tran ID - 021



to Change

Settlement

Type


OR


P2

C


Tran ID - 020


P1

C

P1 P2

P1 P2

P1 P2

448. Adjusted Settlement Type






Type Change



450. Cancelled Request to Change

Settlement Type





Type






Settlement Type Request



OR

P2

518. Rejected

Transaction

*Note:Contingent upon Settlement Date.

See Participant Procedure Guidelines.

Broker-Broker market transactions may not be switched net

to RTGS once NBOsare created (before beginning of T+ 2).


441. Cancel Settlement Type Change Request

Tran ID - 021



to Change

Settlement

Type


OR


P2

C


Tran ID - 020


P1

C

P1 P2

P1 P2

P1 P2

448. Adjusted Settlement Type






Type Change



450. Cancelled Request to Change

Settlement Type





Type






Settlement Type Request



OR

P2

518. Rejected

Transaction

*Note:Contingent upon Settlement Date.

See Participant Procedure Guidelines.

Broker-Broker market transactions may not be switched net

to RTGS once NBOsare created (before beginning of T+ 2).

6.38



6.34. Type 34 (Settle RTGS Transaction)

C

P1 P2

752. Requesting Funds Approval

Tran ID - 008 (same as

SIN sent to RBA)

Origin Tran ID - CHESS

generated

Initiating Settlement: Send CHESS-Processed Transaction to RBA

752. Requesting Funds

Approval

Seller (P1 or P2)

754. RTGS Settlement Movement*

Tran ID - 008 (same as SIN sent to RBA)

Origin Tran ID - CHESS generated




****If the transaction was not settled at RBA because of a system problem, CHESS

may send a 754 message to the seller re un-reservation of securities, and ‘reinject’

transaction into processing once problem is corrected.

C

P1 P2


Target Tran ID - Settlement Instr Txn ID


Updating Tran ID - CHESS

generated

FinalisingSettlement: Fail in CHESS


(funds/securities unavailability or required authorisation/s

not received)

(no EIS number)

Settlement Response of

unsuccessful settlement

FinalisingSettlement: Receive Advice from RBA and


OR

P1 P2

756. RTGS Funds Movement


SIN sent to RBA)

Origin Tran ID -

CHESS generated



C

RBA

(no EIS number)


successful settlement

P1 P2

124. Rescheduled Settlement

Instruction

Target Tran ID - Settlement

Instr Txn ID


generated

Updating Tran ID -

CHESS generated

C



756. RTGS Funds

Movement


Movement



124. Rescheduled

Settlement

Instruction

Seller (P1 or P2)

754. RTGS

Settlement

Movement***

(no EIS number)







generated

C

P1 P2

752. Requesting Funds Approval


SIN sent to RBA)


generated

Initiating Settlement: Send CHESS-Processed Transaction to RBA

752. Requesting Funds

Approval

Seller (P1 or P2)

754. RTGS Settlement Movement*






****If the transaction was not settled at RBA because of a system problem, CHESS

may send a 754 message to the seller re un-reservation of securities, and ‘reinject’

transaction into processing once problem is corrected.

C

P1 P2





generated

FinalisingSettlement: Fail in CHESS


(funds/securities unavailability or required authorisation/s

not received)

(no EIS number)



FinalisingSettlement: Receive Advice from RBA and


OR

P1 P2

756. RTGS Funds Movement


SIN sent to RBA)

Origin Tran ID -

CHESS generated



C

RBA

(no EIS number)


successful settlement

P1 P2

124. Rescheduled Settlement

Instruction

Target Tran ID - Settlement

Instr Txn ID


generated

Updating Tran ID -

CHESS generated

C



756. RTGS Funds

Movement


Movement



124. Rescheduled

Settlement

Instruction

Seller (P1 or P2)

754. RTGS

Settlement

Movement***

(no EIS number)







generated

6.39



6.35. Type 35 (Trade Registration Request – Acceptance (Non-Crossing))

6.36. Type 36 (Trade Registration Request – Cancellation (Non-Crossing))

AMO

AMO

C

161. Trade Registration Request

184. Trade Registration Acceptance

P2

164. Notified Trade P1

164. Notified Trade

Tx Id = 6666600000000100

Tx Id = 9qqqqssssssddd00 Origin Tx Id = 6666600000000100 Tx Id = 6666600000000100

Origin Tx Id = 6666600000000100

AMO

AMO

C



P2


P1


Tx Id = 6666600000000200

Target Tx Id = 9qqqqssssssddd00 Origin Tx Id = 6666600000000200 Cancelling Tx Id =6666600000000200

Tx Id = 6666600000000200 Origin Tx Id = 6666600000000200

6.40



6.37. Type 37 (Trade Registration Request – Acceptance (Crossing1))

6.38. Type 38 (Trade Registration Request – Cancellation (Crossing2))

1 Relates to same CP/SP as P1 2 Relates to same CP/SP as P1

AMO

AMO

C



P1

164. Notified Trade

Tx Id = 6666600000000300

Tx Id = 9qqqqssssssddd00 Origin Tx Id = 6666600000000300

Tx Id = 6666600000000300 Origin Tx Id = 6666600000000300

AMO

AMO

C



P1

116. Cancelled Settlement Instruction Tx Id = 6666600000000400 Origin Tx Id = 6666600000000400

Tx Id = 6666600000000400


6.40



6.39 Type 39 (Trade Registration Request – Rejection)

AMO

AMO C



Tx Id = 6666600000000500

Tx Id = 6666600000000500 Origin Tx Id = 6666600000000500

6.41



6.40. Type 40 (Trade Removal Notification)

P2

P1


Instruction

AMO


100. Trade Removal Notification (new)

ADMIN


Tx Id = 0011100000000400 Origin Tx Id = 6666600000001000

6.42



6.41. Type 41 (Price Notification Registration – Acceptance)

6.42. Type 42 (Price Notification Registration – Rejection)

AMO

AMO C

097. Price Notification Registration


Tx Id = 6666600000000600 Origin Tx Id = 6666600000000600

Tx Id = 6666600000000600

AMO

AMO C

097. Price Registration Request


Tx Id = 6666600000000700 Origin Tx Id = 6666600000000700

Tx Id = 6666600000000700

6.43



6.43. Type 43 (Price Registration)

6.44. Type 44 (Application for Fund Units)

C

P1

P1 PISP

726. Application Request Tx Id = 1111100032654700

727. Application Order Request Tx Id = 1111100032654700 Origin Tx Id = 1111100032654700

720. Accepted Participant Request Tx Id = 1111100032654700 Origin Tx Id = 1111100032654700


MO

MO C

093. Price Registration


Tx Id = 666660000MT09300 Origin Tx Id = 666660000MT09300

Tx Id = 666660000MT09300

6.43




C

PISP

P1 PISP

729. Application Order / Payment Plan Application Response Tx Id = 3333300005694000 Origin Tx Id = 111110032654700

722. Fund Response Tx Id = 3333300005694000 Orign Tx Id = 3333300005694000

731. Scheduled Settlement Payment Instruction (see below for trans id references)

PISP

731. Scheduled Settlement Payment Instruction (see below for trans id reference)

P1

730. Effected Application Order / Payment Plan Application Response Tx Id = 3333300005694000 Origin Tx Id = 1111100032654700

Note: 729 message allows the PISP to either accept or reject the 726 request. If rejected, the workflow is completed

6.44




(followed by)


C

P1 PISP

731. Scheduled Settlement Payment Instruction Tx Id = 1111100032654700 Origin Tx Id = 1111100032654700


C

PISP

P1 PISP

732. Unit Adjustment Tx Id = 3333300005694100 Origin Tx Id = 1111100032654700

722. Fund Response Tx Id = 3333300005694100 Origin Tx Id = 1111100032654700

733. Effected Fund Unit Adjustment Tx Id = 3333300005694100 Origin Tx Id = 1111100032654700

Note: 732 message only applies to CHESS sponsored holdings. Issuer Sponsored holding adjustments must be affected outside of CHESS

6.45



6.45. Type 45 (Fund Units Allotment Reminder)

C

P1 PISP

812. Reminder Notice Tx Id = 0030100001100000 Target Tx Id = 1111100032654700

812. Reminder Notice Tx Id = 0030100001100000 Target Tx Id = 1111100032654700

Note: 812 messages only apply to Applications for Fund Units and to Switches of Fund Units where units have not been allotted by the Allotment Date.

6.46



6.46. Type 46 (Redemption of Fund Units)


C

PISP

P1 PISP

802. Redemption Order Response Tx Id = 3333300005695000 Origin Tx Id = 1111100032654800


803. Effected Redemption Order Request Tx Id = 3333300005695000 Origin Tx Id = 1111100032654800


C

P1

P1 PISP

800. Redemption Request Tx Id = 1111100032654800

801. Redemption Order Request Tx Id = 1111100032654800 Origin Tx Id = 1111100032654800


(followed by)

6.47





C

P1 PISP



(followed by)

C

PISP

P1 PISP





6.48



6.47. Type 47 (Switch of Fund Units)


C

PISP

P1 PISP

808. Switch Order Response Tx Id = 3333300005696000 Origin Tx Id = 1111100032654900


809. Effected Switch Order Request Tx Id = 3333300005696000 Origin Tx Id = 1111100032654900


C

P1

P1 PISP

806. Switch Request Tx Id = 1111100032654900

807. Switch Order Request Tx Id = 1111100032654900 Origin Tx Id = 1111100032654900


(followed by)

6.49






C

PISP

P1 PISP




Redemption Leg


C

PISP

P1 PISP




Application Leg


6.49



6.48. Type 48 (Fund Order Cancellation)

C

P1 PISP

822. Cancelled Funds Settlement Payment Instruction Tx Id = 0025300011100000 Origin Tx Id = 1111100032654700

822. Cancelled Funds Settlement Payment Instruction Tx Id = 0025300011100000 Origin Tx Id = 1111100032654700

C

PISP

PISP P1

810. Update Order Tx Id = 3333300005697000 Target Tx Id = 1111100032654700

811. Effected Update Order Tx Id = 3333300005697000 Target Tx Id = 1111100032654700


Note: Available to cancel Application, Redemption and Switch orders.

Note: May be instructed both prior to and post settlement. If post settlement funds must be affected outside of CHESS.

(followed by - where instruction is prior to

settlement)

6.50



6.49. Type 49 (Order Reversal – Reversal)

C

PISP

PISP P1




C

PISP

PISP P1

845. Unit Reversal Notification Tx Id = 3333300005698000 Origin Tx Id = 1111100032654800

846. Effected Unit Reversal Notification Tx Id = 3333300005698000 Origin Tx Id = 1111100032654800


(followed by )

Note: Allows a PISP to rectify an order post order completion. There are 2 stages: the first (Reversal) removes the original order values; the second (Reapply) reapplies the correct values

Note: The origin Transaction ID in the 845 & 732 is that of the order to be rectified

6.51



6.50. Type 50 (Order Reversal – Reapply)

C

PISP

PISP P1




C

PISP

PISP P1

845. Unit Reversal Notification Tx Id = 3333300005699000 Origin Tx Id = 1111100032654800

846. Effected Unit Reversal Notification Tx Id = 3333300005699000 Origin Tx Id = 1111100032654800


Note: The origin Transaction ID in the 845 & 732 is that of the order to be rectified

(followed by )

7.1



6.51. Type 51 (Unit Adjustment – Reason ADJ)

C

PISP

P1 PISP

732. Unit Adjustment Tx Id = 33333000A5694100 Origin Tx Id = 33333000A5694100

722. Fund Response Tx Id = 33333000A5694100 Origin Tx Id = 33333000A5694100

733. Effected Fund Unit Adjustment Tx Id = 33333000A5694100 Origin Tx Id = 33333000A5694100

Note: Where the 732 message only applies to an adjustment not related to an order e.g. a miscellaneous adjustment the Origin Trans Id and Trans Id’s are the same. CHESS sponsored holdings. Issuer Sponsored holding adjustment must be affected outside of CHESS

7.1



6.52. Type 52 (Annual Income Statement)


(followed by )

C

R 957. Registry Income Statement Part A Tx Id = 3333300005699000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

Note: The Origin Tx Id for all messages within the sets is the TX Id of the requesting


Note: Preceded by a Participant request, on behalf of the client (HIN) for an Annual Income Statement to be supplied by a Registry.

959. Registry Income Statement Part B Tx Id = 3333300005700000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

963. Registry Income Statement Part C CG Tx Id = 3333300005702000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

961. Registry Income Statement Part C AI Tx Id = 3333300005701000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

965. Registry Income Statement Part C FI Tx Id = 3333300005703000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

967. Registry Income Statement Part C NA Tx Id = 3333300005704000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

969. Registry Income Statement Part C OD Tx Id = 3333300005705000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

R

R

R

R

R

R

R

971. End Registry Income Statement Set Tx Id = 3333300005706000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

7.1




C

R R

958. Accepted Registry Income Statement Set Tx Id = 3333300005707000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

960. Rejected Registry Income Statement Set Tx Id = 3333300005708000 Origin Tx Id = 1111100032654800 Set Tx Id = 4444400067533300

7.1



C

P 962. Registry Income Statement Part A Tx Id = 3333300005709000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

964. Registry Income Statement Part B Tx Id = 3333300005710000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

968. Registry Income Statement Part C CG Tx Id = 3333300005712000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

966. Registry Income Statement Part C AI Tx Id = 3333300005711000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

970. Registry Income Statement Part C FI Tx Id = 3333300005713000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

972. Registry Income Statement Part C NA Tx Id = 3333300005714000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

976. End Registry Income Statement Set Tx Id = 3333300005716000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300

P

P

P

P

P

P

974. Registry Income Statement Part C OD Tx Id = 3333300005715000 Origin Tx Id = 1111100032654800 Set Tx Id = 5555500067533300 P

Note: Where accepted:

7.1



SECTION 7. DATA REPRESENTATION

7.1 Data Representation Principles

Data representation defines the way that message fields are described within CHESS. It covers the format of fields (numeric, etc.) and the methods of justification and filling the various fields. The data representation standard adopted here is based on that of similar communications standards.

7.2 Field Presentation

Non-binary data is represented by ASCII characters in accordance with the following table.

Class Description Format

Alphabetic Alphabetic characters (A-Z) 1 symbol/byte

Numeric Numeric characters (0, 1...9) 1 symbol/byte

Alphanumeric Alphabetic and Numeric characters 1 symbol/byte

Character Alphabetic, Numeric and Special Characters (,.?% etc.). i.e. > 31 and < 127 decimal in the ASCII character set.

1 symbol/byte

Signed Numeric (or ±Numeric)

Character '+' or '-' preceding the numeric characters (0,1...9)

1 symbol/byte

Bitmapped fields are described as streams of bits. In general, all fields are defined by their class and length. Unless otherwise indicated, all decimal points are implied. The number of decimal places is indicated explicitly in the definition of a field. Note that although five types of data are described above, only the 'character', 'numeric' and 'signed numeric' types are used throughout section 4 and 8 of the specification. Where more stringent definition is required (e.g., some special characters are not allowed within a character field), this is given in the definition for the field in section 8.

Examples:

A field describing the ISIN code is a character field and has a size of 12 bytes.

A field containing the holding balance for a security in CHESS is a

numeric field of 11 bytes.

A field describing an amount may have a total length of 14 characters with two decimal places and an implied decimal point. It would be

described as a numeric field of 14 bytes with 2 decimal places (included in the 14).

7.2



Another type of field describing an amount to settle a trade has a total

length of 15 characters with a sign, two decimal places and an implied

decimal point. It would be described as a signed numeric field of 15

bytes with 2 decimal places (i.e., the sign character takes one position, the dollar amount takes the next 12 positions, and the cents occupy the remaining 2 positions of the total of 15). Note that in Section 4 these

fields are shown as 15 ±Numeric, 2 decimal.

Both bit and byte numbering begin at one.

7.3 Justification, Filling and Order

Each field is justified and filled in accordance with the following rules: All fields start on a byte boundary and are filled to a byte boundary. Numeric fields are right justified and filled with leading numeric zeros. Alphabetic and alphanumeric fields are left justified and filled with trailing

spaces. Bitmap fields, described as bit streams, are a multiple of 8 bits and have

no filler bits. The order of transmission is leftmost bit or byte first. For greater discussion of bitmap representation see section 3. For example, a bitmap defined as 32 bits represented by the hexadecimal number X'ABC3FF12" would be represented in bit representation as

" 1010 A

1011 B

1100 C

0011 3

1111 F

1111 F

0001 1

0010 2

The field would be transmitted as the leftmost bit first and then through to the right most bit. A name field defined as 10 character containing the name "SMITH" would be transmitted in order as SMITH^^^^^ where ^ represents a space.

7.4 Character Data

Alphabetic, numeric and special symbols follow Australian Standard 1776 (equivalent to the ANSI standard) with the leftmost bit of each byte set to zero.

Documents

SECTION 5. MESSAGE INTERDEPENDENCIES - … · 5.3. EXTERNAL INTERFACE SPECIFICATION VERSION 10.5 – AUG 2016 5.2. CHESS Message Interdependency Diagrams 5.2.1.Demand Single Entry