Software Developer's Kit - SunGarddocs.sungard.com/InvestOne/140Doc/QRG_SDK/SD_KIT.pdf · 2.2.15 MBS Pool Factors/Balances Message ... 2.2.29 Security Extension Message ... Security

This document contains proprietary information of SunGard Asset Arena Investment Accounting. No copy or other reproduction shall be made without written permission of SunGard.

Investment Accounting (InvestOne)

Software Developer's Kit

SunGard Asset Arena Investment Accounting Lombard, Illinois

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT – TABLE OF CONTENTS


Table of Contents 1 Overview .................................................................................................................. 1 2 Functional View ......................................................................................................... 2

2.1 OUTBOUND MESSAGING INTERFACE ................................................................................ 2 2.1.1 Extracts ......................................................................................................... 2

2.2 INBOUND MESSAGING INTERFACE ................................................................................... 3 2.2.1 Security Maintenance ....................................................................................... 4 2.2.2 Transaction Maintenance ................................................................................ 22 2.2.3 Account Fee Balance Message ......................................................................... 51 2.2.4 Fixed Expense Fee Schedule Message ............................................................... 54 2.2.5 Variable Expense Fee Schedule Message ........................................................... 56 2.2.6 Explicit TaxLot Relief Maintenance .................................................................... 61 2.2.7 TaxLot Maintenance ....................................................................................... 65 2.2.8 Security History Data Maintenance ................................................................... 69 2.2.9 Holdings Message .......................................................................................... 70 2.2.10 Complex Corporate Action Elections Message .................................................. 72 2.2.11 Corporate Actions/Rates .............................................................................. 74 2.2.12 Complex Corporate Action Messaging – III ..................................................... 77 2.2.13 Collateral Assignment Message ..................................................................... 83 2.2.14 Swap Association Maintenance Message ......................................................... 85 2.2.15 MBS Pool Factors/Balances Message .............................................................. 88 2.2.16 MBS Prepayment Rates Message ................................................................... 90 2.2.17 Benchmark Security Rates Message ............................................................... 91 2.2.18 Bond Historical Ratings Maintenance .............................................................. 93 2.2.19 Account Valuation Maintenance ..................................................................... 96 2.2.20 Price Sweeping Maintenance ........................................................................ 100 2.2.21 Super Message .......................................................................................... 101 2.2.22 Allocation File Maintenance ......................................................................... 123 2.2.23 Top Level Fund Disbursement Layout ............................................................ 125 2.2.24 Investment Pool Allocations Layout .............................................................. 126 2.2.25 DEEY Effective Yield Message ...................................................................... 127 2.2.26 Price Capture through Messaging Interface (25-Character Comment) ................ 128 2.2.27 Price Capture through Messaging Interface (CPS) ........................................... 129 2.2.28 Transaction Notes Maintenance .................................................................... 130 2.2.29 Security Extension Message ........................................................................ 131 2.2.30 CALENDAR DEFINITION MAINTENANCE ......................................................... 133 2.2.31 Oldest valuation date changed (OVDC) maintenance. ...................................... 136 2.2.32 NOTIONAL DEALING RATES UPDATE ............................................................. 139 2.2.33 ACCOUNT Definition Messaging .................................................................... 141 2.2.34 ACCOUNT ASSET Group Override Messaging .................................................. 160 2.2.35 ACCOUNT ADVISOR CODE Messaging ........................................................... 163 2.2.36 Account Flexible Pricing Definition Message ................................................... 166 2.2.37 GROUP/Reporting ACCOUNT SUB-ACCOUNT Definition Messaging ..................... 169 2.2.38 ACCOUNT USER DEFINED FIELDS Messaging ................................................. 172 2.2.39 FRS 102 lEVEL DEFINITION (DELV2) ............................................................ 176 2.2.40 ADHOC FAS Message .................................................................................. 177 2.2.41 NON-ACCOUNTING TRANSACTION MESSAGE ................................................. 179 2.2.42 Effective date swing factor .......................................................................... 184 2.2.43 DELTA PROCESSING .................................................................................. 185 2.2.44 Account Multi-View Initiation Message .......................................................... 187 2.2.45 ENHANCED Account Multi-View Initiation Message .......................................... 191 2.2.46 Related Securities Message ......................................................................... 195 2.2.47 State Tax Rate Message .............................................................................. 197 2.2.48 Daily Distributing Fund Tolerance Profile Message ........................................... 199

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT – TABLE OF CONTENTS


2.2.49 POSITION LEVEL PRICING MESSAGE ............................................................ 202 2.2.50 Broker Definition Message ........................................................................... 207 2.2.51 ASSET GROUP TOFA TREATMENT ................................................................. 209 2.2.52 ADVISOR CODE DEFINITION ....................................................................... 211 2.2.53 STRATEGY CODE DEFINITION...................................................................... 213 2.2.54 REPLY TO STRATEGY CODE MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) ........................................................................ 214 2.2.55 Alternate pricing indentifiers message ........................................................... 215 2.2.56 User Bank Asset Group Country Code Override Message & Account / Asset Group / Country Code Override Message ................................................................................ 216 2.2.57 Multi-View Account Renumber ..................................................................... 217 2.2.58 Manual Corporate Action for Structure – Reversal (DARVCA) ............................ 219 2.2.59 INFLATION Index Message .......................................................................... 220 2.2.59 Account Allocation Group Definition .............................................................. 222 2.2.60 Account Allocation Group securities Definition ................................................ 224 2.2.61 QDI and DRD Template .............................................................................. 225 2.2.62 ISSUER DEFINITION .................................................................................. 230

3. Technical View ........................................................................................................ 231 3.2 APPLICATION PROGRAM INTERFACE (API) ...................................................................... 231

3.2.59 Protocols .................................................................................................. 231 3.2.60 Standard Message Formats ......................................................................... 237 3.2.61 Using the API with APPC ............................................................................. 240 3.2.62 Using the API with CICS LINK ...................................................................... 241 3.2.63 Using the API with TCP/IP ........................................................................... 250

3.3 BATCH MESSAGING INTERFACE (BMI) .......................................................................... 251 3.3.59 APPC/MVS ................................................................................................ 251 3.3.60 Outbound Messaging (FDCSPD/FDCSPD2) ..................................................... 257 3.3.61 Security Maintenance (FDMESG) .................................................................. 296 3.3.62 Transaction Maintenance (FDMESG) ............................................................. 302 3.3.63 Account/Security (DESO) ............................................................................ 308

3.4 AD HOC GENERAL LEDGER BATCH MESSAGING EXTRACT ..................................................... 311 3.5 LOT LEVEL GENERAL LEDGER BATCH MESSAGING EXTRACT ................................................ 317

4. Corporate Actions Message Layout ............................................................................ 329 5. DELTA PROCESSING (I1SPD) .................................................................................... 337 6. Operational View .................................................................................................... 341

6.2 VSAM FILES ........................................................................................................ 341 6.3 CICS REGION REQUIREMENTS FOR APPC ...................................................................... 341 6.4 ARCHITECTURE SCREENS .......................................................................................... 346 6.5 AUDITING ........................................................................................................... 349

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 1 - OVERVIEW


1

1 OVERVIEW The Investment Accounting (InvestOne)/Software Developer's Kit (SDK) is an Investment Accounting (InvestOne) module designed to provide you with real-time integration to the Investment Accounting (InvestOne) Engine. It provides access to the messaging layer surrounding the Investment Accounting (InvestOne) Engine. The SDK currently provides the ability to update prices, exchange rates, transactions, and securities. Also included is the ability to extract prices, exchange rates, transactions, securities, positions, taxlots, relief entries, collateral, and valuation information. These updates and extracts can be performed in real-time from any system running on any platform. The scope and flexibility of the Investment Accounting (InvestOne)/SDK make it impossible to document every possible configuration. A typical implementation of the Investment Accounting (InvestOne)/SDK requires a consortium of users, developers, and Investment Accounting (InvestOne) operations staff. This manual is designed to accommodate this entire audience. The Functional View allows users to choose the SDK component that solves business problems without regard to the technical implementation. It includes: • Outbound Messaging Interface • Inbound Messaging Interface The Technical View describes in detail the different technical options available, with emphasis on assisting programmers who are writing to the Investment Accounting (InvestOne)/SDK. • API – Application Programming Interface • BMI – Batch Messaging Interface • Ad Hoc General Ledger Batch Messaging Extract The Operational View describes the implementation and management of the Investment Accounting (InvestOne)/SDK from an Investment Accounting (InvestOne) Engine perspective. It includes: • VSAM Files • CICS Region Requirements for APPC • Architecture Screens • Auditing Information

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2 FUNCTIONAL VIEW - OUTBOUND MESSAGING INTERFACE


2

2 FUNCTIONAL VIEW Fundamentally, all Investment Accounting (InvestOne) messaging interfaces can be classified as either outbound or inbound. Outbound messaging interfaces allow users to extract information from Investment Accounting (InvestOne). Inbound messaging interfaces allow users to update the Investment Accounting (InvestOne) Engine.

2.1 OUTBOUND MESSAGING INTERFACE This process allows external systems to establish a generic real-time link for the purpose of extracting fund position, taxlot, transaction, account balance, security price and exchange rate information. Investment Accounting (InvestOne) provides an application program interface (API) giving other systems access to information during the day in an interactive message mode using LU6.2 communications protocol. Investment Accounting (InvestOne) provides this information on a real-time basis through either Advanced Program to Program Communications (APPC) using the One-to-Many Protocol or Transmission Control Protocol/Internet Protocol (TCP/IP) using the One-to-Many Protocol. The information returned in a specific conversation is determined by the type and contents of the Query Request message. The Position Query Request provides information on positions and taxlots. The Transaction Query Request provides transaction information. The Balance Query Request provides fund balance information. The Price Query Request provides information on security prices and currency exchange rates.

2.1.1 EXTRACTS There are many ways to produce extracts from Investment Accounting (InvestOne). It is possible, although not recommended to code custom extracts from the Investment Accounting (InvestOne) database. You may use the Investment Accounting (InvestOne) standard extract as documented in the Investment Accounting (InvestOne) Capture Interface Manual. You can use either the Batch Messaging Interface (BMI) or Application Program Interface (API) from the Investment Accounting (InvestOne)/SDK. The Investment Accounting (InvestOne)/Spectra optional module allows ad-hoc extracts to the PC. The Investment Accounting (InvestOne)/EDW optional module allows historical Investment Accounting (InvestOne) data to be maintained in a relational database. The following table points out some of the functional issues that should be considered when choosing the appropriate method of extract.

Custom Extracts

Standard Extracts BMI API Spectra EDW

Overnight Yes Yes No No No N/A

Intraday Yes Yes Yes Yes Yes N/A

Flexible Requests No No Yes Yes Yes Yes

High-volume Production Yes Yes Yes Yes No Yes

Requires Development Yes Some No Yes No Yes

Isolated From Releases No Partial Yes Yes Yes Yes

Real-Time Data Yes Yes Yes Yes Yes No

Maintain Historical Data No No No No No Yes

Direct Integration No No No Yes No Yes

Platform Engine Engine Engine Any PC Various

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2 FUNCTIONAL VIEW - INBOUND MESSAGING INTERFACE


3

2.2 INBOUND MESSAGING INTERFACE Investment Accounting (InvestOne) interfaces for maintaining securities includes the Batch Capture or Online Capture processes as documented in the InvestOne Enterprise Interface Manual. You can also use the Batch Messaging Interface (BMI) and/or Application Program Interface (API) from the Investment Accounting (InvestOne)/SDK. The following table points out some of the functional issues that should be considered when choosing the appropriate method of maintaining securities.

Batch Capture Online Capture BMI API Overnight Yes No No No

Intraday No Yes Yes Yes

Requires Intervention No Yes No No

Requires Development Some Some Some Yes

Automatic Sweep No No Yes Yes

Model Securities No No Yes Yes

Allows Changes Partial No Yes Yes

Platform Engine Engine Engine Any Investment Accounting (InvestOne) interfaces for maintaining transactions includes the Batch Capture or Online Capture processes as documented in the InvestOne Enterprise Interface Manual. You can also use the Batch Messaging Interface (BMI) and/or Application Program Interface (API) from the Investment Accounting (InvestOne)/SDK. Another option is to use the optional Investment Accounting (InvestOne)/TradeNet module. The following table points out some of the functional issues that should be considered when choosing the appropriate method of maintaining transactions.

Batch Capture Online Capture BMI API TradeNet Overnight Yes No No No No

Intraday No Yes Yes Yes Yes

Requires Intervention No Yes No No No

Requires Development Some Some Some Yes No

Automatic Sweep No No Yes Yes Yes

Security Set Up Stub Stub Model Model Model

Changes Partial No Yes Yes Partial

Platform Engine Engine Engine Any PC

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - SECURITY MAINTENANCE


4

2.2.1 SECURITY MAINTENANCE Investment Accounting (InvestOne) has been enhanced to enable the establishment of a generic, real-time interface between itself and external systems for the purpose of establishing, maintaining, and deleting Security Master File information. In addition, the existing Investment Accounting (InvestOne) Audit Trail may be updated for all security activity initiated through this interface. In general, Investment Accounting (InvestOne) provides an interface allowing security maintenance activity during the day in an interactive message mode using LU6.2 communications protocol. Investment Accounting (InvestOne) processes this activity on a real-time basis through Advanced Program–to-Program Communications (APPC) and return status messages to the external system. The protocols used are the One-to-One Single and One-to-One Blocked. The following security related online functionality may be substituted by the Security Messaging interface:

Screen Short Name Description Mode STST, BOBD, OPSD, FUSD Security Definition Screens ADD, CHANGE, DELETE

STSS, BOSB, OPSO, FUSF Security Definition Second Screens ADD, CHANGE

STDE, BODE, OPDE, FUDE Security Description Screens ADD, CHANGE, DELETE

BOCA Security Call/Put Schedule ADD

SAUD, SAUD2, SAUD3, SAUD4, SAUD5, SAUD6, SAUD7, SAUD8

Security User-Defined Screens

ADD, CHANGE, DELETE

A typical sequence of events related to this interface would include: • The external system establishes connectivity to the appropriate user bank of an Investment

Accounting (InvestOne) client by using a unique logon ID and password. • As required during the day, the external system establishes a session with Investment

Accounting (InvestOne) to transfer security messages from the external system to Investment Accounting (InvestOne). This is accomplished in an interactive message mode with one or more securities being transferred to Investment Accounting (InvestOne) as messages. The external system then waits for response messages from Investment Accounting (InvestOne). This session may be a direct result of the user entering information into the external system, or part of a scheduled process depending on the design of the external system.

• Upon receipt of the activities, Investment Accounting (InvestOne) processes the security messages and returns an appropriate successful or unsuccessful message for each activity to the external system. All activity is processed directly to Investment Accounting (InvestOne) online data files, optionally including Inventory or Sweep processing.

The seven security messages that interact with Investment Accounting (InvestOne) are: FDXSD01, FDXSD02, FDXSD03, FDXSD04, FDSXD05, FDXSD06, FDXSD07 and FDXSD08. Layouts for these messages are described later in this section.



5

SECURITY MESSAGE LAYOUTS (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) In One-to-One Blocked mode, the Standard Message Header must prefix each security message. In One-to-One Single mode, the security message is located in the SCTY MESSAGE area of the Initial Request Message. A single security message varies between 65 and 1,912 bytes in length depending on the presence of the Root, Bond, Derivative, and user-defined areas, the number of Call/Put areas, and the number of Description areas included in the message. A message without Bond, Derivative, User-Defined, Call/Put, and Description areas is 316 bytes. Adding these areas appends additional bytes to the message. Amounts are:

Area Additional Bytes appended to Message Bond 259 Derivative 69 User-Defined 471 Call/Put 16 bytes per call/put (up to 320 bytes) Description 50 bytes per line of description (up to 500 bytes)

In ADD mode, at minimum the Root area must be present. A field may be sent as null by filling the field with the asterisk character (“*”). This causes the field to be populated with the default value. In CHANGE mode, only those areas that contain fields that need to be changed should be specified as present. Any areas not specified as present are not changed. Fields within an area that has been specified as present are not changed if they are asterisk filled (“*”). In DELETE mode if no areas are specified as present, or if any one of the Root, Bond, Derivative or Call/Put areas are specified as present, all areas are deleted. If only the description and/or user-defined areas are present, then only those areas are deleted. If an area is specified in DELETE mode, its fields must be populated with asterisks (“*”) or valid values before deletion occurs.



6

Key * Indicates the minimum required fields for all securities ** Indicates the minimum required fields for bond-like securities only + Indicates fields which cannot be changed in CHANGE mode # Indicates fields start character in FDXSD07 and earlier ## Indicates fields start character in FDXSD07 and later ^ Indicates fields start character in FDXSD08 and later 2 Field valid only for message type FDXSD02, FDXSD03 1* Field included in message FDXSD01 only 2 Field valid only for messages FDXSD02 and later 2* Field included in message FDXSD02 only 3 Field valid only for messages FDXSD03 and later 3* Field included in message FDXSD03 only 4 Field valid only for messages FDXSD04 and later 5 Field valid only for messages FDXSD05 and later 5* Field included in message FDXSD05 only 6 Field valid only for messages FDXSD06 and later 7 Field valid only for messages FDXSD07 and later 7* Field included in message FDXSD07 only 8 Field valid only for message FDXSD08 and later <<Beginning of Required Fixed Area of the Security Message>> Key Field Start Char Length Format Description *+ MSGID 1 7 X(7) Determines which root area is used:

FDXSD01 - Message 01 FDXSD02 - Message 02 FDXSD03 - Message 03 FDXSD04 - Message 04 FDXSD05 – Message 05 FDXSD06 – Message 06 FDXSD07 – Message 07 FDXSD08 – Message 08

* MODE 8 1 X(1) A - Add C - Change D – Delete

*+ SCTYNO 9 9 X(9) Security Number.

+ SCTYDT 18 8 9(8) Security Date; format: CCYYMMDD.

+ SCTYUNQ 26 5 9(5) Security Unique Qualifier

+ MODLNO 31 9 X(9) Security Number of security to be used as a Model.

+ MODLDT 40 8 9(8) Security Date of Model; format: CCYYMMDD

+ MODLUNQ 48 5 9(5) Security Unique Qualifier of Model.

+ SXRTYP 53^ 1 X(1) Area reserved for future functionality.

+ SXRID 54^ 22 X(22) Area reserved for future functionality.

* ROOTOCR 53# 76^

1 9(1) 0 - Root area fields are not present in this message. 1 - Root area fields are present in this message.

Required in ADD mode.

* BONDOCR 54# 77^

1 9(1) 0 - Bond area fields are not present in this message. 1 - Bond area fields are present in this message.



7

Key Field Start Char Length Format Description * DERVOCR 55#

78^ 1 9(1) 0 - Derivative area fields are not present in this message.

1 - Derivative area fields are present in this message. There are two different derivative areas, FDXSD02 and FDXSD03

* USEROCR 56# 79^

1 9(1) 0 – User-defined fields (SAUD, SAUD2, SAUD3, SAUD4, SAUD5, SAUD6, SAUD7, SAUD8) are not present in this message.

1 – User-defined fields (SAUD, SAUD2, SAUD3, SAUD4, SAUD5, SAUD6, SAUD7, SAUD8) are present in this message.

* CALLOCR 57# 80^

2 9(2) Number from 0 to 20 indicating the number of Call/Put areas present in this message.

* DESCOCR 59# 82^

2 9(2) Number from 0 to 10 indicating the number of security description areas present in this message.

* SCHDOCR 61# 84^

1 9(1) 0 - Freedom Schedule “D” fields are not present in this message.

1 - Freedom Schedule “D” fields are present in this message.

7* EIFXOCR 62# 1 9(1) Area reserved for future functionality.

7* EIVAOCR 63# 1 9(1) Area reserved for future functionality.

8 XLEGOCR 85^ 1 9(1) Area reserved for future functionality.

* UNUSED 64# 86^

1 1 Reserved for future use. Must be zero filled.

<< End of Fixed Area>> <<Beginning of Root Areas, only present if ROOTOCR field value is “1”>>

Key Field Offset Length Format Description * SCNAME 1 25 X(25) Security Short Name SCASSET 26 2 X(2) Asset Group SCPRICE 28 1 X(1) Price Code PRICGRP 29 2 X(2) Price Group PRICSRC 31 2 X(2) Price Source PRICTYP 33 2 X(2) Price Type PRICT2 35 2 X(2) Offer Price Type (Unit Trusts) ALTPSRC 37 2 X(2) Backup Price Source ALTPTYP 39 2 X(2) Backup Price Type ALTPT2 41 2 X(2) Offer Backup Price Type (Unit Trusts) CUSIP 43 9 X(9) CUSIP (Pricing) Number SCGENR 52 1 X(1) Transaction Generation SCLAG 53 4 9(4) Lag Days SCLAGM 57 1 X(1) Lag Days Method SEGM 58 4 9(4) Segment CATE 62 4 9(4) Category SCTR 66 4 9(4) Sector INDU 70 4 9(4) Industry SCINCMH 74 4 9(4) Income Category Main SCINCMD 78 4 9(4) Income Category Sub FLAG13F 82 1 X(1) Form 13F Flag



8

Key Field Offset Length Format Description TOCCODE 83 4 X(4) Title of Class Code SCREPT 87 25 X(25) Report/Number SCXREF 112 8 X(8) Cross Reference Code SCISSCD 120 6 X(6) Issuer Code GUAR 126 6 X(6) Guarantor SCSIC 132 4 X(4) SIC Code SCHI 136 4 -9(2)V9(1) High Price Range SCLO 140 4 -9(2)V9(1) Low Price Range SCSPOOR 144 1 X(1) Standard and Poor 500 Index SCDOW 145 1 X(1) Dow-Jones Industrial Index SCEX 146 4 X(4) Market Exchange SCTICK 150 7 X(7) Ticker Symbol SCPAROS 157 14 -9(11)V9(2) Shares Outstanding SCDIV 171 10 -9(5)V9(4) Annual Dividend SCLCURR 181 4 X(4) Issue Currency SCICURR 185 4 X(4) Income Currency SCTCURR 189 4 X(4) Trade Currency SCCNTRY 193 4 X(4) Country of Risk TAXSTAT 197 1 X(1) Federal Tax Status FRNKFLG 198 1 X(1) Franked/Unfranked BOSPRED 199 6 -9(2)V9(3) Bid/Offer Spread EXCLMGT 205 1 X(1) Exclude Management Fees SCSTATE 206 2 X(2) State Code PRICPRO 208 1 X(1) Price Protect Flag PEPSTAT 209 1 X(1) PEP Status TXGROUP 210 1 X(1) Tax Group TXCNTRY 211 4 X(4) Country of Taxation ISSUED 215 1 X(1) Issued Security EMUDATE 216 8 9(8) Informational Date; format: CCYYMMDD. GLPC 224 4 9(4) General Ledger Posting Category EXCLCAP 228 1 X(1) Exclude from Exp Cap EMSYNO 229 9 X(9) EMU Security (Redenominalization) SCINDEX 238 9 X(9) Price Security Index 2 SEDOL 247 7 X(7) International Security Tracking Number 2 ISIN 254 12 X(12) International Security Tracking Number 2 CINS 266 9 X(9) CUSIP/CINS U.S. Security Tracking Number 2 PRFREQ 275 1 X(1) Security Pricing Frequency 2 PRCAL 276 2 X(2) Security Processing Calendar 2 ALT1SRC 278 2 X(2) First Alternate Price Source 2 ALT1TYP 280 2 X(2) First Alternate Price Type 1 2 ALT1TP2 282 2 X(2) First Alternate Price Type 2 2 ALT2SRC 284 2 X(2) Second Alternate Price Source 2 ALT2TYP 286 2 X(2) Second Alternate Price Type 1 2 ALT2TP2 288 2 X(2) Second Alternate Price Type 2 2 ALT3SRC 290 2 X(2) Third Alternate Price Source 2 ALT3TYP 292 2 X(2) Third Alternate Price Type 1



9

Key Field Offset Length Format Description 2 ALT3TP2 294 2 X(2) Third Alternate Price Type 2 2 GCRTYPE 296 1 X(1) GCR Type 2 PRFREQ2 297 2 X(2) Pricing Frequency 2 2 SCDFLDT 299 8 X(8) Default Date; format: CCYYMMDD. 2 NAICS 307 6 X(6) Industry Code 2 FITCH 313 4 X(4) Fitch Rating 2 RPTSCTY 317 1 X(1) Reporting Security 2 PPAYRAT 318 5 9(3)V9(2) MBS Prepay Rate 2 AVGLIFE 323 7 9(3)V9(4) Average Life 2 WAVGCPN 330 11 9(3)V9(8) Weighted Average Coupon 3 PPAYMET 341 3 X(3) MBS Prepay Method 3 MBSPTYP 344 2 X(2) MBS Pool Type 3 BENCH 346 1 X(1) Benchmark Priced 2 RATING 347 5 9(3)V9(2) Rating Weight 4 FVPRSRC 352 2 X(2) Fair Value Price Source 4 FVPRTYP 354 2 X(2) Fair Value Price Type 4 FVPRTP2 356 2 X(2) Fair Value Price Type (Offer) 4 NDOPSRC 358 2 X(2) Next Day Open Price Source 4 NDOPTYP 360 2 X(2) Next Day Open Price Type 4 NDOPTP2 362 2 X(2) Next Day Open Price Type (Offer) 4 SCQDI 364 1 X(1) Security level override to qualified dividend designation 5 EXASSET 365 3 X(3) User-Defined Asset Group designation 5 SCINTFL 368 1 X(1) Internal Flag for STRE 5 SCITDT 369 8 9(8) Income Trust Start Date; format:

CCYYMMDD. 5 SCCPNCC 377 4 X(4) Coupon Currency 5 LEVELDT 381 8 X(8) FAS 157 Effective Date; format: CCYYMMDD. 2* FASLVL 389 1 X(1) FAS 157 Level – Valid values: 1, 2, or 3. (Works with

LEVELDT above) 6 EXPTYPE 390 1 X(1) Expense Type 6 F161EFF 391 8 X(8) FAS 161 Effective Date; format: CCYYMMDD. 6 F161RSK 399 2 X(2) FAS 161 RISK Code 6 WSELIG 401 1 X(1) Wash Sale Eligible 6 TOFA 402 1 X(1) TOFA Treatment 6 TRANADJ 403 1 X(1) Transitional Adjustment 6 ESEC16 404 1 X(1) 16E Qualifying 6 SWAPTYP 405 1 X(1) Type of Swap security 6 MTMLG 406 4 9(4) Lag days used by Cleared Swaps on the Variation

Margin generator 6 CGTCNTY 410 4 X(4) Capital Gains Tax country 6 EXCLFV 414 1 X(1) 6 CGTLIST 415 1 X(1) Capital Gains Tax Listing 6 CGTEXCH 416 1 X(1) Capital Gains Tax Exchange 6 LEI 417 20 X(20) Legal Entity Identifier 7 PAIFLAG 437 1 X(1) Y/N flag - used to identify if the security is eligible to

be used in the PAI processing



10

Key Field Offset Length Format Description 7 PAICLR

438 7 X(7) Clearing Broker - Broker number defined for the broker/dealer through whom the transaction was cleared.

7 USI 445 42 X(42) Unique Swap Identifier 7 OSI 487 21 X(21) Option Symbology Initiative 7 UPI 508 63 X(63) Unique Product Identifier 7 F102EFF 571 8 X(8) FRS 102 Effective Date; format: CCYYMMDD. 7 F102LVL 579 1 X(1) FRS 102 Level – Valid values: A, B, C or D. (Works

with F102EFF above) 7 PRICEID 580 1 X(1) Alternate Pricing Security Identifier 7 CDFLAG 581 1 X(1) Area reserved for future functionality.

7 SCDRD 582 1 X(1) Security level override to Dividend Received Deduction designation

7* ROOTFIL 583 102 X(102) Unused Area << End of Root Area >>



11

<<Beginning of Bond Area, only present if BONDOCR field value is “1”>> Key Field Offset Length Format Description

** SCBNDCD 1 1 X(1) Bond Code. ** SCPAYCY 2 1 X(1) Accrual Method. SCAIOPT 3 1 X(1) Accrued Income Option. SCQUAL 4 4 X(4) “S” and “P” Rating. SCQUAL2 8 4 X(4) Moody's Rating. SCEMTDT 12 8 9(8) Effective Maturity Date; format: CCYYMMDD EMPRICE 20

20## 7 10

9(3)V9(4) 9(6)V9(4)

Effective Maturity Price.

EMLEN 27 30## 8 9(3)V9(5) Effective Maturity Length.

EMRDDT 35 38## 8 9(8) Effective Maturity Ref-Date; format:

CCYYMMDD. EMFLAG 43

46## 1 X(1) Amort/Accret to Effective Maturity Date.

SCISSDT 44 47## 8 9(8) Issue Date; format: CCYYMMDD

SCMATDT 52 55## 8 9(8) Maturity Date; format: CCYYMMDD.

SCCOU 60 63## 18 -9(9)V9(8) Interest Rate.

SCCOUDT 78 81## 8 9(8) First Coupon Date; format: CCYYMMDD.

SCCYCL 86 89## 1 X(1) Payment Frequency.

SCPAYMM 87 90## 2 9(2) Payment Month.

SCPAYDD 89 92## 2 9(2) Payment Day.

SCAMORT 91 94## 1 X(1) Amortization/Accretion.

DTM 92 95## 4 9(4) Constant DTM.

SCMCODE 96 99## 4 X(4) Matrix Code.

SCORGIP 100 103## 17 9(9)V9(8) Issue Price.

SCMSTRF 117 120## 8 9(8) Master Note Floor.

SCMSTRC 125 128## 8 9(8) Master Note Ceiling.

SCGNMA 133 136## 16 -9(13)V9(2) Original Balance.

SCCOMPO 149 152## 1 X(1) Compounding Option.

RPTCASH 150 153## 1 X(1) Report As Cash.

CLASS 151 154## 2 9(2) Class of Shares.



12

Key Field Offset Length Format Description

CEXPFL 153 156## 1 X(1) Contra Expense.

MAXSYLD 154 157## 9 9(3)V9(6) Maximum SEC Yield.

BCTYNO 163 166## 9 X(9) Benchmark Security Number.

BCTYDT 172 175## 8 9(8) Benchmark Security Date; format:

CCYYMMDD. BCTYUNQ 180

183## 5 9(5) Benchmark Security Unique Qualifier.

BSPREAD 185 188## 9 -9(3)V9(5) Benchmark Spread.

BTYPE 194 197## 4 X(4) Annual Rate Type.

IRFREQ 198 201## 2 X(2) Rate Change Frequency.

IRINCR 200 203## 2 9(2) Increment.

IRDTDT 202 205## 8 9(8) First Date; format: CCYYMMDD.

IREM 201 213## 1 X(1) Month-End.

PEPDT 211 214## 8 9(8) PEP Expiry Date; format: CCYYMMDD.

MINSYLD 219 222## 3 9(1)V9(2) Minimum SEC Yield.

PDACTFL 222 225## 1 X(1) Active.

SCTBAFL 223 226## 1 X(1) TBA Flag.

SC2A7 224 227## 1 X(1) 2A-7.

SCDEMND 225 228## 2 9(2) Demand.

CCBDAYS 227 230## 3 9(3) CCB Days.

OVRSYLD 230 233## 6 9(3)V9(3) SEC Yield Override.

SCINFIX 236 239## 3 X(3) Inflation Index.

SCALPRC 239 242## 7 9(3)V9(4) SEC Call Price.

SECALDT 246 249## 8 9(8) SEC Call Date; format: CCYYMMDD.

GNMAGEN 254 257## 1 X(1) GNMA Generator.

SCINPUR 255 258## 1 X(1) Interest Purchased (Term Loans).



13

Key Field Offset Length Format Description

SCPDNDT 256 259## 8 9(8) First Paydown Date; format: CCYYMMDD.

SCPPAYF 264 267## 1 X(1) Pre-Payment Override.

SCLOAN 265 268## 1 X(1) Loan Flag.

SINPUR 266 269## 1 X(1) Interest Purchased.

SMODPT 267 270## 1 X(1) Modified Payment Date.

SCOFST 268 271## 2 X(2) Fixing Date Offset.

SCCAL 270 273## 2 X(2) Calendar.

SCDAYCY 272 275## 1 X(1) Day Count.

TAXEXP 273 276## 1 X(1) Tax Expense

SPUTPRC 274 277## 7 9(03)V9(04) SEC Put Price

SEPUTDT 281 284## 8 X(8) SEC Put Date; format: CCYYMMDD

6 DEXPADB 289 292## 1 X(1) Include Direct Expense Add Back

6 MVRATIO 293^ 1 X(1) Market Value Index Ratio

6 AIRATIO 294^ 1 X(1) Accrued Income Index Ratio 7 TRANPRC 295 10 9(6)V9(4) Transaction Generator Maturity Price UNUSED 301 61 X(61) Reserved for future use << End of Bond Area >>

THIS IS THE DERIVATIVE AREA FOR MESSAGE FDXSD02 <<Beginning of Derivative Area, only present if DERVOCR field value is “1”>> Field Offset Length Format Description CTYPE 1 2 X(2) Contract Type. PCFLAG 3 1 X(1) Put/Call Flag. STRIKPR 4 15 9(9)V9(6) Strike Price. UNDRNO 19 9 X(9) Underlying Security Number. UNDRDT 28 8 9(8) Underlying Security Date; format:

CCYYMMDD. UNDRUNQ 36 5 9(5) Underlying Security Qualifier. CSIZE 41 9 9(9) Contract Size. SCFUTGL 50 1 X(1) Gain/Loss Treatment. SCOTCFL 51 1 X(1) Over the Counter Flag. EURO 52 1 X(1) European-Style Flag. INVIND 53 1 X(1) Contract Size Inverse Indicator. EXPDT 54 8 9(8) Expiration Date; format: CCYYMMDD.



14

EFFEXDT 62 8 9(8) Effective Maturity Date; format: CCYYMMDD.

6FUTERM 70 2 9(2) Term 6FURATE 72 4 9(2)V9(2) Coupon Rate 6FUFREQ 76 1 X(1) Frequency of Coupon Payment << End of Derivative Area >>



15

THIS IS THE DERIVATIVE AREA FOR MESSAGE FDXSD03 AND MESSAGE FDXSD04. <<Beginning of Derivative Area, only present if DERVOCR field value is “1”>> Field Key Offset Length Format Description 3CTYPE 1 2 X(2) Contract Type. 3PCFLAG 3 1 X(1) Put/Call Flag. 3STRIKPR 4 15 9(9)V9(6) Strike Price. 3UNDRNO 19 9 X(9) Underlying Security Number.

3UNDRDT 28 8 9(8) Underlying Security Date; format: CCYYMMDD.

3UNDRUNQ 36 5 9(5) Underlying Security Qualifier. 3CSIZE2 41 15 9(9)V9(6) Contract Size. 3SCFUTGL 56 1 X(1) Gain/Loss Treatment. 3SCOTCFL 57 1 X(1) Over the Counter Flag. 3EURO 58 1 X(1) European-Style Flag. 3INVIND 59 1 X(1) Contract Size Inverse Indicator.

3EXPDT 60 8 9(8) Expiration Date; format: CCYYMMDD.

3EFFEXDT 68 8 9(8) Effective Maturity Date; format: CCYYMMDD.

3UNUSED 76 20 X(20) Reserved for future use. << End of Derivative Area >>

<<Beginning of User-Defined Area, only present if USEROCR field value is “1”>>

Field Offset Length Format Description UDATE01 1 8 9(8) User-Defined Date 01;

format: CCYYMMDD. UDATE02 9 8 9(8) User-Defined Date 02;

format: CCYYMMDD. UDATE03 17 8 9(8) User-Defined Date 03;

format: CCYYMMDD. UFLAG01 25 1 X(1) User-Defined Flag 01. UFLAG02 26 1 X(1) User-Defined Flag 02. UFLAG03 27 1 X(1) User-Defined Flag 03. UFLAG04 28 1 X(1) User-Defined Flag 04. UFLD01 29 20 X(20) User-Defined Field 01. UFLD02 49 20 X(20) User-Defined Field 02. UFLD03 69 20 X(20) User-Defined Field 03. UFLD04 89 20 X(20) User-Defined Field 04. UFLD05 109 10 X(10) User-Defined Field 05. UFLD06 119 10 X(10) User-Defined Field 06. UFLD07 129 10 X(10) User-Defined Field 07. UFLD08 139 10 X(10) User-Defined Field 08. UFLD09 149 10 X(10) User-Defined Field 09. UFLD10 159 10 X(10) User-Defined Field 10. UFLD11 169 10 X(10) User-Defined Field 11. UFLD12 179 10 X(10) User-Defined Field 12. UFLD13 189 10 X(10) User-Defined Field 13. UFLD14 199 10 X(10) User-Defined Field 14.



16

Field Offset Length Format Description UFLD15 209 10 X(10) User-Defined Field 15. UFLD16 219 10 X(10) User-Defined Field 16. UFLD17 229 10 X(10) User-Defined Field 17. UFLD18 239 10 X(10) User-Defined Field 18. UFLD19 249 20 X(20) User-Defined Field 19. UFLD20 269 20 X(20) User-Defined Field 20. UFLD21 289 20 X(20) User-Defined Field 21. UFLD22 309 20 X(20) User-Defined Field 22. UFLD23 329 20 X(20) User-Defined Field 23. UFLD24 349 20 X(20) User-Defined Field 24. UFLD25 388 19 -9(9)V9(9) User-Defined Field 25. UFLD26 418 30 X(30) User-Defined Field 26. UFLD27 428 30 X(30) User-Defined Field 27. UFLD28 429 1 X(1) User-Defined Field 28

UFLD29 430 1 X(1) User-Defined Field 29

UFLD30 431 6 X(6) User-Defined Field 30

UFLD31 437 6 X(6) User-Defined Field 31 4UFLD32 443 10 X(10) User-Defined Field 32 4UFLD33 453 10 X(10) User-Defined Field 33 4UFLD34 463 10 X(10) User-Defined Field 34 4UFLD35 473 10 X(10) User-Defined Field 35 4UFLD36 483 10 X(10) User-Defined Field 36 4UFLD37 493 10 X(10) User-Defined Field 37 4UFLD38 503 10 X(10) User-Defined Field 38 4UFLD39 513 10 X(10) User-Defined Field 39 4UFLD40 523 10 X(10) User-Defined Field 40 4UFLD41 533 10 X(10) User-Defined Field 41 4UFLD42 543 10 X(10) User-Defined Field 42 4UFLD43 553 10 X(10) User-Defined Field 43 4UFLD44 563 10 X(10) User-Defined Field 44 4UFLD45 573 10 X(10) User-Defined Field 45 4UFLD46 583 10 X(10) User-Defined Field 46 4UFLD47 593 10 X(10) User-Defined Field 47 4UFLD48 603 10 X(10) User-Defined Field 48 4UFLD49 613 10 X(10) User-Defined Field 49 4UFLD50 623 10 X(10) User-Defined Field 50 4UFLD51 633 10 X(10) User-Defined Field 51 4UFLD52 643 10 X(10) User-Defined Field 52 4UFLD53 653 10 X(10) User-Defined Field 53 4UFLD54 663 10 X(10) User-Defined Field 54 4UFLD55 673 10 X(10) User-Defined Field 55



17

Field Offset Length Format Description 4UFLD56 683 10 X(10) User-Defined Field 56 4UFLD57 693 10 X(10) User-Defined Field 57 4UFLD58 703 10 X(10) User-Defined Field 58 4UFLD59 713 10 X(10) User-Defined Field 59 4UFLD60 723 10 X(10) User-Defined Field 60 4UFLD61 733 10 X(10) User-Defined Field 61 4UFLD62 743 10 X(10) User-Defined Field 62 4UFLD63 753 10 X(10) User-Defined Field 63 4UFLD64 763 10 X(10) User-Defined Field 64 4UFLD65 773 10 X(10) User-Defined Field 65 4UFLD66 783 10 X(10) User-Defined Field 66 4UFLD67 793 10 X(10) User-Defined Field 67 4UFLD68 803 10 X(10) User-Defined Field 68 4UFLD69 813 10 X(10) User-Defined Field 69 4UFLD70 823 10 X(10) User-Defined Field 70 4UFLD71 833 10 X(10) User-Defined Field 71 4UFLD72 843 10 X(10) User-Defined Field 72 4UFLD73 853 10 X(10) User-Defined Field 73 4UFLD74 863 10 X(10) User-Defined Field 74 4UFLD75 873 10 X(10) User-Defined Field 75 4UFLD76 883 10 X(10) User-Defined Field 76 4UFLD77 893 10 X(10) User-Defined Field 77 4UFLD78 903 10 X(10) User-Defined Field 78 4UFLD79 913 10 X(10) User-Defined Field 79 4UFLD80 923 10 X(10) User-Defined Field 80 4UFLD81 933 10 X(10) User-Defined Field 81 4UFLD82 943 10 X(10) User-Defined Field 82 4UFLD83 953 10 X(10) User-Defined Field 83 4UFLD84 963 10 X(10) User-Defined Field 84 4UFLD85 973 10 X(10) User-Defined Field 85 4UFLD86 983 10 X(10) User-Defined Field 86 4UFLD87 993 10 X(10) User-Defined Field 87 4UFLD88 1003 10 X(10) User-Defined Field 88 4UFLD89 1013 10 X(10) User-Defined Field 89 4UFLD90 1023 10 X(10) User-Defined Field 90 4UFLD91 1033 10 X(10) User-Defined Field 91 4UFLD92 1043 10 X(10) User-Defined Field 92 4UFLD93 1053 10 X(10) User-Defined Field 93 4UFLD94 1063 10 X(10) User-Defined Field 94



18

Field Offset Length Format Description 4UFLD95 1073 10 X(10) User-Defined Field 95 4UFLD96 1083 10 X(10) User-Defined Field 96 4UFLD97 1093 10 X(10) User-Defined Field 97 4UFLD98 1103 10 X(10) User-Defined Field 98 4UFLD99 1113 10 X(10) User-Defined Field 99 4UFLD100 1123 10 X(10) User-Defined Field 100 4UFLD101 1133 10 X(10) User-Defined Field 101 4UFLD102 1143 10 X(10) User-Defined Field 102 4UFLD103 1153 10 X(10) User-Defined Field 103 4UFLD104 1163 10 X(10) User-Defined Field 104 4UFLD105 1173 10 X(10) User-Defined Field 105 4UFLD106 1183 10 X(10) User-Defined Field 106 4UFLD107 1193 10 X(10) User-Defined Field 107 4UFLD108 1203 10 X(10) User-Defined Field 108 4UFLD109 1213 10 X(10) User-Defined Field 109 4UFLD110 1223 10 X(10) User-Defined Field 110 4UFLD111 1233 10 X(10) User-Defined Field 111 4UFLD112 1243 10 X(10) User-Defined Field 112 4UFLD113 1253 10 X(10) User-Defined Field 113 4UFLD114 1263 10 X(10) User-Defined Field 114 4UFLD115 1273 10 X(10) User-Defined Field 115 4UFLD116 1283 10 X(10) User-Defined Field 116 4UFLD117 1293 10 X(10) User-Defined Field 117 4UFLD118 1303 10 X(10) User-Defined Field 118 4UFLD119 1313 10 X(10) User-Defined Field 119 4UFLD120 1323 10 X(10) User-Defined Field 120 4UFLD121 1333 10 X(10) User-Defined Field 121 4UFLD122 1343 10 X(10) User-Defined Field 122 4UFLD123 1353 10 X(10) User-Defined Field 123 4UFLD124 1363 10 X(10) User-Defined Field 124 4UFLD125 1373 10 X(10) User-Defined Field 125 4UFLD126 1383 10 X(10) User-Defined Field 126 4UFLD127 1393 30 X(30) User-Defined Field 127 4UFLD128 1423 30 X(30) User-Defined Field 128 4UFLD129 1453 30 X(30) User-Defined Field 129

<< End of User-Defined Area >> <<Beginning of User Call/Put Area, only if CALLOCR field value is greater than “0”>> Field Offset Length Format Description CPIND 1 1 X(1) Call/Put Indicator.



19

CPDATE 2 8 9(8) Call/Put Date; format: CCYYMMDD.

CPPRICE 10 7 9(3)V9(4) Call/Put Price. << End of User Call/Put Area >> <<Beginning of Security Description Area, only present if DESCOCR field value is greater than “0”>> Field Offset Length Format Description SCDESC 1 50 X(50) Line of Security Description. << End of User Security Description Area <<Beginning of Freedom Schedule D Area, only present if SCHDOCR field value is “1”>>

Field Offset Length Format Description SCDFORN 0 1 X(1) US/Canadian/Foreign Flag SCDNCOD 1 4 9(4) NAIC Code SCDNRAT 5 12 9(8)V9(3) NAIC Rate SCDATYP 17 1 X(1) Asset Type SCDBSTR 18 1 X(1) Bond Structure SCDBDFT 19 1 X(1) Bond in Default << End of Freedom Schedule D Area of Message >> This is the EIFXOCR Area for Message FDXSD07 <<Beginning of External Instruments Area, only present if EIFXOCR field value is “1”>>

Field Offset Length Format Description This area is reserved for future functionality. This is the EIVAOCR Area for Message FDXSD07 <<Beginning of External Instruments Area, only present if EIVAOCR field is greater than “0” but no greater than “2”>>

Field Offset Length Format Description This area is reserved for future functionality.



20

NOTES 1. The Root Area (ROOTCR is “1”) can use any of the SIX security messages.

The Single or Blocked version of each message is designated as follows with the 9 position PARM:

Message Single Blocked FDXSD01 PARM='SFDSD NN' PARM=' FDSDB NN'

FDXSD02 PARM='SFDSD2 NN' PARM=' FDSDB2NN'






FDXSD08 PARM='SFDSD8 NN' PARM=' FDSDB8NN' 2. For the Security Description Area when using OLE, the individual security description fields are

specified as SCDESC(x), where “X” is the line number (1-10). Example: SCDESC(1) to update security description line 1.

3. Users of the Investment Accounting (InvestOne) Central Pricing System are required to utilize the FDXSD02, FDXSD03, FDXSD04, or FDXSD05 version of the Security Messaging format. Users of the InvestOne Investment Accounting (InvestOne) Security Messaging feature that currently utilize the FDXSD01 version of the Security Messaging format are required to upgrade. For details on Central Pricing System, see the Apollo Manual.

4. When using FDXSD05, the value in field EXASSET (User Defined Asset Group) overrides the value in SCASSET (Asset Group).



21

REPLY TO SECURITY MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Security message to the external system, one for each message received. Messages are sent in the original sequence of the messages received. Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXSD01, FDXSD02, FDXSD03, FDXSD04,

FDXSD05, FDXSD06, FDXSD07, FDXSD08 SECURITY NO. 17 9 X(9) Related security number. SECURITY DATE 26 8 9(8) Related security date. SECURITY QUALIFIER 34 5 9(5) Related security qualifier. SECURITY CROSS REFERENCE CODE

39 8 X(8) Related security cross-reference code.

UNUSED 47 50 X(50) Spaces ERRORS 97 1 X(1) Y - The security was not processed.

N - The security was processed. NO. OF REPLY MESSAGES 98 2 9(2) The number of information, warning or error

messages associated with this reply. The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated.

Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An informational message.

W - A warning message. E - An error preventing processing. S – A severe error.

REPLY CODE 101 6 X(6) Unique code identifying this message within Investment Accounting (InvestOne).

REPLY FIELD 107 7 X(7) The field in error, if any. REPLY TEXT 114 72 X(72) A text message briefly describing the nature of the error.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - TRANSACTION MAINTENANCE


22

2.2.2 TRANSACTION MAINTENANCE Investment Accounting (InvestOne) provides an interface allowing trading activity during the day to be posted to the database in an interactive message mode using LU6.2 communications protocol. Investment Accounting (InvestOne) processes this activity on a real-time basis through Advanced Program to Program Communications (APPC) and returns status messages to the external system. The protocols used are the One-to-One Single and One-to-One Blocked. The trading activity allowed includes Adds, Changes (updates) and Deletions of trades that have previously been processed in Investment Accounting (InvestOne). To properly process these updates and deletions, the transaction message must contain either the Investment Accounting (InvestOne) transaction memo number, or the external reference number of the original trade transaction. Using these numbers, Investment Accounting (InvestOne) identifies and updates or deletes the original trade transaction. Standard domestic, multi-currency, options and futures transactions are supported. The following transaction related online functionality may be substituted by the Transaction Message Interface.

Screen Short Name Description Mode

DETD, DATD Transaction Entry Screens ADD, CHANGE

DETE, DATE Trade Entry Screens ADD, CHANGE

DEFT, DAFT Global Transaction Entry Screens ADD, CHANGE

DEOP Option Transaction Entry Screens ADD

DEFP, DAF Futures Transaction Entry Screens ADD, CHANGE

DARV Reversal Transaction Entry Screen CHANGE

DEIM Margin Deposit/Withdrawal Entry Screens ADD, CHANGE, DELETE

DEXO, DAXO, DDXO Option Exercise Entry Screens ADD, CHANGE, DELETE

DEGT, DAGT, DDGT Multi-Manger/MCS – Tran Entry Screens ADD, CHANGE, DELETE

DEGTF, DAGTF, DDGTF Multi-Manager/MCS – Global Tran Entry Screens ADD, CHANGE, DELETE Inter-company trades, wash sale transactions, and manual overrides to Manager(s) calculated allocation transactions (for Multi-Manager/MCS funds) are not supported. Confirm Tolerance processing is invoked (either CHANGE or UPDATE mode) for accounts with this option. Automatic Confirmation (changing the Confirm Flag from unconfirmed to confirmed) on a transaction in a closed valuation period if there are no other changes on the amending transaction except the Confirm Flag is supported. Additionally, Transactions with a Change to Principal on a confirmed amending transaction invokes the reversal/rebook functionality. If the transaction is within Tolerance, the original unconfirmed transaction is automatically reversed and rebooked in an open period. Transactions that fail the tolerance check go to the Repair Station as a rebook in an open period. See Section 5.40 of the System Manual for a detailed explanation of this functionality.



23

TRANSACTION MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) In One-to-One Blocked mode, the standard Message Header must prefix each Transaction Message. In One-to-One Single mode, the Transaction Message is located in the TRAN MESSAGE area of the Initial Request Message. A transaction message varies in length depending on the presence of the Key, Root, User-Defined, Security and Reversal areas, and on the number of lines of transaction description included in the message. • On an ADD message, the Key and Root areas are required. • On a CHANGE message, the Key area is not applicable. • On a REVERSAL message, only the fixed portion of the message and the Reversal area are

applicable. The following table illustrates the applicable AREA PRESENT values based on the MODE types. A “0” indicates the area is not in this message, while a “1” indicates area is in this message.

ADD CHANGE DELETE REVERSAL Key 1 0 0 0

Root 1 0 or 1 0 0

User-Defined 0 or 1 0 or 1 0 0

Description 00 - 10 00 - 10 0 0

Security 0 or 1 0 or 1 0 0

Reversal 0 0 0 1

Security User Defined

0 or 1 0 or 1 0 0

Trade Expense 0 or 1 0 or 1 0 0 On ADD, CHANGE or REVERSAL messages, a field can be sent as null by filling the field with the “*” character. • In ADD or REVERSAL mode, this causes the field to be populated with the default value. • In CHANGE mode, this leaves the current value for this field unchanged. UPDATE mode can function either as an Add or a Change. If the original transaction exists, CHANGE mode processing is “triggered”. If it does not exist, ADD mode processing is invoked. A transaction DELETE segment of a message is 58 characters in length and contains no additional data areas. To process the deletion of a reversal, the MODE value should be “R” (Reversal) and “99999999” should be entered in the EFFECTIVE DATE (ECECDT) field in the Reversal area.



24

Key * Indicates required field.

+ These fields cannot be changed. 3 Field valid only for message type FDXTS03, FDXTS04, FDXTS05. (4) Field only valid for message type FDXTS04. 4 Field valid only for message type FDXTS04, FDXTS05. 5 Field valid only for message type FDXTS05. 6 Field valid only for message type FDXTS06. 7 Field valid only for message type FDXTS07. 8 Field valid only for message type FDXTS08. 9 Field valid only for message type FDXTS09. 10 Field valid only for message type FDXTS10. 11 Field valid only for message type FDXTS11.

<<Beginning of Required Fixed Area of the Transaction Message>>

Key Field Field Name Start Char Length Format Description

* MSGID MESSAGE ID 1 8 X(8) FDXTS02, FDXTS03, FDXTS04, FDXTS05, FDXTS06,FDXTS07, FDXTS08 , FDXTS09, FDXTS10 or FDXTS11

* MODE MODE 9 1 X(1) A - Add C - Change D - Delete R - Reversal U – Update

+ TRDORD TRANSACTION MEMO NO. 10 8 9(8) Transaction memo number assigned by Investment Accounting (InvestOne). If MODE is “A”, this field should be zeros. If MODE is “C”, “D” or “R”, must be filled in; account number must also be filled in and therefore KEYAOCR is required.

* EXTID TRANSACTION ID 18 25 X(25) Unique transaction number from external system.

* KEYAOCR KEY AREA PRESENT 43 1 9(1) 0 - Transaction key area is not in this message.

1 - Transaction key area is in this message. (Due to account level memo numbers, KEYAOCR is now required for all modes.)

* ROOTOCR ROOT AREA PRESENT 44 1 9(1) 0 - Transaction root area is not in this message.

1 - Transaction root area is in this message. (Required if add mode).

* USEROCR USER-DEFINED AREA PRESENT 45 1 9(1) 0 - User-defined fields are not in this message.

1 - User-defined fields are in this message.



25

Key Field Field Name Start Char Length Format Description

* DESCOCR NO. OF TRANS. DESC. LINES 46 2 9(2) Number from 0 to 10 indicating the number of TRANS DESC. fields following this field.

* SCTYOCR SECURITY AREA PRESENT 48 1 9(1) 0 - Security fields are not in this message.

1 - Security fields are for this message. * REVSOCR REVERSAL AREA PRESENT 49 1 9(1) 0 - Reversal fields are not in this

message. 1 - Reversal fields are in this message.

4 * SCT2OCR USER-DEFINED AREA 2 PRESENT 50 1 9(1) 0 - Second set of user-defined fields are not in this message.

1 - Second set of user-defined fields are in this message.

4 * TREXOCR TRADE EXPENSE AREA PRESENT 51 1 9(1) 0 - Trade expense breakout area is not in this message.

1 - Trade expense breakout area is in this message.

5 SWAPOCR SWAP AREA PRESENT 52 1 9(1) 0 - Swap fields are not in this message. 1 - Swap fields are in this message.

<< End of Fixed Message Area >> << Beginning of Key Area, only present if KEY AREA PRESENT field value is 1>>

Key Field Field Name Length Format Description *+ ACCT ACCOUNT NO. 15 9(15) Investment Accounting (InvestOne) account number. *+ SCTYNO SECURITY NO. 9 X(9) Security number. + SCTYDT SECURITY DATE 8 9(8) Unique Security Date; format: CCYYMMDD. + SCTYUNQ SECURITY QUALIFIER 5 9(5) Unique Security Qualifier. *+ CODE TRANSACTION CODE 6 X(6) Investment Accounting (InvestOne) transaction code. *+ EXECDT EFFECTIVE DATE 8 9(8) Date on which NAV or Unit Value is effected

(CCYYMMDD). If this field is “********” and MODE is “A”, the default effective date logic is invoked based upon USER DT RULE value.

<< End of Key Area>> << Beginning of Root Area, only present if ROOT AREA PRESENT field value is 1>>

Key Field Field Name Length Format Description TRADDT TRADE DATE 8 9(8) Trade Date; format: CCYYMMDD.

CONTDT CONTRACTUAL SETTLE DATE 8 9(8) Contractual Settle Date; format: CCYYMMDD.

POSTDT ACTUAL SETTLE DATE 8 9(8) Actual Settle Date; format: CCYYMMDD.

* UNITS SHARES/PAR 18 9(14)V9(4) Shares/par effect of this transaction.

PRSHR PRICE PER SHARE 15 9(9)V9(6) Optional price per share that can be used to have Investment Accounting (InvestOne) calculate the SHARES/ PAR or PRINCIPAL AMOUNT fields. If no principal amount is specified, it is calculated using this field and shares/par. If no shares/par amount is specified it is calculated based on this field and the principal amount.

* PRIN PRINCIPAL AMOUNT 17 9(15)V9(2) Principal amount for this transaction.



26

Key Field Field Name Length Format Description INCOME INCOME AMOUNT 17 9(15)V9(2) Income amount for this transaction (interest

purchased /sold or interest/dividend receipt amount).

* BROKER BROKER CODE 7 X(7) Executing Broker Code.

COSTEXP COMMISSION INDICATOR 1 X(1) C - Commission is part of the principal amount of the trade.

E - Commission is to be expensed. COMMS COMMISSION 13 9(11)V9(2) Commission amount.

TRADEXP FEES 13 9(11)V9(2) Miscellaneous other fees.

CLRBRKR CLEARING BROKER 7 X(7) Clearing Broker Code.

COMMRSN BROKER COMMISSION REASON CODE

2 X(2) Broker Commission Reason Code for this transaction, if applicable.

PAFLAG PRINCIPAL/AGENT FLAG 1 X(1) Principal (“P”) or Agent (“A”) flag, if applicable.

EXCH EXCHANGE CODE 2 X(2) Exchange Code, if applicable.

COMMIT COMMITMENT FLAG 2 X(2) Two-character code used as an indicator to commit the created taxlot.

CONFIRM CONFIRM FLAG 1 X(1) Confirmed (“C”) or Unconfirmed (“U”) flag used to define whether a transaction is complete or incomplete. This is an information-only flag that has no affect on accounting or processing.

TBASAMT TRADE DATE BASE AMOUNT 17 9(15)V9(2) Base amount of the transaction (used by the Global Module).

SBASAMT SETTLE DATE BASE AMOUNT 17 9(15)V9(2) Settlement date base amount of the transaction (used by the Global Module).

COST TRANSACTION COST 17 9(15)V9(2) Cost of the transaction.

HEDGE HEDGE TYPE 1 X(1) Hedge type on the opening forward exchange contract and spot contract.

DCODE DESCRIPTION CODE 5 X(5) Code used for detailed reporting of capital shares receipt or disbursement transactions.

STLCC SETTLE CURRENCY 4 X(4) Code of the currency in which the transaction will settle (used by the Global Module).

STLAMT SETTLE AMOUNT 15 9(13)V9(2) Local amount of currency to be paid or received as of the Trade Date of the transaction (used by the Global Module).

TRAMORT AMORTIZATION 16 -9(13)V9(2) Amortization sold on a transaction.

UDATE USER DATE 8 9(8) User-entered date associated with the transaction; format: CCMMYYDD. (This is used in the Unit Trust effective date default logic.)

UTIME USER TIME 8 9(8) User-entered time associated with the transaction; format: HHMMSSMM. (This is used in the Unit Trust effective date default logic.)

LOCCODE LOCATION CODE 2 X(2) Two-character location code.

EXPMAT EXPECTED MATURITY 8 9(8)

SHINCM SHORT INCOME CASH 16 -9(13)V9(2) Amount of income due to/from the broker as a result of the transaction. Only applicable to alternate short security processing.

ORMEMO ORIGINAL MEMO# 8 9(8)

SVALUMT SPOT VALUATION METHOD 1 X(1) Dictates how forward currency contracts created using the OPCCT transaction code are to be market valued.



27

Key Field Field Name Length Format Description TRDNGCC TRADING CURRENCY 4 X(4) Trading currency assigned to a forward currency

contract which was created using an OPCCT transaction code.

ADVISOR ADVISOR CODE 4 X(4) Code associated with the fund manager who is responsible for the trade. Note: This is also Advisor code associated with the underlying security transaction on Option Exercise as entered on DEXO (See also ADVSRCD).

CANGST CANADIAN GOODS AND SERVICES TAX

13 9(11)V9(2) GST assessed on service fees (expenses).

CANPST CANADIAN PROVINCIAL SALES TAX

13 9(11)V9(2) PST assessed on service fees (expenses).

AUTOFX AUTO FX TRADE FOR INCOME SETTLEMENT

1 9(1) 0 - Automatic (system generated) FX transaction.

TSISSPR TAXLOT LEVEL ISSUE PRICE 11 9(3)V9(8) Used in localized OID processing. If populated, the taxlot level price overrides the security issue price to accrue remaining OID and/or market discount.

SDPOLOC STAMP DUTY 15 9(13)V9(2) Local amount of the stamp duty (tax rate) associated with the transaction.

SDBOBAS STAMP BASE 15 9(13)V9(2) Base amount of the stamp duty (tax rate) associated with the transaction.

COSTASG COST ASSIGNMENT CODE 1 X(1) How cost is assigned to relief transactions: B – Purchase Price. C - Low cost, regardless of term. E - LIFO (last-in, first-out). F - FIFO (first-in, first-out). G - Closest to proceeds. H - High cost, long term first. L - High cost, regardless of term. P - Pro-rata. T - Least Tax. X – Tax Advantage Note: This is the Option’s Cost Assignment override for Option Exercise as entered on DEXO (see also UNDCASG).

FECCAN FEC CANCEL 1 X(1) Flag to allow a Forward Exchange Cancel.

PCODE PRODUCT CODE 5 X(5) User-defined Code referencing the type of product involved in the transaction that determines the specific Premium or Deduction general ledger account.

BCOST BASE COST 15 9(13)V9(2) Base cost of the transaction. Excludes purchased or sold income. Displayed only on cost affecting transactions. Allows user updates.

3 QUALPTR SEPARATE ACCOUNT EXPSL/- QUALIFIER

5 9(5) Qualifier of the expense to be paid for EXPSL/- trans.

3 EXTSYS EXTERNAL SYSTEM FLAG 1 X(1) Flag used to denote the transaction originated outside of Investment Accounting (InvestOne). Used for Interface purposes.

3 UBPRIN USER BASE PRIN 17 9(15)V9(2) Used to affect base principal value for RECVB and DELVB tran codes.



28

Key Field Field Name Length Format Description 3 ULPRIN USER LOCAL PRIN 17 9(15)V9(2) Used to affect local principal value for RECVB and

DELVB tran codes. 3 EX-DATE EX-DATE 8 9(8) Ex-date associated with the income transaction;

format: CCYYMMDD. 3 EX-CARRY EX-CARRY 19 -9(14)v9(4) Ex-shares associated with the income/corporate

action/ reorganization transaction 3 DVINTRT RATE 18 -9(6)v9(11) Rate associated with the income transaction. 3 EVTREF ASSET EVENT REFERENCE 8 9(8) Asset Event Reference associated with the

transaction: Corporate Action ID, Dividend Number, transaction Trade Date, or External ID.

3 REFSRC ASSET EVENT REFERENCE SOURCE

1 X(1) Source of the Asset Event Reference. Values: R - Corporate Action ID from Corporate Action

entered on DEREOG. C - Corporate Action ID from Corporate Action

entered on DECORP. I – Corporate Action ID from Corporate Action

entered on DEINTR. N - Dividend Number from dividend or Corporate

Action on DECR. D - Date E – External

3 INVREDM INVEST/REDEEM AMOUNT 17 9(15)V9(2) Total amount to invest or redeem with this transaction.

3 TXRT TAX RATE 5 9(2)V9(3) Withholding rate on a withholding type transaction or reclaim rate/double reclaim rate on a reclaim type transaction.

3 TRDICRT TRADING INCREMENT 1 9(1) Indicates how calculated shares/par are rounded. Valid Values: 1 - Round to 1,000.00 (default). 2 - Round to Hundredths (0.01).

3 MBSAMT MBS ORIGINAL FACE 17 9(13)V9(4) MBS Original Face Amount to be entered on Mortgage Backed Securities if MBS Original Face is defined at the account level.

3 DEPSITE

DEPOSIT SITE 5 9(5) Site number of initial margin deposit.

3 MARGIN MARGIN AMOUNT 17 9(15)V9(2) Amount of initial margin deposit.

3 MARBASE EFFECTIVE DATE BASE AMOUNT

17 9(15)V9(2) Base amount of initial margin deposit.

3 MARSBAS SETTLET DATE BASE AMOUNT

17 9(15)V9(2) Settlement date base amount of initial margin deposit.

3 CNTMEMO CONTRACT MEMO NUMBER 8 9(8) Memo number of a transaction related to the exercise of the Swap due to a credit event.

3 SWAPFP FEE/PREMIUM 1 X(1) F - Fee P – Premium

5 STRATGY STRATEGY CODE 6 X(6) Strategy code associated with transaction. Note: This is the Option’s Strategy for Option Exercise as entered on DEXO (see also UNDSTRG).

5 DEAL DEAL CODE 6 X(6) Deal Code associated with transaction. 5 SIDEPKT SIDE POCKET 4 9(4) Side Pocket code associated with transaction.



29

Key Field Field Name Length Format Description 5 HOTISSU HOT ISSUE 1 X(1) Hot Issue code. Valid Values:

Y - This is a Hot Issue. N - This is not a Hot Issue.

5 TAXFLAG TAX FLAG 1 X(1) Code to determine treatment of gain//loss on currency contract: Valid Values: 0 - Treat as exchange gain/loss. 1 - Treat as Section 1256 gain/loss. 2 - Treat as capital gain/loss.

5 SWAPFP1 FEE/PREMIUM 1 X(1) Fee/Premium on the Currency Swap payable leg. 5 SWUNIT1 NON-INDEX LEG PAR 18 9(18) Non-Index leg par. 5 SWRCVPY REC/PAY 1 X(1) Receivable/Payable flag. LSFLAG LONG/SHORT 1 X(1) Simultaneous Long/Short flag. EXERSET DEXO MESSAGE INDICATOR 1 X(1) Indicated whether transaction should be processed

on DEXO screen. Valid Values: Y - Process transaction on DEXO screen. N - Do not process transaction on DEXO screen.

6 MMACCT MANAGER(S) ACCOUNT 15 9(15) Manager(s) account receiving cash for which a MGRIN transaction is generated.

6 MMAAMT AMOUNT 17 9(17) Amount transferred from one Manager(s) Account to another Manager(s) Account.

6 INTENT INTENT 1 X(1) IFRS accounting intent code. Depending on asset group. Valid Values: A or Blank - Available For Sale. F - Held For Trading. H - Held To Maturity. O - Originating Cost.

DLRRTE DEALER SPOT RATE 16 9(7)V9(9) User-entered rate used to calculate amortization on a forward exchange currency contract.

6 COMFLAG COMMISSION PER SHARE FLAG

1 X(1) Commission Per Share flag. Y - Commission calculated based on per share

amount entered in the COMMS field. Blank – Default. Total Commission Amount.

7 TFXRATE TRADE FX RATE 16 9(7)V9(9) User-supplied Trade FX Rate. 7 SFXRATE SETTLEMENT FX RATE 16 9(7)V9(9) User-supplied Settlement FX Rate. 7 COMMS5 COMMISSION 13 9(8)V9(5) Commission amount (5 decimals). 7 LSSFLAG LONG SHORT SPLIT FLAG 1 X(1) Code that defines how a Trade Thru Zero

generated transaction is split between positions: L - Apply transaction to Long Position first. S - Apply transaction to Short Position first. X - Default. Split transaction between Long

Position and Short Position based upon the transaction splitting rules defined for TRADE THRU ZERO on AASP.

7 UNITSC SHARES/PAR COMMITMENT 18 9(14)V9(4) User-supplied Shares/Par used in processing a foreign tranche for term loans.



30

Key Field Field Name Length Format Description 7 UNDCASG COST ASSIGNMENT CODE 1 X(1) Code which defines how cost is assigned to relief

for underlying security transaction on Option Exercise as entered on DEXO: B – Purchase Price. C - Low cost, regardless of term. E - LIFO (last-in, first-out). F - FIFO (first-in, first-out). G - Closest to proceeds. H - High cost, long term first. L - High cost, regardless of term. P - Pro-rata. T - Least Tax. X – Tax Advantage. Note: See also COSTASG.

7 UNDSTRG STRATEGY CODE 6 X(6) Strategy code associated with the underlying security transaction on Option Exercise as entered on DEXO. Note: See also STRATGY.

8 COMMEMO Commitment Memo 8 9(8) Commitment memo associated with a specific tranche/tranches.

8 COMMOV 1 X(1) 9 ETFRC ETF Residual Cash 18 S9(15)V9(2) The sum of the base suspense amounts of all the

security transactions with the same basket ID plus the principal of the units transaction.

9 ETFBID ETF Basket ID 25 X(25) The identifier used to associate all related transactions within a basket subscription or redemption.

SINCOME SIGNED INCOME 18 -9(15)V9(2) Income with negative sign. Takes precedence over INCOME field which is unsigned. Only valid for Asset Groups RR and RP; also only valid for the following transaction codes: SELL, RBSELL, MATU, RBMATU, COVER, RBCOVER, BUYRR, RBBUYR, MATURR, and RBMTRR.

9 COSTMKT Cost/Market 1 X(1) The transfer should be processed at cost or market. All transfers posted at cost should us C whereas transfers done at the market should use M.

9 WSELIG Wash Sale Eligibility 1 X(1) Wash Sale Eligibility option: Y - This transaction or tax lot should be allowed for wash sale adjustment. N - This transaction or tax lot should be excluded from wash sale processing.

CCTTYP Currency contract type 1 X(1) Currency contract type for reporting purposes: S – Report the currency contract transaction as a Spot. F- Report the currency contract transaction as a Forward.



31

Key Field Field Name Length Format Description UNFRLOC Un-Franked Amount Local 17 9(15)V9(02) It is the Dividend paid by a company out of

profits on which the company has NOT paid tax and it is calculated based on the below formula: Formula Un-Franked Amount = Dividend Factor * Ex-date shares/par - Franked amount

UNFRHIS Un-Franked Historical Basis 17 9(15)V9(02) It is the Dividend paid by a company out of profits on which the company has NOT paid tax and converted Un-Franked Amount into the base amount using the same FX rate logic used to calculate income (dividend) basis.

UNFRSTL UN-Franked Settlement Base 17 9(15)V9(02) It is the Dividend paid by a company out of profits on which the company has NOT paid tax and converted Un-Franked amount into the base amount using the FX rate of pay date of dividend.

FRKLOC Franked Amount Local 17 9(15)V9(02) It is the dividend paid by a company out of profits on which the company has already paid tax and it is calculated based on the below formula: Formula Franked Amount = Dividend Factor * Ex-date shares/par * Percentage Franked

FRKHIST Franked Amount Historical Base

17 9(15)V9(02) It is the dividend paid by a company out of profits on which the company has already paid tax and converted Franked Amount into the base amount using the same FX rate logic used to calculate income (dividend) basis.

FRKSTL Franked Amount Settlement Base

17 9(15)V9(02) It is the dividend paid by a company out of profits on which the company has already paid tax and converted Franked amount into the base amount using the FX rate of pay date of dividend.

FRCRLOC Franking Credit Local 17 9(15)V9(02) A Franking credit is a nominal unit of tax paid by companies paying tax in countries that have a dividend imputation system and it is calculated based on the below formula: Formula Franking Credit = Franked Amount / (100% - Tax rate%) * Tax rate %

FRCRHIS

Franking Credit Historical Basis

17 9(15)V9(02) A Franking credit is a nominal unit of tax paid by companies paying tax in countries that have a dividend imputation system and converted Franked Credit amount into the base amount using the same FX rate logic used to calculate income (dividend) basis.

http://en.wikipedia.org/wiki/Companies

http://en.wikipedia.org/wiki/Dividend_imputation





32

Key Field Field Name Length Format Description FRCRSTL Franking Credit Settlement

Base 17 9(15)V9(02) A Franking credit is a nominal unit of tax paid

by companies paying tax in countries that have a dividend imputation system and converted Franking Credit amount into the base amount using the FX rate of pay date of dividend.

SCSDESC Security Short Description 25 X(25) Security Short Description. 9 GSTREV GST Reverse Charged 13 9(11)V9(02) The amount of Goods and Services Tax reverse

charged 9 GSTPAID GST Paid 13 9(11)V9(02) The amount of Goods and Services Tax paid up

front 9 GSTRCLM GST Reclaimable 13 9(11)V9(02) The amount of Goods and Services Tax that can be

reclaimed FRLOCID Franked Local Indicator 1 X(1) ‘*’ To indicate amount is manually entered.

Otherwise this field is blank. FRSTLID Franked Settlement Base

Indicator 1 X(1) ‘*’ To indicate amount is manually entered.

Otherwise this field is blank. UFLOCID Un-Franked Local Indicator 1 X(1) ‘*’ To indicate amount is manually entered.

Otherwise this field is blank. UFSTLID Un-Franked Settlement Base


Otherwise this field is blank. CFLOCID Franking Credit Local


Otherwise this field is blank. CFSTLID Franking Credit Settlement

Base Indicator 1 X(1) ‘*’ To indicate amount is manually entered.

Otherwise this field is blank. 10 ADVSR2 Deliver Counterparty\Advisor

code 4 X(4) Deliver Counterparty\Advisor code (Currency

Contracts only) 10 STRAT2 Deliver Strategy 6 X(6) Deliver Strategy (Currency Contracts only) 10 ADVSRCD Counterparty\Advisor code 4 X(4) This is the Option’s Advisor for Option Exercise as

entered on DEXO (See also ADVISOR). 10 DELTA DELTA 18 -9(15)V9(02) DELTA 10 DAGEN Generated DELTA 1 X(1) Generated DELTA Transaction 10 UNUSED UNUSED 23 9(23) Hold for future enhancement. 10 INCAPCH Include Capital Change

Transaction 1 X(1) Indicates whether capital change activity is

included in the capital changes portion of the MCS allocation for methods I and J.

10 CGTTXYR CGT Tax Year 4 9(4) Capital Gains Tax – Tax Year ALLOGRP Allocation Group 4 X(4) Allocation group number. Only currency contracts

(CC) can use this field to tag a security with an allocation group.

SWFEE Swap Fee 18 -9(15)V9(2) Area reserved for future functionality. SWPREM Swap Premium 18 -9(15)V9(2) Area reserved for future functionality. TOVLPI 17 EITRDOR Complex Derivatives Trade

Order 10 9(10) Area reserved for future functionality.

SWFEEXP Swap Fee Expense 18 -9(15)V9(2) Area reserved for future functionality. SWPREXP Swap Premium Expense 18 -9(15)V9(2) Area reserved for future functionality. EIINC Complex Derivatives –

Traded Interest Receive Leg 18 -9(15)V9(2) Area reserved for future functionality – EI Asset

Group only.





33

Key Field Field Name Length Format Description EIINC2 Complex Derivatives –

Traded Interest Pay Leg 18 -9(15)V9(2) Area reserved for future functionality – EI Asset

Group only. FILLER2 UNUSED 56 X(56) Currently unused area. Must be asterisk “*” filled.

<< End of Root area>>



34

To create currency contract messages use the table below to map fields.

Currency Contracts Field Messaging Field Account Number ACCT Currency Received SCTYNO Currency Delivered STLCC Dealer Spot Rate DLRRTE Trading Currency TRDNGCC Receive Amt UNITS Deliver Amt PRIN Base Amount TBASAMT Spot Valuation Method SVALUMT Broker BROKER CCT TYPE CCTTYP Hedge Type HEDGE Confirm CONFIRM

<< Beginning of User-Defined Area, only present if USER DEFINED AREA PRESENT field value is 1>> Key Field Field Name Length Format Description UDDATE1 DATE 1 8 9(8) User-defined date; format: CCYYMMDD. UDDATE2 DATE 2 8 9(8) User-defined date; format: CCYYMMDD. UDFLAG1 FLAG 1 1 X(1) User-defined flag. UDFLAG2 FLAG 2 1 X(1) User-defined flag. UDFLAG3 FLAG 3 1 X(1) User-defined flag. UDFLAG4 FLAG 4 1 X(1) User-defined flag. UDAFLD1 AFIELD 1 8 X(8) User-defined field. UDAFLD2 AFIELD 2 8 X(8) User-defined field. UDAFLD3 AFIELD 3 8 X(8) User-defined field. UDAFLD4 AFIELD 4 8 X(8) User-defined field. UDAFLD5 AFIELD 5 50 X(50) User-defined field. UDNFLD1 NFIELD 1 8 -9(4)V9(3) User-defined field. UDNFLD2 NFIELD 2 8 -9(4)V9(3) User-defined field. UDNFLD3 NFIELD 3 8 -9(4)V9(3) User-defined field. UDNFLD4 NFIELD 4 8 -9(4)V9(3) User-defined field. UDNFLD5 NFIELD 5 14 -9(11)V9(2) User-defined field. UDNFLD6 NFIELD 6 14 -9(11)V9(2) User-defined field. 4 UDAFL6 AFIELD 6 32 X(32) User-defined field. 4 UDAFL7 AFIELD 7 32 X(32) User-defined field. 4 UDAFL8 AFIELD 8 32 X(32) User-defined field. 4 UDAFL9 AFIELD 9 32 X(32) User-defined field. 4 UDAFL10 AFIELD 10 32 X(32) User-defined field. 4 UDAFL11 AFIELD 11 32 X(32) User-defined field. 4 UDAFL12 AFIELD 12 32 X(32) User-defined field. 4 UDAFL13 AFIELD 13 32 X(32) User-defined field. 4 UDNFL7 NFLD 7 14 -9(11)V9(2) User-defined field. 4 UDNFL8 NFLD 8 14 -9(11)V9(2) User-defined field. 4 UDNFL9 NFLD 9 14 -9(11)V9(2) User-defined field.



35

4 UDNFL10 NFLD 10 14 -9(11)V9(2) User-defined field. 4 UDNFL11 NFLD 11 14 -9(11)V9(2) User-defined field. 4 UDNFL12 NFLD 12 14 -9(11)V9(2) User-defined field. 4 UDNFL13 NFLD 13 14 -9(11)V9(2) User-defined field. 4 UDNFL14 NFLD 14 14 -9(11)V9(2) User-defined field. UDFILL UNUSED 250 X(250) This area is currently unused. It must be

filled with asterisks “*”. << End of User-Defined area>> << Beginning of Transaction Description Area, only present if NO. OF TRANS DESC LINES field value is greater than 0>>

Field Field Name Length Format Description DESC TRANS. DESC 50 X(50) Transaction description. << End of Transaction Description area >>



36

<<Beginning of Security area, only present if SECURITY AREA field value is 1>> Key Field Field Name Length Format Description MODLNO MODEL SECURITY NUMBER 9 X(9) Security number of security to be

used as a Model. MODLDT MODEL SECURITY DATE 8 9(8) Security Date of model; format:

CCYYMMDD. MODLUNQ MODEL SECURITY UNIQUE 5 9(5) Security unique qualifier of model. SCNAME SECURITY NAME 25 X(25) Security short name. SCISSCD ISSUER 6 X(6) Issuer code. GUAR GUARANTOR 6 X(6) Guarantor. SCSIC STANDAND INDUSTRY CODE 4 X(4) SIC code. SCLCURR LOCAL CURRENCY 4 X(4) Local currency of the security. SCICURR INCOME CURRENCY 4 X(4) Income currency of the security. SCTCURR TRADING CURRENCY 4 X(4) Trading currency of the security. SCCNTRY COUNTRY 4 X(4) Issuing country of the security. SCSTATE STATE 2 X(2) State code. SCTICK TICKER SYMBOL 7 X(7) Ticker symbol. TAXSTAT TAX STATUS 1 X(1) Federal tax status. SCQUAL QUALITY RATING 4 X(4) S&P rating. SCQUAL2 QUALITY RATING 4 X(4) Moody rating. SCEMTDT EFF. MATURITY DATE 8 9(8) Effective maturity date; format:

CCYYMMDD. EMPRICE EFF. MATURITY PRICE 10 9(6)V(4) Effective maturity price. SCISSDT ISSUE DATE 8 9(8) Issue date; format: CCYYMMDD. SCORGIP ORIGINAL ISSUE PRICE 17 9(9)V9(8) Original issue price. SCMATDT MATURITY DATE 8 9(8) Maturity date; format: CCYYMMDD. SCCOU COUPON RATE 18 -9(8)V9(9) Coupon rate. SCCOUDT FIRST COUPON DATE 8 9(8) First coupon date; format:

CCYYMMDD. SCCYCL PAYMENT CYCLE 1 X(1) Payment cycle. SCPAYMM PAYMENT MONTH 2 9(2) Payment month. SCPAYDD PAYMENT DAY 2 9(2) Payment day. BCTYNO BENCHMARK SECURITY NUMBER 9 X(9) Benchmark security number. BCTYDT BENCHMARK SECURITY DATE 8 9(8) Benchmark security date; format:

CCYYMMDD. BCTYUNQ BENCHMARK SECURITY

QUALIFIER 5 9(5) Benchmark security qualifier.

BSPREAD BENCHMARK SPREAD 10 -9(4)V9(5) Benchmark spread. IRFREQ RATE CHANGE FREQ 2 X(2) Rate change frequency. IRINCR RATE CHANGE INCREMENT 2 9(2) Rate change increment. IRDTDT RATE CHANGE FIRST DATE 8 9(8) First date of rate change; format:

CCYYMMDD. IREM END OF MONTH 1 X(1) Indicates if the RATE CHANGE

FIRST DATE represents the end of the month or the specified day.

CTYPE CONTRACT TYPE 2 X(2) Contract type. PCFLAG PUT CALL FLAG 1 X(1) Put/Call flag. STRIKPR STRIKE PRICE 15 9(9)V9(6) Strike price. UNDRNO UNDERLYING SECURITY NUMBER 9 X(9) Underlying security number.



37

Key Field Field Name Length Format Description UNDRDT UNDERLYING SECURITY DATE 8 9(8) Underlying security date; format:

CCYYMMDD. UNDRUNQ UNDERLYING SECURITY

QUALIFIER 5 9(5) Underlying security qualifier.

SCOTCFL OVER THE COUNTER FLAG 1 X(1) Over the counter flag. EURO EUROPEAN STYLE 1 X(1) European style option flag. INVIND INVERSE INDICATOR 1 X(1) Contract size inverse indicator. SC2A7 2A-7 1 X(1) Rule 2A-7 flag. SCDEMND DEMAND 2 9(2) Demand days. NAICS NAICS CODE 6 X(6) NAICS CODE. 4 CSIZE CONTRACT SIZE 15 9(9)V9(6) 5 SCCPNCC COUPON CURRENCY 4 X(4) Coupon Currency. 11 TRANPRC TRANSACTION GENERATOR

MATURITY PRICE 10 9(6)V9(4) Transaction Generator Maturity

Price. 11 OSI OPTION SYMBOLOGY INITIATIVE 21 X(21) Option Identifier 11 PRICEID ALTERNATE PRICING SECURITY

IDENTIFICATION 1 X(1) Flag to indicate which security

identifier will be used as pricing security identifier.

11 SCFILL UNUSED 46 X(46) This area is currently unused. It must be filled with asterisks (“*”)

<<End of Security Area>> <<Beginning of Reversal Area, only present if REVERSAL AREA PRESENT field value is 1>> Key Field Field Name Length Format Description These fields are optional, to be included as required, in rebooking reversed transactions and in reversing and rebooking intervening transactions. ECECDT *EFFECTIVE DATE 8 9(8) Effective date to be used for the

reversal transaction generated; format: CCYYMMDD.

REBOOK REBOOK FLAG 1 X(1) Y – Rewrite, or rebook the reversed transaction.

N – Reverse the trade, but do not rebook. Any rebooking must be done manually.

RVINTRV REVERSE INTERVENING TRADES 1 X(1) Y – Qualifying, intervening trades are reversed.

N – Qualifying intervening trades are not reversed.

RBINTRV REBOOK INTERVENING TRADES 1 X(1) Y – Rebook the reversed intervening trades.

N – Do not rebook the reversed intervening trades.

These next fields are optional, to be included for verification purposes. If the information provided in these fields does not match the information on the original transaction, the message is rejected. RACCT ACCOUNT NO. 15 9(15) Investment Accounting (InvestOne)

account number of the original transaction being reversed.

RSCTYNO SECURITY NO. 9 X(9) Security number of the original transaction.

RSCTYDT SECURITY DATE 8 9(8) Security date, if applicable, of the original transaction; format: CCYYMMDD.



38

Key Field Field Name Length Format Description RSCTYUQ SECURITY QUALIFIER 5 9(5) Unique security qualifier, if

applicable, of the original transaction.

RCODE TRANSACTION CODE 6 X(6) Investment Accounting (InvestOne) transaction code of the original transaction.

This set of fields is also optional, and may be included to provide additional information for the reversal transaction. REXTID TRANSACTION ID 25 X(25) Unique transaction number from

the external system, assigned to the reversal transaction.

RDESC1 TRANS. DESC. 50 X(50) Fifty characters for the reversal transaction description (line 1).

RDESC2 TRANS. DESC. 50 X(50) Fifty characters for the reversal transaction description (line 2).

RPOSTDT SETTLE DATE 8 9(8) Settle date; format: CCYYMMDD. REXTSYS EXTERNAL SYSTEM FLAG 1 X(1) Flag used to denote the transaction

originated outside of Investment Accounting (InvestOne). Used for Interface Purposes.

This field is also optional, and may be included to provide additional information for the rebook transaction. 10 RSTRATG REBOOKED STRATEGY 6 X(6) Strategy value for rebooked

transaction. • Default value on rebook

matches the original strategy on the reversal memo number.

• Value entered here establishes the rebook strategy.

NOTE: User can change rebook from specific strategy “value” to “blank unspecified” strategy only on DARV screen.

8

RALCRVB Reverse/Rebook Allocation Flag 1 X(1) O - Allocate Reversal/Rebook based on Original Transaction Effective Date (Default). C - Allocate Reversal/Rebook based on Current Ownership. For Investment Pools only.

10

RADVISR REBOOKED ADVISOR 4 X(4) Rebooked Advisor

RFILLER UNUSED 25 X(25) This area is currently unused. It must be filled with asterisks (“*”)

<<End of Reversal Area>>

<<Beginning of Swap Security User-Defined Area present ONLY if SCTYOCR & SCT2OCR value is 1>>

Key Field Length Format Description 9

UDATE01 8

9(8) User Defined Date 01 for the receivable and payable leg; format: CCYYMMDD.



39


UDATE02 8


9

UDATE03 8


9

UFLAG01 1

X(1) User Defined Flag 01 for the receivable and payable leg.

9

UFLAG02 1 X(1)

User Defined Flag 02 for the receivable and payable leg.

9

UFLAG03 1


9

UFLAG04 1


9

UFLD01 20 X(20)

User Defined Field 01 for the receivable and payable leg.

9

UFLD02 20

X(20) User Defined Field 02 for the receivable and payable leg.

9

UFLD03 20


9

UFLD04 20


9

UFLD05 10


9

UFLD06 10


9

UFLD07 10


9

UFLD08 10


9

UFLD09 10


9

UFLD10 10


9

UFLD11 10


9

UFLD12 10


9

UFLD13 10


9

UFLD14 10


9

UFLD15 10


9

UFLD16 10


9

UFLD17 10


9

UFLD18 10


9

UFLD19 20




40


UFLD20 20


9

UFLD21 20


9

UFLD22 20


9

UFLD23 20


9

UFLD24 20


9

UFLD25 19

9(9)V9(9) User Defined Field 25 for the receivable and payable leg.

9

UFLD26 30


9

UFLD27 30


9

UFLD28 1


9

UFLD29 1


9

UFLD30 6


9

UFLD31 6


9

UFLD32 10


9 ………………… 10 ……. ………. 9

UFLD126 10


9

UFLD127 30


9

UFLD128 30


9

UFLD129 30


9 SCT2FIL 204 X(204) This area is currently unused. Fill with asterisks *. Please note that fields 33, 34, 35 ……… and 125 are not listed in the above table but they have the same formats as UFLD32. <<End of Swap Security User-Defined Area>> << Beginning of Trade Expense Breakout Message Area, only present if TRADE EXPENSE AREA PRESENT field value is 1>>

Key Field Field Name Length Format Description 4 XPID1 TRADE EXPENSE ID 1 2 X(2) Expense Code 1 Identifier. 4 XPAMT1 TRADE EXPENSE AMOUNT 1 15 9(13)V9(2) Expense or fee amount for Code 1. 4 XPID2 TRADE EXPENSE ID 2 2 X(2) Expense Code 2 Identifier. 4 XPAMT2 TRADE EXPENSE AMOUNT 2 15 9(13)V9(2) Expense or fee amount for Code 2. 4 XPID3 TRADE EXPENSE ID 3 2 X(2) Expense Code 3 Identifier. 4 XPAMT3 TRADE EXPENSE AMOUNT 3 15 9(13)V9(2) Expense or fee amount for Code 3.



41

Key Field Field Name Length Format Description 4 XPID4 TRADE EXPENSE ID 4 2 X(2) Expense Code 4 Identifier. 4 XPAMT4 TRADE EXPENSE AMOUNT 4 15 9(13)V9(2) Expense or fee amount for Code 4. 4 XPID5 TRADE EXPENSE ID 5 2 X(2) Expense Code 5 Identifier. 4 XPAMT5 TRADE EXPENSE AMOUNT 5 15 9(13)V9(2) Expense or fee amount for Code 5. 4 XPID6 TRADE EXPENSE ID 6 2 X(2) Expense Code 6 Identifier. 4 XPAMT6 TRADE EXPENSE AMOUNT 6 15 9(13)V9(2) Expense or fee amount for Code 6. 4 XPID7 TRADE EXPENSE ID 7 2 X(2) Expense Code 7 Identifier. 4 XPAMT7 TRADE EXPENSE AMOUNT 7 15 9(13)V9(2) Expense or fee amount for Code 7. 4 XPID8 TRADE EXPENSE ID 8 2 X(2) Expense Code 8 Identifier. 4 XPAMT8 TRADE EXPENSE AMOUNT 8 15 9(13)V9(2) Expense or fee amount for Code 8. 4 XPID9 TRADE EXPENSE ID 9 2 X(2) Expense Code 9 Identifier. 4 XPAMT9 TRADE EXPENSE AMOUNT 9 15 9(13)V9(2) Expense or fee amount for Code 9. 4 XPID10 TRADE EXPENSE ID 10 2 X(2) Expense Code 10 Identifier. 4 XPAMT10 TRADE EXPENSE AMOUNT 10 15 9(13)V9(2) Expense or fee amount for Code 10. 4 FILLER UNUSED 40 X(40) Area is currently unused. Fill with asterisks “*”.

<< End of Trade Expense Breakout Message Area >> <<Beginning of Swaps (Asset Group “IW”, “TW”, “CW”, “DW”) area, only present if SWAP AREA field value is 1>>

Key Field Field Name Length Format Description 5 SWSDESC SWAP DESCRIPTION 25 X(25) Interest Rate Swap Description. 5 SWMODL MODEL SECURITY 9 X(9) Model Security. 5 SWLCURR CURRENCY 4 X(4) Swap Currency. 5 SWBEGDT ACCR START DATE 8 9(8) Swap Accrual start date; format:

CCYYMMDD. 5 SWEXPDT EXPIRATION DATE 8 9(8) Swap Expiration date; format:

CCYYMMDD. 5 SWCNTRY CNTRY-R 4 X(4) Country of Risk. 5 SWCURR1 RECEIVABLE CURRENCY 4 X(4) Receivable Currency. 5 SWCNTY1 RECEIVABLE COUNTRY OF

RISK 4 X(4) Receivable Country of Risk.

5 SWCNTX1 Receivable Country of Taxation

4 X(4) Receivable Country of Taxation.

5 SWCNTX2 Payable Country of Taxation 4 X(4) Payable Country of Taxation. 5 SWCURR2 PAYABLE CURRENCY 4 X(4) Payable Currency. 5 SWCNTY2 PAYABLE COUNTRY OF RISK 4 X(4) Payable Country of Risk. 5 SWMETH1 ACCRUAL METHOD 1 X(1) Accrual Method Receivable Leg. 5 SWMETH2 ACCRUAL METHOD 1 X(1) Accrual Method Payable Leg. 5 SWAIOP1 ACCR INCM OPT REC 1 X(1) Accrued Income Payment option

Receivable Leg. 5 SWAIOP2 ACCR INCM OPT REC 1 X(1) Accrued Income Payment option Payable

Leg. 5 SWCOU1 INTEREST RATE 18 -9(9)V9(8) Interest Rate Receivable Leg. 5 SWCOU2 INTEREST RATE 18 -9(9)V9(8) Interest Rate Payable Leg. 5 SWCOUD1 1ST PAYMENT DATE 8 9(8) 1st payment date for Receivable Leg;

format: CCYYMMDD. 5 SWCOUD2 1st PAYMENT DATE 8 9(8) 1st payment date for Payable Leg; format:

CCYYMMDD.



42

Key Field Field Name Length Format Description 5 SWFREQ1 FREQUENCY 1 X(1) Frequency of income payments

Receivable Leg. 5 SWFREQ2 FREQUENCY 1 X(1) Frequency of income payments Payable

Leg. 5 SWPAYM1 MM 2 9(2) Month of recurring payment, Receivable

Leg. 5 SWPAYM2 MM 2 9(2) Month of recurring payment, Payable Leg. 5 SWPAYD1 DD 2 9(2) Day of recurring payment, Receivable

Leg. 5 SWPAYD2 DD 2 9(2) Day of recurring payment, Payable Leg. 5 SWBNCH1 BENCHMARK 9 X(9) Benchmark security, Receivable Leg. 5 SWBNCH2 BENCHMARK 9 X(9) Benchmark security, Payable Leg. 5 SWSPRD1 SPREAD 9 -9(3)V9(5) Basis points, Receivable Leg. 5 SWSPRD2 SPREAD 9 -9(3)V9(5) Basis points, Payable Leg. 5 SWRTYP1 ANNUAL RATE TYPE 4 X(4) Annual Rate Type, Receivable Leg. 5 SWRTYP2 ANNUAL RATE TYPE 4 X(4) Annual Rate Type, Payable Leg. 5 SWCHGF1 CHANGE FREQUENCY 2 X(2) Rate change cycle, Receivable Leg. 5 SWCHGF2 CHANGE FREQUENCY 2 X(2) Rate change cycle, Payable Leg. 5 SWINCR1 INCREMENT 2 9(2) Rate change increment, Receivable Leg. 5 SWINCR2 INCREMENT 2 9(2) Rate change increment, Payable Leg. 5 SW1STC1 1st CHANGE 8 9(8) Date of first rate change, Receivable Leg;

format: CCYYMMDD. 5 SW1STC2 1st CHANGE 8 9(8) Date of first rate change, Payable Leg;

format: CCYYMMDD. 5 SWMEND1 MONTH END 1 X(1) Rate change occurs on Month-End,

Receivable Leg. 5 SWMEND2 MONTH END 1 X(1) Rate change occurs on Month-End,

Payable Leg. 5 SWDVINT Post DIVD/INT 1 X(4) To post or to NOT post accruals; Y/N for

asset leg of Total Return Swaps. 5 SWPACC SWAP POST ACCRUALS 1 X(1) Swap Post Accruals. 5 SWINCGL SWAP INCOME OR

GAIN/LOSS 1 X(1) Swap Income or Gain/Loss.

5 SWINCG2 Payable SWAP INCOME OR GAIN/LOSS

1 X(1) Swap Income or Gain/Loss for Pay Leg.

5 SWCLEX SWAP CLOSING CURRENCY EXCHANGE

1 X(1) Swap Closing Currency Exchange.

5 SWCLPR CALC PAR 1 X(1) Calculate Par. 5 SWCTYNO INDEX SECURITY NUMBER 9 X(9) Index Security Number. 5 SWCTYDT INDEX SECURITY DATE 8 9(8) Index Security Date; format: CCYYMMDD. 5 SWCTYUN INDEX SECURITY UNIQUE

QUALIFIER 5 9(5) Index Security Unique Qualifier.

7 INCOME2 INCOME 17 9(15)V9(2) Income sold amount for swap open transaction (interest purchased /sold).

7 PURCH PURCHASE INTEREST 1 X(1) Purchase/Sold Interest. SWTDCC1 Rec Trade Currency 4 X(4) Trade currency for Receivable leg. SWTDCC2 Pay Trade Currency 4 X(4) Trade currency for Payable leg. SWICUR1 Rec leg Income Currency 4 X(4) Income Currency for Receivable leg. SWICUR2 Pay leg Income Currency 4 X(4) Income Currency for Payable leg.



43

Key Field Field Name Length Format Description SWCPNC1 Rec leg Coupon Currency 4 X(4) Coupon Currency for Receivable leg. SWCPNC2 Pay leg Coupon Currency 4 X(4) Coupon Currency for Payable leg. SWCSRTE Contract FX rate 12 S9(6)V9(5) Exchange rate stated in asset leg

currency. SINPUR1 Interest Purchased 1 X(1) Interest Purchased. SINPUR2 Interest Purchased 1 X(1) Interest Purchased. SMODPT1 MOD PMT 1 X(1) Modified payment date. SMODPT2 MOD PMT 1 X(1) Modified payment date. OFFSET1 Offset 2 X(2) Fixing date offset. OFFSET2 Offset 2 X(2) Fixing date offset. SCCAL1 Calendar 2 X(2) Calendar. SCCAL2 Calendar 2 X(2) Calendar. SCAMORT Amortization 1 X(1) Amortization Method applied to both legs SPRICER Price Code 1 X(1) Price Code of a swap applied to

Receivable leg. SPRICEP Price Code 1 X(1) Price Code of a swap applied to Payable

leg. SWSEGM Segment 4 9(4) Segment Code of a Swap security. SWCATE Category 4 9(4) Category Code of a Swap security. SSCINCM Income Category 4 9(4) Income Category Main code of a Swap

security. SCDAYC1 Day Count 1 X(1) Day Count for the receivable leg of a

swap. SCDAYC2 Day Count 1 X(1) Day Count for the payable leg of a swap. 9 MTMLG MTM Lag Days 4 9(4) Lag days used by Cleared Swaps on the

Variation Margin generator 9 SWAPTYP Swap Type 1 X(1) Type of Swap security 10 CGTCNTY CGT Country 4 X(4) Capital Gains Tax Country of swap

security 10 CGTCNT1 CGT Country 4 X(4) Capital Gains Tax Country for Asset leg of

swap security 10 CGTCNT2 CGT Country 4 X(4) Capital Gains Tax Country for Interest leg

of swap security 10 SCEX Security Exchange 4 X(4) Security Exchange 10 LEI Legal Entity Identifier 20 X(20) Legal Entity Identifier 10 SWFILR2 FILLER 106 X(106) FILLER. <<End of Swaps Area>> NOTES 1. The following transaction messages can be used.

• For FDXTS02, the parameter command must be BFDTSB2 for blocked. • For FDXTS03, the parameter command must be BFDTSB3 for blocked. • For FDXTS04, the parameter command must be BFDTSB4 for blocked. • For FDXTS05, the parameter command must be BFDTSB5 for blocked. • For FDXTS06, the parameter command must be BFDTSB6 for blocked. • For FDXTS07, the parameter command must be BFDTSB7 for blocked. • For FDXTS08, the parameter command must be BFDTSB8 for blocked. • For FDXTS09, the parameter command must be BFDTSB9 for blocked. • For FDXTS10, the parameter command must be BFDTB10 for blocked.



44

• For FDXTS11, the parameter command must be BFDTB11 for blocked. 2. The following Parameter is required and controls submission options in the Transaction

Message Batch submission JCL:

//A1 EXEC PGM=FDMESG,PARM=’BFDTSB3YN’

and controls the following submission options: Position Parameter Values 34 Message Layout 0. – Use Transaction Message FDXTS02.

1. – Use Transaction Message FDXTS03. 2. – Use Transaction Message FDXTS04.

5 – Use Transaction Message FDXTS05. 6 – Use Transaction Message FDXTS06. 7 – Use Transaction Message FDXTS07. 8 – Use Transaction Message FDXTS08. 9 – Use Transaction Message FDXTS09. 10 – Use Transaction Message FDXTS10. 11 – Use Transaction Message FDXTS11.

35 Pending Flag A – Send all transactions to the Pending File (“T2”) or Repair Station including Complete and Incomplete Reversals.

Y or E – Send only transactions with errors to the Pending File (“T2”) or Repair Station.

R – Send only transactions with errors and reversals to the pending file including Complete and Incomplete Reversals. This option must be used if the transaction to be reversed is also on the Pending File.

W – Send only transactions with errors or warnings to the Pending File. V – Send only transactions with errors or warnings and Complete and

Incomplete Reversals to the Pending File. S – Send only transactions with errors and transactions with a

Long/Short/Split flag set to “X” (for Split Across Zero) to the Pending File (“T2”) or Repair Station.

N – Send all transactions to the Active File (“TS”).

36 Sweep Flag Y – Invoke Sweep processing. N – Do not Sweep the account. 2 – Invoke Incremental Translate.

Parameter positions 14-15 are used to designate the account view, for messages which allow view-specific processing.

3. When “P” MODE is used in the fixed area of the transaction input record, the Pending Flag

parameter is disregarded for that transaction only. The program determines whether the transaction already exists on either the Active or Pending Transaction File. If the transaction already exists on the Active File, the input Transaction Message is sent to Pending as an error and an error message is returned. If the transaction does not exist, the standard error or edits for an ADD are applied and the transaction is written to the Pending Files as a new transaction.

NOTES Specific to Pend/Repair Station Items Subject to system limitations, user can utilize this interface with MODE of “C” or “U” to apply transactions to the active transaction file. In this way, functionality is similar to Action code “A” on VSPT as explained in Section 5.360 Pending Transaction File Processing. Similarly, MODE of “D” deletes pending transactions, which matches the functionality of Action



45

code “D” on VSPT. NOTES Specific to SWAPS 1. When changing or deleting a Swaps transaction, the memo number for the receivable leg

MUST be entered. In the case of Total Return Swaps, the memo number for the index leg MUST be entered. There are some exceptions to this as noted below in the various swap type notes sections, when updates are for user defined fields.

2. In order to use the Swap security user defined fields in Transaction messaging, flags (SCTY0CR) and (SCT20CR) need to be set to 1.

3. Via messaging, input of asterisks is parallel to entry of no value (blank) in OLE. NOTES Specific to Credit Default Swaps

1. PRIN field is used to enter amount of fee or premium – opens and closes. 2. PURCH field is flag that determines if there is purchased/sold interest on the open.

a. ADD mode (opens): i. “N” or blank: No purchased and/or sold interest can be entered nor is there

any system calculation of value. ii. “Y”: Purchased and/or sold interest is system calculated and/or user may

override the system calc (see INCOME below) b. ADD mode (closes):

i. “N” or “Y” or blank: Sold interest is system calculated and/or user may override the system calc (see INCOME below)

c. CHANGE mode (opens and closes): i. Blank: System does not recalculate income. ii. “Y” with INCOME blank forces recalculate.

3. INCOME field is the user supplied amount of purchased/sold interest – opens and closes. 4. SINPUR1 field entered on the open transaction is used in conjunction with accrual methods

4, 5 and 6 to determine whether interest is purchased or sold. It applies to the security definition. Valid values are:

a. Blank: The interest accrual and payment assumptions are based strictly on the accrual method alone.

b. “N”: Interest is not expected to be purchased or sold on trades having contractual settle dates between payment dates.

c. “Y”: Interest is expected to be purchased or sold on trades having contractual settle dates between payment dates.

NOTES Specific to Currency Swaps

1. PRIN field is used to enter amount of fee or premium, receivable leg – closes. 2. MARSBAS field is used to enter amount of fee or premium, payable leg – closes. 3. User Defined Fields and Payable Memo #: Updates occur only when no other fields are

included on the inbound message. 4. PURCH field is flag that determines if there is purchased/sold interest. It applies to both

the receivable and payable legs. a. ADD mode (opens):

i. “N” or blank: no purchased and/or sold interest can be entered nor is there any system calculation of value.

ii. “Y”: Purchased and/or sold interest is system calculated and/or user may override the system calc (see INCOME and INCOME2 below)

b. ADD mode (closes): i. “N” or “Y” or blank : Sold interest is system calculated and/or user may

override the system calc (see INCOME and INCOME2 below) c. CHANGE mode (opens and closes):

i. Blank: System does not recalculate income.



46

ii. “Y” with INCOME and/or INCOME2 blank forces recalculate on appropriate leg(s)

iii. When user wants recalculate on only one leg, then value for the unchanged leg must be supplied in INCOME or INCOME2 as appropriate.

5. INCOME field is the user supplied amount of purchased/sold interest on the receivable leg – opens and closes.

6. INCOME2 field is the user supplied amount of purchased/sold interest on the payable leg – open and closes.

7. SINPUR1 field entered on the open transaction is used in conjunction with accrual methods 4, 5 and 6 to determine whether interest is purchased or sold on the receivable leg. It applies to the security definition. Valid values are:




8. SINPUR2 field entered on the open transaction is used in conjunction with accrual methods 4, 5 and 6 to determine whether interest is purchased or sold on the payable leg. It applies to the security definition. Valid values are:




NOTES Specific to Interest Rate Swaps

1. PRIN field is used to enter amount of fee or premium – opens and closes. 2. User Defined Fields and Payable Memo #: Updates occur only when no other fields are

included on the inbound message. 3. PURCH field is flag that may determine if there is purchased/sold interest. It applies to

both the receivable and payable legs. a. ADD mode (opens):

i. “N” or blank: No purchased and/or sold interest can be entered nor is there any system calculation of value.

ii. “Y”: Purchased and/or sold interest is system calculated and/or user may override the system calc (see INCOME and INCOME2 below)

b. ADD mode (closes): i. “N” or ”Y” or blank: Sold interest is system calculated and/or user may

override the system calc (see INCOME and INCOME2 below) c. CHANGE mode (opens and closes):

i. Blank: System does not recalculate income. ii. “Y” with INCOME and/or INCOME2 blank forces recalculate on appropriate

leg(s) iii. When user wants recalculate applicable to only one leg, then value for the

unchanged leg must be supplied in INCOME or INCOME2 as appropriate. 4. INCOME field is the user supplied amount of purchased/sold interest on the receivable leg

– opens and closes. 5. INCOME2 field is the user supplied amount of purchased/sold interest on the payable leg –

open and closes. 6. SINPUR1 field entered on the open transaction is used in conjunction with accrual methods

4, 5 and 6 to determine whether interest is purchased or sold on the receivable leg. It applies to the security definition. Valid values are:



47


b. “N”: No interest is expected to be purchased or sold on trades having contractual settle dates between payment dates.


7. SINPUR2 field entered on the open transaction is used in conjunction with accrual methods 4, 5 and 6 to determine whether interest is purchased or sold on the payable leg. It applies to the security definition. Valid values are:




NOTES Specific to Total Return Swaps 1. Updates to Message involving User Defined Fields:

a. When SWRCVPY is not included on the inbound message, then updates occur only when no other fields are included on the inbound message. This applies to both Receivable and/or Payable Memo #.

b. When SWRCVPY is present on the inbound message for a TRUD update (with or without any other fields present) and Total Return Swap is defined as P on DETRSC and:

i. Memo # on payable (asset leg) is used on message: 1. Update occurs 2. TRUD for receivable (income Leg) memo # is updated.

ii. Memo # on receivable (interest leg) is used on message, then no updates occur.

c. When SWRCVPY is present on the inbound message for TRUD update (with or without any other fields present) and Total Return Swap is defined as R on DETRSC and:

i. Memo # on receivable (asset leg) used on message 1. Update occurs 2. TRUD for the receivable (income leg) memo # is updated.

ii. Memo # on payable (interest leg) is used on message, then no updates occur.

2. SWRCVPY is a required field for Total Return Swap except as noted above – ADD and CHANGE mode.

3. PRIN field is used to enter amount of fee or premium on index leg – opens and closes. 4. PURCH field entered on the open transaction is used in conjunction with accrual methods 4, 5

and 6 to determine whether interest is purchased or sold. It applies to the security definition. Valid Values are: a. Blank: The interest accrual and payment assumptions are based strictly on the accrual

method alone. b. “N”: Interest is not expected to be purchased or sold on trades having contractual settle

dates between payment dates. c. “Y”: Interest is expected to be purchased or sold on trades having contractual settle dates

between payment dates. 5. SINPUR1 field is flag for index leg that determines if there is purchased/sold interest.



48

a. ADD mode (opens and closes): i. “N” or blank: No purchased and/or sold interest can be entered nor is there any system

calculation of value. ii. “Y”: Purchased and/or sold interest is system calculated and/or user may override the

system calc (see INCOME below) iii. Value of “Y” can be entered only when underlying security is bond-like and the income

leg is coded with Income/Gain as “G”. b. CHANGE mode (opens and closes):

i. Blank: System does not recalculate income. ii. “R” with INCOME blank forces recalculate

6. SINPUR2 field is flag for non-index leg that determines if there is purchased/sold interest. a. ADD mode (opens):

i. “N” or blank: No purchased and/or sold interest can be entered nor is there any system calculation of value.

ii. “Y”: Purchased and/or sold interest is system calculated and/or user may override the system calc (see INCOME2 below)

b. ADD mode (closes): i. “N” or “Y” or blank: sold interest is system calculated and/or user may override the

system calc (see INCOME below) c. CHANGE mode (opens and closes):

i. Blank: System does not recalculate income. ii. “Y” with INCOME2 blank forces recalculate

7. INCOME field is the user supplied amount of purchased/sold interest on the index leg – opens and closes.

8. INCOME2 field is the user supplied amount of purchased/sold interest on the non-index leg – opens and closes.

NOTES Specific to Margin

3. Margin Deposits transactions can be added independently or with an accompanying OPLFUT/OPSFUT transaction. When deposit transactions are added with a corresponding OPLFUT/OPSFUT transaction, two memo numbers are generated if all required Margin Deposit information is provided in the message (one memo number representing the Futures Contract and a second memo representing the Margin Deposit transaction).

If the deposit transaction fails, the OPLFUT/OPSFUT transaction is still generated or sent to Pending File, depending on parameter values in execution (general Note 2). However, pending transaction processing functionality is not extended to MDEP, MWITH, MTM+ or MTM- transactions.

If Margin Deposit information is included in any Transaction Message other than OPLFUT or OPSFUT, the values in the Margin Deposit fields are ignored. Message layout FDXTS02 does not include the fields to support the processing of margin transactions. Margin processing by means of messaging is limited to MDEP, MWITH, MTM+, and MTM- transaction codes against Asset Group FT (taxlot futures contracts).

2. When deposit transactions are added independently, the memo number of a valid Futures

Contract must be provided in the CNTMEMO field of the root area of the FDXTS03 layout (and all Transaction Messages subsequent to FDXTS03). A valid Futures Contract number is also required in this CNTMEMO field when messaging Margin Withdrawal Transactions. Margin Withdrawal transactions must be processed independent of a corresponding OPLFUT/OPSFUT transaction.

4. If a credit event occurs and the underlying security of a Swap is to be bought or



49

sold as a result, the user enters the transaction against that security. It is not automatically linked to the Swap. Instead, an Exercise transaction with an amount of zero is entered. This has no accounting effects, but allows the transactions to be linked for reporting purposes. The user can then enter a related memo number on an exercise transaction that includes an amount.

5. Margin Deposit or Withdrawal transactions cannot be changed or deleted in

the same message as OPLFUT/OPSFUT change/delete requests. If both the Futures Contract transaction and a Margin Deposit transaction for that contract require modification, two separate message records must be input designating the respective memo number of each transaction in the TRDORD field of the fixed message area. In this way, multiple Margin Deposit transactions can be related to a single OPLFUT/OPSFUT transaction. All outstanding Deposit transactions must be deleted before the corresponding Futures Contract transaction may be deleted.



50

REPLY TO TRANSACTION MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Transaction message to the external system, one for each message received. In One-to-One Blocked conversations, messages are sent in the original sequence of the messages received.

Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXTS02 (for example). Actual FDXTSxx returned

represents the message format used. TRANSACTION ID 17 25 X(25) The external TRANSACTION ID to which this reply

relates. TRANSACTION MEMO NO. 42 8 9(8) Investment Accounting (InvestOne) Memo Number to

which this reply relates. UNUSED 50 47 X(47) Spaces ERRORS 97 1 X(1) Y – The transaction was not processed. Except for

reversal transaction processing, if the REPAIR STATION option in the Initial Request Message was “A” or “E”, the trade is still on the Repair Station, and a TRANSACTION MEMO NO. is still provided.

N – The transaction was processed. NO. OF REPLY MESSAGES

98 2 9(2) The number of information, warning or error messages associated with this reply.

The following group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES. In the following definitions the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated.

Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I – An informational message.

W – A warning message. S – Severe error preventing processing.* E – An error preventing processing. P – A program error preventing processing. * Several data conditions can cause this error. For example: incorrect external ID or invalid security number.

REPLY CODE 101 6 X(6) A unique code identifying this message within Investment Accounting (InvestOne).

REPLY FIELD 107 7 X(7) Field generating this message, if any. REPLY TEXT 114 72 X(72) Text message.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT FEE BALANCE MESSAGE


51

2.2.3 ACCOUNT FEE BALANCE MESSAGE As in Transaction Maintenance, Investment Accounting (InvestOne) provides the capability to change Fee Balance information. This inbound interface is processed on a real-time basis for the associated fee schedule records that can be changed. The following online functionality may be substituted by this messaging interface:


AAFB Account Fee Balances CHANGE For a detailed explanation of the AAFB screen, see Section 5.112 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

FEE BALANCE MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))

Field Field Name Start Char Length Format Description

MSGID MESSAGE ID 1 7 X(7) FDXFB02 MODE MODE 8 1 X(1) C – Change

ACCT ACCOUNT NO. 9 15 9(15) Account Number. VALDT VALUATION DATE 24 8 9(8) Valuation date for which the fee balances are

to be changed; format: CCYYMMDD. FEEOP DISPLAY OPTION 32 1 X(1) Display Option; valid values:

Blank or A – Maintain income expense accrual balances.

S – Maintain investment performance adjustment portions of fee accrual balances (Separate Accounts only).

C – Maintain capital expense (Asset group “CM”) accrual balances.

AEDMULT MULTI MANAGER 33 1 X(1) For Multi Manger/MCS Funds (Group “M”) this field must be “M”. For all other fund types, this field must be blank.

ACQUL01 SECURITY QUALIFIER 01 34 5 9(5) Unique security qualifier 01; valid values are 1-32767.

ACAMT01 AMOUNT 01 39 15 -9(12)V9(2) Accrued expense amount to be entered for qualifier 01.









52


























FILLER 354 50 X(50) Unused



53

NOTES

4. The Variable Expense Fee Schedule Message can be processed in Investment Accounting (InvestOne)’s Inbound Messaging Interface and OLE.

5. No messaging reply reports have been developed for this message. Any associated messages are in the SYSOUT of the submission job.

6. One of the following PARMs is required to execute this message and must be included in the submission JCL:

//A1 EXEC PGM=FDMESG,PARM=’SFDFB2 ‘ for single mode

//A1 EXEC PGM=FDMESG,PARM=’BFDFBB2 ‘ for blocked mode *****************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - FIXED EXPENSE FEE SCHEDULE MESSAGE


54

2.2.4 FIXED EXPENSE FEE SCHEDULE MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to add and change Fixed Expense Fees Schedule information. This inbound interface is processed on a real-time basis for the associated fee schedule records that can be added or changed. The following online functionality may be substituted by this messaging interface:


DEFE/DAFE Fixed Expenses ADD, CHANGE For a detailed explanation of the DEFE Screen, see Section 5.112 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

FIXED EXPENSE FEE SCHEDULE MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 7 X(7) FDXFE01 MODE MODE 8 1 X(1) A – Add

C – Change ACCT ACCOUNT NO. 9 15 9(15) Account Number. SCTYDT SECURITY DATE 24 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ SECURITY UNIQUE 32 5 9(5) Security Unique Qualifier. FYEDT FISCAL YEAR END 37 8 9(8) Fiscal Year-End; format: CCYYMMDD. EXECDT EFFECTIVE DATE 45 8 9(8) Effective Date; format: CCYYMMDD. AMTYP AMOUNT TYPE 53 1 X(1) Amount accrual type. Valid values:

A – Annual Amount (begin accrual on effective date + 1; this type may only be changed, not added).

D – Daily Amount (begin accrual on effective date).

E – Total Amount (begin accrual on effective date).

Z – Zero daily amount (begin on effective date).

Do not use both AMT and SAMT. Choose one. AMT AMOUNT 54 13 9(11)V9(2) Estimated amount to be accrued for the period

(either a daily amount or a total amount; if Amount Type is “Z”, Amount must be blank).

SAMT AMOUNT 67 14 S9(11)V9(2) Estimated amount to be accrued for the period (either a daily amount or a total amount; if Amount Type is “Z”, Amount must be blank). Applies a positive or negative value.

FILLER 53 36 X(36) Unused

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - FIXED EXPENSE FEE SCHEDULE MESSAGE


55

NOTES

1. The Fixed Expense Fee Schedule Message can be processed in Investment Accounting (InvestOne)’s Inbound Messaging Interface and OLE.


3. The following PARM is required to execute this message and must be included in the submission JCL:

//A1 EXEC PGM=FDMESG,PARM=’BFDFEB ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - VARIABLE EXPENSE FEE SCHEDULE MESSAGE


56

2.2.5 VARIABLE EXPENSE FEE SCHEDULE MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to add and change Variable Expense Fees Schedule information. This inbound interface is processed on a real-time basis for the associated fee schedule records that can be added or changed. The following online functionality may be substituted by this messaging interface:


AAFS Account Fee Schedule ADD, CHANGE

UTAAFS Unit Trust Fee Schedule ADD,CHANGE For a detailed explanation of the AAFS Screen, see Section 5.112 of the Investment Accounting (InvestOne) System Manual. For a detailed explanation of the UTAAFS Screen, see Section 5.930 of the Investment Accounting (InvestOne) System Manual The following section describes the message layouts required for this interface.

VARIABLE EXPENSE FEE SCHEDULE MESSAGE LAYOUT FOR AAFS (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))

Field Field Name Start Char Length Format Description MSGID MESSAGE ID 1 7 X(7) FDXFS02 MODE MODE 8 1 X(1) A – Add

C – Change

ACCT ACCOUNT NO. 9 15 9(15) Account Number. EXPQUAL EXPENSE QUALIFIER 24 5 9(5) Expense Security Unique Qualifier; valid

values are 00001 – 32767. EFFDT EFFECTIVE DATE 29 8 9(8) Effective Date; format: CCYYMMDD. PAYDT ELIGIBLE FOR DELETE

DATE 37 8 9(8) Date on which the fee schedule is eligible

for deletion. Note that both the Eligible For Delete Date and the Effective Date must be on the same side of the account’s verification date (either both earlier or both later) for the schedule to be deleted. This date defaults to 12/31/2049; format: CCYYMMDD.



57

Field Field Name Start Char Length Format Description FETYPE FEE BASIS TYPE 45 1 X(1) Fee Basis Type. Valid Values:

C – Fee based on assets after capital changes (Prior Net Assets + Current Shareholder Activity).

U – Fee based on units outstanding. P – Fee based on prior valuation period net

asset value. N – Fee based on current valuation period

net asset value. R – Fee based on accumulation reserve,

annuity reserve, adjustment reserve, sponsor’s equity, and change in sponsor’s equity balances at the prior valuation date.

T – Fee schedule is used for tax calculation. D – To delete fee schedule as of effective

date. A – Fee based on adjusted assets. ( (Prior

Total Net Assets / Prior Shares Outstanding)*Current Dividend Earning Shares).

FEE01 AMOUNT 1 (MILLIONS) 46

5 9(5) 1st amount (the net assets amount breakdown to which the Annual Rate applies.) The 2nd amount should equal the first and subsequent amounts should be increasingly greater.

RAT01 ANNUAL RATE 1 51 9 -9(2)V9(6) 1st annual rate. FEE02 AMOUNT 2 60 5 9(5) 2nd amount. RAT02 ANNUAL RATE 2 65 9 -9(2)V9(6) 2nd annual rate. FEE03 AMOUNT 3 74 5 9(5) 3rd amount. RAT03 ANNUAL RATE 3 79 9 -9(2)V9(6) 3rd annual rate. FEE04 AMOUNT 4 88 5 9(5) 4th amount. RAT04 ANNUAL RATE 4 93 9 -9(2)V9(6) 4th annual rate. FEE05 AMOUNT 5 102 5 9(5) 5th amount. RAT05 ANNUAL RATE 5 107 9 -9(2)V9(6) 5th annual rate. FEE06 AMOUNT 6 116 5 9(5) 6th amount. RAT06 ANNUAL RATE 6 121 9 -9(2)V9(6) 6th annual rate. FEE07 AMOUNT 7 130 5 9(5) 7th amount. RAT07 ANNUAL RATE 7 135 9 -9(2)V9(6) 7th annual rate. FEE08 AMOUNT 8 144 5 9(5) 8th amount. RAT08 ANNUAL RATE 8 149 9 -9(2)V9(6) 8th annual rate. FEE09 AMOUNT 9 158 5 9(5) 9th amount. RAT09 ANNUAL RATE 9 163 9 -9(2)V9(6) 9th annual rate. FEE10 AMOUNT 10 172 5 9(5) 10th amount. RAT10 ANNUAL RATE 10 177 9 -9(2)V9(6) 10th annual rate. FILLER 186 200 X(200) Unused

NOTES 4. The Variable Expense Fee Schedule Message can be processed in Investment Accounting



58

(InvestOne)’s Inbound Messaging Interface and OLE. 5. No messaging reply reports have been developed for this message. Any associated messages

are in the SYSOUT of the submission job. 6. One of the following PARMs is required to execute this message and must be included in the

submission JCL: //A1 EXEC PGM=FDMESG,PARM=’BFDFSB2 ‘ for blocked mode. //A1 EXEC PGM=FDMESG,PARM=’SFDFS2 ‘ for single mode. VARIABLE EXPENSE FEE SCHEDULE MESSAGE LAYOUT FOR UTAAFS

Field Start Char

Length Format Description

MSGID 1 7 X(7) FDXUF01

MODE 8 1 X(1) Processing Mode: A= ADD, C=CHANGE

ACCT 9 15 9(15) Account Number

EXPQUAL 24 5 9(5) Expense Security Unique Qualifier; valid values are 00001 – 32767

EFFDT 29 8 9(8) Effective Date; format: CCYYMMDD

PAYDT 37 8 9(8) Date on which the fee schedule is eligible for deletion. Note that both the Eligible For Delete Date and the Effective Date must be on the same side of the account’s verification date (either both earlier or both later) for the schedule to be deleted. This date defaults to 12/31/2049; format: CCYYMMDD.

FETYPE 45 1 X(1) Enter the market value basis on which the management fee calculations are based. Valid Values: B –Base calculation on Bid market values (Cancellation Value). Valid for Unit Trust and Dual Priced OEICS. Not valid for standard OEIC funds. O – Base calculation on Offer market values (Creation Value). Valid for Unit Trust and Dual Priced OEICS. Not valid for standard OEIC funds. M – Base calculation on Mid-market values (Bid+Offer/2). FEE BASIS “M” is required for standard OEIC funds. Default. C – Based calculation on Assets After Capital Change (prior net asset value plus net change in capital as a result of appropriations/expropriations). @ – To delete fee schedule as of effective date



59

Field Start Char


DEALEXP 46 1 X(1) To include or exclude notional dealing expense in the amount on which the management fee is calculated. Valid Values: I – Include notional dealing expenses in management fee calculation. Default. E – Exclude notional dealing expenses in management fee calculation.

EXCSCTY 47 1 X(1) Determines if securities flagged for exclusion from management fees (EXCLUDE MGT FEES is “Y” on the Security Definition screen) have their market value excluded from the account’s management fee calculation. Valid Values: Y – Exclude from management fee calculation. N – Do not exclude from management fee calculation. Default.

VALBAS 48 1 X(1) Enter the source of the market value amount on which the management fee is calculated. Valid Values: D – DAILY BASIS uses prior valuation point market values. Default. B – PREVIOUS MONTH END BASIS uses the market value of the last valuation point of the previous month. E – DAILY REPLACE BASIS uses the market value of the prior valuation point multiplied by the number of days elapsed in the current month. Each day’s fee accrual is a replacement of the prior day.

FEE01 49 5 9(5)V999 1st amount (the net assets amount breakdown to which the Annual Rate applies.) The 2nd amount must equal the first and subsequent amounts should be increasingly greater.

RAT01 54 9 -9(2)V9(6)

1st annual rate

FEE02 63 5 9(5)V999 2nd amount

RAT02 68 9 -9(2)V9(6)

2nd annual rate

FEE03 77 5 9(5)V999 3rd amount

RAT03 82 9 -9(2)V9(6)

3rd annual rate

FEE04 91 5 9(5)V999 4th amount

RAT04 96 9 -9(2)V9(6)

4th annual rate

FEE05 105 5 9(5)V999 5th amount



60

Field Start Char


RAT05 110 9 -9(2)V9(6)

5th annual rate

FEE06 119 5 9(5)V999 6th amount

RAT06 124 9 -9(2)V9(6)

6th annual rate

FEE07 133 5 9(5)V999 7th amount

RAT07 138 9 -9(2)V9(6)

7th annual rate

FEE08 147 5 9(5)V999 8th amount

RAT08 152 9 -9(2)V9(6)

8th annual rate

FEE09 161 5 9(5)V999 9th amount

RAT09 166 9 -9(2)V9(6)

9th annual rate

FEE10 175 5 9(5)V999 10th amount

RAT10 180 9 -9(2)V9(6)

10th annual rate

Note :-

1) Within the new message layout, the ‘FETYPE’ field will require an ‘at’ sign (@). When the ‘@’ character is entered, this will result in the fee schedule being set for deletion. Existing functionality of using “*” for fee schedule deletion through online screen will remain same.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - EXPLICIT TAX LOT RELIEF MAINTENANCE


61

2.2.6 EXPLICIT TAXLOT RELIEF MAINTENANCE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to relieve taxlots from an external source. This inbound interface is processed on a real-time basis by a TSO submitted JCL. Up to 5,000 taxlots for the associated closing (sell-like) transaction can be added or deleted per submission. Up to 5,000 taxlots for the associated closing (sell-like) transaction can be added or deleted per submission. This messaging interface requires minimal user intervention and is an efficient alternative to the manually intensive procedure for holdings with a significant number of taxlots or for large numbers of closing transactions. The following online functionality may be substituted by this messaging interface:


DAER Explicit Taxlot Relief CHANGE For a detailed explanation of Relief of Explicit Taxlots, see Section 5.82 of the Investment Accounting (InvestOne) System Manual. An Explicit Taxlot Relief Message can vary in length depending upon the number of taxlots contained in the Taxlot Relief area of the message. The Fixed portion of the message is 80 bytes. For each taxlot in the Taxlot Relief portion, 51 bytes are added. A maximum of 16 taxlots are allowed per message. If more than 16 reliefs are required for a specific closing transaction, multiple messages may be “linked” together for this transaction using the FNL pattern. For an ADD message, both the Fixed and Taxlot Relief areas are required. For a DELETE message, only the Fixed area is required. There is no CHANGE mode. The Explicit Taxlot Relief Message (FDXLR01) may not be combined in the same job submission with other Transaction Messages because each requires a unique Parameter that is specified in the submission JCL. Important: Closing transactions should be either messaged or input prior to the FDXLR01 submission. The following section describes the message layouts required for this interface.



62

EXPLICIT TAXLOT RELIEF MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) << Beginning of Required Fixed Area of the Explicit Taxlot Relief Message>>


MSGID MESSAGE ID 1 8 X(8) FDXLR01 MODE MODE 9 1 X(1) A – Add

D – Delete In Delete Mode, the “Number of Reliefs” field must be zero. S – Add and Sweep. R – Delete and Sweep.

TRDORD TRANSACTION MEMO NO. 10 8 9(8) Transaction memo number assigned by Investment Accounting (InvestOne) to the original closing or “sell-like” transaction for which the explicit taxlot relief is to be processed. Either this or the following field must be provided. Asterisks (“*”) are required if the following field is used.

EXTID TRANSACTION ID 18 25 X(25) Unique transaction identifier from the external system for the original closing or “sell-like” transaction for which the explicit taxlot relief is to be processed. Either this or the preceding field must be provided. Spaces are required if the preceding field is used.

ACCT ACCOUNT NO. 43 15 9(15) Account number, a required field. This number is crossed checked against the account number of the original closing transaction.

SCTY SECURITY NO. 58 9 X(9) Optional security number. If populated, this number is crossed checked against the security number of the original closing transaction.

ENDREL END OF RELIEFS 67 1 X(1) This flag is used to indicate whether the record is a standalone entry or part of a “link” of multiple messages. Y – Standalone. Contains all relief entries for

this TRDORD relief. F – First record of a linked entry that continues

with the next record for this TRDORD. N – A continuation of the link entry with more

linked records to follow for this TRDORD. L – The last in a series of linked records. No

more records follow for this TRDORD. OCRFILL FILLER 68 11 X(11) Unused RELFOCR NO. OF RELIEFS 79 2 9(2) Number of relief entries in Taxlot Relief portion

of the message. Controls the size of the message. The following group of fields is repeated 0 to 16 times depending on the value in this field.

<< End of Fixed message area >>



63

<< Beginning of Taxlot Relief Area >>


RLMEMO RELIEVED TRANSACTION MEMO NO.

8 9(8) Transaction memo number assigned by Investment Accounting (InvestOne) to the opening or “buy-like” transaction to be relieved. This or the following field must be provided. Zeroes if the following field is used.

RLEXTID RELIEVED TRANSACTION ID

25 X(25) Unique transaction identifier from external system for the opening or “buy-like” transaction to be relieved. Spaces if the preceding field is provided.

RLUNITS RELIEVED 18 9(14)V9(4) Amount of shares/par value of this opening (buy-like) transaction to be relieved.

<< End of Taxlot Relief Area >> Notes 1. Messaged Explicit Taxlot Relief Entries can be viewed on VSER or changed/deleted on DAER.

These entries are displayed with “M” to the left of each taxlot memo number for which shares/par have been explicitly relieved or changed.

2. This interface sets the OLDEST EFFT DATE CAPTURED on AAAD to the Effective Date of the closing (sell-like) transaction therefore requiring the account be swept if the Mode is “A” or “D”. Modes of “S” and “R” will not set this date if the sweep can be successfully completed.

3. The closing transaction must be in an open valuation cycle. If the taxlot relief message is received for a transaction with an Effective Date prior to the account’s Verification Date, the entire message is rejected.

4. The closing transaction may be on the Active (“TS”) file or Pending (“T2”) file; but the associated opening (buy-like) transactions must be on the Active (“TS”) file.

5. Shares/Par on the relief entries may not be zero. 6. In ADD mode if an inbound relief entry matches one on the file, the Shares/Par on the

message are treated as a delete and add. The Shares/Par on the file are deleted whether system generated or manually entered.

7. In DELETE mode, all the relief entries associated with a closing transaction specified in the message are deleted whether system generated, manually entered or messaged entries.

8. Edits validate the entries on the message’s Fixed portion. Error found= message is rejected. 9. Each entry in the Taxlot Relief portion of the message is edited before it is added to the

Taxlot Relief (“L2”) file. A relief entry in error is rejected. However, any remaining valid relief entries update the “L2” File the associated closing transaction.

10. Valid sequence for linked transactions may be F ENDREL record, one or more N ENDREL records, and an L ENDREL record. A linked entry with an “N” is not required if the number of taxlot reliefs will not exceed 32. In this case the record sequence would be F ENDREL record and L ENDREL record.


//A1 EXEC PGM=FDMESG,PARM=’ FDLRB ‘

12. Parameter positions 14-15 are used to designate the account view, for messages which allow view-specific processing.



64

An Explicit Taxlot Messaging Reply – Accepted Report and an Explicit Taxlot Messaging Reply – Rejected Report provided detailed information specific to the inbound messages. To include these reports, the following example must be included in the submission JCL:

MR9900R //C.MESGIN DD DSN=B0106IB.TL.MESGOUT,DISP=SHR //C.DISPFILE DD SYSOUT=X,DCB=(BLKSIZE=1330,RECFM=FBA) //C.REPTFILE DD SYSOUT=X,DCB=(BLKSIZE=1330,RECFM=FBA) //C.DAT DD DUMMY //C.REPT90 DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) //C.RELFOK DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) //C.RELFREJ DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) //

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - TAXLOT MAINTENANCE


65

2.2.7 TAXLOT MAINTENANCE Investment Accounting (InvestOne) provides an interface allowing Taxlot adjustments to be made for the Mortgage-Backed Security (MBS) Original Face Balance. Taxlot adjustment activity allowed includes add, change and delete of an MBS Original Face adjustment that has previously been processed by Investment Accounting (InvestOne). To properly process these MBS Original Face Taxlot Adjustments, the Account Number and Memo Number of a Taxlot for the security that needs adjusting is required. The following online functionality may be substituted by the Taxlot Adjustment Interface:


DEXA Taxlot Adjustment Entry ADD

DAXA Taxlot Adjustment Correction CHANGE

DDXA Taxlot Adjustment Correction DELETE The following section describes the message layouts required for this Valuation/Translation Date Messaging Interface.

TAXLOT ADJUSTMENT MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) << Beginning of Required Fixed Area of the Taxlot Adjust Message>>

Key Field Field Name

Start Char Length Format Description

MSGID MESSAGE ID 1 8 X(8) FDXTL01 or FDXTL02 MODE MODE 9 1 X(1) A – Add

C – Change D – Delete

TLMEMO TAXLOT MEMO 10 8 9(8) Taxlot memo number assigned by Investment Accounting (InvestOne).

TRDORD TRANSACTION MEMO NO. 18 8 9(8) Transaction memo number assigned by Investment Accounting (InvestOne).

EXTID TRANSACTION ID 26 25 X(25) Unique transaction number from external system.

ACCT ACCOUNT NO. 51 15 9(15) Account number. This number is crossed checked against the account number of the original transaction.

SCTY NO SECURITY NO. 66 9 X(16) Security number. This number is crossed checked against the security number of the original transaction.

SCTYDT SECURITY DATE 82 8 9(8) Unique Security Date; format: CCYYMMDD.

SCTYUNQ SECURITY QUALIFIER 90 5 9(5) Unique Security Qualifier. CODE TRANSACTION CODE 95 6 X(6) Investment Accounting

(InvestOne) transaction code EXECDT EFFECTIVE DATE 101 8 9(8) Date on which NAV or Unit Value

is affected; format: CCYYMMDD. If this field is “********” and MODE is “A”, the default effective date logic is invoked.



66



TRADDT TRADE DATE 109 8 9(8) Trade Date; format: CCYYMMDD. CONTDT CONTRACTUAL SETTLE

DATE 117 8 9(8) Contractual Settle Date; format:

CCYYMMDD. ACCRDT END ACCRUAL DATE 125 8 9(8) For TXLMA reporting purposes

only, enter the last date that this daily amount should be accrued; format: CCYYMMDD.

ISSDT ISSUE DATE 133 8 9(8) Date the taxlot came into existence, ordinarily used in conjunction with first coupon date, usually purchase date of a bond; format: CCYYMMDD.

UNITS SHARES/PAR 141 18 9(14) V9(4) Taxlots effectively traded shares/par balance as of the close of the Effective Date

MKT MARKET AMOUNT 159 16 -9(13)V9(2) For TXLMA only, only enter the local daily amount of market premium or discount to be accrued for this taxlot.

COST TRANSACTION COST 175 16 -9(13)V9(2) Balance to which cost should be adjusted.

COST ADJ COST ADJUSTMENT 191 16 -9(13)V9(2) Amount by which the COST BALANCE is to be adjusted

AABAL ADJ AM/AC BAL 207 18 -9(15)V9(2) Balance to which accrued amortization/accretion should be adjusted (+/- then the amount).

AAADJ AMORT/ACCRT ADJ 225 18 -9(15)V9(2) Enter the amount by which the AMORT/ACCRET BAL is to be adjusted (+/- then the amount).

OIDBAL ORIGINAL ISSUE DISCOUNT BALANCE

243 18 -9(15)V9(2) For TXLMA only, enter the local daily amount of original issue discount to be accrued for this taxlot

SALEMEM MEMO NUMBER OF SALE 261 8 9(8) Memo number of the Wash Sale transaction for which a Wash Sale cost adjustment (transaction code TXLWS+) is being done.

WASHMEM MEMO NUMBER OF RELATED LOT

269 8 9(8) Memo number of the taxlot on which a loss on Wash Sale was incurred and for which a wash sale cost adjustment (transaction code TXLWS+) is being done.

MBSBAL ADJ MBS BAL 277 18 -9(13)V9(4) MBS Original Face Balance to be entered on taxlots of Mortgage Backed Securities as of Initialization Date (+/- then the amount).

MBSADJ MBS ADJ 295 18 -9(13)V9(4) MBS Original Face Adjustment to be entered on taxlots of Mortgage Backed Securities (+/- then the amount).

STRATGY STRATEGY CODE 313 6 X(6) Strategy code associated with transaction.

TLINDX INDEXATION 319 16 -9(13)V9(2) Indexation



67



TXFRAD TAX FREE ADJ 335 16 -9(13)V9(2) Tax Free Adjustment 2 BAABAL Adjust Basis

Amort/Accrete Balance 351 18 -9(15)V9(02) Basis balance to which accrued

amortization/accretion should be adjusted (+/- then the amount).

2 BAAADJ Basis Amort/Accrete Adjustment

369 18 -9(15)V9(02) Enter the amount by which the BASIS AMORT/ACCRET BAL is to be adjusted (+/- then the amount).

2 BMKT Basis Market Amount 387 16 -9(13)V9(02) For TXLMA only, enter the basis daily amount of market premium or discount to be accrued for this taxlot.

2 HCST Basis Cost Balance 403 16 -9(13)V9(02) Basis balance to which cost should be adjusted.

2 HCSTADJ Basis Cost Adjustment 419 16 -9(13)V9(02) Amount by which the BASIS COST BALANCE is to be adjusted

2 ADVISOR ADVISOR CODE 435 4 X(4) Advisor code associated with transaction.

2 DAGEN Generated DELTA 439 1 X(1) Generated DELTA Transaction 2 DELTA DELTA 440 18 -9(15)V9(02) DELTA 2 AMRTTYP Amortization Type 458 1 X(1) Amortization Type TLFILL 459 26 X (26)

<< End of Fixed message area >> Key 2 Field valid only for message type FDXTL02.



68

NOTES 1. Messaging applies the same edits as applied with online submission. 2. Each entry is edited before it is added to the Taxlot (“TL”) file. 3. This messaging has a sweep flag with available options of blank, Y (default) and N. The

option of N will not invoke sweep on TXLMA transactions, but will invoke sweep on all other transactions within the message.

4. Any TXLMA in a Multi-view structure that has a sweep flag set to N will continue to sweep. This is because the no-sweep flag is not supported. The following PARM is required to execute message FDXTL01 and must be included in the submission JCL:***************************************

//A1 EXEC PGM=FDMESG,PARM=’SFDTL ‘ *************************************** For FDXTL02, use this PARM in your submission JCL: //A1 EXEC PGM=FDMESG,PARM=’SFDTL2 ‘ 5. Parameter position 8 is used to designate the sweep flag, with available options of blank, Y

(default) and N. 6. Parameter positions 14-15 are used to designate the account view, for messages which allow

view-specific processing.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – SECURITY HISTORY DATA MAINTENANCE


69

2.2.8 Security History Data Maintenance Investment Accounting (InvestOne) provides an inbound messaging interface allowing security history data to be posted to the database. The Security History Data Maintenance message (FDXSH01) is valid only in the Update mode (“U”). Up to 20 Security History records can be updated with a single message. If invalid information is transmitted in one or more of the record types, the remaining correct Security History records are still updated. To delete Security History information, set the Delete flag for that record must to “Y” and supply a valid Effective Date. If Security History exists and the Delete flag is set to “Y”, it is deleted for the given Effective Date only. * Indicates required field. << Beginning of Security History Data Maintenance Message >>


MSGID *MESSAGE ID 1 7 X(7) FDXSH01 MODE *MODE 8 1 X(1) U – Update SCTYNO *SECURITY NO. 9 9 X(9) Security Number. FILL FILLER 18 7 X(7) This area is currently unused.

It must be filled with asterisks “*“. SCTYDT SECURITY DATE 25 8 9(8) Unique Security Date; format:

CCYYMMDD. SCTYUNQ SECURITY QUALIFIER 33 5 9(5) Unique Security Qualifier. FILL FILLER 38 1 X(1) This area is currently unused.

It must be filled with asterisks “*“. EFFDATE *EFFECTIVE DATE 39 8 9(8) Effective Date; format: CCYYMMDD. FILL FILLER 47 79 X(79) This area is currently unused.

It must be filled with asterisks “*“. IADV DIVIDEND RATE 126 18 -9(9)V9(8) Dividend Rate. FILL FILLER 144 9 X(9) This area is currently unused.

It must be filled with asterisks “*“. SHOT SHARES OUTSTANDING 153 18 -9(15)V9(2) Shares Outstanding. FILL FILLER 171 623 X(623) This area is currently unused.

It must be filled with asterisks “*“. << End of Security History Data Maintenance Message>> NOTES

1. The maximum number of occurs that can be held on any given “SH” record is 150. If a record is added that causes the number of occurs to be greater than 150, the first (and oldest) occur is deleted.

2. The following Parameter is required in the Security History Message batch submission JCL: //A1 EXEC PGM=FDMESG,PARM=’BFDSHB ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - HOLDINGS MESSAGE


70

2.2.9 HOLDINGS MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to add and change holdings information. This inbound interface is processed on a real-time basis for the associated holdings records that can be added or changed. The following online functionality may be substituted by this messaging interface:


DEHO/DAHO/DAEHO Holdings Definition ADD, CHANGE For a detailed explanation of the DAHO screen, see Section 5.75 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

HOLDINGS MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 7 X(7) FDXHL01, FDXHL02(IAPS-see notes) MODE MODE 8 1 X(1) A – Add

C – Change ACCT ACCOUNT NO. 9 15 9(15) Account Number. SCTYNO SECURITY NO. 24 9 X(9) Security Number. SCTYDT SECURITY DATE 33 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ SECURITY UNIQUE 41 5 9(5) Security Unique Qualifier. HLDATE HOLDINGS DATE 46 8 9(8) Holdings Date; format: CCYYMMDD. STLMARK SETTLED MARKET 54 18 -9(15)V9(2) Current Market Value of the Contractually

Settled Position. TRDMARK TRADED MARKET 72 18 -9(15)V9(2) Current Market Value of the Traded

Position. DVREIND DIVIDEND REINVEST 90 1 X(1) Y – Reinvest Cash Dividend.

N – Receive Cash Dividend. ACINAMT ACCR INCOME 91 18 -9(15)V9(2) Current accrued income (or expense) on

the settled position. AMORT AMORT 109 18 -9(15)V9(2) Current amortization/accretion as of the

traded position for average cost accounts. MBSAMT MBS ORIG FACE 127 18 -9(13)V9(4) Original face value for a Mortgage-Backed

Security holding for average cost accounts. OFFMARK OFFER MARKET VALUE 145 18 -9(15)V9(2) Current market value of the Traded Position

computed with the Offer Price. LSFLAG LS FLAG 163 1 X(1) Simultaneous Long/Short Flag. DVSUPPR DVSUPPR 164 1 X(1) Blank – Normal Dividend Accrual.

Y – Suppress Dividend Accrual. INTENT INTENT 165 1 X(1) IFRS accounting intent code.

Valid Values (depending on asset group): A or Blank – Available For Sale. F – Held For Trading. H – Held To Maturity. O – Originating Cost.

STCODEQ STRATEGY 166 6 X(6) Strategy

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - HOLDINGS MESSAGE


71


SBSTGCD SUB-STRATEGY 172 6 X(6) Sub-Strategy TAG01 TAG 1 178 6 X(6) Tag 1 TAG02 TAG 2 184 6 X(6) Tag 2 TAG03 TAG 3 190 6 X(6) Tag 3 TAG04 TAG 4 196 6 X(6) Tag 4 TAG05 TAG 5 202 6 X(6) Tag 5 TAG06 TAG 6 208 6 X(6) Tag 6 CMPINCM CMPINCM 214 18 -9(13)V9(4) DISCOST DISCOST 232 17 9(15)V9(02) Disposal Cost FILLER 249 101 X(101) Unused

NOTES 1. Only those fields that can be manually updated on DAHO are maintainable in the Holdings

Message. All restrictions on data entry that apply to the DAHO screen apply to holdings plugged through the message.

2. The Holdings Message can be processed in Investment Accounting (InvestOne)’s Inbound Messaging Interface and OLE. For Investment Book, an IA holding message exist to update the Investment Account (IA) IAVSHO fields data directly using command IAPS. Refer to System manual-Section 5.6000-Investment Book

3. If the incoming holdings date is not in an open valuation period, it is rejected. 4. If input fields (other than security dates and qualifiers) are blank or invalid, they are

bypassed. 5. A valid input value is applied if it differs from that on file. If the plugs being messaged are

the same as the values on the holdings record, the input is bypassed. 6. Any value that should not be changed should be filled with asterisks “*”. 7. No messaging reply reports have been developed for holdings messaging. Any associated

messages are in the SYSOUT of the submission job. 8. Please note that although the messaging field size for Traded and Settled Market Values,

Accrued Income, Amortization, and Offer Market Value allow for numbers up to 999 trillion, the actual DAHO field sizes are smaller and such numbers are not properly processed. The message fields are set to this maximum anticipating future expansion.

9. It is not possible to establish a holding for CASH in a Cash as Currency account. It is not possible to establish a holding with TAGs, or change existing TAG values on an Alternate View account holding

10. .Holding with Tags, Strategy, Sub-Strat data is established only in the Primary account when no view specified in cols. 14-15 of parameter card. A holding cannot be established for an Alternate View independently, regardless of view specification in cols. 14-15 of parameter card.

11. The following PARM is required to execute this message and must be included in the submission JCL. Columns 14-15 are used to specify the view in a Multi-View user/bank: //A1 EXEC PGM=FDMESG,PARM=’BFDPSB ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - COMPLEX CORPORATE ACTION ELECTIONS MESSAGE


72

2.2.10 COMPLEX CORPORATE ACTION ELECTIONS MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to update Fund Elections on specific Optional Corporate Actions. This inbound interface is processed on a real-time basis for the associated Corporate Action record that can be updated. The following online functionality may be substituted by this messaging interface (FDXCA01 and FDXCA02):


DACAE Corporate Action Elections CHANGE

DACAPE Partial Elections CHANGE For a detailed explanation of these screens, see Section 5.220 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface. Key * Indicates required field.

+ These fields cannot be changed. 2 Field valid only for message FDXCA02. << Beginning of Fixed Area, only for Complex Corporate Action Elections – I & II >>

Key Field Field Name Start Char Length Format Description * MSGID MESSAGE ID 1 7 X(7) FDXCA01 – Complex Corporate Action

Elections – I FDXCA02 – Complex Corporate Action Elections – II

* MODE MODE 8 1 X(1) U – Update * SCTYNO SECURITY NO. 9 9 X(9) Security number. SCTYDT SECURITY DATE 18 8 9(8) Unique Security Date; format:

CCYYMMDD. SCTYUNQ SECURITY QUALIFIER 26 5 9(5) Unique Security Qualifier. * EXDT EX-DATE 31 8 9(8) Ex distribution date of the Corporate

Action; format: CCYYMMDD. * COACTP CORPORATE ACTION TYPE 39 4 X(4) Investment Accounting (InvestOne)

Corporate Action code. SQNCNO SEQUENCE NO. 43 4 9(4) A value to provide uniqueness between

multiple Corporate Actions events with the same ex-date and same security.

DCLDT DECLARATION DATE 47 8 9(8) Date at which the Corporate Action was declared; format: CCYYMMDD.

RCDDT RECORD DATE 55 8 9(8) Record date of the Corporate Action; format: CCYYMMDD.

FILLER UNUSED 63 1 9(1) Unused <<End of Fixed Area for Complex Corporate Action Elections – I & II>>

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - COMPLEX CORPORATE ACTION ELECTIONS MESSAGE


73

<< Beginning of Root Area, only for Complex Corporate Action Elections – I & II>>

Key Field Field Name Start Char Length Format Description * ACCT ACCOUNT NO. 64 15 9(15) Fund identifier for the Account making

the Corporate Action election.

* ELECT ELECTION 79 1 X(1) “Y / N” indicator for an Account’s participation in the Corporate Action. “P” indicator for Account’s Participation in Partial Election Corporate Actions.

* 2 SHR PAR SHARES/PAR 80 17 9(13)V9(4) Number of shares to elect to Partial Election. Null value if ELECT is “Y” or “N”

* 2 LSIND LONG/SHORT INDICATOR 97 1 X(1) “L/S” indicator for a Simultaneous Long/Short Account’s holding. Indicator is “*” (null) for all other accounts.

2 FILLER2 UNUSED 98 74 9(74) Unused

<< End of Root Area for Complex Corporate Action Elections – I & II >> NOTES 1. Fund Elections only adds a B segment record to existing Corporate Actions that are on the

“CO” file. Messaging does not create new Corporate Action records.

2. Corporate Action Fund ELECTION records are accepted only for Optional Corporate Actions.

3. Decisions may be entered for incomplete Corporate Actions although no processing takes place until the status of the Corporate Action is complete.

4. A COB record is not created when the Fund Elections flag is set “N”. COB records are created only when the Fund Elections flag is set to “Y” or “P”.

5. The following PARM is required to execute this message and must be included in the submission JCL for FDXCA01:

//***********************************************

//A1 EXEC PGM=FDMESG,PARM=’SFDCA ‘

//***********************************************

For FDXCA02, the PARM is:

//***********************************************

//A1 EXEC PGM=FDMESG,PARM=’SFDCA2 ‘

//***********************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - CORPORATE ACTION/RATES


74

2.2.11 CORPORATE ACTIONS/RATES As in Security maintenance, Investment Accounting (InvestOne) provides the capability to update Fund Elections on specific Optional Corporate Actions. This inbound interface is processed on a real-time basis for the associated Corporate Action record that can be updated. Note: Corporate Actions or Rates cannot be deleted. By changing the Corporate Action or Rate to zero, no calculation occurs and, in effect, the rate has been deleted. The following online functionality may be substituted by the Corporate Actions/Rates interface:

Screen Short Name

Description Mode

DECR Corporate Actions/Rates ADD DACR Corporate Actions/Rates CHANGE

For a detailed explanation of the DECR screen, see Section 5.70 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

CORPORATE ACTIONS/RATES LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) << Beginning of Required Fixed Area of the Corporate Actions/Rates Message>>

Field Field Name


MSGID MESSAGE ID 1 7 X(7) FDXRT01 MODE MODE 8 1 X(1) A – Add

C – Change SCTYNO SECURITY NUMBER 9 9 X(9) Security Number. SCTYDT SECURITY DATE 18 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ SECURITY UNIQUE QUALIFIER 26 5 9(5) Security Unique Qualifier. EXDT COUPON/ EX-DATE/ EFF-DATE 31 8 9(8) Date the Rate or Corporate Action became

effective. For a stock or a gilt security, this is the Ex-Date. For a bond, this is the coupon payment date. For variable and floating rate securities, it is the Effective Date of the Rate; format: CCYYMMDD.



75

Field Field Name


RTTYPE TYPE 39 4 X(4) Type of action the entry is defining. Valid codes are: IC – Annual percentage rate on an

investment contract. INT – Daily percentage rate on interest-

bearing security (daily rate times 100).

INTX – Ex-coupon date record for gilt securities.

12 – Daily percentage rate (to 12 decimal places) on interest-bearing security (daily rate times 100).

DIVD – Dividend on equity. SPLT – Stock split. STDV – Stock dividend. 360 – Annual yield. 365 – Annual yield. 360R – Annual yield divided by 360. 365R – Annual yield divided by 365. 365I – Actual/365 variable rate gilt. 360F – 360R method allocated over actual

number of days in accrual period. ORDER ORDER 43 1 9(1) If multiple actions occur on the same day,

enter an appropriate order number 0-9 (Default is zero).

PAYDT PAY DATE OR RESET DATE 44 8 9(8) RESET DATE applies only to TYPE “IC”. Enter the date from which the impact of the rate change should be calculated; format: CCYYMMDD. PAY DATE applies to all other TYPE values. Enter the date the income or shares are paid (payment date). For variable rate items, enter the same date entered in the COUPON/EX-DATE/EFF-DATE field. PAY DATE for a gilt security (type INTX) must agree to the calculated next coupon.

RATE DIVIDEND FACTOR OR INTEREST RATE

52 18 -9(5)V9(12) Dependent upon the TYPE entered; format: 999,999.999999999999. INTEREST RATE applies only to TYPE “IC”. Enter the actual rate (expressed as an annualized interest percentage rate). This rate overrides any rate previously entered on the Security Definition – Bond (BOSB) screen. DIVIDEND FACTOR applies to all other TYPE values except SPLT or STDV. Enter the rate of the payment. For a stock, this is the dividend amount per share. For a bond, this is the rate in annual terms. For variable rate items, this is the daily percentage rate to be applied.

RECDAT RECORD DATE 70 8 9(8) For informational purposes. Valid only for TYPE values of DIVD, SPLT and STDV; format: CCYYMMDD.

OLDSHRS GIVE SHRS 78 9 9(9) Ratio representing shares.



76

Field Field Name


NEWSHRS FOR EVERY SHARE 87 9 9(9) DECLDAT DECLARATION DATE 96 8 9(8) For informational purposes only. Only valid

for TYPE values of DIVD, SPLT and STDV; format: CCYYMMDD.

DIVNBR DIVIDEND NBR 104 3 9(3) This number is for informational purposes. Valid only for TYPE values of DIVD, SPLT and STDV.

WITHRT TAX RATES: WITH 107 5 (9) 2V9(3) Optional Bonus Dividend Rate of Withholding that is to be applied to this dividend. This rate overrides the applicable rate defined on DETW/DECW.

RECLRT RECL 112 5 (9) 2V9(3) Optional Bonus Dividend Rate of Reclaim that is to be applied to this dividend. This rate overrides the applicable rate defined on DETW/DECW.

PRADJRT PRE-ADJUSTED RATE 117 18 9(5)V9(12) Coupon rate that is not adjusted for the spread.

FRAPCT PCT FRANK 135 6 (9) 3V9(3) The Percentage of the Net Dividend that has been Franked

TXRATE TAX RATE 141 6 (9) 3V9(3) The Tax rate for the Dividend. This will be the tax rate the Country the dividend is being paid in.

FILLER BLANK 147 20 Unused << End of Fixed message area >> NOTES

1. Income Rates are only entered for Variable and Floating Rate and Stepped Coupon securities.

2. Corporate action and rate changes are matched by COUPON/EX-DATE/EFF-DATE and ORDER to determine which entry should be revised.

3. Corporate Actions/Rates Update Message uses the same calculations and logic used by the DECR screen.

4. The associated messages (Error and Warning) print in the SYSOUT of the submission job.


***************************************

//A1 EXEC PGM=FDMESG,PARM=’BFDRAB ‘ ***************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - COMPLEX CORPORATE ACTION MESSAGING - III


77

2.2.12 COMPLEX CORPORATE ACTION MESSAGING – III Investment Accounting (InvestOne) provides a messaging interface allowing Complex Corporate Action activity on a real time basis using a TSO submitted JCL. The Corporate Action activity includes the addition of a new corporate action, as well as changes (updates) and deletions of corporate actions that previously were processed in Investment Accounting (InvestOne). To properly process these updates and deletions, the transaction message must contain the Investment Accounting (InvestOne) transaction memo number. All fields that can be input on the following screens are included on the Complex Corporate Action Message – III (FDXCA03). All restrictions on data entry that apply to DECORP or DEREOG also apply to data entered in the Complex Corporate Actions Message – III.


DECORP Corporate Actions ADD

DEREOG Plan of Reorganization Corporate Action ADD

DARGFX Plan of Reorganization Corporate Action – 2 ADD Fields marked with an asterisk “*” of the message layout are required. In ADD or CHANGE Mode, the user may enter a value of “*” in a field to indicate a null value. On an ADD, the “*” indicates that the default values should be used. On a CHANGE, the “*” indicates that the current record value for the field remains unchanged. An Update functions either as an ADD or a CHANGE. If the record does not exist, the message creates a new record. If the record already exists, the message functions as a CHANGE. The following are valid corporate action types for messaging:

ASSM Assimilation (same as CONV) OFFR Exchange Offer (same as MERG). BONU Bonus (United Kingdom) REDM Redemption (same as TEND). BRNM Bond Renumber REOG Plan of Reorganization. CONV Conversion RGTI Rights Issuance. CORP General Corporate Action

(same as MERG) ROCA Return on Capital Adjustment.

EXCH Exchange RSPL Reverse Stock Split. CUSP CUSIP renumber RTUP Rights Take-up (United Kingdom). DIVR Cash Dividend Reinvestment SPIN Spinoff. LIQU Liquidation (takeover) – cash for

shares SPLT Stock Split.

IRPY Installment Receipt Payment (Canada)

SPNC Spinoff with cost.

MERG Merger (takeover) – shares for shares; cash and shares for shares

TEND Tender (takeover) – cash for shares.

MRGT Merger (takeover) – by taxlot WNTI Warrants Issuance. NAME Name Change



78

The following describes the layout for the Complex Corporate Actions Message. Screen ID Corporate Actions (DECORP) Plan of Reorganization Corporate Action (DEREOG) Plan of Reorganization – Screen 2 (DARGFX) * Indicates required field. <<Beginning of Required Fixed Area of the Complex Corporate Action Message – III>>


*MSGID MESSAGE ID 1 7 X(7) FDXCA03 *MODE MODE 8 1 X(1) A – Add

C – Change D – Delete U – Update

CORPID CORPORATE ACTION ID 9 8 X(8) Corporate Action ID assigned to the Corporate Action by the System at the time of initial entry. Valid only in change, update or delete mode.

*SCTYNO SECURITY NUMBER 17 9 X(9) Investment Accounting (InvestOne) security number or the Investment Accounting (InvestOne) CUSIP (pricing) number.

SCTYDT SECURITY DATE 26 8 9(8) Investment Accounting (InvestOne) optional key field to provide uniqueness to the security number;.; format: CCYYMMDD.

SCTYUNQ SECURITY QUALIFIER 34 5 9(5) Investment Accounting (InvestOne) optional key field to provide uniqueness to the security number. Default is zeros.

*EXDT EX-DATE 39 8 9(8) Ex-distribution date of the Corporate Action; format: CCYYMMDD.

*CATYPE CORP ACTION TYPE 39 4 X(4) Code to indicate the type of Corporate Action.

SEQNO SEQUENCE NUMBER 51 4 9(4) For all Corporate Actions except REOG, a value to provide uniqueness between multiple corporate action events with the same ex-date and same corporate action type (0000 – 9999). Default is zeroes.

*ROOTOCR ROOT AREA PRESENT 55 1 9 0 – Complex Corporate Action Root Area is not present.

1 – Complex Corporate Action Root Area is present.

*RECVOCR RECEIVING SECURITY AREA PRESENT

56 2 9(2) Number from 0 to 10 indicating the number of Receiving Security data areas present

*MRGTOCR MERGER BY TAXLOT AREA PRESENT

58 1 9 0 – Merger by Taxlot Area is not present.

1 – Merger by Taxlot Area is present. OCRFILL FILLER 59 10 9(10) This area is currently unused. Must

be filled with zeroes.



79

<< End of Fixed Area of Complex Corporate Action Message – III >> << Root Area of Message, only present if value of ROOTOCR in Fixed Area = “1” >> Field Field Name Length Format Description DCLDAT DECLARATION

DATE 8 9(8) Date the Corporate Action was declared; format:

CCYYMMDD. Default is zeroes. RECDAT RECORD DATE 8 9(8) Record date of the Corporate Action; format:

CYYMMDD. Default is zeroes. PAYDT PAY DATE /

CONTR SETL DATE

8 9(8) For DECORP, the payment date or contractual settle date of the cash portion of the Corporate Action. For DEREOG, the payment date or contractual settle date of the cash portion of the Corporate Action must be greater than zeros; format: CCYYMMDD.

EFFDT EFFECTIVE DATE 8 9(8) Date the Corporate Action is to be effective; format: CCYYMMDD. If zeroes, defaults to the payment date. See Notes.

DIVDNO DIVIDEND NUMBER

3 9(8) Identifier assigned by the issuer of the security.

CSHRATE CASH RATE 18 9(10)V9(8) Cash rate applicable to the Corporate Action. FSHRIND FRACT SHR IND 1 X(1) Code to indicate the desired treatment of fractional

shares. Valid Values: C – Cash in lieu of fractional shares. D – Drop fractional shares (default). E – Issue fractional shares using the European

Marketplace calculation. I – Issue fractional shares. R – Round fractional shares (FRACT SHR RND AMT

required). FSHRMT FRACT SHR RND

AMT 4 V9(4) Fractional share round amount. Used when the

FRACT SHR IND is “R”. If the fractional share generated is less than this amount, the fraction is dropped. Otherwise, the fraction is rounded up to the next whole share.

MNDTOPT MAND/OPT IND 1 X(1) Code to indicate if this Corporate Action is mandatory or optional. Valid Values: M – Mandatory (default). O – Optional. C – Choice of this corporate action event or another. R – Multiple choices available (requires manual

research). COSTIND COST IND 1 X(1) Code to indicate if the cost is transferred from the

issuing security to the receiving security as a result of this corporate action. Valid Values: N – Transfer no cost (default). T – Transfer cost from issuing security (COST FACTOR

required). C – Calculated for a MRGT corporate action. Blank – For a REOG corporate action.

COSTFCT COST FACTOR 7 9(1)V9(6) Percentage of the cost of the issuing shares to be transferred to the receiving shares. Used when COST IND is “T”. Blank for MRGT & REOG Corporate Actions types.



80

Field Field Name Length Format Description DISCRTE DISCOUNT RATE 5 9(1)V9(4) For cash dividend reinvestments, the discount rate to

be applied to the C/A PRICE in arriving at the discounted reinvestment price.

PRORATE PRO-RATION RATE

5 9(1)v9(4) For a tender, bonus, or redemption, the percentage of shares to be tendered/redeemed for an over-subscribed tender or redemption.

MPRICE C/A PRICE 18 9(10)V9(8) For cash dividend reinvestments, the price before discount at which shares are reinvested. For reorganizations, mergers, exchange offers and general Corporate Actions, the market price on ex-distribution date of the issuing security.

CANCEL CANCEL IND 1 X(1) Code to indicate if this Corporate Action is to be cancelled. Valid Values: Y – Cancelled Blank – Not cancelled (default).

CROSSFL TRD FX CROSS RATE

1 X(1) For cross-currency exchanges, indicator to designate which foreign exchange cross rate from the earning security’s taxlots to use to calculate local cost on receiving security’s taxlots. Valid Values: N – Use FX cross rate specified. If none specified, use

Effective Date cross rate. Y – Use Trade Date cross rate of delivering taxlot. For REOG corporate actions valid values are: X – Use Ex-Date FX cross rate. T – Use Trade Date FX cross rate from delivering

taxlot. S – Use specified FX cross rate. E – Use Effective Date FX cross rate or blank

(default). ENDDT END DATE 8 9(8) End date for execution of a variable-dated optional

Corporate Action; format: CCYYMMDD. For INTR C/A, this field updates the ‘TO’ date. See Notes.

ANNEXDT ANNOUNCED EX DATE

8 9(8) Ex-distribution date announced after Corporate Action terms have been entered into Investment Accounting (InvestOne); format: CCYYMMDD.

DOMDVD DOMESTIC DIVIDEND

7 X9(3)V9(4) Used for INTR C/A. The percentage of the distribution to be allocated to domestic source dividend; format: 999.9999.

FORDVD FOREIGN DIVIDEND

7 X9(3)V9(4) Used for INTR C/A. The percentage of the distribution to be allocated to foreign source dividend; format: 999.9999.

WEXP WITHHOLDING EXPENSE

7 X9(3)V9(4) Do not use – all entries set to zero.

INTRST INTEREST 7 X9(3)V9(4) Used for INTR C/A. The percentage of the distribution to be allocated to interest income; format: 999.9999.

ROCA RETURN OF CAPITAL

7 X9(3)V9(4) Used for INTR C/A. The percentage of the distribution to be allocated to return of capital; format: 999.9999.

GAIN GAIN 7 X9(3)V9(4) Used for INTR C/A. The percentage of the distribution to be allocated to capital gain distributions; format: 999.9999.



81

Field Field Name Length Format Description FRDATE FROM DATE 8 9(8) Used for INTR C/A. For reallocations, the beginning

date of the period that includes the distributions to be reallocated; format: CCYYMMDD.

<< End of Root Area of Complex Corporate Action Message – III >> << Receiving Security Area of Message, only present if value of RECVOCR in Fixed Area not equal to “0”; repeats once for each occurrence >> Field Field Name Length Format Description RECSCTY RECV SEC NUMBER 9 X(9) Receiving security number. The number of the

security for which new shares are generated as a result of this Corporate Action. For DEREOG, the first of 10 receiving security numbers.

RSCTYDT RECV SEC DATE 8 9(8) Record optional key field provides uniqueness to the RECV SEC NUMBER; format: CCYYMMDD. Default: zeroes.

RSCTYQL RECV SEC QUALIFIER 5 9(5) Investment Accounting (InvestOne) optional record key field provides uniqueness to RECV SEC NUMBER. Default: zeroes.

SHRSNEW SHARE RATIO – NEW 15 9(8)V9(7) Number of new shares received as a result of this Corporate Action.

SHRSOLD SHARE RATIO – OLD 15 9(8)V9(7) Number of old shares held or given up as a result of this Corporate Action.

COSTFCR COST FACTOR 7 9(1)V9(6) Percentage of the cost of the delivering shares to be transferred to the receiving shares for REOG Corporate Actions.

CROSSRT FX CROSS RATE 13 9(7)V9(6) For cross-currency exchanges, the foreign exchange cross rate to be used to calculate the local cost on the receiving security’s taxlots.

BLANK RECVFIL 40 X(40) This area is currently unused. << End of Receiving Security Area of Complex Corporate Action Message – III >>

<< Merger by Taxlot Area of Message, only present if value of MRGTOCR in Fixed Area = “1” >> Field Field Name Length Format Description FMPRICE FAIR MARKET PRICE 18 9(10)V9(8) For MRGT Corporate Actions, the Market Value

per share of the receiving security.

DCRATE DFLT CASH RATE 17 9(9)V9(8) For mergers by taxlot (MRGT), the rate of the monetary portion to use for the exchange if the cash-for-shares option is chosen on the DATLPC screen.

DSHRNEW DFLT SHARE RATIO – NEW 15 9(8)V9(7) For mergers by taxlot, the number of new shares to be received as a result of this Corporate Action.

DSHRFOR DFLT SHARE RATIO – OLD 15 9(8)V9(7) For mergers by taxlot, the number of shares given up as a result of this Corporate Action.

BLANK UNUSED 40 X(40) This area is currently unused. << End of Merger by Taxlot Area of Complex Corporate Action Message – III>>



82

NOTES 1. The Corporate Action activity includes the addition of a new Corporate Action, as well as

changes (updates) and deletions of Corporate Actions that previously have been processed in Investment Accounting (InvestOne).

2. Investment Accounting (InvestOne) memo number is required to update or delete an existing Corporate Action that is on file.

3. Fields that are marked with an asterisk “*” are required fields for the message layout.

4. In Add or Change Mode, an asterisk “*” can be entered in a field to indicate a null value.

• On an Add, “*” indicates that the default values should be used. • On a Change, “*” indicates that the current record value for the field remains unchanged.

5. All fields that can be input on the DECORP, DEREOG, and DARGFX screens are part of the COMPLEX CORPORATE ACTION message.

6. For Variable Dated Optional Corporate Actions:

• The EFFECTIVE DATE must be set to 99/99/99. • An END DATE must be entered, which is greater than or equal to the EX DATE and less

than or equal to the EX DATE plus one year. 7. The Complex Corporate Actions Message can be processed in Investment Accounting

(InvestOne)’s Inbound Messaging Interface and OLE.

8. When using ROCA, Cash Rate and Cost Factor are required.

9. The following parameter is required to execute this message and must be included in the submission JCL:

**************************************

//A1 EXEC PGM=FDMESG,PARM=’SFDCA3 **************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - COLLATERAL ASSIGNMENT MESSAGE


83

2.2.13 COLLATERAL ASSIGNMENT MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to add, change, or delete collateral assignment information. This inbound interface is processed on a real-time basis for the associated collateral records that can be added, changed, or deleted. The following online functionality may be substituted by this messaging interface:


DECL/DACL/DDCL Collateral Assignment ADD, CHANGE, DELETE For a detailed explanation of the DECL screen, see Section 5.170 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

COLLATERAL ASSIGNMENTS MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 8 X(8) FDXP101

MODE MODE 9 1 X(1) A – Add C – Change D - Delete

TRDORD TRANSACTION MEMO NO 10 8 9(08) Investment Accounting (InvestOne) trade order.

ACCT ACCOUNT NO. 18 15 9(15) Investment Accounting (InvestOne) account number.

EXTID EXTERNAL ID 33 25 X(025) Informational only- not used in processing.

EFFTDT EFFECTIVE DATE 58 8 9(08) Effective date of the assignment; format: CCYYMMDD.

SCTYNO SECURITY NO 66 9 X(009) Security number.

SCTYDT SECURITY DATE 75 8 9(08) Unique Security Date; format: CCYYMMDD.

SCTYUN SECURITY QUALIFIER 83 5 9(05) Unique Security Qualifier. FILL FILLER 88 10 X(010) Filler – not used.

COLLOCR OCCURS 1 – 20 98 2 X(2) The following fields can occur up to 20 times.

COLNBR COLUMN NUMBER 100 2 9(02) Internal program use – fill with “**”. COLSCNO SECURITY ASSIGNED 102 9 X(009) Assigned security.

COLSCDT SECURITY DATE ASSIGNED 111 8 9(08) Assigned security date; format:

CCYYMMDD.

COLSCUN SECURITY UNIQUE ASSIGNED 119 5 9(05) Assigned security unique number.

INTENT INTENT 124 1 X(001) Intent flag – “F”, “H”, or “O”. SHRS SHARES 125 18 9(14)V9(04) Shares of collateral assigned.

SHRSIND SHARES INDICATOR 143 2 X(002) Blank, “M”, or “MM” – see DECL documentation.

PLEG PLEDGED AMOUNT 145 17 9(15)V9(02) Amount Pledged.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - COLLATERAL ASSIGNMENT MESSAGE


84


PLEGIND PLEDGE INDICATOR 162 2 X(002) Blank, “M”, or “MM” – see DECL documentation.

CLOSEDT CLOSE DATE 164 8 9(08) Close date of the collateral assignment; format: CCYYMMDD.

NOTES 1. Only those fields that can be manually updated on DACL are maintainable in the Collateral

Assignment message. All restrictions on data entry that apply to the DECL screen apply to collateral assigned in the message.

2. The Collateral Assignment can be processed in Investment Accounting (InvestOne)’s Inbound Messaging Interface and OLE.

3. Any value that should not be changed should be filled with asterisks “*”.

4. The associated messages are in the SYSOUT of the submission job. No messaging reply reports have been developed for collateral assignment messaging.

5. If some of the collateral assignment records are to be deleted for a position, make the close date the same as the effective date as would be done using the screen. If all collateral assignments for a position are to be deleted, use the “D” mode.


//A1 EXEC PGM=FDMESG,PARM= ‘BFDP1B ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - SWAP ASSOCIATION MAINTENANCE MESSAGE


85

2.2.14 SWAP ASSOCIATION MAINTENANCE MESSAGE As in Transaction maintenance, Investment Accounting (InvestOne) provides the capability to add, change and delete swap associate other securities with a swap memo number. This inbound interface is processed on a real-time basis for the associated security records that can be added or changed.

The following online functionality may be substituted by this messaging interface:


DESWAS Security Definition ADD, CHANGE, DELETE For a detailed explanation of the DESWAS screen, see Section 5.370 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface. << Beginning of Fixed message area >>


MSGID MESSAGE ID 1 8 X(8) FDXIW01 MODE MODE 9 1 X(10 A – Add


TRDORD MEMO # 10 8 9(8) Memo Number. ACCT ACCOUNT NUMBER 19 15 9(15) Account Number. SCTY SECURITY 34 9 9(9) Security Number. SCTDT SECURITY DATE 43 8 9(8) Security Date; format: CCYYMMDD. IWFILL FILLER 51 19 X(19) Spaces SCTYOCR NUMBER OF ASSOCIATIONS 70 2 9(2) # of Associations in the Message (MAX 12). ASSCC1 ASSOC SECURITY 72 9 X(9) Security number of a holding to be associated

with the swaps contract. ASSCD1 ASSOC SECURITY DATE 81 8 9(9) Security Date; format: CCYYMMDD. ASSCQ1 ASSOC SECURITY QUALIFIER 89 4 9(4) Security Qualifier. ASSCA1 ASSOC SHARES/PAR 93 15 9(15) Nominal of the associated security.

Whole digits only. IWFILL21 FILLER 5 X(5) Filler ASSCC2 ASSOC SECURITY 9 X(9) Security number of a holding to be associated

with the swaps contract. ASSCD2 ASSOC SECURITY DATE 8 9(9) Security Date; format: CCYYMMDD. ASSCQ2 ASSOC SECURITY QUALIFIER 4 9(4) Security Qualifier. ASSCA2 ASSOC SHARES/PAR 15 9(15) Nominal of the associated security.



Whole digits only.



86


IWFILL23 FILLER 5 X(5) Filler ASSCC4 ASSOC SECURITY 9 X(9) Security number of a holding to be associated





with the swaps contract. ASSCD6 ASSOC SECURITY DATE 8 9(9) Security Date; format: CCYYMMDD. ASSCQ6 ASSOC SECURITY QUALIFIER 4 9(4) Security Qualifier ASSCA6 ASSOC SHARES/PAR 15 9(15) Nominal of the associated security.








with the swaps contract. ASSCD10 ASSOC SECURITY DATE 8 9(9) Security Date; format: CCYYMMDD. ASSCQ10 ASSOC SECURITY QUALIFIER 4 9(4) Security Qualifier.



87


ASSCA10 ASSOC SHARES/PAR 15 9(15) Nominal of the associated security. Whole digits only.

IWFILL210 FILLER 5 X(5) Filler ASSCC11 ASSOC SECURITY 9 X(9) Security number of a holding to be associated




Whole digits only. IWFILL212 FILLER 5 X(5) Filler

<< End of Fixed message area >> NOTES 1. Messaging applies the same edits as applied with online entry.

2. Make sure the SCTYOCR with the correct number of Associations being added, changed, or deleted is updated correctly.

3. The Swap Association Message applies to all Swaps (Interest Rate, Total Return, Currency and Credit Default).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - MBS POOL FACTORS/BALANCES MESSAGE


88

2.2.15 MBS POOL FACTORS/BALANCES MESSAGE Investment Accounting (InvestOne) provides an inbound interface to receive mortgage backed securities pool factors and pool balances information. The MBS Pool Factors/Balances message (FBXPB01) is processed on a real-time basis and updates data on the Pool Balances file (SDP). The existing pool factors/balances online functionality allows the user to add, change, update, and delete pool factors and balances:


DEPB, DAPB Mortgage Backed Pool Balances ADD, CHANGE For a detailed explanation of the DEPB screen, see Section 5.220 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the MBS Pool Factors/Balances Messaging Interface.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - MBS POOL FACTORS/BALANCES MESSAGE


89

MBS POOL FACTORS / BALANCES LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))

Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXPB01 – Pool Factors / Balances. MODE 8 1 X(1) A – Add

C – Change D – Delete U – Update

SCTYNO 9 9 X(9) Security Number. SCTYDT 18 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique Qualifier. PRMM 31 2 9(2) Effective Month. PRYY 33 4 9(4) Effective Year; format: CCYY. REMBAL 37 17 9(15)V9(2) Pool Balance Remaining. FACTOR 54 14 9(1)V9(13) Pool Factor. FILLER 68 3 X(3) Filler.

NOTES 1. Messaging can apply a pool factor and a pool balance for the same security message

simultaneously.

2. Unlike the online function, messaging does not use a BASIS field to determine whether a factor or a balance is being applied.

3. The Delete mode is used to delete balance records only. A nulls value (<delete> key) must be entered in the REMBAL field.

4. Factors cannot be deleted, but can be zeroed out using the Change mode.

5. Similar to the online function, only mortgage-backed securities defined to Investment Accounting (InvestOne) are eligible for pool factor and pool balance processing. On BOBD the Asset Group must be one of the following:

G1 GNMA1 Securities PO PO Strips G2 GNMA2 Securities IE Ioette Strips FM FNMA MR CMOs FH FHLMC MR REMICS IO IO Strips

6. Only a valid security number may be entered, unlike the online function which allows a CROSS

REFERENCE CODE preceded by “?”.


//A1 EXEC PGM=FDMESG,PARM=’SFDPB ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE-MBS PREPAYMENT RATES MESSAGE


90

2.2.16 MBS PREPAYMENT RATES MESSAGE Investment Accounting (InvestOne) provides an inbound interface to receive mortgage backed securities prepayment rates. The MBS Prepayment Rates message (FDXMP01) is processed on a real-time basis and updates data on the Pool Balances file (“SP”). The existing pool prepayment rates online functionality allows the user to add, change, update, and delete prepayment rates:


DEPP, DAPP, DDPP Mortgage Backed Prepayment Rates

ADD, CHANGE, DELETE

For a detailed explanation of the DEPP screen, see Section 5.120 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the MBS Prepayment Rates Messaging Interface.

MBS PREPAYMENT RATES (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXMP01 – Prepayment Rates. MODE 8 1 X(1) D – Delete

U – Update SCTYNO 9 9 X(9) Security Number. SCTYDT 18 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique Qualifier. EFFDT 31 8 9(8) Effective Date; format: CCYYMMDD. TYPE 39 1 X(1) C – Constant Prepayment Rate (CPR).

P – Prepayment Speed Assumption (PSA). RATE 40 9 S9(4)V9(4) Prepayment Rate. NOTES Similar to the online function, only mortgage-backed securities defined to Investment Accounting (InvestOne) are eligible for prepayment processing. On BOBD the Asset Group must be one of the following:

G1 GNMA1 Securities G2 GNMA2 Securities FM FNMA FH FHLMC MR Mortgage Related

//A1 EXEC PGM=FDMESG,PARM=’SFDPP ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - BENCHMARK SECURITY RATES MESSAGE


91

2.2.17 BENCHMARK SECURITY RATES MESSAGE Investment Accounting (InvestOne) provides an inbound interface to receive interest rates for benchmark securities and link them to variable rate (instruments) securities. The Benchmark Security Rate message (FDXBE01) is processed on a real-time basis and updates data on the Security file (SDR). The existing benchmark rate online functionality allows the user to add, change and delete benchmark rates:


DEBE, DABE Benchmark Rates ADD, CHANGE For a detailed explanation of the DEBE screen, see Section 5.220 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Benchmark Security Rates Messaging Interface.

BENCHMARK SECURITY RATES LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXBE01 – Benchmark Rates. MODE 8 1 X(1) A – Add , C – Change SCTYNO 9 9 X(9) Security Number. SCTYDT 18 8 9(8) Security Date; format:

CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique Qualifier. EFFDT 31 8 9(8) Effective Date; format:

CCYYMMDD. INTRATE 39 9 9(3)V9(6) Interest Rate. OVERLAY 48 1 X(1) Overlay Flag. FILLER 49 20 X(20) Filler.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - BENCHMARK SECURITY RATES MESSAGE


92

NOTES 1. Rates added are applied to the benchmark security as of the Effective Date. A rate is also

added for all securities tied to the benchmark provided a rate does not already exist for the next change date. This is determined by the benchmark Effective date and rate change schedule of the securities using the benchmark security. If a rate exists, setting the Overlay Flag to “Y” overwrites it.

2. The only mode is Add. To change or delete rates, set the Overlay Flag to “Y”.

3. If the Overlay Flag is “Y”, changes are applied to all securities tied to the benchmark security under the provision explained in Note 1 above.

4. A rate is added only for the benchmark security if the Overlay Flag is “N”. If an existing benchmark rate is being changed and the Overlay Flag is “N”, securities tied to the benchmark will not be changed.

5. Entering a rate of zero deletes the benchmark rate for the Effective Date entered. Setting the Overlay Flag to “Y” applies the deletion to all securities tied to the benchmark security.

6. Rate can be entered using batch messaging or using an OLE spreadsheet.


//A1 EXEC PGM=FDMESG,PARM=’SFDBE ************************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - BOND HISTORICAL RATINGS MAINTENANCE


93

2.2.18 BOND HISTORICAL RATINGS MAINTENANCE As in Security and Transaction maintenance, Investment Accounting (InvestOne) has the ability to receive Bond Historical Ratings from an external ratings vendor. This inbound interface is processed on a real-time basis and adds, changes or deletes ratings on the Bond Historical Ratings File (UDB). The following bond historical ratings related online functionality allows the user to add, change or delete bond ratings:


BRATE Bond Historical Ratings REPORT, ADD, CHANGE The Bond Historical Ratings Messaging Interface can be used in place of this online functionality. Refer to Section 2.2.1 for a typical sequence of events related to this interface. The following section describes the message layouts required for this Bond Historical Ratings Messaging Interface.

BOND HISTORICAL RATINGS LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXUD01 – Historical Bond Ratings MODE 8 1 X(1) A – Add


SCTYNO 9 9 X(9) Security Number. SCTYDT 18 8 9(8) Security Date;format: CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique Qualifier. RATING SOURCE 31 10 X(10) Name of the Rating Source. RATING DATE 41 8 9(8) Date of rating; format: CCYYMMDD, which is maintained

on the file. RATING 49 15 X(15) Bond Rating. NOTES

6. All inputs are based on Security, Rating Source and Rating Date. In Add or Change mode, an input rating is applied if none exists or if it differs from the most current one on file. To delete a rating, the input Security, Rating Source and Date must match the one on file. In Delete mode the Rating itself does not have to match or can be blank.

7. The following edits (based on Security Number, Rating Source

and Rating Date) are applied before any Rates are added to or changed on the file. The associated messages print out in the SYSOUT of the submission job.

• If the rating being messaged is the same as the most current on the file, it is bypassed. • If the incoming rate date is prior to the most current on the file, it is rejected. • Ratings for matured bonds or non-bond like securities are rejected. • If a new rating changes a rating on the file to match a prior rating, the rating to be

changed is purged from the file. A message stating RATING CHANGE SAME AS LAST RATING, DATA PURGED prints.

• If a 51st rating is added for the same security and source, the oldest rating on the file for that security /source is deleted from the file.

• If input rates are blank or invalid, they are bypassed.



94



95

8. For details on the BRATE screen, see Section 5.20, Security Activities in the

Investment Accounting (InvestOne) SYSTEM MANUAL. For details on Bond Historical Rating Interfaces using Capture, see Section 2.70 of the Interface Manual.

4. The following PARM is required to execute this message and must be included in the

submission JCL:

//A1 EXEC PGM=FDMESG,PARM=’BFDUDBBAY’

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT VALUATION MAINTENANCE


96

2.2.19 ACCOUNT VALUATION MAINTENANCE Investment Accounting (InvestOne) has the ability to receive an inbound interface that Sweeps and/or Translates account(s). This interface allows maintenance of these dates and invokes this processing during the day in an interactive message mode using LU6.s communications protocol. In addition, this Sweep may be invoked in the Investment Accounting (InvestOne) Apollo Exception Manager module using the Exception Process Request option. See the Apollo Manual for details. The following online functionality may be substituted by the Account Valuation Interface:


AAIN Account Initialization CHANGE

GLTR Global Fund – Translation CHANGE

TLFVL Top Level Fund Valuation CHANGE While this interface can be used in place of the online functionality, following are its restrictions:

• Group and Reporting Accounts are not supported. • A Proprietary Mutual Fund can be Swept/Translated. However, there is no direct capability

to sweep its associated separate accounts. The following section describes the message layouts required for this Valuation/Translation Date Messaging Interface.

VALUATION AND TRANSLATION DATE LAYOUT Field Name Char Length Format Description MESSAGE ID 1 7 X(7) FDXAV01 – Valuation Date and/or Translation Date Message. ACCOUNT NO. 8 15 9(15) Investment Accounting (InvestOne) Account to be Swept or

Translated. REQUEST TYPE 23 1 X(1) Based on the requested dates, the following is performed if the

types are: Blank – Domestic accounts Reswept based on Request Dates.

Global accounts Re-Translated if required. S – Resweep T – Re-Translate. P – Top Level Fund Valuation. O – Sweep Open New Valuation Period(s).

FROM DATE 24 8 9(8) Format: CCYYMMDD. For Sweeping, the Balance FROM DATE. For Translation, the FROM DATE.

TO DATE 32 8 9(8) Format: CCYYMMDD. For Sweeping, the Schedule TO DATE. For Translation, the TO DATE.

SEPARATE ACCOUNT SWEEP FLAG

40 1 X(1) Flag allows user to sweep related separate accounts at the same time as the mutual fund. Values allowed only when the account number entered is a mutual fund that has been defined to one or more separate accounts.

MODE 41 1 X(1) Not used in batch messaging. Fill with * character or leave bank.

COMMAND 42 1 X(1) Not used in batch messaging. Fill with * character or leave bank.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT VALUATION MAINTENANCE


97

FILLER 43 23 (X23) Unused Filler NOTES 1. Messaging applies the same edits as applied with online submission. 2. For Translation request type “T”, the FROM and TO DATES are not required. Investment

Accounting (InvestOne) bypasses accounts that do not require Translation. For accounts that require Translation, the System determines the required dates.

3. For Sweep request types “S” or blank, the FROM and TO DATES are required. If not

provided, the Sweep or Inventory is invoked unconditionally and the FROM date is derived from the Start Date of the current Balance period. The Schedule TO DATE is defaulted to be equal to the Balance TO DATE, unless designated beyond current Balance date using request type “O”.

4. Only request type “O” permits new valuation period(s) to be Swept open. A TO DATE must

be provided which does not exceed the value of the DAILY VALUATION PERIODS REQUIRED field on AASP for the account. The FROM and TO DATEs must be specified (non-zero) during the initial execution of a fund using request type “O”.

5. For Top Level Fund Valuation (TLFVL), the TO DATES are required. For detailed explanation

of Top Level Fund Valuation, see Section 5.3060 of the Investment Accounting (InvestOne) System Manual.

9. A formatted messaging report is not generated.

10. The following PARM is required to execute this message and must be

included in the submission JCL. Columns 14-15 are used to specify the view in a Multi-View user/bank:

******************************************** //A1 EXEC PGM=FDMESG, PARM=’SFDAV ‘ ********************************************

8. Parameter positions 14-15 are used to designate the account view, for messages which allow view-specific processing. Sweeping open periods for a Primary account will also sweep open all related accounts including Sub accounts, Investment Account view, Alternate GAAP view and Investment Account view of any Sub accounts within reference account structure in a Multi-View user/bank.

Please refer to Investment Book documentation regarding IA Accounts (See Section 5.6000).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - VERIFICATION DATE/ALTERNATE ACCOUNT LOCK DATE AND LEVEL MAINTENANCE


98

11. VERIFICATION DATE / ALTERNATE ACCOUNT LOCK DATE AND LEVEL

MAINTENANCE Investment Accounting (InvestOne) has the ability to receive an inbound interface that can update an account’s Verification Date, lock date, Alternate Account Lock Date and Alternate Lock Level. This interface allows the maintenance of these fields during the day in an interactive message mode using LU6.s communications protocol.

This online functionality may be substituted for the Verification Date / Alternate Account Lock Date and Level update:


AAUV Update Verification Date CHANGE

AAUV Update Alternate Account Lock Date CHANGE

AAUV Update Alternate Lock Level CHANGE This online functionality may be substituted by the Alternate Account Lock Date and Level update:


AALD2 Update Alternate Account Lock Date CHANGE

AALD2 Update Alternate Lock Level CHANGE While this interface can be used in place of the online functionality, it has these restrictions: • The Verification Date can be moved forward, up to but not greater than the Account Balance

Date. • The Re-Configuration of Valuation Periods (AARC) is not supported. • Verification Date cannot be messaged in with Alternate Account Lock Date and Level. • Verification Date cannot be messaged in with Lock date • The Alternate Account Lock Date must be greater than the Verification Date and less than or

equal to the account Balance Date. • Valid Alternate Lock Levels are “0”, “1” and “2”.

MESSAGE LAYOUTS FOR VERIFICATION DATE/ALTERNATE ACCOUNT LOCK DATE AND LEVEL. Field Name Char Length Format Description

MESSAGE ID 1 7 C(7) FDXUV01 – Verification Date/Alternate Lock Message.

ACCT 8 15 9(15) Investment Accounting (InvestOne) Account to be updated.

VRFYDT 23 8 9(8) Verification Date; format: CCYYMMDD. LOCKDT 31 8 9(8) Lock Date; format: CCYYMMDD. ALTLCK 39 8 9(8) Alternate Account Lock Date; format: CCYYMMDD.

ALTLVL 47 1 9(1) Alternate Account Level.

VRTSMP 48 22 C(22) Verification Date change Time Stamp: MM/DD/YY HH:MM:SS:MS This is not an input field but a return output. The field will populate every time the Account Verification Date is updated

VRCHGID 70 8 C(8) Verification Date Change UserID This is not an input field but a return output. This is not an input field but a return output. The field will populate every time the Account Verification Date is updated

LOCKACT 78 1 C(1) Lock Account values are ‘Y’ and ‘N’

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - VERIFICATION DATE/ALTERNATE ACCOUNT LOCK DATE AND LEVEL MAINTENANCE


99

UPDOWN 79 1 C(1) Values are blank (default), ‘F’ or ‘B’. F – To move the date forward B – To move the date backward Blank – To move the date forward

NOTES 1. Messaging applies the same edits as applied with the online submission. 2. A formatted messaging report is not generated. However, accounts for which the Alternate

Lock Date and Level could not be updated will appear on the SYSOUT portion of the batch job output. This message is limited to 70 characters.

3. The following PARM is required to execute this message and must be included in the submission JCL. Columns 14-15 are used to specify the view in a Multi-View user/bank:

****************************************** //A1 EXEC PGM=FDMESG, PARM=’SFDUV ‘ //CICSCNTL DD * ******************************************

4. To delete an Alternate Account Lock Date and Level, a zero must be input in the Level field. 5. To maintain an Alternate Account Lock Date and Level, an operator flag must be set to “Y”. 6. Account verification date cannot be moved back via messaging. 7. In a Multi-View user/bank, the verification date of the Primary account must be less than or

equal to the verification date of all of its Sub accounts. Sub accounts can move their verification date forward independently. Setting the Primary account verification date forward will set Sub account verification date forward to match if Sub account verification is less than Primary verification date being set, or will remain the same if Sub account verification date is already greater than verification date being set for the Primary account.

8. The verification date of the Alternate View account must be less than or equal to the verification date of its Primary or Standalone account.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - PRICE SWEEPING MAINTENANCE


100

2.2.20 PRICE SWEEPING MAINTENANCE Investment Accounting (InvestOne) has the ability to receive an inbound interface that Price Sweeps an account for a specific date during the day in an interactive message mode using LU6.s communications protocol. In addition, this Price Sweep may be invoked in the Investment Accounting (InvestOne) Apollo Exception Manager module using the Exception Process Request option. See the Apollo Manual for details. If any price entry screen except DEPR was used to enter prices or if only Prices were Captured from an external source, this interface can be utilized to apply prices to all balances for a specific valuation date. The following online functionality may be substituted by the Price Sweep interface:


AAPS Price Sweeping Function REPORT

AAPM Multi-Account Price Sweep REPORT The Price Sweeping Function (AAPS) is used to request Sweep for a single account while the Multi-Account Price Sweep (AAPM) is used for a Reporting Account request. For details, see Section 5.50, Pricing in the Investment Accounting (InvestOne) System Manual.

PRICE SWEEP LAYOUT This section describes the message layout required for this Price Sweep Messaging Interface. Field Name Char Length Format Description MESSAGE ID 1 7 X(7) FDXPS01 – Price Sweeping Message. FUND NO. 8 15 9(15) Investment Accounting (InvestOne) Account whose

securities are to be priced. PRICE SWEEPING DATE 23 8 9(8) Verification Date; format: CCYYMMDD. HV AAIN 31 1 X(1) Y – Perform a Price Sweep for a Domestic Fund of Funds.

N or Blank – Do not perform a Price Sweep. NOTES 1. Messaging applies the same edits as applied with online submission.


******************************************* //A1 EXEC PGM=FDMESG,PARM=’SFDPSWP ‘ *******************************************

3. The Price Sweeping Message does not generate Message Reply (Accepted and Rejected)

Reports. However, the numbers of those securities with a missing a price (flagged with “M”) and/or whose change in market value exceeds 3% (flagged with %) are listed in the SYSOUT portion of the batch job output. Additionally, the following information is included:

54 POSITION RECORDS READ, 0 RECORDS WERE UPDATED. $0.00 CHANGE IN TRADED MARKET VALUE TOTAL. M – MISSING % - EXCEEDS 3% S – CHECK SETTLED MKT

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - SUPER MESSAGE


101

2.2.21 SUPER MESSAGE Super Message is an inbound message processing option using Application Program Interface (API) and the Batch Messaging Interface (BMI) with existing program FDMESG, which allows the user to replace single threaded batch functions with parallel processing through CICS. This approach lays the groundwork for later implementation of other messaging processes and development of System functionality that are currently single-threaded batch processes. The processing functions that are supported in the initial phase (Release 04.030) of the Super Message, and the corresponding Super Message layouts are: Processing Function Super Message Layout Sweep Open and Account Valuation (Domestic and Global), FA Corporate Action Reprocessor

FDSAV01

Corporate Action Generation, Deletion and Regeneration FDSCG01 Transaction Generation, Deletion and Regeneration (including GNMA) FDSFG01 Variation Margin Generator FDSMG01 Super Message Report Formatting REPORT Any combination of these functions can be requested and completed within a single Super Message (FDXSM01) request; except for the background report-formatting message (REPORT must be a standalone Super Message request). Requests can be made at the user bank, account, or security level as applicable to the available options supported by the existing individual processing functions. The core of Super Message processing is the new FDMESG program parameter “SFDSM1“, and an input file that conforms to the new Super Message layout FDXSM01. Requesting up to 24 multiple messages of variable length is also facilitated within the Super Message layout. A maximum of eight messages each of three different record lengths (20, 40, 60-byte) is currently available. Using the FDXSM01 layout and the applicable account and/or security, effective date, MSGOCR, and MSGSEQ field designations, execution of multiple processing functions in a specified order is possible within the same message. Message reply issuance for Super Message is similar to that which currently exists for FDMESG processing. The layout for specific Super Message replies is found in Section 2.2.17.2. Super Message reporting is then possible through the submission of a standalone Super Message REPORT message, which formats all activity for a Super Message Request ID (RQSTID) from:

• The “SW” file to the “RO” file for subsequent retrieval by means of existing background JCL report procedures, or

• The new Super Message Report Request screen, PARMSM. The Super Message reporting records for a specific request ID are available until those respective records are purged from the “SW” file.



102

SUPER MESSAGE FDXSM01 LAYOUT Key * Indicates a required field for Super Message.

+ Indicates a variable requirement, dependant on action messages present.

(+) Indicates a required field for optional processing.

(*) Indicates an optional field for variable processing. << Beginning of Super Message (FDXSM01) Fixed Area >>

Key Field Field Name Length Format Description * MSGID MSGID 8 X(8) Designates Super Message. Value must be

FDXSM01 (blank eighth position).

* ACCT ACCOUNT NO. 15 9(15) Investment Accounting (InvestOne) Account Number. If undesignated, area must be zero-filled (“0”).

* SCTYNO SECURITY NO. 9 X(9) Security Number. If undesignated area must be filled with asterisks (“*”).

(*) SCTYDT SECURITY DATE 8 9(8) Unique Security Date; format: CCYYMMDD. If undesignated, area must be filled with asterisks (“*”).

(*) SCTYUNQ SCTYUNQ 5 9(5) Security Unique Qualifier. If undesignated, area must be filled with asterisks (“*”).

* EFFTDT EFFECTIVE DATE 8 9(8) Effective Date of Message; format: CCYYMMDD. Currently unused, but must be numeric values.

* RQSTID

SUPER MESSAGE REQUEST ID 6 9(6) Super Message Request ID. May be provided by the user or zero-filled. If zero-filled, System assigns a unique message Request ID value.

* KEYFILR

FILLER AREA 29 X(29) This area is currently unused. It must be filled with spaces.

* GENROCR GENERIC DATE OCCUR 1 9(1) Indicates whether generic date fields are present. Must be either “0” (no generic date fields) or “1” (generic date fields present).

* MSG1OCR MESSAGE AREA 1 OCCUR INDICATOR

1 9(1) Indicates the number of 20-byte messages present within the Super Message. Must be a numeric value of 0 – 8.





* OCRFIL MESSAGE OCCUR FILLER 5 9(5) This area is currently unused filler. << End of Super Message (FDXSM01) Fixed Area >>



103

<< Beginning of Super Message (FDXSM01) Variable Area >> << Generic Date Area of Message. Only present if value of GENROCR in Fixed Area = “1”>>

Key Field Field Name Length Format Description (+) GENRDOW GENERIC DATE:

DAY OF WEEK 1 9(1) When using symbolics for defaulting dates, this

field represents the day in the week in which the ADJUSTMENT DAYS should be applied. Not Present if GENROCR is “0”.

(+) GENRADJ

GENERIC DATE: ADJUSTMENT DAYS

2 9(2) Represents the number of days to add to the computed date when using date symbolic &&&&&&&9 for defaulting dates. Required if DAY OF WEEK value is 1 through 7. Not Present if GENROCR is “0”.

(*) GENRCSI

GENERIC DATE: CALENDAR SET

2 9(2) Represents a user bank calendar to use in adjusting generated dates when using generic date processing. Default is spaces; no calendar checking is performed. Not Present if GENROCR is “0”.

(*) GENRTOD

GENERIC DATE: TIME OF DAY CUTOFF

4 9(4) Represents the cutoff time when using symbolics for defaulting dates. Not Present if GENROCR is “0”.

(*) GENRBCF Account Browser Calendar Override

1 X(1) Y – override Calendar Set ID with account’s Browser Calendar. N – Do not override with account’s Browser Calendar.

+ GENRFIL GENERIC FILLER AREA 25 X(25) This area is currently unused; it must be filled with spaces.

<< End of Generic Date Area>>

<< Message 1 Area of Message. Only present if value of MSG1OCR in Fixed Area > “0 – Can occur up to 8 times “ >>

Key Field Field Name Length Format Description + MSG1SEQ MESSAGE1 SEQUENCE 2 9(2) Indicates the order or sequence that this

individual message is executed with respect to the other messages included in the Super Message.

+ MSG1PVR MSG1 PROCESSING VARIABLE – ERROR TERMINATION

1 X(1) Indicates whether the entire Super Message should continue execution if an error condition is returned for this specific message request. Valid Values: Y – Continue Super Message Processing. N – Terminate Super Message Processing.

+ MSG1PVR MSG1 PROCESSING VARIABLE – MESSAGE REPLY

1 X(1) Indicates whether all replies for this request should be returned, or only abnormal responses. Valid Values: Y – Return all message replies. N – Return only abnormal message replies.

+ MSG1PVR MSG1 PROCESSING VARIABLE - FILLER

8 X(8) This area is currently unused filler. Occurs 0 to 8 times depending on the MSG1OCR value.

+ MSG1 MSG1 MESSAGE 8 X(8) Indicates the 20-byte message to be processed. Possible values: FDSAV01.



104

Key Field Field Name Length Format Description + MSG1MSG MSG1 MESSAGE VARIABLES 20 X(20) Represents the processing specifics and

variables for the preceding MSG1 message.

<<End of Message 1 Area>>



105

<< Message 2 Area of Message. Only present if value of MSG2OCR in Fixed Area > “0” – can occur up to 8 times >>








8 X(8) This area is currently unused filler.

+ MSG2 MSG2 MESSAGE 8 X(8) Indicates the 40-byte message to be processed. Valid Values: FDSCG01 or FDSFG01.

+ MSG2MSG MSG2 MESSAGE VARIABLES 40 X(40) Represents the processing specifics and variables for the preceding MSG2 message.

<<End of Message 2 Area>> << Message 3 Area of Message. Only present if value of MSG3OCR in Fixed Area > “0” – can occur up to 8 times >>








8 X(8) This area is currently unused filler.

+ MSG3 MSG3 MESSAGE 8 X(8) Indicates the 60-byte message to be processed. + MSG3MSG MSG3 MESSAGE VARIABLES 60 X(60) Represents the processing specifics and

variables for the preceding MSG3 message. <<End of Message 3 Area>> << End of Super Message (FDXSM01) Variable Area >>



106

Below is an example of generic JCL for Super Message processing in the Application Program Interface (API) method:

//B0106XXZ JOB (0106,08205,1,90,,LAN2),’FDXSM01 APPC’,REGION=2400K, // NOTIFY=B0106XX,MSGCLASS=X,CLASS=S,MSGLEVEL=(1,1) /*ROUTE PRINT RFDXSMAP //********************************************************************* //* REGION MUST BE UP TO RUN. * //* FDXSM01 REPLY MESSAGES ARE SENT TO SYSOUT. * //********************************************************************* //JCL JCLLIB ORDER=(SUNAR.PJ900011.PROCLIB, // SUNAR.PJ900012.PROCLIB, // SUNAR.PJ900014.PROCLIB, // SUNAR.PJ900013.PROCLIB) //JOBLIB DD DSN=SUNAR.PJ900011.JOBLIB,DISP=SHR // DD DSN=SUNAR.PJ900012.JOBLIB,DISP=SHR // DD DSN=SUNAR.PJ900014.JOBLIB,DISP=SHR // DD DSN=SUNAR.PJ900013.JOBLIB,DISP=SHR //A0 EXEC PGM=IEFBR14 //DD01 DD DSN=B0106XX.FDXSMAPZ.REPLY,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //* //A1 EXEC PGM=FDMESG,PARM=’SFDSM1 ‘ //CICSCNTL DD * CICSCATZ B0106XX XXXXXXXX FDSM //MESGIN DD DSN=B0106XX.FDXSM01.SUPER.MESSAGE.INPUT, // DISP=SHR //MESGOUT DD DSN=B0106XX.FDXSMAPZ.REPLY,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=*

NOTES 1. Super Message layout FDXSM01 must be used in conjunction with at least one other Super

Message “processing” request message: FDSAV01, FDSCG01, FDSFG01, FDSMG01 or the reporting formatter layout REPORT. Each of these messages and their usage is detailed in subsequent sections.

2. Processing request messages must be input in the Super Message input file in ascending order based upon message byte size (20, 40, 60). This is necessary so that the Super Message is able to map multiple, variable length messages using the values of the MSG1OCR, MSG2OCR and MSG3OCR fields.

Example: All FDSAV01 (20 byte) Account Valuation requests must be present in the Super Message input before any FDSCG01 (40-byte) Corporate Action Generator or FDSFG01 (40-byte) Transaction/GNMA Generator or FDSMG01 (40-byte) Variation Margin Generator request messages.

3. The order of execution or sequencing of the processing requests is not dependent upon message byte size. While the processing requests must be present in the Super Message input file in ascending order based on byte size (Note 2), the individual processing requests can be executed in any sequence, regardless of byte size, in the MSG#SEQ values.

Example: A 40-byte FDSCG01 message may be the last message present in the Super Message input, but can be the first process executed if that message contains a “01” value in the respective MSG#SEQ field.

4. All REPORT (Background Report Formatter) requests must be processed as a standalone Super Message, independent of any other valuation or generator processing requests.



107

Example: Line 1 of a Super Message input file may be a request for generation of up to 8 unique Corporate Action event ID #s. The background report formatting for all of the messages in this Super Message request is formatted using a 20-byte REPORT Super Message on line 2 of the same input file, or as a separate Super Message execution, which contains the same value in the RQSTID field of the Corporate Action Super Message requests.

5. Once a background report for an action or multiple actions has been formatted using Super Message in the REPORT request, the data for that activity may be obtained through conventional background reporting JCL, or in the new PARMSM Super Message Report Request screen. If using conventional background reporting JCL, the RQSTID value must be suffixed with “Y” in the RO99 card.

For additional information on: • The Super Message REQUEST layout and function please refer to Section 2.2.17.6. • The new PARMSM screen, please refer to Section 4.10 of the Investment Accounting

(InvestOne) System Manual. • Background reporting; please refer Section 3.10.of the Investment Accounting

(InvestOne) System Manual.

6. Super Message supports the execution of multiple processing requests of the same type in the same input card (multiple FDSCG01 requests, multiple FDSFG01 requests, multiple FDSMG01 requests, etc.). However, an identical processing request (all values same) within the same Super Message results in an error for a duplicate message condition.

7. There are currently no 60-byte Super Message processing requests messages. However, fields MSG3OCR, MSG3SEQ, MSG3PVR, MSG3 and MSG3MSG fields have been established in the FDXSM01 layout for future development.

8. To activate generic date processing for Friday Forward or Monday Back accounts, a calendar set defined to the default user and flagged as a Browser Calendar will need to be created using a Friday Forward or Monday Back scheme. This calendar id is then used as the Calendar Set ID in the GENRCSI field.

9. The default user Browser Calendar can be overridden with an account’s Browser Calendar if GENRBCF is set to Y and a Browser Calendar is defined on the AAMF screen of the account.

10. Super Message FDSAV01 cannot be used to move verification dates for any accounts in a Multi-View account structure.



108

SUPER MESSAGE REPLY LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Super Message Reply to the external system, one for each Super Message received. Replies are sent in the original sequence of the messages received. Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXSM01 ACCOUNT NUMBER 17 15 9(15) Investment Accounting (InvestOne) Account

Number. SCTYNO 32 9 X(9) Security Number. SCTYDT 41 8 9(8) Unique Security Date. SCTYUNQ 49 5 9(5) Unique Security Qualifier. EFFTDT 54 8 X(8) Effective Date specified in Super Message. RQSTID 62 6 9(6) Super Message Request ID. FILLER 68 29 X(29) Unused filler spaces. ERRORS 97 1 X(1) Y – Errors present in Super Message reply.

N – No errors present in Super Message reply. NO. OF REPLY MESSAGES 98 2 9(2) Number of information, warning or error

messages associated with this reply. The following group of fields is repeated from 0 to 50 times depending on the value in the NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated.

Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I – Informational message.

W – Warning message. E – Error preventing processing.

REPLY CODE 101 6 X(6) This is a unique code identifying this message within Investment Accounting (InvestOne).

REPLY FIELD 107 7 X(7) Field in error, if any. REPLY TEXT 114 72 X(72) Text message briefly describing the nature of the

error, warning, or information Since designation of Account Number, Security Number and Effective Date are optional with some Super Message processes; the corresponding values for these fields in the Super Message Reply may be blank.



109

SUPER MESSAGE ACCOUNT VALUATION AND FDSAV01 LAYOUT The following online functionality regarding account period maintenance may be executed using the Super Message interface and the Super Message Account Valuation layout FDSAV01:


AAIN Sweep Open New Valuation Period CHANGE

GLTR Global Fund – Translation CHANGE

TLFVL Top Level Fund Valuation CHANGE

AAUV Verification Date Maintenance CHANGE

MSUM Multi Manager/MCS Fund CHANGE While this interface can be used in place of the online functionality, following are its restrictions: • Group and Reporting Accounts are not supported.

• A Proprietary Mutual Fund can be Swept/Translated. However, there is no capability to Sweep its associated Separate Accounts.

• The Verification Date can be moved only forward, up to but not greater than the Account Balance Date.

• This message cannot update the Lock Date.

• The Re-Configuration of Valuation Periods (AARC) is not supported.

• Super Message FDSAV01 cannot be used to move verification dates for any accounts in a Multi-View account structure.

FDSAV01 is similar in function to non-Super Message inbound message FDXAV01 discussed in Section 2.2.13.



110

Key * Indicates a required field for Super Message FDSAV01 requests.



(*) Indicates an optional field for variable processing.

<< Example of Message 1 Area of Super Message for Account Valuation (FDSAV01) >> Key Field Field Name Length Format Description * MSG1SEQ MESSAGE1

SEQUENCE 2 9(2) Order or sequence that this individual message

is executed with respect to the other messages included in the Super Message. Value may be 01 to 24 times depending on the total messages represented in the Super Message.

* MSG1PVR MSG1 PROCESSING VARIABLE – ERROR TERMINATION


* MSG1PVR MSG1 PROCESSING VARIABLE – MESSAGE REPLY


* MSG1PVR MSG1 PROCESSING VARIABLE - FILLER

8 X(8) Unused filler – must be eight asterisks “*”.

* MSG1 MSG1 MESSAGE 8 X(8) FDSAV01 20-byte message to be processed.

* MSG1MSG MSG1 MESSAGE VARIABLES

20 X(20) Variables that will determine what will be processed in this valuation message. The components of the 20-characters is defined below:

+ REQTYP REQUEST TYPE 1 X(1) Blank – Domestic accounts Reswept based on Request Dates. Global accounts Re-Translated if required. S – Resweep T – Re-Translate P – Top Level Fund Valuation. O – Sweep Open New Valuation Period(s). C – Investment Book Fund Account(FA)

Corporate Action Reprocess M – Group M Summation



111

Key Field Field Name Length Format Description

? BALFR FROM DATE 8 9(8) For Sweeping, the Balance FROM DATE. For Translation, the FROM DATE. Format is CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date.

+ BALTO TO DATE

8 9(8) For Sweeping, the Schedule TO DATE. For Translation, the TO DATE. Open New Valuation Periods: the new BALANCE DATE. Format is CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date.

* OPNPRD OPEN PERIODS 2 9(2) Number of valuation periods to leave open. Used to move the Verification Date forward. Must be numeric.

* LIMSWP LIMITED SWEEP 1 X(1) If “Y”, bypass Sweeping Oldest Effective Date Captured or Verification Date; Only Sweep from the parameters specified in the control card. Default is “N” or Blank.

NOTES

12. Account Valuation layout FDSAV01 must be used in conjunction with Super Message layout FDXSM01. Since FDSAV01 is a 20-byte Super Message request layout, all FDSAV01 messages must precede any 40 or 60-byte requests included within that Super Message.

2. FDSAV01 messaging in Super Message incorporates the same edit processing as used in

online requests of Valuation, Allocation, and Verification Date maintenance. 3. A formatted background report is not generated for FDSAV01 request activity, but the Super

Message field RQSTID must still be numeric.

4. For Translation request type “T”, the FROM and TO DATES are not required, but must be

numeric unless generic date processing is utilized. Investment Accounting (InvestOne) bypasses accounts that do not require Translation. For accounts that require Translation, the System determines the required dates.



112

5. For Sweep request types “S” or blank, the FROM and TO DATES are required. If not provided, the Sweep or Inventory is invoked unconditionally. The FROM date is derived from the Start Date of the current Balance period, unless the LIMITED SWEEP flag is set to “Y”. The Schedule TO DATE is defaulted to be equal to the Balance TO DATE, unless designated beyond current Balance Date using request type “O”.

6. Only request type “O” permits new valuation period(s) to be Swept open. A TO DATE must be

provided which does not exceed the value of the DAILY VALUATION PERIODS REQUIRED field on AASP for the account. The FROM and TO DATEs must be specified (non-zero) during the initial execution of a fund using request type “O”.

7. For Top Level Fund Valuation (TLFVL), the TO DATES are required. For detailed explanation of

Top Level Fund Valuation, see Section 5.3060 of the Investment Accounting (InvestOne) System Manual.

8. For Sweep request type C, the Investment Book Fund Account Corporate Action Reprocess is only applicable for Investment Book Fund Accounts(FA). For detailed explanation of Investment Book Corporate Action Reprocess, see Section 5.6000 of the InvestOne Enterprise System Manual.

SUPER MESSAGE CORPORATE ACTION GENERATION AND FDSCG01 LAYOUT The following online functionality may be substituted by this messaging interface:


BGCAG Corporate Action Generator CHANGE

(BGCAGR Corporate Action Regeneration (Delete/Regenerate)

CHANGE

NOTE: For detailed explanations of Corporate Action event processing, see Section 5.82 of the

Investment Accounting (InvestOne) System Manual. Key * Indicates a required field for Super Message.



(*) Indicates an optional field for variable processing. << Beginning of sample for Message Area 2 – Super Message Corporate Action Generator (FDSCG01)>>

Key Field Field Name Length Format Description * MSG2SEQ MESSAGE2

SEQUENCE 2 9(2) Order or sequence that this individual

message is executed with respect to the other messages included in the Super Message. Value may be 01 to 24 times depending on the total messages represented in the Super Message.



113

Key Field Field Name Length Format Description * MSG2PVR MSG2 PROCESSING

VARIABLE – ERROR TERMINATION





8 X(8) This area is currently unused filler. Must be eight asterisks “*”.

* MSG2 MSG2 MESSAGE 8 X(8) FDSCG01 Indicates the 40-byte message to be processed is for Corporate Action Generation.


40 X(40) Variables that will determine what will be processed in this Corporate Action generation message. The components of this 40-characters is defined below:

+ FRDATE FROM DATE 8 9(8) FROM DATE for corporate action processing. Format is CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date. If requesting by specific corporate action ID# using the CORPID field, FRDATE must be zero filled.

+ TODATE TO DATE 8 9(8) Format: CCYYMMDD. TO DATE for corporate action processing. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where _ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date. If requesting by specific corporate action ID# using the CORPID field, TODATE must be zero filled.



114

Key Field Field Name Length Format Description + CORPID CORPORATE ACTION

ID 8 9(8) Investment Accounting (InvestOne) Corporate

Action ID to be processed. Must be numeric. If requesting multiple actions through a date range, CORPID field must be zero filled.

(*) EMUFLAG EMU INDICATOR FLAG

1 X(1) Process security redenom/redenominalise corporate action events as established on DESRED. O – Only EMU events are processed. E – Exclude EMU event processing. Blank – All corporate action events processed

(default). * GRRIND GENERATE / DELETE

/ REGENERATE INIDCATOR FLAG

1 X(1) Must be one of the following values: G – Generate transactions. X – Delete existing transactions. R – Regenerate transactions.

* MODE REQUEST MODE INDICATOR

1 X(1) Determines the mode of corporate action activity, and whether transactions are applied or only reported for event(s). Must be one of the following values: R – Report mode. U – Update mode.

* ALLIND ALL ACCOUNT INDICATOR

1 X(1) Indicates whether request is for specific account, or all eligible accounts in user bank. Must be one of the following values: Y – All eligible accounts in user bank are

processed. N – Specific account designation must be

made in ACCT – field of the Super Message FDXSM01 layout.

Filler 12 X(12) Must be all * to fill the 40 characters available.

<< End of Super Message Corporate Action Generator (FDSCG01) sample >> NOTES 1. Corporate Action Generator layout FDSCG01 must be used in conjunction with Super Message

layout FDXSM01. Since FDSCG01 is a 40-byte Super Message request layout, all FDSCG01 messages must follow any 20-byte message and precede any 60-byte message requests included within the Super Message.

2. The Super Message Corporate Action Generator layout FDSCG01 can request the initial generation of a defined Corporate Action Event, as well as deletions, reversal, and reverse/reapply processing for action events that previously have been processed in Investment Accounting (InvestOne).

3. FDSCG01 messaging in Super Message issues the same edits as applied with online processing for corporate action generation, deletion, or regeneration requests.

4. Detailed transaction information (Investment Accounting (InvestOne) Transaction Generation Report) for the Corporate Action Events processed in Super Message must be formatted using the Super Message REPORT layout, and can then be requested using the PARMSM screen.



115

SUPER MESSAGE TRANSACTION/GNMA GENERATOR AND FDSFG01 LAYOUT The following online functionality may be substituted by this messaging interface:


BGTG Tran/GNMA Generator CHANGE

BGTGR Trans Generator Regeneration (Delete/Regenerate) CHANGE NOTE: For detailed explanations of Transaction Generator or GNMA Generator processing, see Section 5.220 of the Investment Accounting (InvestOne) System Manual. Key * Indicates a required field for Super Message.

+ Indicates a variable requirement, dependent on action messages present.



<< Beginning of example of Transaction/GNMA Generation in Super Message – Message Area 2 (FDSFG01)>> Key Field Field Name Length Format Description * MSG2SEQ MESSAGE2 SEQUENCE 2 9(2) Order or sequence that this individual







8 X(8) This area is currently unused filler – must be eight asterisks “*”.

* MSG MSG2 MESSAGE 8 X(8) FDSFG01 Indicates the 40-byte message to be processed is for Transaction / GNMA Generation.


40 X(40) The Variables that will determine what will be processed in this Transaction / GNMA Generation message. The components of the 40-characters is defined below:



116

Key Field Field Name Length Format Description + FROMDATE FROMDATE 8 9(8) FROM DATE for transaction processing;

format: CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date.

+ TODATE TO DATE 8 9(8) TO DATE for transaction processing; format: CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date.

+ PRCSIND PROCESS INDICATOR 1 X(1) Must be one of the following values: G – GNMA Generator request. T – Transaction Generator request. B – Both GNMA and Transaction Generator

request. * GRRIND GENERATE / DELETE /

REGENERATE INDICATOR FLAG

1 X(1) Must be one of the following values: G – Generate transactions. X – Delete existing transactions. R – Regenerate transactions.


1 X(1) Determines the mode of generator activity, and whether transactions are applied or only reported. Valid Values: R – Report mode. U – Update mode.

* ALLIND ALL ACCOUNT INDICATOR

1 X(1) Indicates whether request is for specific account, or all eligible accounts in user bank. Valid Values: Y – All eligible accounts in user bank are

processed. N – Specific account designation must be

made in ACCT field of the Super Message FDXSM01 layout.

Filler 20 X(20) Must be all * to fill the 40-character field.

<< End of Super Message Transaction/GNMA Generator (FDSFG01) Sample >>



117

NOTES 1. Transaction/GNMA Generator layout FDSFG01 must be used in conjunction with Super

Message layout FDXSM01. Since FDSFG01 is a 40-byte Super Message request layout, all FDSFG01 messages must follow any 20-byte message and precede any 60-byte message requests included within the Super Message.

2. The Super Message Transaction/GNMA Generator layout FDSFG01 can request the initial generation of transactions, as well as deletions, reversal, and reverse/reapply processing for transaction activity that has previously been processed in Investment Accounting (InvestOne).

3. FDSFG01 messaging in Super Message issues the same edits as applied with online BGTG processing for transaction/GNMA generation, deletion, or regeneration requests.

4. Detailed transaction information (Investment Accounting (InvestOne) Transaction Generation Report) for Transaction/GNMA generator processing in Super Message must be formatted using the Super Message REPORT layout, and can then be requested using the PARMSM screen.

SUPER MESSAGE VARIATION MARGIN GENERATOR AND FDSMG01 LAYOUT The following online functionality may be substituted by this messaging interface:


BGVMG Variation Margin Generator CHANGE NOTE: For detailed explanations of Variation Margin Transaction Generator processing, see Section 5.106 of the Investment Accounting (InvestOne) System Manual. Key * Indicates a required field for Super Message.

+ Indicates a variable requirement, dependent on action messages present.



<< Beginning of example of Variation Margin Generation in Super Message – Message Area 2 (FDSMG01)>> Key Field Field Name Length Format Description * MSG2SEQ MESSAGE2 SEQUENCE 2 9(2) Order or sequence that this individual




Key Field Field Name Length Format Description



118

Key Field Field Name Length Format Description * MSG2SEQ MESSAGE2 SEQUENCE 2 9(2) Order or sequence that this individual







8 X(8) This area is currently unused filler – must be eight asterisks “*”.

* MSG MSG2 MESSAGE 8 X(8) FDSMG01 Indicates the 40-byte message to be processed is for Variation Margin Generator


40 X(40) The Variables that will determine what will be processed in this Variation Margin Generator Generation message. The components of the 40-characters is defined below:

+ EFFDATE EFFECTIVE DATE 8 9(8) EFFECTIVE DATE for Variation Margin processing; format: CCYYMMDD. Must be numeric unless generic date processing requested. If generic date processing requested, format is &&&&&&99, where &&&&&& is fixed (as ampersands) and 99 represents number of days (00-64) to add to run date. Format _ _ _ _ _ _99, where_ _ _ _ _ _ is fixed (as underscores) and 99 represents number of days (00-64) to subtract from run date.

+ STLLAG SETTLEMENT LAG DAYS

2 9(2) SETTLEMENT LAG DAYS for transaction processing; format: 99. Must be numeric. Represents number of days (00-99) to lag settlement of variation margin transactions.


1 X(1) Determines the mode of generator activity, and whether transactions are applied or only reported. Valid Values: R – Report mode. U – Update mode.



119

Key Field Field Name Length Format Description * PROCESS PROCESS INDICATOR 1 X(1) Determines the types of transactions the

variation margin generator will create. Valid Values: F – Futures (Variation Margin) C – Swaps Capital I – Swaps Income S – Swaps Capital and Income B – Futures and Swaps Capital A – All

Filler 28 X(28) Must be all * to fill the 40-character layout.

NOTES 1. Variation Margin Generator layout FDSMG01 must be used in conjunction with Super Message

layout FDXSM01. Since FDSMG01 is a 40-byte Super Message request layout, all FDSMG01 messages must follow any 20-byte message and precede any 60-byte message requests included within the Super Message.

2. Specific account designation must be made in ACCT field of the Super Message FDXSM01 layout when using Variation Margin Generator layout FDSMG01.

3. FDSMG01 messaging in Super Message issues the same edits as applied with online BGVMG processing for Variation Margin Generator processing requests.

4. Detailed transaction information (Investment Accounting (InvestOne) Margin Variation Transactions - Projected/Applied report for Variation Margin Generator processing in Super Message must be formatted using the Super Message REPORT layout, and can then be requested using the PARMSM screen. If the ‘Projected’ version of this report is null, the title of the report will display as ‘Margin Variation Transactions – Applied’, though still null.

SUPER MESSAGE REPORT FORMATTING AND REPORT LAYOUT The key to Super Message reporting is the value of the field FDXSM01-RQSTID of the FDXSM01 layout during message execution, and the formatting of reports using that value. This 6-digit field value can be specified by the user during Super Message request construction, or System generated. If the RQSTID field is zero-filled during the Super Message execution, the System generates and assigns a unique RQSTID value that is returned in the Reply, and displayed in the SYSOUT for that completed Super Message. Submitting a standalone Super Message request using the REPORT layout performs the formatting of detail information from a Super Message processing request(s). This report-formatter request must use the same 6-digit RQSTID value that accompanied the original Super Message request (or was System generated) during execution. After formatting, this 6-digit RQSTID value is then used to retrieve the detail reports in the PARMSM screen, and the Investment Accounting (InvestOne) Transaction Generation Report is routed as designated in the destination of the user’s corresponding JC00 JCL definition(s). For more information regarding Super Message report retrieval in the PARMSM screen, see Section 4.10 of the Investment Accounting (InvestOne) System Manual. There is no reportable activity generated by Super Message account valuation (FDSAV01)



120

requests, as all message responses for this function are included in the Reply File or SYSOUT of the initial Super Message execution. Additionally, all functions requested have either a confirmation or edit response in the Message Reply File or SYSOUT of the initial Super Message job, independent of the information generated for background reporting. While reusing the same RQSTID value does not present a problem for Super Message Account Valuation (FDSAV01) requests, it is advised to not reuse the same RQSTID value across multiple Super Messages that include the Transaction/GNMA Generator or Corporate Action Generator requests, particularly when the mode (report/update) of requested activity changes in subsequent message executions. Each time a Super Message report-formatter request is made for an RQSTID, all transaction report records containing the same RQSTID value, even from multiple Super Message executions of unlike functions and modes are formatted for the Investment Accounting (InvestOne) Transaction Generation Report. This can result in the same transaction being displayed as PROJECTED (from report mode executions of generator activity) and as APPLIED (from update mode executions of generator activity). For detailed explanations of: • Corporate Action Event processing, see Section 5.82 of the Investment Accounting

(InvestOne) System Manual. • Transaction Generator or GNMA Generator processing, see Section 5.220 of the Investment

Accounting (InvestOne) System Manual.

A report-formatting request using the Super Message REPORT layout is represented below as a 20-byte process request (MSG1SEQ = 01). Currently, this is the only accepted method and layout for formatting a Super Message report. << Beginning of Super Message (FDXSM01) Fixed Area example for Report Request >>

Field Field Name Length Format Description MSGID MSGID 8 X(8) Designates Super Message. Value must be

FDXSM01 (blank eighth position). ACCT ACCOUNT NO. 15 9(15) Investment Accounting (InvestOne) Account

Number. Unused for REPORT layout, but must be zero-filled (“0”).

SCTYNO SECURITY NO. 9 X(9) Security Number. Unused for REPORT layout, but must be filled with asterisks “*”.

SCTYDT SECURITY DATE 8 9(8) Unique Security Date. Unused for REPORT layout, but must be filled with asterisks “*”.

SCTYUNQ SCTYUNQ 5 9(5) Security Unique Qualifier. Unused for REPORT layout, but must be filled with asterisks “*”.

EFFTDT EFFECTIVE DATE 8 9(8) Effective Date of Message; format: CCYYMMDD. Currently unused, but must be numeric values.

RQSTID

SUPER MESSAGE REQUEST ID 6 9(6) Super Message Request ID. Must be provided by the user in REPORT requests. This value corresponds with the System-assigned or user-provided value from the RQSTID field of the original Super Message processing request(s).

EYFILR

FILLER AREA 29 X(29) This area is currently unused. It may be filled with spaces or “*”.



121

GENROCR GENERIC DATE OCCUR 1 9(1) Indicates whether generic date fields are present. Must be “0” with REPORT request.

MSG1OCR MESSAGE AREA 1 OCCUR INDICATOR

1 9(1) Indicates the number of 20-byte messages present within the Super Message. Must be a value of “1” for REPORT requests.


1 9(1) Unused for REPORT request, but must be zero-filled.


1 9(1) Unused for REPORT request, but must be zero-filled.

OCRFIL MESSAGE OCCUR FILLER 5 9(5) This area is currently unused filler. << End of Super Message (FDXSM01) Fixed Area example >> << Beginning of Super Message Report Formatter (REPORT) Sample for Message Area 1 >> Field Field Name Length Format Description MSG1SEQ MESSAGE1 SEQUENCE 2 9(2) Must be “01” with REPORT request. MSG1PVR MSG1 PROCESSING VARIABLE

– ERROR TERMINATION 1 X(1) Unused for REPORT request, but must be filled

with either alpha “N” or “Y” value. MSG1PVR MSG1 PROCESSING VARIABLE

– MESSAGE REPLY 1 X(1) Unused for REPORT request, but must be filled

with either alpha “N” or “Y” value. MSG1PVR MSG1 PROCESSING VARIABLE

- FILLER 8 X(8) This area is currently unused filler.

MSG1 MSG1 MESSAGE 8 X(8) REPORT; indicates this 20-byte message is used to generate the report.

MSG1MSG MSG1 MESSAGE VARIABLES 20 X(20) Unused for REPORT request, but must be filled with 20 asterisks “*”.

<< End of Super Message Report Formatter (REPORT) Sample >> NOTES 1. All of the fields detailed in the layouts above are required for a Super Message report-

formatting message.

2. Each Super Message report-formatting message request must be submitted as its own Super Message. Although Multiple Super Message report-formatting messages can be executed from the same batch job or along with other Super Message process requests, each report-formatting request must be a standalone Super Message with a unique RQSTID.

3. Since multiple Corporate Action Event generation, multiple transaction/GNMA generator requests, multiple Variation Margin generator, or combinations of these generator functions can be requested in the same Super Message, the Investment Accounting (InvestOne) Transaction Generation Report formatted for that RQSTID reflects all transaction activity from those multiple requests on the same report.

This is demonstrated in the replies to the original FDXSM01 message, as well the replies to the report-formatting message:

))) RPLY-MSG-ID (RPLY01 )

+++ ORIG MSG – FDXSM01 /- KEY – 000006170600012********* 201105010 I AV – SWEEP COMPLETED FOR FUND 000006170600012 I AV – BALFR: 20110101 BALTO: 20110115 REQTYP: S I AV – REQUEST NBR: 51204 I AV - SUCCESSFUL FOR FDSAX0 I CG – REQUEST NBR: 51204 I CG - SUCCESSFUL FOR FDOCG0



122

I CG – REQUEST NBR: 51204 I CG - SUCCESSFUL FOR FDOCG0 I MG – REQUEST NBR: 51204 I MG - SUCCESSFUL FOR FDOMG0

+++

Report-formatting reply: ))) RPLY-MSG-ID (RPLY01 )

+++ ORIG MSG – FDXSM01 /- KEY – 000006170600012********* 201105010 I OR - SUCCESSFUL FOR FDR139 I OR - THERE WERE NO TRANSACTIONS TO REPORT FOR FDR130 I OR - SUCCESSFUL FOR FDR230

FDR139 is produced for Corporate Action (FDSCG01) and Tran/GNMA Generator (FDSFG01) requests.

FDR130 and FDR230 are produced for Variation Margin Generator requests (FDSMG01)

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ALLOCATION FILE MAINTENANCE


123

2.2.22 ALLOCATION FILE MAINTENANCE Investment Accounting (InvestOne) has the ability to receive an inbound interface that can update the pool allocations of a Top Level Fund. This inbound interface is processed on a real-time basis and adds, changes or deletes pool allocation percentages on the Allocation File (“AF”). The following online functionality may be substituted by this messaging interface:


TLFIA Top Level Fund Investment Allocation ADD, CHANGE, DELETE For a detailed explanation of Top Level Fund Investment Allocations, see Section 5.3040 of the Investment Accounting (InvestOne) System Manual. An Allocation message varies in length depending upon the number of Pools contained in the message. The Fixed area of the message is 61 bytes. For each Pool in the Pool area, an additional 26 bytes are added. There is a maximum of 42 entries per message. The maximum message size is 1153 bytes. The following modes function as follows: For an ADD message, both the Fixed and Pool Areas are required. For a DELETE message, only the Fixed area is required. A CHANGE message changes an existing “AF” record. If a new value is entered for a pool that already existed on the “AF” record, that record is overwritten and updated with the new value. Additional pools, not previously maintained on the record, may also be added in change mode as long as the record already exists. To delete an individual existing pool allocation from a record in messaging, the pool account number must be entered with a value of 0.00 in the pool percent field. The following section describes the message layouts required for this interface. << Beginning of Fixed message area >> Field Field Name Start Char Length Format Description MSDIB MESSAGE ID 1 8 X(8) FDXAF01 MODE MODE 9 1 X(10) A – Add


ACCT ACCOUNT NO. 10 15 9(15) Account number. Must be a Top Level Fund. EFFDT EFFECTIVE DATE 25 2 9(2) Date the allocation percentages take

effect;format: CCYYMMDD. VALU VALUATION 33 8 9(8) Time the allocation percentages take effect

(from 00 to 24). AFTYPE FUND TYPE 35 4 X(4) Fund Type. AFFIL FILLER 39 19 X(19) Spaces ALAFOCR NUMBER POOLS 58 2 X(2) Number of Pools in the Message (MAX 42). AFOCRFL OCCUR FILLS 6 0 9(2) Spaces

<< End of Fixed message area >>

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ALLOCATION FILE MAINTENANCE


124

The following group of fields is repeated from 0 to 42 times depending on the value in ALAFOCR Number Pools. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply messages fields can be calculated by adding 26 times the number of occurrences preceding the occurrence being calculated. << Beginning of Pool area >> Field Field Name Start Char Length Format Description INVPOOL POOL NUMBER 62 15 9(15) Account number of the Pool. FACTOR POOL PERCENT 77 7 9(3)V9(4) Percent of the allocation that is allocated to

the associated Pool. AFFIL FILLER 84 4 X(4) Spaces

<< End of Pool area >> NOTES 1. This messaging is currently available for Top Level Funds only.

2. The account in the fixed portion of the message must be a Top Level Fund.

3. All of the Pool numbers entered must be defined as Investment Pools on Investment Accounting (InvestOne). The only exception being the account number of the Top Level Fund itself.

4. Duplicate pool numbers are not allowed.

5. In Add and Change modes, the sum of the pool percents cannot exceed 100.00 percent for the “AF” record created or changed.

6. The Effective date must be greater than the fund’s verification date.

7. Each Pool entered must have the same country and tax group as the Top Level Fund.

8. The valuation field is not used or recorded at this time.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - TOP LEVEL FUND DISBURSEMENT LAYOUT


125

2.2.23 TOP LEVEL FUND DISBURSEMENT LAYOUT Investment Accounting (InvestOne) has the ability to receive an inbound interface that can execute the disbursement process of a Top Level Fund. The following online functionality may be substituted by this messaging interface:


TLFDSB Top Level Fund Disbursement - The following section describes the message layouts required for this interface. << Beginning of Fixed message area >> Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXTD01 – Top Level Fund Disbursement. ACCOUNT NO. 8 15 9(15) Account Number of the Top Level Fund. DISBURSE DATE 23 8 9(8) Disbursement date;; format: CCYYMMDD. BLANK 31 25 << End of Fixed message area >> NOTES

1. Messaging applies the same edits as applied with online submission.

2. Refer to Section 5.3040 of the System Manual for more detailed information regarding the Top Level Fund Disbursement process.


//A1 EXEC PGM=FDMESG, PARM=’SFDTD ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - INVESTMENT POOL ALLOCATIONS LAYOUT


126

2.2.24 INVESTMENT POOL ALLOCATIONS LAYOUT Investment Accounting (InvestOne) has the ability to receive an inbound interface that can execute the Pool Allocation process of a Pool Account. In addition, the Pool Allocation/Reconciliation process may be invoked through the Investment Accounting (InvestOne) Apollo Exception Manager module using the Exception Process Request option. See the Apollo Manual for details. The following online functionality may be substituted by this messaging interface:


AAPLAR Pool Allocation/Reconciliation - The following section describes the message layouts required for this interface. << Beginning of Fixed message area >> Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXPA01 – Investment Pool Allocations Message. ACCOUNT NO. 8 15 9(15) Investment Accounting (InvestOne) Account. REQUEST DATE 23 8 9(8) Disbursement date; format: CCYYMMDD. REQUEST TYPE 31 1 X Request Type:

A – Allocation R – Reconciliation

BLANK 32 25 << End of Fixed message area >> NOTES

1. Messaging applies the same edits as applied with online submission.

2. Refer to SECTION 5.3050 of the System Manual for more detailed information regarding the allocation/reconciliation process.


//A1 EXEC PGM=FDMESG, PARM=’SFDPA ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - DEEY EFFECTIVE YIELD MESSAGE


127

2.2.25 DEEY EFFECTIVE YIELD MESSAGE Investment Accounting (InvestOne) provides an inbound interface to receive Effective Yields for PO/IO/Ioette securities. This inbound interface is processed on a real-time basis for the Effective Yield records that can be added or changed for a specified date or a specific memo and specified date in the DEEY screen.


DEEY EFFECTIVE YIELDS ADD, CHANGE For a detailed explanation of the DEEY screen, see Section 5.600 of the Investment Accounting (InvestOne) System Manual. The following section describes the message layouts required for this interface.

EFFECTIVE YIELD MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Field Name Start Char Length Format Description MSGID MESSAGE ID 1 7 X(7) FDXEY01 MODE MODE 8 1 X(1) A – Add

C – Change SCTYNO SECURITY

NUMBER 9 9 X(9) Security Number.

SCTYDT SECURITY DATE 18 8 9(8) Unique security date, if any; format: CCYYMMDD.

SCTYUNQ SECURITY UNIQUE

26 5 9(5) Unique security qualifier, if any.

TRDORD MEMO NUMBER 31 8 9(8) Memo number of the taxlot to which this yield should apply.

ACCT ACCOUNT NUMBER

39 15 9(15) Investment Accounting (InvestOne) account number.

EFDTYLD EFFECTIVE DATE 54 8 9(8) Date the yield is effective; format: CCYYMMDD.

EFYLD EFFECTIVE YIELD 62 6 -9(2)V9(4) Effective Yield of the security for the Effective Date. Valid Values are from (99.9999) to 99.9999, inclusive.

NOTES 1. This message is only valid for strip securities. The Asset Group must be “IO”, “PO” or “IE”. 2. The effective date for a taxlot yield must be a valuation date for that taxlot. 3. If the security number includes a date or unique qualifier these must be included in the

message. 4. If TRDORD is included in the message then ACCT must also be included. 5. A value of 0.00 deletes the Effective Yield for the date entered.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - PRICE CAPTURE VIA MESSAGING INTERFACE (25 CHARACTER COMMENT)


128

2.2.26 PRICE CAPTURE THROUGH MESSAGING INTERFACE (25-CHARACTER COMMENT)

OVERVIEW This Capture process populates the price file (“U2”) and a corresponding user-defined (“UD”) file for each price record, directly from an inbound transmission interface. A price and a 25-character comment can be entered for each security with a price source, time, and type-designated record. All records on the inbound file are written, even if the Security Record (“SD”) is not defined to Investment Accounting (InvestOne), and verifies that the price field is numeric. However, all other normal editing is bypassed during this process. Care must be taken when formatting the input file. For a detailed explanation of this processing, see Section 3.105 of the Interface Manual.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - PRICE CAPTURE VIA MESSAGING INTERFACE (CPS)


129

2.2.27 PRICE CAPTURE THROUGH MESSAGING INTERFACE (CPS)

OVERVIEW The Central Pricing System requires a unique messaging layout. This Capture process populates the Price File (“U2”), a corresponding User-Defined (“UD”) file for each price record, and the optional “CX” file. A price and a 25-character comment can be entered for each security with a price source, time, and type designated record. For a detailed explanation of this processing, refer to Section 3.107 of the Interface Manual.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - TRANSACTION NOTES MAINTENANCE


130

2.2.28 TRANSACTION NOTES MAINTENANCE Transaction note messages are unique to TradeNet, and can only be used with that system.

TRANSACTION NOTE MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Field Name Start Char Length Format Description MSGID MESSAGE ID 1 8 X(8) FDXTN01 TRDORD TRANSACTION MEMO NO. 9 8 9(8) Transaction memo number assigned by

Investment Accounting (InvestOne). EXTID TRANSACTION ID 17 25 X(25) Unique transaction identifier assigned

by TradeNet. TNOTE TRANSACTION NOTE 42 72 X(72) Transaction Note.

Note: A mode is not required for this message because the only available mode is Add.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - SECURITY EXTENSION MESSAGE


131

2.2.29 SECURITY EXTENSION MESSAGE Investment Accounting (InvestOne) provides an inbound interface to receive security data to support the European Savings Directive (EUSD). The Security Extension message (FDXSE01) is processed on a real-time basis and updates data on the Security file (“SE”). The following new screen was created to add and change the new security regulatory data:


STRE Security Definition – Regulatory Data ADD, CHANGE, DELETE For a detailed explanation of the STRE screen, see the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Security Extension Messaging Interface.

SECURITY EXTENSION LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MESSAGE ID 1 7 X(7) FDXSE01 – Security Extension

MODE 8 1 X(1)

A – Add C – Change D – Delete

SCTYNO 9 9 X(9) Security Number. SCTYDT 18 8 9(8) Security Date; format: CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique Qualifier. EFFDT 31 8 9(8) Effective Date; format: CCYYMMDD. VENDID 39 1 X(1) Vendor Indicator must be ‘I’ or ‘V’.

ROOTOCR 40 1 9(1)

0 – Root area fields are not present in this message. 1 – Root area fields are present in this message. Required in ADD mode.

SCOPEIN 1 1 X(1) EUSD Scope Indicator. FCCMRK 2 1 X(1) EUSD Fund Calc Marker. OFDINV 3 10 9(3)V9(7) EUSD Official Direct Investment %. OFCINV 13 10 9(3)V9(7) EUSD Official Combined Investment %. DADINV 23 10 9(3)V9(7) EUSD Daily Direct Investment %. DACINV 33 10 9(3)V9(7) EUSD Daily Combined Investment %. INCMRK 43 1 X(1) EUSD Inc Event Marker. TAXINT 44 13 9(6)V9(7) EUSD Taxable Interest Part of Income. EXDT 57 8 9(8) EUSD EX Date.

DISPSD 65 8 9(8) EUSD Scope Distribution Start Date; format: CCYYMMDD.

DISPED 73 8 9(8) EUSD Scope Distribution End Date; format: CCYYMMDD.

RISPSD 81 8 9(8) EUSD Scope Redemption Start Date; format: CCYYMMDD.

RISPED 89 8 9(8) EUSD Scope Redemption End Date; format: CCYYMMDD.

TMCMRK 97 1 X(1) EUSD TIS Meter Marker. TISMTR 98 13 9(6)V9(7) EUSD TIS Meter.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - SECURITY EXTENSION MESSAGE


132

Field Name Start Char Length Format Description GUCMRK 111 1 X(1) EUSD Gross UP Marker. DFREQ 112 1 X(1) EUSD Distribution Frequency. UDNUM1 113 15 9(9)V9(6) EUSD User-Defined Numeric Field 1. UDNUM2 128 15 9(9)V9(6) EUSD User-Defined Numeric Field 2. UDCHAR1 143 25 X(25) EUSD User-Defined Character Field 1. UDCHAR2 168 25 X(25) EUSD User-Defined Character Field 2. DISPPQ 193 1 X(1) EUSD Distribution Period Qualifier. RISPPQ 194 1 X(1) EUSD Redemption Period Qualifier.

The following PARM is required to execute this message and must be included in the submission JCL:

//A1 EXEC PGM=FDMESG,PARM=’SFDSE ‘

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - CALENDAR DEFINITION MAINTENANCE


133

2.2.30 CALENDAR DEFINITION MAINTENANCE Investment Accounting (InvestOne) provides an inbound interface to allow functionality provided in the Calendar Definition (DECAL) screen to be supported through messaging. For a detailed explanation of the DECAL screen, see the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Calendar Definition Messaging Interface.

CALENDAR DEFINITION LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MSGID 1 7 X(7) FDXCN01 – Calendar Definition.

MODE 8 1 X(1)


CALSET 9 2 X(2) User-provided ID uniquely indentifying the Calendar Set.

MODCAL 11 2 X(2)

User-provided ID identifying an existing Calendar Set to be copied and used as a model in creating a new Calendar Set. Model Calendar Set can only be used in Add mode.

YEAR 13 4 9(4) Calendar Year; format: CCYY.

FDOFFST 17 2 9(2)

Fixing Date Offset support for non-standard and select other accrual methods. Valid values are 00-99.

BROCAL 19 1 X(1)

A flag used to indicate whether or not the Calendar Set being defined is to be used in conjunction with the Schedule Recurring Execution functionality of the Apollo Process Manager. Valid Values: Y – Yes. The calendar defined is a Browser Calendar. N or Blank – No. The calendar defined is not a Browser Calendar. Default.

CALPAT 20 1 X(1)

Code used to generate daily entries with a value of “R” on certain days depending on the type of accounts to be processed in conjunction with the Schedule Recurring Execution functionality of the Apollo Process Manager. The CALENDAR PATTERN can be entered only when the BROWSER CALENDAR field has been set to “Y” and is valid only in Add mode. Valid Values: F – Friday Forward. An entry of “R” is generated on

all Sundays, Mondays, Tuesdays, Wednesdays, and Thursdays.

M – Monday Back. An entry of “R” is generated on all Mondays, Tuesdays, Wednesdays, Thursdays, and Fridays.

Blank – User-Defined Entries. No entries are automatically generated.



134

Field Name Start Char Length Format Description

JAN 21 31 X(31)

31-character area where each character represents a day in the month of January of the year specified in YEAR, ascending from the 1st to the 31st of the month. For a new calendar set being added, weekdays (Mon-Fri) are auto-populated with a value of “.” Unless another valid value is entered, and weekends (Sat-Sun) are auto-populated with a value of “W” unless another valid value is entered. For a calendar set being changed, an entry of null (asterisk “*”) for a given day translates to “do not change”, and an entry of any other valid value results in that value replacing the value already on file.

FEB 52 31 X(31) See January description for details. MARCH 83 31 X(31) See January description for details. APRIL 114 31 X(31) See January description for details. MAY 145 31 X(31) See January description for details. JUNE 176 31 X(31) See January description for details. JULY 207 31 X(31) See January description for details.

AUG 238 31 X(31) See January description for details. See January description for details.

SEPT 269 31 X(31) See January description for details. OCT 300 31 X(31) See January description for details. NOV 331 31 X(31) See January description for details. DEC 362 31 X(31) See January description for details.

CALTYP 393 1 X(1)

A flag used to indicate whether or not the Calendar Set being defined is to be used in conjunction with the Calendar Based Trade Date Rule functionality. Valid values for CALENDAR TYPE: N/Blank – No specific CALENDAR TYPE (Default) T – Calendar Based Trade Date Rule

FILLER 394 49 X(50) Unused space. Valid values for each day of the months are as follows:

VALUE DESCRIPTION . Business Day D Distribution on Business Day for Unit Trust; IAP End-Date. W Weekend H Holiday V Non-Business Day NAV to NASDAQ. E Distribution on Non-Business Day for Unit Trust; IAP End-

Date . F Like “V” but also IAP End-Date for Unit Trust. C Calendar Based Trade Date Rule date. Only valid with

Calendar Type ‘T’. N Non-Existent Date (02/29 in non leap year). All edits applied by the Calendar Definition (DECAL) screen are also applied to the Calendar



135

Definition Message.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - OLDEST VALUATION DATE CHANGED (OVDC) MAINTENANCE


136

2.2.31 OLDEST VALUATION DATE CHANGED (OVDC) MAINTENANCE. InvestOne Enterprise provides an inbound interface to allow manual updates to the Oldest Valuation Date Changed (OVDC) and Last Extract date (LED)as seen on the Update Verification Date (AAUV) screen. Please refer to documentation regarding Alternate GAAP (A1) Accounts (See Section 5.6020) and Investment Book (IA) Accounts (See Section 5.6000) For a detailed explanation of the AAUV screen, see the InvestOne Enterprise System Manual. The following section describes the message layout required for the OVDC/LEDMaintenance Messaging Interface.

OVDC MAINTENANCE MESSAGE (EXTERNAL SYSTEM TO INVESTONE ENTERPRISE) Field Name Start Char Length Format Description MSGID 1 7 X(7) FDXOD01 – OVDC Maintenance

ACCOUNT 8 15 X(15) Fund Account number (see Notes) DATE 23 8 X(9) Revised OVDC date (CCYYMMDD). See NOTES.

LED/OVDC Flag

31 1 X(1)

The valid values for the "Flag" are: • Blank : The ODVC date in message is used for updating OVDC date • L : The ODVC date in message is used for updating Last Extract date(LED).

32 49 X(49) Filler

NOTES

1. The following PARM is required to execute this message and must be included in the submission JCL when update is to an FA account:

// A1 EXEC PGM=FDMESG,PARM=’SFDOD ‘ ******************************************

2. The following PARM is required to execute this message and must be included in the submission JCL when update is to IA view:

//A1 EXEC PGM=FDMESG,PARM=’SFDOD IA’

3. The following PARM is required to execute this message and must be included in the submission JCL when update is to A1-AA view: ******************************************

//A1 EXEC PGM=FDMESG,PARM=’SFDOD A1’ ******************************************

4. Regardless of the PARM, input is FA Account Number. Messages with IA or Alternate View

account number in the request are rejected. 5. Ability to reset OVDC/LED date to zero is not supported. 6. With IA parm input, valid DATE input is date less than or equal to current OVDC date as

seen on AAUV screen with “IA” view selected. 7. With non-IA parm input, valid DATE input is date between account inception and balance

date 8. With non-IA parm input, DATE input = ‘99999999’ resets OVDC/LED to balance date of the

requested account. 9. Reporting, group and inactive account requests are rejected.

10. OVDC/LED date as viewed on AAUV is usually used as the From Date by Custom VIEW



137

extract/DataLink. This message provides the ability to change that date as needed to increase the Custom VIEW extract period.

11. This message updates only the OVDC date viewed on AAUV ; it does NOT update the OVDC date as used by EDW Feed of Change.

12. The valid values for ‘Last Extract Date’ in IA view will be greater than or equal to inception date and less than or equal to balance date of the account in IA view. ‘Last Extract date’ is allowed to move forward in IA view.



138

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - NOTIONAL DEALING RATES UPDATE


139

2.2.32 NOTIONAL DEALING RATES UPDATE The Update message will take the calculated projected rates and apply these to the MDDE table data. The user will specify the effective date on which the rate table will be updated.

FIELD NAME CHAR LENGTH FORMAT DESCRIPTION MESSAGE ID 1 7 X(7) FDXUB01 - Notional Dealing Expense Update ACCOUNT NO 8 15 9(15) InvestOne Enterprise Account to be Updated

FROM DATE 23 8 9(8) Date from which the actual transactions should be included for calculation purposes.(CCYYMMDD)

EFFECTIVE DATE 31 8 9(8) Effective Date of Rate Update (CCYYMMDD)

TO DATE 39 8 9(8) Date to which the actual transactions should be included for calculation purposes.(CCYYMMDD)

EXCLUDE ZERO 40 1 x(1) Exclude Trades with Zero Trade Expenses or Commission

1) Rates may only be applied to a valid effective date. A valid effective date is defined as a valuation date that is not equal to or prior than the fund’s verification date.

2) The Effective Date cannot be greater than the Account’s balance date. 3) No report is generated as a result of messaging the update. 4) The From Date must be a valid valuation date and cannot be greater than or equal to

the effective date. 5) The To Date must be a valid valuation date. It cannot be the same or less than the

From date. It cannot be greater than the effective date. 6) Valid Values for Exclude Zero are Y or N.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - NOTIONAL DEALING RATES UPDATE


140

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT DEFINITION MESSAGING


141

2.2.33 ACCOUNT DEFINITION MESSAGING Investment Accounting (InvestOne) has been enhanced to enable the establishment of a generic, real-time interface between itself and external systems for the purpose of establishing, maintaining, and deleting Account File information. In general, Investment Accounting (InvestOne) provides an interface allowing account maintenance activity during the day in an interactive message mode using LU6.2 communications protocol. Investment Accounting (InvestOne) processes this activity on a real-time basis through Advanced Program–to-Program Communications (APPC) and return status messages to the external system. The protocols used are the One-to-One Single and One-to-One Blocked. The following account related online functionality may be substituted by the Account Definition Messaging interface:

Screen Short Name Description Mode AAAD Account Definition ADD, CHANGE, DELETE

AAMF Account Definition II – More Features

ADD, CHANGE

AASA Account Definition Separate Accounts

ADD, CHANGE

AARS Account Report Schedule ADD, CHANGE, DELETE

AASP Account Special Processing Definition

ADD, CHANGE

AAPR Account Preschedule ADD, CHANGE, DELETE

AACS Account Characteristics ADD, CHANGE

AASL Account Class of Shares ADD, CHANGE

AAMC Account Multi-Currency NAV ADD, CHANGE

AADE Account Description ADD, CHANGE

AAFY Account Fiscal Year Ends ADD, CHANGE

AAIA Account Index Attribution ADD, CHANGE, DELETE

DECTA Corporate Tax Rates ADD, CHANGE A typical sequence of events related to this interface would include: • The external system establishes connectivity to the appropriate user bank of an Investment

Accounting (InvestOne) client by using a unique logon ID and password. • As required during the day, the external system establishes a session with Investment

Accounting (InvestOne) to transfer account definition messages from the external system to Investment Accounting (InvestOne). This is accomplished in an interactive message mode with one or more accounts being transferred to Investment Accounting (InvestOne) as messages. The external system then waits for response messages from Investment Accounting (InvestOne). This session may be a direct result of the user entering information into the external system, or part of a scheduled process depending on the design of the external system.

• Upon receipt of the activities, Investment Accounting (InvestOne) processes the account



142

definition messages and returns an appropriate successful or unsuccessful reply for each activity to the external system. All activity is processed directly to Investment Accounting (InvestOne) online data files.

The account definition message that interacts with Investment Accounting (InvestOne) is called FDXAC01 or FDXAC02 or FDXAC03. Layouts for this message and the area ‘occurs’ are described next in this section.

ACCOUNT DEFINITION MESSAGE LAYOUTS (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) In One-to-One Blocked mode, the Standard Message Header must prefix each account definition message. In One-to-One Single mode, the account definition message is located in the ACCT MESSAGE area of the Initial Request Message. The value for the FDMESG PARM= for the Account Definition message is as follows:

Mode Value single PARM=’SFDAC ‘

blocked PARM=’ FDACB’ single PARM=’SFDAC2 ‘ Single PARM=’SFDAC3 ‘

A single account definition initial ADD mode message varies between 1054 and 7682 bytes in length depending on the presence of Root, Class, Reporting Schedule, Description, Fiscal Year End, Index Attribute, or Corporate Tax Rate areas included in the message. A root only account definition message will be 1054 bytes. Adding these additional, optional areas appends bytes to the message as follows:

Area Additional Bytes Appended to Message for Each Occur

Maximum Number of Occurs

CLASS 90 50 REPORT SCHEDULE 20 20 DESCRIPTION 50 10 FISCAL YEAR END 8 20 INDEX ATTRIBUTE 18 26 CORPORATE TAX RATES 16 50

In initial ADD mode, at minimum the Root area must be present. A field may be sent as null by filling the field with the asterisk character (“*”). This causes the field to be populated with the default value. See Note 1. In CHANGE mode, only those areas that contain fields that need to be changed should be specified as present. Any areas not specified as present are not changed. Fields within an area that has been specified as present are not changed if they are asterisk filled (“*”). Once the account root has been defined, CHANGE mode may be used add non-root area data if it does not already exist. See Note 1. In DELETE mode if only the root area is specified, all areas are deleted. If any one of the non-root areas is specified without the root, only that area is deleted, if permitted.



143

Key * Indicates the minimum required fields for an account root addition @ See Note 1

<<Beginning of required Fixed Area>>

Field Start Char Length Format Description

MSGID (*) 1 7 X(7) Message Identifier (FDXAC01 or FDXAC02 or FDXAC03)

MODE (*) 8 1 X(1) Processing Mode: A = ADD, C =CHANGE, D = DELETE

ACCT (*) 9 15 9(15) Account Number

MDLACCT 24 15 9(15) Model Account Number

ROOTOCR 39 1 9(1) Root Occurs Value: 0 – Root area not supplied 1 – Root are supplied

CLASOCR 40 2 9(2) MCS/Multi-Currency NAV Occurs Value: 0 – Account MCS/Multi-Currency NAV area not supplied 1….98 – The number of Classes supplied

AARSOCR 42 2 9(2) Account Reporting Schedule Occurs Value: 0 – Reporting Schedule not supplied 1….10 – The number of Account Reporting Schedules supplied

DESCOCR 44 2 9(2) Description Area Occurs Value: 0 – Description Area not supplied 1….10 – The number of lines of Account Long Description data supplied

AAFYOCR 46 2 9(2) Fiscal Year End Occurs Value: 0 – Fiscal Year End Area not supplied 20 – The number of FYE dates supplied

FIXDOCR 48 2 9(2) Index Attribution Occurs Value: 0 – Index Attribution Area not supplied 1….26 –The number of Index/Attribution Percent pairs supplied

CORPOCR 50 2 9(2) Corporate Tax Rates Occurs Value: 0 – Corporate Tax Rates Area not supplied 1….50 –The number of Corporate Tax Rates supplied

OCRFIL 52 2 9(2) Filler

<<End of required Fixed Area >>



144

<<Beginning of Root Area >>

Field Start Char Length Format Screen Description

ACSTAT (@) 54 1 X (1) AAAD Account Status

ACSDESC (*) 55 25 X(25) AAAD Account Short Name

ACEDESC 80 25 X(25) AAAD Reporting Account #

ACINCP (*) 105 8 9(8) AAAD Inception Date; format: CCYYMMDD.

ACBALN (*) 113 8 9(8) AAAD Balance Date; format: CCYYMMDD.

ACSCHD (*) 121 8 9(8) AAAD Schedule Date; format: CCYYMMDD.

ACPLP 129 8 9(8) AAAD Position-level Pricing Date; format: CCYYMMDD.

ACDATSR 137 1 X(1) AAAD Source of Accounts Data

ACFISCM 138 2 9(2) AAAD Fiscal Year End Month Code (1-12)

ACCONC 140 4 9(2)v9(2) AAAD Position Tolerance

ACTAXM (@) 144 1 X(1) AAAD Tax Method

ACTLCAC 145 1 X(1) AAAD Tax-lot Code

ACFUND 146 1 X(1) AAAD Income Processing Code

ACFAS91 147 1 X(1) AAAD FAS91 Processing Option

ACADVSR 148 1 X(1) AAAD Advisor Accounting Flag

ACHLDAD 149 1 X(1) AAAD Hold Per Adj

ACPRIC (@) 150 1 X(1) AAAD Pricing Processing Code

ACPRFQ 151 1 X(1) AAAD Pricing Frequency

ACTAXLT 152 1 X(1) AAAD Cost Assignment Code

ACTTRAD 153 1 X(1) AAAD Tax-lot Relief Trade Override

ACGNMA 154 1 X(1) AAAD MBS Payup/Paydown Generator Flag

ACWASH 155 1 X(1) AAAD Wash Sale Adjustment Generator Flag

SMOOTHD 156 1 X(1) AAAD Income smooth (30/360)

ACMBSF 157 1 X(1) AAAD MBS Original Face

ACGENR 158 1 X(1) AAAD Transaction Generator Flag

ACLAG 159 4 9(4) AAAD Lag Days



145


ACFNDCT (*) 163 2 X(2) AAAD Fund Category

ACFNDGP 165 6 X(6) AAAD Fund Group

ACAMORT 171 1 X(1) AAAD Amortization/Accretion Indicator

ACAAGL 172 1 X(1) AAAD Gain/Loss Code for Amortization/Accretion

DEMINUM 173 1 X(1) AAAD Deminimus

ACINCSH 174 1 X(1) AAAD Income on Short

ACAAPAY 175 16 X(16) AAAD Accrual Methods NOT to Amortize

ACAATNT 191 1 X(1) AAAD T / NT

ACAI 192 1 X(1) AAAD Accrued Income Option

ACAITL 193 1 X(1) AAAD Tax-lot for Accrual T/N

ACFORNF 194 1 X(1) AAAD Account Indicator

ACGLPRO 195 2 X(2) AAAD G/L Profile

ACGRPAC 197 15 9(15) AAAD Group Account Number

ACCALL 212 1 X(1) AAAD Amortize to Call Option

ACBOUND 213 1 X(1) AAAD Boundaries

ACSPMST 214 1 X(1) AAAD Spec Mstr

ACLSFLG 215 1 X(1) AAAD Long /Short Flag

ACAMRT1 216 1 X(1) AAAD Amort Option

ACAMRTS 217 1 X(1) AAAD Amort Short

ACTXPRJ 218 1 X(1) AAAD Proj Tax Rate

ACADJTR 219 1 X(1) AAAD Adjust Inc Code

ACOID 220 1 X(1) AAAD OID

ACMYTM 221 1 X(1) AAAD Mod YTM

ACMDPOS 222 1 X(1) AAAD Point of Sale

ACNRTAX 223 1 X(1) AAAD Tax Group

ACCONFM 224

1 X(1) AAAD Confirm Default

ACTEST 225

1 X(1) AAAD Test Account



146


ACASSPR 226 1 X(1) AAAD Alternate Short Sale Processing

ACAAYLD 227 1 X(1) AAAD A/A Yield Option

ACCAL 228 2 X(2) AAAD Calendar Code

ACCAPO 230 1 X(1) AAAD Corporate Action Processing

ACLOAD (*) 231 1 X(1) AAMF Fund Type

ACLDPCT 232 6 9(2)v9(4) AAMF Sales Load Percent

ACLDDEC 238 1 9(1) AAMF Sales Load Percent Decimals

ACINEQ 239 1 X(1) AAMF Income Equalization

ACPARVL 240 8 9(2)v9(6) AAMF Par Value Option

ACEXPLM 248 5 9(3)v9(2) AAMF Expense Limitation %

DSPREAD 253 5 9(2)v9(3) AAMF Dealing Spread %

ACWKACC 258 1 X(1) AAMF Weekend Accrual Methodology

UDTRULE 259 1 X(1) AAMF User Date Rule

VALUPTH 260 2 9(2) AAMF Valuation Point Hours

VALUPTM 262 2 9(2) AAMF Valuation Point Minutes

ACNASDQ 264 2 X(2) AAMF NASDAQ calendar

ACBROWS 266 2 X(2) AAMF Browser Calendar

ACWKCAL 268 2 X(2) AAMF Weekend Accrual Methodology Calendar

ACINOP 270 1 X(1) AAMF Purchased / Sold Interest Option

ACINLAG 271 2 9(2) AAMF Lag (for INCTR/CAPTR transactions)

HVSCTY 273 9 X(9) AAMF Underlying Security (Used by Hierarchical Valuation feature)

ACUSOPT 282 1 X(1) AAMF Underlying Security Opt

NUNITSR 283 1 X(1) AAMF Notional Units Rounding Option

OEICBID 284 1 X(1) AAMF Bid Opt

OEICMID 285 1 X(1) AAMF Mid Opt

OEICOFF 286 1 X(1) AAMF Off Opt

OEICPRE 287 2 X(2) AAMF Pre Rule

DFLTPR 289 1 X(1) AAMF Default Price for Capital Transactions



147


ACFV 290 1 X(1) AAMF Fair Value Option

ACEXCEP 291 1 9(1) AAMF Exceptions

ACNAVQT 292 1 X(1) AAMF NAV Quote

ACNAVTR 293 2 X(2) AAMF NAV Trade

ATRDSTL 295 1 X(1) AAMF Trd / Stl Shares Option

DLYDIVD 296 1 X(1) AAMF Daily Dividend Fund

DAYCNTD 297 4 X(4) AAMF Day Count Default

DANACNT 301 2 9(2) AAMF Day Count Default (Used on DANA screen)

NUMOPT 303 9 X(9) AAMF Income per Share Options

HVPREC 312 1 X(1) AAMF Hierarchical Valuation Decimals

HVDIVD 313 1 X(1) AAMF Hierarchical Valuation Dividend Option

HVREIN 314 1 X(1) AAMF Hierarchical Valuation Reinvestment Option

ACBASE 315 4 X(4) AAMF Account Base Currency

ACBASCN 319 4 X(4) AAMF Account Base Country

ACSPOTO 323 1 X(1) AAMF Spot Contract Option

ACRDEXP 324 1 X(1) AAMF Recognize Dealing Expenses

ACFXINO 325 1 X(1) AAMF FX on Income Option

ACSPEXP 326 1 X(1) AAMF Spot Expiration Option

NAVDISP 327 1 X(1) AAMF NAV Display Option

ACSWP 328 1 X(1) AAMF Sweep / Translate Option

LAGFLAG 329 1 X(1) AAMF Corporate Action Lag Group

EMUFX 330 1 X(1) AAMF EMU FX Option

CTT 331 1 X(1) AAMF CTT (Corporate Tax Transfer)

MASTFED 332 1 X(1) AAMF Master / Feeder Indicator

BWALOCT 333 1 X(1) AAMF Master / Feeder Option

MFCASH 334 1 X(1) AAMF Master / Feeder Invest Cash



148


MFBUCNV 335 8 9(8) AAMF Master / Feeder Conversion Date; format: CCYYMMDD.

MFTXNDE 343 1 X(1) AAMF Master / Feeder TXN Detail

ACBOOK 344 25 X(25) AAMF Set of Books

HVDEAL 369 1 X(1) AAMF HV Dealing

PAYOPT 370 1 X(1) AASA Payout Option

SASECQ 371 9 9(5) AASA Security Qualifier

SANONHV 376 9 9(15) AASA Non-HV Account No

SAUNRND 391 1 9(1) AASA Units Rounding

SAGENT 392 1 1(X) AASA Generate Transactions

SAVARAC 393 1 X(1) AASA Variance Account

VALPER 394 2 9(2) AASP Daily Valuation Periods Required

TAXLOTS 396 4 9(4) AASP No Taxlots Per Security

LAGDAYS 400 2 9(2) AASP Month-To-Date Lag Days

VSPTPR 402 1 X(1) AASP VSPT Pricing Flag

RENUM 403 1 X(1) AASP Bond Renumber

ACCTX 404 1 X(1) AASP Corporation Tax Calculation Flag

ACCNTOL 405 1 X(1) AASP Confirm Tolerance Check Flag

ACDTR 406 1 X(1) AASP Double Taxation Relief Flag

ACCCNPT 407 5 9(2)v9(3) AASP Confirm Tolerance Percentage

INPREM 412 8 9(8) AASP Initial Premium Discount

ACCRMGT 420 1 X(1) AASP Cash Management Flag

RSTRAT 421 1 X(1) AASP Relief By Strategy

ACPLAC 423 1 X(1) AASP Pool Allocation Flag

ACRBLTO 424 6 9(4)v9(2) AASP Rebalancing Tolerance

CFUDF 430 1 X(1) AASP Forward User Fields

CORTRAD 431 1 X(1) AASP Corporate Actions on Trades

CALEDAT 432 8 9(8) AASP Calendar Effective Date; format: CCYYMMDD.



149


MCMPYC 440 4 X(4) AASP 13F Management Company Code

INVDIRC 444 1 X(1) AASP 13F Investment Direction

VOTAUTH 445 1 X(1) AASP 13F Voting Authority

TRADE0 446 1 X(1) AASP Trading Thru Zero

PCTEQTY 447 6 9(3)v9(3) AASP Target Percent Equity

TXLTDA 453 1 X(1) AASP Additional Taxlot Data

PCTFINC 454 6 9(3)v9(3) AASP Target Percent Fixed Income

EXEQEXP 460 1 X(1) AASP External Eqty/Expns Management

PERTEMP 461 15 9(15) AASP Performance Template – XAMIN

TBKJIF 476 6 X(6) AASP Trust Bank – JIF

JIFCRIT 482 1 X(1) AASP Japanese Security Criteria – JIF

IFRSFLG 483 1 X(1) AASP IFRS Account Indicator

JIFDIV 484 1 X(1) AASP Dividend Accrual Reduction – JIF

AEINCM 485 1 X(1) AASP Income Cash Option – IMPower

JIFDVAC 486 2 9(2) AASP % Stated Dividend Accrued – JIF

EXSYSFL 488 1 X(1) AASP External System Flag

DEASPT 489 1 X(1) AASP Dealer Spot for Amort – UK Only

VMADVI 490 1 X(1) AASP Variation Margin by Advisor

CAPFXFG 491 1 X(1) AASP Capital Auto FX Flag

ACLCPRC 492 2 X(2) AASP Local Process for Interim Earnings

ACCRCTY 494

4 X4) AASP Cash Country Code for Interim Earnings

RATWGHT 497 5 9(3)v9(2) AASP Rating Weight

DUAPR 503 1 X(1) AASP Dual Pricing Flag

ACVALFR (*) 504 2 X(2) AAPR Account Valuation Frequency ‘AA’ – Daily Valuations, etc…..

PORMGR1 506 3 X(3) AACS Portfolio Manager Code 1

PORMGR2 509 3 X(3) AACS Portfolio Manager Code 2

NASCODE 512 11 X(11) AACS NASDAQ Fund Code



150


FOOTNT 523 10 X(10) AACS Footnotes

MMKRYLD 533 1 X(1) AACS Money Market Yield

MAXEQLM 534 5 9(3)v9(2) AACS Maximum Equity Limit

MATUDAY 539 1 X(1) AACS Days to Maturity

TOLID 540 1 X(1) AACS Tolerance ID

RUCODE 541 2 X(2) AACS Rule Code

PRINAMT 543 9 9(7)v9(2) AACS Principal Tolerance Indicator

IBCDATE 552 8 9(8) AACS Last Processed Date; format: CCYYMMDD.

INCAMT 560 9 9(7)v9(2) AACS Income Tolerance Ind

PRINPER 569 9 9(3)v9(6) AACS Principal Tolerance %

INCPER 578 9 9(3)v9(6) AACS Income Tolerance %

DEFOPT 587 1 X(1) AACS Default Option

FRACSHR 588 1 X(1) AACS Fractional Share

HVTFLG 589 1 X(1) AAMF HV Time Flag

FCURR1 590 4 X(4) AAMC Fund Currency Code 1 – MCS





AACLOP 610 1 X(1) AASL Class of Shares Option

ACREAL 611 1 X(1) AASL Reallocation Corporate Tax

EDWUSE 612 1 X(1) AASP EDW Old Date

DISTMM 613 2 X(2) AAFY Distribution Month

DISTDD 615 2 X(2) AAFY Distribution Day

UPHVPRC 617 1 X(1) AASP Update HV Price (“T” or “V”) MCS Funds only

HVLBSDY 618 1 X(1) AASP HV Last Business Day (“Y” or “N”) MCS Fund only

ASTREPT 619 1 X(1) AACS AST($M) Reporting fund (NAVMUT)



151


RVRBAL 620 1 X(1) AASP Reverse/Rebook Allocation

REINC 621 1 X(1)

ACIACPY 622 1 X(1) AASL COPY ALLOCATION % FROM FA

CLAHEDG 623 1 X(1) AASL Class of Shares Hedge Flag

ACMMMC 624 1 X(1)

AECASC 625 1 X(1) AAMF Cash as Currency

RTSRC1 626 10 X(10) AACS Account specific rating source 1 Up to six rating sources (SRC) and ratings may be defined. These sources will override sources and ratings defined on the Bond Rating (BRATE) screen for assets held in the account for purposes of reporting on the Rule 2A-7 Mark to Market (R228)

RTSRC2

636

10

X(10) AACS

Account specific rating source 2

RTSRC3

646

10

X(10)

AACS


RTSRC4

656

10

X(10)

AACS


RTSRC5

666

10

X(10)

AACS


RTSRC6

676

10

X(10)

AACS


RDMPFEE 686 1 X(1) AASP Redemption Fee Indicator

PAYDN 687 1 X(1) AASP Paydown Effects Option

VERIA 688 1 X(1) AASP Verification Set with IA Option

WSTLA 689 1 X(1) AASP Amortization On Wash Adjusted Tax Lots

HVSYLD 690 1 X(1) AAMF HV 1-Day SEC Yield Option

MILRATE 691 1 X(1) AAMF MIL Rate Option

MILPREC 692 2 9(2) AAMF MIL Rate Precision

ASDATE 694 1 X(1) AAMF Distribution Actual Settle Date

TSTATEA 695 2 X(2) AAMF Tax State Code 1



152


TSTATEB 697 2 X(2) AAMF Tax State Code 2

TSTATEC 699 2 X(2) AAMF Tax State Code 3

DISADJ 701 1 X(1) AAMF Systematic Distribution Adjustment Processing

DILDIVR 702 1 X(1) n/a Dilution and Divergence flag

ACFNDFM 703 20 X(20) AADE Fund Family

TOFAEFM 723 8 9(8) AASP TOFA Effective Date

TOFAEM 731 1 X(1) AASP TOFA Method

IFRSTOC 732 1 X(1) AASP IFRS Treatment of Commission

ACFDINT 733 1 X(1) AASP Account Default Intent

TAXIND 734 1 X(1) AASP Taxable and Non Taxable flag for Australian fund

SHRTPAC 735 8 9(8) AAMF Separate L/S Pricing Activation Date

TAXADJ 743 1 X(1) AACS Tax Adjustment

ADJFCT 744 10 9(2)V9(8) AACS Tax Adjustment Factor

PSTTXNV 754 1 X(1) AACS Post Tax NAV

TXRTMTH 755 1 X(1) AACS Tax Rate Method

GSTCODE 756 1 X(1) AACS GST Registered

FTPRIC 757 1 X(1)

OVR988 758 1 X(1) AASP Rule 988 Override

OVR988D 759 8 9(8) AASP Rule 988 Override Activation Date

MKTIND 767 1 X(1) AASP Net Market Value Indicator

M2MIND 768 1 X(1) AASP Mark To Market Indicator

DEFADV 769 4 X(4) AACS Default Counterparty\Advisor code

DEFSTR 773 6 X(6) AACS Default Strategy code

RCLSADV 779 15 X(15) AACS Reclassification description for Counterparty\Advisor

RCLSSTR 794 15 X(15) AACS Reclassification description for Strategy

CNRCTRN 809 1 X(1) AASP Corporate Action Consolidate Receive Transactions Flag



153


ACPRPAC 810 15 9(115) Propagation Account Number

PCDATE 825 8 9(8) Propagation Conversion Date

DEFDOF 833 1 X(1) AADEFD Direct Expense From Date Override Flag

NDEFDDT 834 8 9(8) AADEFD Direct Expense Override From Date; format: CCYYMMDD

SMOOTH5 842 1 X(1) AAAD Income Smooth (BD/252)

ACCLGRP 843 1 X(1) AAGP Allocation Group number. Only currency contracts (CC) can use this field to tag a security with an allocation group.

LEI 844 20 X(20) AASP Legal Entity Identifier

ACADTR 864 1 X(1) AASL Alternate DTR Allocation Method

EXINST 865 1 X(1) AASP External Instrument Support

ACCPARM 866 15 X(15)

ALCFXGL 881 1 X(1) AASL Allocate FX Gain/Loss Flag

ROOTFIL 882 173 X(173) n/a Root Filler

<<End of Root Area >>



154

<<Beginning of MCS/Multi-Currency >> (Up to 50 occurs allowed)


ACCLS 1055 2 9(2) AASL Class of Shares

CLVALID 1057 1 X(1) AASL Class Valid Indicator

ACCLSCU 1058 4 X(4) AASL Class of Shares Currency

ACCLSNO 1062 1 X(1) AASL Class of Shares NAV Option

ACCLNQT 1063 1 X(1) AASL Class of Shares NAV Quote

ACCLSLD 1064 6 9(2)v9(4) AASL Class of Shares Load Percent

ACCLNAS 1070 11 X(11) AASL Class of Shares NASDAQ Code

ACCLFT 1081 10 X(10) AASL Class of Shares NASDAQ Footnote

ACCLYLD 1091 1 X(1) AASL Class of Shares NASDAQ Money Market Yield Flag

CURR1 1092 4 X(4) AAMC Class Currency Code 1 – MCS





ACCLSUS 1112 9 X(9) AASL Class Underlying HV Security

ACCLSQU 1121 5 X(5) AASL Class Underlying HV Security Qualifier

CLINCDT 1126 8 X(8) AASL

CLGROUP 1134 1 X(1) AASL Yes No flag that enables account for allocation group processing

CLASFIL 1135 10 X(10) n/a Class of Shares Filler

<<End of MCS/Multi-Currency Area>> <<Beginning of Report Schedule Area>> (Up to 10 occurs allowed)


RSFROM 5555 8 9(8) AARS From Date; format: CCYYMMDD.

RSTO 5563 8 9(8) AARS Report To Date; format: CCYYMMDD.



155


RSSERV 5571 4 X(4) AARS Service Type

<<End of Report Schedule Area>>



156

<<Beginning of Description Area>> (Up to 10 occurs allowed)

Field

Start Char Length Format Screen Description

AEDESC 5755 50 X(50) AADE One Line of Account Description

<<End of Description Area>> <<Beginning of Fiscal Year End Area>> (0 or 20 occurs allowed)

<<End of Fiscal Year End Area>> Maintenance to the Account Fiscal Year End Dates must include all twenty of the desired dates. The only valid value for the AAFYOCR field is 1 or 20. The first twenty Fiscal Year End dates are derived by InvestOne in the initial ADD of the account root definition via the field ACFISCM (Fiscal Year End Month code), which defaults to a value of 12. <<Beginning of Index Attribution Area>> (Up to 26 occurs allowed)


ALLVAR 6415 4 9(2)v9(2) AAIA Allowable Variance

INDEX 6419 9 X(9) AAIA Index

ATTRP 6428 5 9(3)v9(2) AAIA Attribution Percent

<<End of Index Attribution Area >> <<Beginning of DECTA Corp Tax Rates Area>> (Up to 50 occurs allowed)


CTCLAS 6883 2 9(2) DECTA Share Class

CTEFF 6885 8 9(8) DECTA Effective Date; format: CCYYMMDD.

CTRATE 6893 6 99.9999 DECTA Corporate Rate

<<End of DECTA Corp Tax Rates Area >>


AEFYE 6255 8 9(8) AAFY An Account Fiscal Year End Date (ccyymmdd)



157

NOTES ON FDXAC01/FDXAC02/FDXAC03 ACCOUNT DEFINITION MESSAGE USAGE:

1. In Account Definition messages, a field may be sent as null by filling that field with the asterisk character ‘*’. In ADD mode, this causes the field to be populated with the default value. The use of ‘*’ in these fields in CHANGE mode message will leave the fields at the present value, unchanged. For fields where the asterisk ‘*’ is a valid value, the at sign character ‘@’ must be input in the message to change the value of the field to ‘*’ in ADD or CHANGE modes. This applies to the three following root fields where ‘*’ is an accepted value:

Field Description ACSTAT Account Status ACPRIC Account Price Code ACTAXM Account Tax Method

2. ADD/DELETE mode activity for Account Reporting Schedule and Account Description area data will be allowed only if the root indicator of message is set (ROOTOCR = 1). If the root indicator is not set, ADD/DELETE message activity for Account Reporting Schedule and Account Description area will be allowed only if all other OCR flags in message are 0.

3. Spectra I1SP2 code PV (Prior Valuation date filter) to extract Report Schedule data, with Report TO Date equal to Request Date field. This filter is not supported via Classic CUI or Browser Spectra.

4. The Account Description area of message requires that all ten rows of the description be utilized, or at least utilized in order. If the value is null or spaces it will delete or ‘skip’ this entry. For example, it is not possible to populate Account Description lines one and three without also populating at least one character in description line two. Clearing of an Account Description line is not performed with a DELETE mode message, but by simply submitting a CHANGE mode message with blank spaces (not ‘*’) as text. This mimics the logic previously in place in InvestOne Security messaging. Spectra codes 9G - 9P must be used to extract the specific lines 1 - 10 of the account description.

5. Index Attribution data is extracted via a value of ‘A’ in the Spectra I1SP2 Request Type field, column 27 in batch FOMI. This method will also be supported via a new Advisor/Attribute tab on the OLE Spectra workbook, but it will not be supported via Classic CUI Spectra or Browser Spectra. The spectra codes AAF, AAG, AAH, AN (account number) and AD (account description) are the only codes which can be requested with a value of ‘A’ in the Request Type field.

6. Advisor Country and Code data is extracted via a value of ‘D’ in the Spectra I1SP2 Request

Type field, column 27 in batch FOMI. This method will also be supported via a new Advisor/Attribute tab on the OLE Spectra workbook, but it will not be supported via Classic CUI Spectra or Browser Spectra. The spectra codes AAD, AAE, AN (account number) and AD (account description) are the only codes which can be requested with a value of ‘D’ in the Request Type field.

7. Only the first value of the Allowable Variance (field ALLVAR) in the Index Attribution area of

the message is retained. Random numeric characters or simply **** will suffice for all but



158

the first ALLVAR field of message.

8. In order to message in DECTA data using the CLASSOCR area of Account Definition message, the account must already be active. This implies that DECTA information cannot be included in the initial account definition.

9. In OLE, it is important to remember that when deleting an OCR cell, the user must also delete all the corresponding cells for all those fields represented by the OCR area.

Examples: If the AAFYOCR cell is deleted since no account fiscal year end data is being added or maintained in message, the cells AEFYE,1 through AAFYE,20 must also be deleted from sheet. If the DESCOCR cell is deleted since no account description data is being added or maintained in message, the cells AEDESC,1 through AEDESC,10 must also be deleted from sheet.

10. In order to message in Multi-Manager MCS OEIC data using the Account Definition message, for both the Group (M) account and the Manager (S) Account at the same time, the Group (M) must be added first. When adding the Manager (S) account the Income Equalization field will equal ‘N’.

11. Parameter positions 14-15 are used to designate the account view, for messages which allow

view-specific processing.

12. ACLOAD (Fund Type) a ‘#’ can be populated to indicate a Commingled Fund type. Fund Type of ‘Blank’ will be set on the account record when ‘#’ is populated.

REPLY TO ACCOUNT DEFINITION MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Account Definition message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXAC01 or FDXAC02 or FDXAC03 MODE 17 1 X(1) Mode of message. ACCOUNT NO. 18 15 X(9) Related Account number. UNUSED 33 64 X(64) Spaces ERRORS 97 1 X(1) Y - The account was not processed.

N - The account was processed. NO. OF REPLY MESSAGES 98 2 9(2) The number of information, warning or error

messages associated with this reply. The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated.



159

Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An informational message.




INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT ASSET GROUP OVERRIDE MESSAGING


160

2.2.34 ACCOUNT ASSET GROUP OVERRIDE MESSAGING The following account related online functionality may be substituted by the Account Asset Group Override Messaging interface:

Screen Short Name Description Mode AAGO Account Asset Group Override ADD, CHANGE

The Account Asset Group Override messages that interacts with Investment Accounting (InvestOne) is called FDXAG01 and FDXAG02. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Account Asset Group Override message is as follows:

Mode Value single PARM='SFDAG '

blocked PARM=' FDAGB' single PARM=’SFDAG2 ‘

A single Account Asset Group Override message will vary between 38 and 626 bytes in length, depending on the number of occurs specified via the AAGOOCR message field. Regardless of mode, at a minimum the Fixed area must be present A message field may be sent as null by filling the field with the asterisk character (“*”). This causes the field to be populated with the default value. See Note 1. In CHANGE mode, only those areas that contain fields that need to be changed should be specified or present. Any areas not specified are not changed. Once an account user defined field value has been added, CHANGE mode may be used to modify the existing values or add data to other fields which were not previously populated. See Note 1. <<Beginning of required Fixed Area >>


MSGID (**) 1 7 X(7) Message Identifier (FDXAG01 or FDXAG02)

MODE (**) 8 1 X(1) Processing Mode: C =CHANGE


AAGOOCR 24 2 9(2) Asset Group Override Occurs

<<End of required Fixed Area >>Key 2 Field valid only for message type FDXAG02 <<<Beginning of Root Area >> (Up to approx 50 occurs allowed)




161


ACOVAG 26 3 X(3) Asset Group

ACOVCA 29 1 X(1) Cost Assignment Code

ACOVPP 30 1 X(1) Pricing Processing Code

ACOVAM 31 1 X(1) Amortization Method

ACOVAO 32 1 X(1) Amortization Option

ACOVAC 33 1 X(1) Amortization to Call Opt.

ACOVDM 34 1 X(1) De Minimus

ACOVBD 35 1 X(1) Boundaries

ACINCOPT 36 1 9(1) Accrued Income Option

ACTRA0 37 1 X(1) Trading Thru Zero

2 ACCSDMT 38 1 X(1) Settled Date Selection Method

CAPRT 39 1 X(1) Capital/Revenue

ACDFINT 40 1 X(1) Default Intent

2ACADVR 41 4 X(4) Default Counterparty/Advisor

2ACSTRAT 45 6 X(6) Default Strategy

2 ACOVFIL 41 18 X(18) Unused Filler

<<End of Asset Group Override Area >> NOTES ON FDXAG01 AND FDXAG02 ACCOUNT ASSET GROUP OVERRIDE MESSAGE USAGE:

1. Several fields in this FDXAG01/2 layout will require special treatment via

messaging since '*' and space is valid value for some fields, but also signifies ‘default’ or 'no change' when messaging. To designate these fields as a value of '*', the '@' character will be used in the message and in order to designate these fields as a value of ‘space’, the message should include spaces for that field.

2. The I1SP2 Spectra filter code SZ is used to report an account asset group override rules, where SZ= the desired asset group. The date and period types are ignored when such requests are made. This filter is not available in Classic CUI Spectra or Browser Spectra.




162

REPLY TO ACCOUNT ASSET GROUP OVERRIDE MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Account Asset Group Override messages to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description

MESSAGE ID 1 8 X(8) RPLY01

ORIGINAL MESSAGE ID 9 8 X(8) FDXAG01 or FDXAG02

MODE 17 1 X(1) Mode of message.

ACCOUNT NO. 18 15 X(9) Related Account number.

UNUSED 33 64 X(64) Spaces

ERRORS 97 1 X(1) Y - The account was not processed. N - The account was processed.

NO. OF REPLY MESSAGES 98 2 9(2) The number of information, warning or error messages associated with this reply.

The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated. Field Start Char Length Format Description

REPLY LEVEL 100 1 X(1) I - An informational message. W - A warning message. E - An error preventing processing. S – A severe error.


REPLY FIELD 107 7 X(7) The field in error, if any.

REPLY TEXT 114 72 X(72) A text message briefly describing the nature of the error.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT ADVISOR CODE MESSAGING


163

2.2.35 ACCOUNT ADVISOR CODE MESSAGING The following account related online functionality may be substituted by the Account Advisor Code Messaging interface:

Screen Short Name Description Mode AAAC ACCOUNT ADVISOR CODES ADD, CHANGE, DELETE

The Account Advisor Code message that interacts with Investment Accounting (InvestOne) is called FDXAA01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Account Advisor Code message is as follows:

Mode Value single PARM='SFDAA '

blocked PARM=' FDAAB' A single Account Advisor Code message in ADD mode will vary between 34 and 4122 bytes in length, depending on the number of advisors specified for account addition via the ADVSOCR field of the Fixed area of the message. Regardless of mode, at a minimum the Fixed area must be present. In ADD or CHANGE mode, advisors can be added to an account. To remove a specific advisor from an account, a CHANGE mode message must be utilized with the ADVISOR field value set to blanks for the respective country. In DELETE mode, all advisors associated with an account will be removed. <<Beginning of required Fixed Area >>


MSGID 1 7 X(7) Message Identifier (FDXAA01)

MODE 8 1 X(1) Processing Mode: A = ADD, C =CHANGE, D = DELETE


ADVSOCR 24 3 9(3) Advisor Occur

<<End of required Fixed Area >> <<Beginning of Root Area >> (Up to 512 occurs allowed)



164

Field Length Format Description

CNTRY 1 4 X(4) Country Code

ADVISOR 5 4 X(4) Advisor Code

<<End of Root Area >> NOTES ON FDXAA01 ACCOUNT ADVISOR CODE MESSAGE USAGE:

13. Account Advisor message does not define new advisors as MDADV, it simply adds, changes or deletes account-level advisor associations.

14. The Account Advisor message is capable of handling associations for advisor definitions of 1

- 4 digits, as supported on MDADV Advisor definition screen.

15. If the same country is repeated in the Account Advisor message, the value in the last occurrence of the ADVISOR message field is what is assigned to/retained on the account for that country.

16. To delete only one specific account advisor association, a CHANGE mode message should be submitted with the appropriate country code and blanks in the respective ADVISOR message field.

17. A DELETE mode message will delete all advisor associations for the specified account, regardless of value of the ADVSOCR message field.

18. Advisor Country and Code extracted via a D value in the I1SP2 Spectra Request Type field,

column 27 in batch FOMI. This method will also be supported via a new Advisor/Attribute tab on the OLE Spectra workbook, but it will not be supported via Classic CUI Spectra or Browser Spectra. The spectra codes AAD, AAE, AN (account number) and AD (account description) are the only codes which can be requested with the ‘D’ value I1SP2 Request Type field.

.



165

REPLY TO ACCOUNT ADVISOR MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Account Advisor message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description


ORIGINAL MESSAGE ID 9 8 X(8) FDXAA01











INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - GROUP/REPORTING ACCOUNT SUB-ACCOUNT DEFINITION MESSAGING


166

2.2.36 ACCOUNT FLEXIBLE PRICING DEFINITION MESSAGE The following account related online functionality may be substituted by the Account Flexible Pricing Messaging interface:

Screen Short Name Description Mode AAFP ACCOUNT FLEXIBLE PRICING ADD, CHANGE, DELETE

The Account Flexible Pricing message that interacts with Investment Accounting (InvestOne) is called FDXFP01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Flexible Pricing Definition message is as follows:

Mode Value single PARM='SFDFP '

blocked PARM=' BFDFPB' A single Account Flexible Pricing message in ADD mode will vary between 97 and 1033 bytes in length, depending on the number of flexible price groups specified for account addition via the ACFPOCR field of the Fixed area of the message. Regardless of mode, at a minimum the Fixed area must be present. <<Beginning of required Fixed Area >>


MSGID 1 7 X(7) Message Identifier (FDXFP01) OR Message Identifier (FDXFP02)

MODE 8 1 X(1) Processing Mode: A = ADD C =CHANGE D = DELETE


ACFPOCR 24 2 X(2) Flexible Pricing Occurs

<<End of required Fixed Area >> <Beginning of Root Area of Account Flexible Pricing Message>> (Up to 14 occurs allowed)

Field Start Char

Length Format Screen Description

ACFPAD 26 8 9(8) AAFP Flexible Pricing Activation Date; format: CCYYMMDD.



167

Field Start Char

Length Format Screen Description

ACFLHP 34 8 9(8) AAFP Hierarchical Pricing Activation Date; format: CCYYMMDD.

ACFPHO 42 8 9(8) AAFP Hierarchical Pricing Override Activation Date; format: CCYYMMDD.

ACFPSCH 50 1 X(1) AAFP Flexible Pricing Scheme

ACFPGP 51 2 X(2) AAFP Asset Group or Pricing Group

ACFPED 53 8 9(8) AAFP Flexible Pricing Record Entry Effective Date; format: CCYYMMDD.

ACFPSC1 61 2 X(2) AAFP Primary Price Source

ACFPTM1 63 2 X(2) AAFP Primary Price Time

ACFTP1 65 2 X(2) AAFP Primary Price Type

ACFPLV 67 1 X(1) AAFP Fair Value Level

ACFPSC2 68 2 X(2) AAFP First Alternate Price Source

ACFPTM2 70 2 X(2) AAFP First Alternate Price Time

ACFPTP2 72 2 X(2) AAFP First Alternate Price Type

ACFPSC3 74 2 X(2) AAFP Second Alternate Price Source

ACFPTM3 76 2 X(2) AAFP Second Alternate Price Time

ACFPTP3 78 2 X(2) AAFP Second Alternate Price Type

ACFPSC4 80 2 X(2) AAFP Third Alternate Price Source

ACFPTM4 82 2 X(2) AAFP Third Alternate Price Time

ACFPTP4 84 2 X(2) AAFP Third Alternate Price Type

ACFPSC5 86 2 X(2) AAFP Fair Value Price Source

ACFPTM5 88 2 X(2) AAFP Fair Value Price Time

ACFPTP5 90 2 X(2) AAFP Fair Value Price Type

ACFPSC6 92 2 X(2) AAFP Opening Price Source

ACFPTM6 94 2 X(2) AAFP Opening Price Time

ACFPTP6 96 2 X(2) AAFP Opening Price Type

ACFPRLV 98 1 X(1) AAFP FRS 102 Level, valid values A, B,C, D (valid only for FDXFP02)

<< End of Root Area of Account Flexible Pricing Message >>



168

NOTES ON FDXFP01 AND FDXFP02 ACCOUNT FLEXIBLE PRICING E MESSAGE USAGE:

1. To delete all rules for a price group, a single asterisk "*" value is input in the primary

source, fair value source, and opening price source fields of message.

2. For account types which require scheme 1 and 2 definition, the groups specified on scheme 1 will be propagated to scheme 2 without the source/time/type specifications. These scheme 2 groups may have a source/time/type designated during add, or subsequently during maintenance as long as scheme 2 is designated in message.

3. Account Flexible Pricing information can be extracted by using an ‘F’ value in the I1SP3 Request Type field (column 32 in batch). This method will also be supported via additions to the OLE Spectra Price workbook tab, but is not be available via Classic CUI Spectra or Browser Spectra. The date and period types are ignored when I1SP3 outbound Spectra option 'F' is requested to dump an account's flexible pricing rules.

4. For accounts that use Separate L/S Pricing functionality, the groups specified on scheme 1 will be propagated to scheme 3 without the source/time/type specifications. These scheme 3 groups may have a source/time/type designated during add, or subsequently during maintenance as long as scheme 3 is designated in message.


REPLY TO ACCOUNT FLEXIBLE PRICING MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Account Flexible Pricing message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description


ORIGINAL MESSAGE ID 9 8 X(8) FDXFP01






The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated.



169






2.2.37 GROUP/REPORTING ACCOUNT SUB-ACCOUNT DEFINITION MESSAGING The following account related online functionality may be substituted by the Account User Defined Fields Messaging interface:

Screen Short Name Description Mode AAAS GROUP/RPT ACCT SUB-ACCT ADD, CHANGE, DELETE

The Group/Reporting Account Sub-Account Definition message that interacts with Investment Accounting (InvestOne) is called FDXAR01. The layout for this message and the fields available in the message is described below and in the notes. A single Group/Reporting Account Sub-Account Definition message in ADD mode will vary between 42 and 3098 bytes in length, depending on the number of sub-accounts specified for addition or maintenance via the SACTOCR field of the Fixed area of the message. Regardless of mode, at a minimum the Fixed area must be present. In ADD or CHANGE mode, qualifying sub accounts can be added to a Group/Reporting Account. To remove a specific sub account, a CHANGE mode message must be utilized with the DELFLGT field value set to Y for the respective sub-account. In DELETE mode, all sub-accounts associated with the Group/Reporting account will be removed.

<<Beginning of required Fixed Area >>


MSGID (**) 1 7 X(7) Message Identifier (FDXAR01)

MODE (**) 8 1 X(1) Processing Mode: A = ADD C =CHANGE – DELETE SUB-ACCOUNT field available D = DELETE – deletes entire AAAS definition




170


SACTOCR 24 3 9(3) Sub-Account Occurs

<<End of required Fixed Area >> <<Beginning of Root Area >> (Up to 192 occurs allowed)


SACCT 27 15 9(15) AAAS Sub Account associated with Reporting/Group account

DELFLGT 42 1 X(1) AAAS Y = Delete Sub Account

<<End of Root Area >> NOTES ON FDXAR01 GROUP/REPORTING ACCOUNT DEFINITION MESSAGE USAGE:

1. This message will fail entirely if any edit situations are encountered. Even the valid occurs portion of message will fail from processing.

2. This message will not give any indication when removing a sub-account already removed

from group, or when adding a sub-account already present in a reporting group. Instead, the reply ‘RECORDS HAVE BEEN UPDATED’ is issued.

3. A DELETE mode message may be used with 0 occurs, and no sub-accounts specified. This

results in the removal of all sub-accounts from reporting account group. The reply 'RECORDS DELETED’ is presented when this mode is used with no other parameters.

4. There is a 'RECORDS UPDATED' confirmation when sub-accounts are deleted using CHANGE mode and the DELTFLT message field with a value of ‘Y’.

5. Sub-Account list data must be requested individually of all other I1SP2 Spectra codes, and is only valid if the requested account type is Group M, Group G, or R (Reporting Account). When TM code is included and account is not a reporting account, the account number (AN) value is returned, along with the other spectra codes reported for that account. When TM code is included with other spectra codes for an account which is a reporting or group account, the non-TM codes are ignored, and the appropriate account number (AN values only) are returned.



171

REPLY TO GROUP/REPORTING ACCOUNT MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Group/Reporting Account message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description


ORIGINAL MESSAGE ID 9 8 X(8) FDXAR01


UNUSED 18 1 X(1) Space










INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ACCOUNT USER DEFINED FIELDS MESSAGING


172

2.2.38 ACCOUNT USER DEFINED FIELDS MESSAGING The following account related online functionality may be substituted by the Account User Defined Fields Messaging interface:

Screen Short Name Description Mode AAUD Account User Defined Fields 1 ADD, CHANGE, DELETE

AAUD2 Account User Defined Fields 2 ADD, CHANGE, DELETE The Account User Defined Fields message that interacts with Investment Accounting (InvestOne) is called FDXAU01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Account User Defined Fields message is as follows:

Mode Value single PARM='SFDAU '

blocked PARM=' FDAUB' A single Account User Defined Fields message in ADD mode will vary between 24 and 853 bytes in length, depending on the number of fields presented beyond the 23 bytes of required Fixed area of the message. Regardless of mode, at a minimum the Fixed area must be present. In ADD mode, a field may be sent as null by filling the field with the asterisk character (“*”). This causes the field to be populated with the default value, or space. In CHANGE mode, only those areas that contain fields that need to be changed should be specified or present. Any areas not specified are not changed. Once an account user defined field value has been added, CHANGE mode may be used to modify the existing values or add data to other fields which were not previously populated. In DELETE mode, all account user defined data is deleted for the specified account.

<<Beginning of required Fixed Area>>


MSGID (*) 1 7 X(7) Message Identifier (FDXAU01)

MODE (*) 8 1 X(1) Processing Mode: A = ADD, C =CHANGE, D = DELETE


<<End of required Fixed Area >> <<Beginning of Root Area >>



173

Field Start Char Length Format

Description

DATE01 24 8 9(8) User-defined Date 1

DATE02 32 8 9(8) User-defined Date 2

FLAG01 40 1 X(1) User-defined Flag 1

FLAG02 41 1 X(1) User-defined Flag 2

NFLD01 42 17 9(12)v9(4) User-defined Numeric Field 1




NFLD05 112 11 9(10) User-defined Numeric Field 5

NFLD06 123 11 9(10) User-defined Numeric Field 6

AFLD01 134 15 X(15) User-defined Alpha Field 1




















174


Description































175


Description



<<End of Root Area >> NOTES ON FDXAU01 ACCOUNT USER DEFINED FIELDS MESSAGE USAGE:

1. A 'DELETE mode message will remove ALL AAUD and AAUD2 data, regardless of fields specified in message. Individual field deletions must be done via 0s or spaces in the appropriate message field.

2. When attempting to 'clear' an existing text field, spaces must be used in the message and

not the '*' character.

REPLY TO ACCOUNT USER-DEFINED FIELDS MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Account User-Defined fields message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXAU01 MODE 17 1 X(1) Mode of message. ACCOUNT NO. 18 15 X(9) Related Account number. UNUSED 33 64 X(64) Spaces ERRORS 97 1 X(1) Y - The account was not processed.

N - The account was processed. NO. OF REPLY MESSAGES 98 2 9(2) The number of information, warning or error

messages associated with this reply. The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated. Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An informational message.




INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - ADHOC FAS MESSAGING


176

2.2.39 FRS 102 LEVEL DEFINITION (DELV2) The FRS 102 Level Definition message that interacts with Investment Accounting (InvestOne) is called FDXD201. The layout for this message and the fields available in the message is described below and in the notes.

Field Start Char


MSGID 1 7 X(7) FDXD201

MODE 8 1 X(1) Processing Mode: A – Add C – Change D – Delete

TYPE 9 1

EFDATE 10 8 X(8) Effective Date CCYYMMDD

GROUP 18 2 X(2) Asset Group

PRSC 21 2 X(2) Primary Price Source

PRTP2 23 2 X(2) Primary Price Type

LEVEL 25 1 X(1) FRS102 Levels A –Quoted Price in Active Markets B – Recent Transactions for Identical Instruments C – Observable Inputs D –Significant Unobservable Inputs

DVL2FIL 26 50 X(50)



177

2.2.40 ADHOC FAS MESSAGE Investment Accounting (InvestOne) provides an inbound interface to allow functionality provided by the Adhoc FAS157 Level (HOC157), Adhoc FAS161 Risk (HOC161), and Adhoc FRS102 Level screens are to be supported through messaging. For a detailed explanation of the HOC157, HOC161, and HOC102 screens, see the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Adhoc FAS Message interface. The following online functionality may be substituted by this messaging interface:


HOC157 ADHOC FAS157 LEVEL CHANGE, DELETE

HOC161 ADHOC FAS161 RISK CHANGE, DELETE

HOC102 ADHOC FRS102 LEVEL CHANGE, DELETE

ADHOC FAS MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 7 X(7) FDXFA01 MODE MODE 8 1 X(1) C - Change

D - Delete TYPE MESSAGE TYPE 9 1 X(1) L – FAS157 Level

R – FAS161 Risk S – FRS102 Level

ACCT ACCOUNT NO. 10 15 9(15) Investment Accounting (InvestOne) account number. Reporting (R), Group (G) and Group (M) account numbers are invalid.

SCTY SECURITY NO. 25 9 X(9) Security Number. SCTYDT SECURITY DATE 34 8 9(8) Unique Security Date. Format CCYYMMDD. SCTYUNQ SECURITY QUALIFIER 42 5 9(5) Unique Security Qualifier. EFFDT EFFECTIVE DATE 47 8 9(8) The first date on which the FAS157 Level,

FRS102 Level or FAS161 Risk override will be applied. If no END DATE is entered, the override will be applied ONLY on the EFFECTIVE DATE. Format CCYYMMDD.

ENDDT END DATE 55 8 9(8) The last date on which the FAS157 Level, FRS102 Level or FAS161 Risk override will be applied. The override will be applied on all dates from the EFFECTIVE DATE up to and including the END DATE. Format CCYYMMDD. This field is NOT required.



178


Do not use both LEVEL and RISKCAT. Choose one depending on the TYPE selected. LEVEL FAS157 LEVEL /

FRS102 LEVEL 63 1 X(1) The FAS157 Level – for use only with TYPE ‘L’.

Valid values are: 1 – Quoted prices in active markets. 2 – Observable inputs. 3 – Significant unobservable inputs. The FRS102 Level – for use only with TYPE ‘S’. Valid values are: A – Quoted Prices in Active Markets B – Recent Transactions for Identical Instruments C – Observable Inputs D – Significant Unobservable Inputs

RISKCAT FAS161 RISK 64 2 X(2) The FAS161 Risk code. Valid values are those previously entered on the Risk Category Description (RSKDES) screen.

NOTES

1. Although the ADD mode is not permissible as shown in the message layout above, use of the CHANGE mode for new entries will effectively “ADD” the new information.

2. The inbound Adhoc FAS Message is NOT valid for Reporting (R), Group (G) or Group (M) accounts for FAS157 and FAS161 updates. An error message is generated if such an account number is included in the ACCT field. For FRS102 updates (TYPE = “S”), LEVEL updates are allowed for Reporting (R), Group (G) and Group (M) accounts.

3. If the TYPE input is “L” for FAS157 Level, any values input in columns 64-65 for the FAS161 Risk field are ignored. Similarly, if the TYPE input is “R” for FAS161 Risk, any values input in column 63 for FAS157 Level are ignored.

4. If the TYPE input is “S” for FRS102 Level, any values input in columns 64-65 for the FAS161 Risk field are ignored. Similarly, if the TYPE input is “R” for FAS161 Risk, any values input in column 63 for FRS102 Level are ignored.

5. The Adhoc FAS Message can be processed in Investment Accounting (InvestOne)'s Inbound Messaging Interface and OLE.



***************************************** //A1 EXEC PGM=FDMESG,PARM='SFDFA ' *****************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - NON-ACCOUNTING TRANSACTION MESSAGE


179

2.2.41 NON-ACCOUNTING TRANSACTION MESSAGE Investment Accounting (InvestOne) provides an interface allowing Non-Accounting Transaction data to be updated. The following online functionality may be substituted by the Non-Accounting Transaction Interface:


DARC NON-ACCOUNTING TRANS UPDATE CHANGE See section 5.40 – Transaction Activities for more information regarding the DARC screen. The following section describes the message layouts required for this Non-Accounting Transaction Messaging Interface.

NON-ACCOUNTING TRANSACTION MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 7 X(7) FDXRC01 MODE MODE 8 1 X(1) C - Change TRDORD MEMO NUMBER 9 8 9(8) Transaction memo number assigned by

Investment Accounting (InvestOne). ACCT ACCOUNT NO. 17 15 9(15) Account number of the associated

transaction. OCRFILL FILLER 32 4 X(4) Unused. ULPRIN USER LOCAL PRINCIPAL 36 17 9(15)v9(2) Local principal value on RECVB and

DELVB transaction codes. UBPRIN USER BASE PRINCIPAL 53 17 9(15)v9(2) Base principal value on RECVB and

DELVB transaction codes. DESCCD DESCRIPTION CODE 70 5 X(5) Description code. Used for GCR 5500

reporting. REVCOST BASE REVALUED COST 75 15 9(13)v9(2) Base revalued cost. Used for GCR

5500 reporting. REVMEMO REVERSES MEMO 90 8 9(8) Memo number of the reversing

transaction. Used for GCR 5500 reporting.

ORGTXLT ORIGINAL TAXLOT 98 8 9(8) Memo of the original taxlot. BRKCODE BROKER CODE 106 7 X(7) Executing Broker. PLNACCT PLAN NUMBER 113 15 9(15) Plan number. Used for GCR 5500

reporting. TAXFLAG TAX FLAG 128 1 X(1) Flag indicating tax treatment of

gain/loss. CAPTFLG CASH POSTING FLAG 129 1 X(1) Indicator of transaction’s processing

status. PAFLAG P/A FLAG 130 1 X(1) Principal or Agent flag. ADVCODE ADVISOR CODE 131 4 X(4) Advisor Code CLRBRKR CLEARING BROKER 135 7 X(7) Clearing broker. COMMRSN COMMISSION REASON 142 2 X(2) Broker commission reason code.



180


COMMFLG COMMITMENT FLAG 144 2 X(2) Commitment flag. EXCH EXCHANGE 146 2 X(2) Exchange security is listed upon. LOCCODE LOCATION CODE 148 2 X(2) Location of security. TAG01 TAG 1 150 6 X(6) Tag 1 TAG02 TAG 2 156 6 X(6) Tag 2 TAG03 TAG 3 162 6 X(6)) Tag 3 TAG04 TAG 4 168 6 X(6) Tag 4 TAG05 TAG 5 174 6 X(6) Tag 5 TAG06 TAG 6 180 6 X(6) Tag 6 STRATGY STRATEGY 186 6 X(6) Strategy of the transaction. SBSTGCD SUB-STRATEGY 192 6 X(6) Sub-Strategy code. DEAL DEAL 198 6 X(6) Deal code. DELTA DELTA 207 18 -9(15)V9(02) Delta DELACS DELACS 225 18 -9(15)V9(02) Delta Actual Settle EXDATE EX-DATE 243 8 9(8) Ex-date associated with the income

transaction; format CCYYMMDD. EXCARRY EX-CARRY 251 19 -9(14)V9(4) Ex-shares associated with the

income/corporate action/reorganization transaction.

DVINTRT RATE 270 19 -9(6)V9(12) Rate associated with the income transaction.

TXRT TAX RATE 289 5 9(2)V9(3) Withholding rate on a withholding transaction or reclaim rate/double reclaim rate on a reclaim type transaction.

FILLER 294 13 X(13) NOTES 1. One of the following PARMs is required to execute this message and must be included in the submission JCL:

*****************************************

//A1 EXEC PGM=FDMESG,PARM='SFDRC ' for single mode *****************************************

*****************************************

//A1 EXEC PGM=FDMESG,PARM='BFDRCB ' for blocked mode *****************************************

2. Updating EXDATE, EXCARRY, DVINTRT and TXRT fields are available for inbound messaging for the below list of transaction codes, excluding reversal transactions. These values can be viewed on the Transaction Ex-Date Shares (DAEX) screen, see Section 5.73 - Transaction Ex-Date Shares. EXDATE and EXCARRY fields can be updated for transactions that have not been reversed and/or generated.

Tran Code Class Code Description

BDIVOP DIOP Short Dividend Rebook DIVOP DIOP Dividend For Short Position



181


DIVOP- DIOP Adjustment Of Short Position Dividend DIVOP+ DIOP Adjustment Of Short Position Dividend RDIVOP DIOP Short Dividend Reversal DIVDCA DIVD Capital Gains Earnings DIVDCD DIVD Income Earnings - Canadian Dividends DIVDCI DIVD Income Earnings - Canadian Interest DIVDFI DIVD Income Earning - Foreign Income DIVDWT DIVD Contra Income Earnings - Withholding Tax ASDIVD DIVD Assimilation (Residual Cash) CVDIVD DIVD Residual Dividend (Due To Conversion) DIVDF DIVD Foreign Dividend DRDIVD DIVD Residual Dividend (Due To Dividend Reinvestment) RBFDVD DIVD Rebook Foreign Dividend RDIVDF DIVD Reversal Foreign Dividend SPDIVD DIVD Residual Dividend (Due To Spin-Off) SASDIV DIVD Residual Dividend (ASSM) - Short SCVDIV DIVD Residual Dividend Conversion - Short SSPDIV DIVD Residual Dividend Spinoff - Short ALINC DIVD Increase To Gross Income Via Allocation ALINC- DIVD Decrease To Gross Income From Allocation MALIN DIVD Manual Increase To Gross Income (Feeders Only) MALIN- DIVD Manual Decrease To Gross Income (Feeders Only) DIVD DIVD Dividend RBDIVD DIVD Dividend Rebook RDIVD DIVD Dividend Reversal DIVR DIVR Dividend Reinvestment (Security) RBDIVR DIVR Rebook - Dividend Reinvestment (Security) RDIVR DIVR Reversal - Dividend Reinvestment (Security) DIVRCA DIVR Dividend Reinvestment In Cash MISCR INCM Miscellaneous Receipt - Global DVDCA- INCM Reverse Capital Gains Earnings DVDCD- INCM Reverse Income Earnings - Canadian Dividends DVDCI- INCM Reverse Income Earnings - Canadian Interest DVDFI- INCM Reverse Income Earnings - Foreign Income DVDWT- INCM Reverse Contra Income Earnings - Withholding Tax BINT - INCM Rebook Interest Adj. Decrease Income Cash INT INCM Interest Collected INT + INCM Interest Adjustment - Increase Income Cash MATU- INCM Maturity Income Adjustment Transaction MATU+ INCM Maturity Income Adjustment Transaction RBINT INCM Interest Rebook RINT INCM Interest Reversal RINT - INCM Reversal Interest Adj. Decrease Income Cash DIVDF- INCM Foreign Dividend Adjustment RBFDV- INCM Rebook Foreign Dividend Adjustment RDVDF- INCM Reversal Foreign Dividend Adjustment INCP INCM Income Earned In Pooled Funds INSF INCM Income Earned From Short Term Investment INSL INCM Income From Security Lending INSL- INCM Decrease Income Earned On Security Lending



182


DIVD- INCM Dividend Adjustment - Decrease Income Cash INT - INCM Interest Adjustment - Decrease Income Cash BDIVD- INCM Rebook Dividend Adj. Decrease Income Cash DIVD+ INCM Dividend Adjustment - Increase Income Cash RDIVD- INCM Reversal Dividend Adj. Decrease Income Cash BRCLOP RECL RECLOP Rebook BRECL- RECL Rebook Foreign Tax Reclaim Adj. Decrease RBRECL RECL Reclaim Rebook RECL RECL Foreign Tax Reclaim RECL- RECL Foreign Tax Reclaim Adjustment - Decrease RECL+ RECL Foreign Tax Reclaim Adjustment - Increase RECLOP RECL Tax Reclaim - Short Security RECLRR RECL Reserve For Uncollected Reclaims Adj. - Decrease RECLRS RECL Reserve For Uncollected Reclaims RRECL RECL Reclaim Reversal RRECL- RECL Reversal Foreign Tax Reclaim Adj. Decrease RRCLOP RECL RECLOP Reversal BRCUOP RECU RECUOP Rebook RBRECU RECU Double Reclaim Rebook RECU RECU Foreign Tax Double Reclaim RECU- RECU Foreign Tax Double Reclaim Adj. - Decrease RECU+ RECU Foreign Tax Double Reclaim Adj. - Increase RECUOP RECU Foreign Tax Double Reclaim - Short Security RRCUOP RECU RECUOP Reversal RRECU RECU Double Reclaim Reversal GAIN+ ROCA Increase Cost Offset To Gain RBRCA ROCA Rebook Roca RBRCA- ROCA Rebook Roca- ROCA ROCA Return On Capital Adjustment ROCA- ROCA Reverse Return Of Capital RROCA ROCA Reversal Of Roca RROCA- ROCA Reversal Of Roca- RBRCT ROCT Rebook ROCAT RBRCT- ROCT Rebook ROCAT- ROCAT ROCT Roca W/Regard To Trade Dt ROCAT- ROCT Reverse Return Of Capital With Regard To Trade Date RROCT ROCT Reversal Of ROCAT RROCT- ROCT Reversal Of ROCAT- SDIVOS SIOS Stock Dividend As Shares In Another Stock RBSDVS SIOS Rebook - Stock Dividend As Shares In Another Stock RSDVOS SIOS Reversal - Stock Dividend As Shares In Another Stock BWEXP- WEXP Rebook Tax Withholding Exp. Adj. Decrease RBWEXP WEXP Withholding Expense Rebook RWEXP WEXP Withholding Expense Reversal RWEXP- WEXP Reversal - Tax Withholding Exp. Adj. Decrease WEXP WEXP Foreign Tax Withholding Expense WEXP- WEXP Tax Withholding Expense Adjustment - Decrease WEXP+ WEXP Tax Withholding Expense Adjustment - Increase MWEXP WEXP Manual Increase To Net Withholding Expense Feeders MWEXP- WEXP Manual Decrease To Net Withholding Expense



183


BWXPOR WXOR WEXPOR Rebook WEXPOR WXOR Tax Withholding Expense - Short Security RWXPOR WXOR WEXPOR Reversal 3. The change to the EXDATE field would affect the Effective Date/accounting of the View. In this scenario as seen on below table, an edit is returned which will not allow the update to take place (IBT007 - EFF DATE MUST BE > ACCOUNT VERIFICATION DATE).

IB Date Rule in View Effective Date of Transaction

IB Rule of Transactions is X, 1-5

Allow Ex-Date Change?

N, Space Open in View Yes Yes Y, 1, 2, 3 Open in View Yes Yes N, Space Closed in View Yes Yes Y, 1, 2, 3 Closed in View Yes No N, Space Open in View No Yes Y, 1, 2, 3 Open in View No Yes N, Space Closed in View No Yes Y, 1, 2, 3 Closed in View No Yes

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - EFFECTIVE DATE SWING FACTOR


184

2.2.42 EFFECTIVE DATE SWING FACTOR Invest One provides an interface allowing updates to the Effective Date Swing Factor Table (HVSF). The message will take the swing factor rate and effective date and apply these to the HVSF table data. The table below defines the layout:

Field Field Name


MSGID MESSAGE ID 1 7 X(7)

FDXSF01 - Eff Date Swing Factor Table Update

MODE MODE 8 1 X(1) “C” – Change is the only valid mode ACCT

ACCOUNT NO 9 15 9(15)

InvestOne Enterprise Account to be Updated

EFFDT EFFECTIVE DATE 24 6 9(6) Effective Date of Update (MMDDYY) BID BID FACTOR 30 5 9(2).9(2) Bid Factor – 99.99 format OFFER OFFER FACTOR 34 5 9(2).9(2) Offer Factor – 99.99 format SFFLAG

BID/MID/OFFER FLAG 39 1 x(1)

“O”, “B”, or “M” – Offer, Bid or Mid, respectively. *Space is required for deletion entries where Bid and Offer factors are 00.00.

1) Factors may only be applied to a valid, open Valuation date. A valid effective date is defined as a valuation date that is not equal to or prior than the fund’s verification date.

2) The Effective Date cannot be greater than the Account’s balance date. 3) Change mode is the only valid mode. 4) To delete an entry use 00.00 as the input value for Bid and Offer factor. A “space” is

required for the Bid/Mid/Offer flag in this case. 5) Supported fund types are L, N, and O. (Load and No Load Mutual Funds and OEIC

funds. Dual-priced OEICs are not supported. 6) See Section 5.700 of the System Manual for online functionality of HVSF.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - DELTA PROCESSING


185

2.2.43 DELTA PROCESSING Investment Accounting (InvestOne) provides an inbound interface to allow user to add special extract control activity. Functionality provided in the DELTA File (DL) to be supported through messaging. Delta Processing is the capture of date/time characteristics for selected file record changes. The US00 Flag (Delta) for a specific User Bank will be interrogated to determine the requirement for Delta processing.

User Definition - US00 NEXT US00 MODE CHANGE ARMP63 * * * USER DEFINITION * * * USER: BANK: TITLE: DEFAULT USER AUTH: INTERVAL: 60 AUDIT LEVEL: 0 TYPE: DELETE USER: N SYSTEMS OPTIONS ARCH NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN FUND YYYYYYYYYYYYYYYYYYYNNNNNNNNNNNNNNNNNNNNNNNNNNNNN FUND%% NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN UTIL YNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN NASDAQ ID: TERM: LOGON: LOGGING REQUEST: 1 COMPACTION DAILY... WEEKS... MONTHS... ARCHIVE NUMBER OF MONTHS CUTOFF... ARCHIVE CLEAN YEARS... 0 MBA... N LOTS: FILE STATUS... FAIA PROG: DELTA: Y FILES ALT VIEW:

Valid values for the DELTA: field above is Y and N. Y indicates that any activity that takes place must apply the file definition rule to determine if DELTA data would be created on the DL file.

The following section describes the message layout required for the Delta Messaging Interface.

DELTA MAINTENANCE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) Field Name Start Char Length Format Description MSGID 1 7 X(1) FDXDE01 – Delta Update

MODE 8 1 X(1) A – Add FUND NUMBER 9 15 9(15) Investment Accounting (InvestOne) fund number.

ACTIVITY ID 2 2 X(2) U1 – User Record 1 TASK DATE 25 2 X(2) Task Date format: CCYYMMDD TASK TIME 34 4 9(4) Task Time format: HHMMSSCC TASK SEQUENCE 17 8 9(8) Task Sequence format: All zeros (00000000).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - DELTA PROCESSING


186

Field Name Start Char Length Format Description REFERENCE DATA 50 12 X(12) User Input Field ADDITIONAL DATA 62 40 X(40) User Input Field NOTES: 1. The following PARM is required to execute this message and must be included in the

submission JCL:

*************************************** //A1 EXEC PGM=FDMESG, PARM='SFDDE ' //CICSCNTL DD * ***************************************

2. The following edits are applied before the extract is created. Associated messages print out in

the SYSOUT of the submission job.

• Account number must be provided • Only add mode is allowed • Account ID must be U1 • Task Date/Task Time/Task Sequence/Add Data cannot be null • Account not found • Record already exists on DL file

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - RELATED SECURITIES MESSAGE


187

2.2.44 ACCOUNT MULTI-VIEW INITIATION MESSAGE Investment Accounting (InvestOne) has the ability to create multiple account views which will allow for segregation of positions within a single primary portfolio. This interface allows for establishment and maintenance of these account relationships in an interactive message mode using LU6.s communications protocol. In addition, this message may be invoked in the Investment Accounting (InvestOne) Enterprise screens MVGAAP and REFIA . The following Enterprise functionality may be substituted by the Account Multi-View Initiation message:


MVGAAP Alternate View Account Initialization

ADD, CHANGE, DELETE

REFIA Investment Account Reference Definition

ADD, CHANGE, DELETE

The following section describes the message layouts required for this Account Multi-View Initiation Messaging Interface.

ACCOUNT MULTI-VIEW INITIATION MESSAGE LAYOUT Field Name Char Length Format Description MESSAGE ID 1 7 X(7) FDXMV01 , FDXMV02 MODE 8 1 X(1) Mode of message – must be A, C, or D ACCT 9 15 9(15) The Invest One FA Reference account number

This is the Primary or Standalone account for which an Investment (IA) or Alternate view (A1-A9, AA) is being established or maintained.

MGRN 24 15 9(15) The Investment (IA) or Alternate View (A1-A9, AA) account number

DISCDTE 39 8 9(8) Discontinue Date (format CCYYMMDD) – must be zeroes if not populated

LPFROM 47 4 9(4) Lock out period ‘from’ time (format HHMM) – must be zeroes if not populated

LPTO 51 4 9(4) Lock out period ‘to’ time (format HHMM) – must be zeroes if not populated

A1IADTE 55 1 X(1) Investment Book Trade Date Option Blank (default) - Investment Book logic will not apply Y – Investment Book logic will apply in the alternate view 1 – Apply Expense Trade Date Override 2 – Apply Capital Effective Date Override 3 – Apply Expense Trade Date Override and Capital Effective Date Override

A1COSTR 56 1 X(1) Cost Relief Based Blank (default) – Cost Relief independently calculated A – Cost Relief based on alternate view and explicit relief in Primary account. Currency relief is not explicit. Not valid for Investment View (IA).



188

CONVDTE 57 8 9(08) Conversion Date (format CCYYMMDD) – must be zeros if not populated (new accounts); must be in a closed period for active accounts.

VWTYPE 65 2 X(2) The Investment or Alternate View type (A1-A9, AA, IA) PLPDTE 67 8 9(08) Position Level Pricing Date

Valid for Investment View (IA) only. SLPDTE 75 8 9(08) Short/Long Pricing Activation Date

Valid for Investment View (IA) only. VWDESC 83 20 X(20) The Alternate View Description

Not valid for Investment View (IA). OVRASDR 103 1 X(1) The Investment Book Actual Settlement Date Override. Valid

values are: N – Do not override Investment Book Actual Settlement Date rules (default). Y – Override Investment Book Actual Settlement Date rules.

CALBTDR 104 2 X(2) Calendar Based Trade Date Rule. A two character Calendar Set name that needs to correspond to one entered on DECAL with Calendar Type ‘T’. Not Valid for Group V structure. Valid only for Views using Trade Date functionality.

MANINCR 106 1 X(1) This field allows the user to have manually changed values to Accrued Income to be automatically replicated to the Views that the user selects. Valid values are: N - Do not replicate FA’s Manual Income Entry on DAHO (Default). Y - Replicate FA’s Manual Income Entry on DAHO

MVFIL 107 1 X(1) Filler A formatted messaging report is not generated. The following PARM is required to execute this message in batch mode and must be included in the submission JCL: *************************************** //A1 EXEC PGM=FDMESG, PARM='SFDMV ' ***************************************

There is no ‘blocked’ version of this message. NOTES 1. Before creating any investment or alternate view accounts, the FAIA PROG: field must contain

a value of FDSIV0, and the user must be authorized for the respective view type on the ALT VIEW: field of the User Definition screen (US00): A. A1 Alternate GAAP View B. MV Enables Alternate GAAP to be defined for Enhanced MM/MCS (group V) C. IA Investment View A user may be authorized to define any combination, or all of these view types.

2. Only the following Invest One account types are allowed to define an alternate view account:

a. Load and no load mutual funds (fund types N or L) b. Load and no load hedge funds (fund types H and I) c. Open Ended Investment Companies (fund type O) d. Australian Funds (fund types A, T or Z)



189

3. Alternate views are not available for multi-manager (Group M) accounts. Investment views are available for Group M and its sub accounts. The FA to IA/Alternate View Conversion process must be run to complete setup for these accounts.

4. Neither the Invest One Reference account nor the Investment/Alternate View account may be a Reporting account.

5. Investment and Alternate view accounts can be created real time through the FA to IA/Alternate View Conversion process. To create a view real time, the account must be a new Cash as Currency account that has no activity in it. If creating the view real time, Conversion date must not be entered on the message. Upon completion of the message, the Investment/Alternate view is fully created and ready for processing. If the account has activity (positions, transactions, etc.), initial setup of the view must occur through the message. After messaging is complete, the FA to IA/Alternate View Conversion process must be run to complete setup. Once the conversion process is finished, the view is fully created and ready for processing.

6. The designated investment/alternate view account number must be a greater number than the corresponding reference account number. S MV0020 ACCT ALT VIEW ACCOUNT MUST BE GREATER THAN FROM ACCT

7. Upon completion of an alternate view definition, the following screen functions will not be valid (FUNCTION NOT SUPPORTED FOR VIEW): AAFS Account Fee Schedule DEFE, Fixed Expenses DAFE, VSFE

8. Upon completion of message and an alternate view definition, the following screen functions will be available to the user. Changes to these definitions on the reference account will not flow to the alternate view: AAAD Account Definition AAMF Account Definition II AASP Account Special Processing Definition AAFP Account Flexible Pricing AASL Account Class of Shares AAGO Account Asset Group Overrides AAPR Account Preschedule AAUD/2 Account User Defined Fields 1 / 2 DEACP Account Password

The field values on these screens will be copied initially from the reference account to the alternate view account, with the exception of the following fields: a. Account Underlying Security and Underlying Security Option b. Account Indicator c. Group Account Number d. Trade Through Zero will be set to ‘N’ e. Hierarchical Valuation Decimal (HV DEC) set to blank f. Dealing Hierarchical valuation processing (HV DIVD)set to ‘N’ No data from Account Characteristics screen (AACS) of the reference account will be copied to the alternate view account. There will be no flow of changes to the alternate view when AACS maintenance is performed on the reference account.



190

9. Alternate view accounts will use the class definitions of the Reference account number.

10. The alternate view can be discontinued by entering a non-zero value in the DISCDTE field of the message. No restarting of the view is permitted after discontinued. Discontinue date can only be set to a value which is equal to or greater than the account balance date. No transactions effective after discontinue date will flow to the alternate view, and no input of transactions directly into the alternate view will be permitted after discontinue date. Sweeping open new valuation periods of a reference account will not open subsequent periods in the alternate view account after the discontinue date. If no period exists in the alternate view account on the discontinue date and the reference account is swept open further, only one period beyond the discontinue date will be created in the alternate view account.

11. The relationship between a reference account and its alternate view can also be severed by

executing the message in ‘D’elete mode. Once that is performed, the alternate view account can be accessed the same as any InvestOne account, set to 'Y' status on AAAD screen, added for deletion on ACTDEL screen, and then execute the batch BTMRBR account deletion process. The ACTDEL and batch BTMRBR approach is preferable to AAAD in 'D'elete mode, since BTMRBR deletes account definition data which is not confined to the AE file, such as AAGO data on AO file, AAFP data on PT file, AAUD/2 data on UD file, etc.

12. Calendar Based Trade Date Rule is only applicable for Group M, sub Accounts of a Group M account and Stand alone accounts with IBOR and MBOR defined.

13. Calendar Date Trade Date Rule is not applicable for Multi View Primary Account(V) or the Sub

Accounts of Multi View Primary Account(S)

14. Each View of a Fund can have a different Calendar Set, however the 2 character entered on MVGAAP/REFIA needs to be previously defined on DECAL with a Calendar Type set to ‘T’.

Changes to the Investment Book Trade Date Option and Cost Relief Based option after creation of the alternate view will be allowed only if the inception and balance date of fund are equal.



191

2.2.45 ENHANCED ACCOUNT MULTI-VIEW INITIATION MESSAGE Investment Accounting (InvestOne) has the ability to create multiple account views which will allow for segregation of positions within a single primary portfolio. This interface allows for establishment and maintenance of these account relationships in an interactive message mode using LU6.s communications protocol. In addition, this message may be invoked in the Investment Accounting (InvestOne) Enterprise screens MVGAAP and REFIA . The following Enterprise functionality may be substituted by the Account Multi-View Initiation message:


MVGAAP Alternate View Account Initialization

ADD, CHANGE, DELETE

REFIA Investment Account Reference Definition

ADD, CHANGE, DELETE

The following section describes the message layouts required for this Account Multi-View Initiation Messaging Interface.

ACCOUNT MULTI-VIEW INITIATION MESSAGE LAYOUT Field Name Char Length Format Description MESSAGE ID 1 7 X(7) FDXMV02 MODE 8 1 X(1) Mode of message – must be A, C, or D ACCT 9 15 9(15) The Invest One FA Reference account number

This is the Primary or Standalone account for which an Investment (IA) or Alternate view (A1-A9, AA) is being established or maintained.

MGRN 24 15 9(15) The Investment (IA) or Alternate View (A1-A9, AA) account number

DISCDTE 39 8 9(8) Discontinue Date (format CCYYMMDD) – must be zeroes if not populated

LPFROM 47 4 9(4) Lock out period ‘from’ time (format HHMM) – must be zeroes if not populated

LPTO 51 4 9(4) Lock out period ‘to’ time (format HHMM) – must be zeroes if not populated

A1IADTE 55 1 X(1) Investment Book Trade Date Option Blank (default) - Investment Book logic will not apply Y – Investment Book logic will apply in the alternate view 1 – Apply Expense Trade Date Override 2 – Apply Capital Effective Date Override 3 – Apply Expense Trade Date Override and Capital Effective Date Override

A1COSTR 56 1 X(1) Cost Relief Based Blank (default) – Cost Relief independently calculated A – Cost Relief based on alternate view and explicit relief in Primary account. Currency relief is not explicit. Not valid for Investment View (IA).



192

CONVDTE 57 8 9(08) Conversion Date (format CCYYMMDD) – must be zeros if not populated (new accounts); must be in a closed period for active accounts.

VWTYPE 65 2 X(2) The Investment or Alternate View type (A1-A9, AA, IA) PLPDTE 67 8 9(08) Position Level Pricing Date

Valid for Investment View (IA) only. SLPDTE 75 8 9(08) Short/Long Pricing Activation Date

Valid for Investment View (IA) only. VWDESC 83 20 X(20) The Alternate View Description

Not valid for Investment View (IA). OVRASDR 103 1 X(1) The Investment Book Actual Settlement Date Override. Valid

values are: N – Do not override Investment Book Actual Settlement Date rules (default). Y – Override Investment Book Actual Settlement Date rules.

CALBTDR 104 2 X(2) Calendar Based Trade Date Rule This field allows the user to assign a Calendar Based Trade Date Calendar Set to be assigned to the Investment Book View. The Calendar Set must be previously defined on DECAL with the Calendar Type set to ‘T’.

MANINCR 106 1 X(1) This field allows the user to have manually changed values to Accrued Income to be automatically replicated to the Views that the user selects. Valid values are: N - Do not replicate FA’s Manual Income Entry on DAHO (Default). Y - Replicate FA’s Manual Income Entry on DAHO

MVFIL 107 49 X(49) Filler A formatted messaging report is not generated. The following PARM is required to execute this message in batch mode and must be included in the submission JCL: *************************************** //A1 EXEC PGM=FDMESG, PARM='SFDMV ' ***************************************

There is no ‘blocked’ version of this message. NOTES 1. Before creating any investment or alternate view accounts, the FAIA PROG: field must contain

a value of FDSIV0, and the user must be authorized for the respective view type on the ALT VIEW: field of the User Definition screen (US00):

A1 Alternate GAAP View MV Enables Alternate GAAP to be defined for Enhanced MM/MCS (group V) IA Investment View

A user may be authorized to define any combination, or all of these view types.

2. Only the following Invest One account types are allowed to define an alternate view account:

Load and no load mutual funds (fund types N or L) Load and no load hedge funds (fund types H and I) Open Ended Investment Companies (fund type O) Australian Funds (fund types A, T or Z)



193

3. Alternate views are not available for multi-manager (Group M) accounts. Investment views

are available for Group M and its sub accounts. The FA to IA/Alternate View Conversion process must be run to complete setup for these accounts.

4. Neither the Invest One Reference account nor the Investment/Alternate View account may be a Reporting account.

5. Investment and Alternate view accounts can be created real time through the FA to IA/Alternate View Conversion process. To create a view real time, the account must be a new Cash as Currency account that has no activity in it. If creating the view real time, Conversion date must not be entered on the message. Upon completion of the message, the Investment/Alternate view is fully created and ready for processing. If the account has activity (positions, transactions, etc.), initial setup of the view must occur through the message. After messaging is complete, the FA to IA/Alternate View Conversion process must be run to complete setup. Once the conversion process is finished, the view is fully created and ready for processing.

6. The designated investment/alternate view account number must be a greater number than the corresponding reference account number. S MV0020 ACCT ALT VIEW ACCOUNT MUST BE GREATER THAN FROM ACCT

7. Upon completion of an alternate view definition, the following screen functions will not be valid (FUNCTION NOT SUPPORTED FOR VIEW): AAFS Account Fee Schedule DEFE, Fixed Expenses DAFE, VSFE

8. Upon completion of message and an alternate view definition, the following screen functions will be available to the user. Changes to these definitions on the reference account will not flow to the alternate view: AAAD Account Definition AAMF Account Definition II AASP Account Special Processing Definition AAFP Account Flexible Pricing AASL Account Class of Shares AAGO Account Asset Group Overrides AAPR Account Preschedule AAUD/2 Account User Defined Fields 1 / 2 DEACP Account Password

The field values on these screens will be copied initially from the reference account to the alternate view account, with the exception of the following fields: g. Account Underlying Security and Underlying Security Option h. Account Indicator i. Group Account Number j. Trade Through Zero will be set to ‘N’ k. Hierarchical Valuation Decimal (HV DEC) set to blank l. Dealing Hierarchical valuation processing (HV DIVD)set to ‘N’ No data from Account Characteristics screen (AACS) of the reference account will be copied to the alternate view account. There will be no flow of changes to the alternate view when AACS maintenance is performed on the reference account.



194

9. Alternate view accounts will use the class definitions of the Reference account number.

10. The alternate view can be discontinued by entering a non-zero value in the DISCDTE field of

the message. No restarting of the view is permitted after discontinued. Discontinue date can only be set to a value which is equal to or greater than the account balance date. No transactions effective after discontinue date will flow to the alternate view, and no input of transactions directly into the alternate view will be permitted after discontinue date. Sweeping open new valuation periods of a reference account will not open subsequent periods in the alternate view account after the discontinue date. If no period exists in the alternate view account on the discontinue date and the reference account is swept open further, only one period beyond the discontinue date will be created in the alternate view account.

11. The relationship between a reference account and its alternate view can also be severed by

executing the message in ‘D’elete mode. Once that is performed, the alternate view account can be accessed the same as any InvestOne account, set to 'Y' status on AAAD screen, added for deletion on ACTDEL screen, and then execute the batch BTMRBR account deletion process. The ACTDEL and batch BTMRBR approach is preferable to AAAD in 'D'elete mode, since BTMRBR deletes account definition data which is not confined to the AE file, such as AAGO data on AO file, AAFP data on PT file, AAUD/2 data on UD file, etc.

15. Calendar Based Trade Date Rule is only applicable for Group M, sub Accounts of a Group M

account and Stand alone accounts with IBOR and MBOR defined.

16. Calendar Date Trade Date Rule is not applicable for Multi View Primary Account(V) or the Sub Accounts of Multi View Primary Account(S)

17. Each View of a Fund can have a different Calendar Set, however the 2 character entered on

MVGAAP/REFIA needs to be previously defined on DECAL with a Calendar Type set to ‘T’.

Changes to the Investment Book Trade Date Option and Cost Relief Based option after creation of the alternate view will be allowed only if the inception and balance date of fund are equal.



195

2.2.46 RELATED SECURITIES MESSAGE

In order for the Investment Accounting (InvestOne) Wash Sale generator to process wash sales adjustments against related securities, a relationship must be established between a parent or original security and up to five different related securities. This interface allows for establishment and maintenance of these securities in an interactive message mode using LU6.2 communications protocol. The following Enterprise functionality may be substituted for the Related Securities message:


RELSCT Related Securities ADD, CHANGE, DELETE

The following section describes the message layout required for this Related Security Messaging Interface.

RELATED SECURITIES MESSAGE LAYOUT Field Name Char Length Format Description MSGID

1 7 X(7) FDXSB01

MODE 8 1 X(1) Mode of message – must be A, C, or D SCTYNO

9 9 X(9) A valid security number as defined on BOBD/STST. Also called parent or original security, it is the security that has a sell-like transaction with disallowed loss.

SCTYDT 18 8 9(8) Security Date; format: CCYYMMDD SCTYUNQ

26 5 9(5) Security Unique Qualifier

RELTOCR 31 1 X(1) Number of Related Securities ‘occurs’ in message RELSCTY

32 9 X(9) Related Security May occur 1-5 times based upon value of RELTOCR

RELSCDT

41 8

9(8) Security Date of Related Security; format: CCYYMMDD. May occur 1-5 times based upon value of RELTOCR

RELSCUQ

49 5 9(5) Security Unique Qualifier of Related Security. May occur 1-5 times based upon value of RELTOCR

RELCONV

54 8 9(4)v9(4)

Wash Sale Conversion Ratio; Wash 9999.9999 shares of related security for every 1 share of the parent or original security. May occur 1-5 times based upon value of RELTOCR

A formatted messaging report is not generated. The following PARM is required to execute this message in batch mode and must be included in the submission JCL: *************************************** //A1 EXEC PGM=FDMESG, PARM='SFDRS ' ***************************************



196

There is no ‘blocked’ version of this message. NOTES 1. The security must first be defined on the Security Definition (STST) screen before it may be

added as a related security, and a valid asset type for wash sale processing. 2. If the parent security is a TIIS security (asset type = II), then the related securities must

also be TIIS securities.

3. A related or parent security may not be a Reporting Security.

4. A related security cannot be associated with a parent security without a conversion ratio.

5. Up to five related securities may be added to a parent security in a single message via the RELTOCR field.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - STATE TAX RATE MESSAGE


197

2.2.47 STATE TAX RATE MESSAGE State Tax Rates are used for subsequent determination of “in-state” and “out of state” holdings and income for subsequent use in computing N1-A Mil Rates, Yields, daily distributions, and related reporting purposes for Municipal Money Market Funds. This interface allows for establishment and maintenance of these state tax rates by state code and effective date in an interactive message mode using LU6.2 communications protocol. The following Enterprise functionality may be substituted for the State Tax Rate message:


DETT State Tax Rate ADD, CHANGE, DELETE

The following section describes the message layout required for this State Tax Rate Messaging Interface.

STATE TAX RATE MESSAGE LAYOUT Field Name Char Length Format Description

MESSAGE ID 1 7 X(7) FDXST01

MODE 8 1 X(1) Mode of message – must be A, C, or D

STATE CODE 9 2 X(2) State Code

EFFECTIVE DATE 11 8 9(8) Effective Date of Rate; format: CCYYMMDD

TAX RATE 19 4 9(2)V9(2) State Tax Rate

A formatted messaging report is not generated. The following PARM is required to execute this message in batch mode and must be included in the submission JCL: *************************************** //A1 EXEC PGM=FDMESG, PARM='SFDST ' ***************************************

There is no ‘blocked’ version of this message. NOTES

1. Message Id, Mode, State Code, Effective Date and Tax Rate are all required fields when executing this message.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - STATE TAX RATE MESSAGE


198

2. The list of valid State Code values is as follows:

Code Description

Code Description

AL Alabama

MT Montana AK Alaska

NE Nebraska

AS America Samoa

NV Nevada AZ Arizona

NH New Hampshire

AR Arkansas

NJ New Jersey CA California

NM New Mexico

CZ Canal Zone

NY New York CO Colorado

NC North Carolina

CT Connecticut

ND North Dakota DE Delaware

OM Northern Marina Islands

DC District of Columbia

OH Ohio FL Florida

OK Oklahoma

GA Georgia

OR Oregon GU Guam

90 Other Territories

HI Hawaii

PA Pennsylvania ID Idaho

PR Puerto Rico

IL Illinois

RI Rhode Island IN Indiana

SC South Carolina

IA Iowa

SD South Dakota KS Kansas

TN Tennessee

KY Kentucky

TX Texas LA Louisiana

UT Utah

ME Maine

VT Vermont MD Maryland

VI Virgin Islands

MA Massachusetts

VA Virginia MI Michigan

WA Washington

MN Minnesota

WV West Virginia MS Mississippi

WI Wisconsin

MO Missouri

WY Wyoming

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - DAILY DISTRIBUTING FUND TOLERANCE PROFILE MESSAGE


199

2.2.48 DAILY DISTRIBUTING FUND TOLERANCE PROFILE MESSAGE This message allows users to create and maintain distribution tolerance profiles to be used in Mil Rate Bleed calculations and EMS rules for daily funds. Profile IDs are defined by a unique 2-character, alpha-numeric value. The profile ID may then be associated with a given fund via the Tolerance Profile ID field on the Other tab of the Account Daily Distribution Definition (ADDD) screen. This interface allows for establishment and maintenance of these Daily Distribution Fund Tolerance Profiles in an interactive message mode using LU6.2 communications protocol. The following Enterprise functionality may be substituted for the Daily Distribution Fund Tolerance Profiles message:


MDTP

Daily Distributing Fund Tolerance Profile Distributing Fund Tolerance Profile

ADD, CHANGE, DELETE

The following section describes the message layout required for this Daily Distributing Fund Tolerance Profile Messaging Interface.

DAILY DISTRIBUTING FUND TOLERANCE PROFILE MESSAGE LAYOUT Field Name Char Length Format Description

MESSAGE ID 1 7 X(7) FDXTP01

MODE 8 1 X(1) Mode of message – must be A, C, or D

PROFID 9 2 X(2) Profile ID

PROFOCR 11 3 9(3) Number of profiles occurring in message

SCLSOCR 14 2 9(2) Number of share classes occurring in message

MILRT 16 15 9(1)V9(14)

Mil Change Including Adjustment and Bleed. Format 0.99999999999999 (Mil rate change implied, up to 14 decimal places per AAMF MIL precision). Tolerance is defined at fund level, even for MCS fund.

ONEDAYY 31 5 9(3)V9(2) 1-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

N1A1DYY 36 5 9(3)V9(2) Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

SEVNDYY 41 5 9(3)V9(2) 7-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

N1A7DYY 46 5 9(3)V9(2) N1-A 7-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.



200

Field Name Char Length Format Description

RN1A7DY 51 5 9(3)V9(2) Restated N1-A 7-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

TRTYDYY 56 5 9(3)V9(2) 30-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

N1A30DY 61 5 9(3)V9(2) N1-A 30-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

RST30DY 66 5 9(3)V9(2) Restated N1-A 30-Day Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

DY1MDSY 71 5 9(3)V9(2) Daily 1-Month Distribution Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

EFTYLD 76 5 9(3)V9(2) Effective Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

N1A7DEY 81 5 9(3)V9(2) N1-A 7-Day Effective Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

N1AGRSY 86 5 9(3)V9(2) N1-A Gross Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

ONEDGSY 91 5 9(3)V9(2) 1-Day Gross Yield Format 999.99 (percentage change implied). Tolerance is defined at fund level, even for MCS fund.

SDISADJ 96 15 9(13)V9(2) Systematic Distribution Adjustment – Fund Level Format 9,999,999,999,999.99

PROFFIL 111 25 X(25) Filler

SCLSNBR 136 4 9(4)

Share Class Number For MCS fund, Systematic Distribution Adjustment may be defined at the share class level. May be a value of 01 – 98.

SSDSADJ 140 15 9(13)V9(2) Systematic Distribution Adjustment – Share Class Level Format 9,999,999,999,999.99, to correspond with previous Share Class Number field.

A formatted messaging report is not generated. The following PARM is required to execute this message in batch mode and must be included in the submission JCL: *************************************** //A1 EXEC PGM=FDMESG, PARM='SFDTP ' ***************************************

There is no ‘blocked’ version of this message. NOTES

1. The profile ID may then be associated with a given fund via the Tolerance Profile ID



201

field on the Other tab of the new Account Daily Distribution Definition (ADDD) screen. 2. It is not possible to delete a Tolerance Profile ID if it is currently associated with an

account.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - POSITION LEVEL PRICING MESSAGE


202

2.2.49 POSITION LEVEL PRICING MESSAGE

The following account related online functionality may be substituted by the Position Level Pricing Message interface:

Screen Short Name Description Mode PLP POSITION LEVEL PRICING CHANGE

The Position Level Pricing messages that interact with Investment Accounting (InvestOne) are called FDXPL01 and FDXPL02. The layout for these messages and the fields available in the messages are described below and in the notes.

The value for the FDMESG PARM= for the Account Advisor Code message is as

follows: Mode

Value

single PARM=SFDPLP single PARM=SFDPLP2


<<End of required Fixed Area >> <<Beginning of Root Area of Position Level Pricing Message>>


PSOURCE 56 2 X(2) PLP Primary Price Source

PTIME 58 2 X(2) PLP Primary Price Time

PTYPE 60 2 X(2) PLP Primary Price Type

FASLVL 62 1 X(1) PLP FAS 157 Level, valid values 1,2,3

Field Start Char Length Format Description MSGID 1 7 X(7) Message Identifier

(FDXPL01 or FDXPL02) MODE 8 1 X(1) Processing Mode:

C =CHANGE ACCT 9 15 9(15) Account Number SCTYNO 24 9 X(9) Security Number SCTYDT 33 8 9(8) Security Date - Format

CYYMMDD SCTYUNQ 41 5 9(5) Security Unique Qualifier INTENT 46 1 X(1) IFRS Accounting Intent

Code depending on asset groups.

CURRFLG 47 1 X(1) Currencies 'Y' or 'N' EXECDT 48 8 9(8) Effective Date CCYYMMDD



203


BSOURCE 63 2 X(2) PLP Back Up Price Source

BTYPE 65 2 X(2) PLP Back Up Price source type

SOURCE1 67 2 X(2) PLP First Alternate Price Source

TIME1 69 2 X(2) PLP First Alternate Price Time

TYPE1 71 2 X(2) PLP First Alternate Price Type

SOURCE2 73 2 X(2) PLP Second Alternate Price Source

TIME2 75 2 X(2) PLP Second Alternate Price Time

TYPE2 77 2 X(2) PLP Second Alternate Price Type

SOURCE3 79 2 X(2) PLP Third Alternate Price Source

TIME3 81 2 X(2) PLP Third Alternate Price Time

TYPE3 83 2 X(2) PLP Third Alternate Price Type

FVSRCE 85 2 X(2) PLP Fair Value Price Source

FVTIME 87 2 X(2) PLP Fair Value Price Time

FVTYPE 89 2 X(2) PLP Fair Value Price Type

NDOSRCE 91 2 X(2) PLP Opening Price Source

NDOTIME 93 2 X(2) PLP Opening Price Time

NDOTYPE 95 2 X(2) PLP Opening Price Type

SHRTSRC 97 2 X(2) PLP Scheme S Primary Price Source (valid only for FDXPL02)



204


SHRTTIM 99 2 X(2) PLP Scheme S Primary Price Time (valid only for FDXPL02)

SHRTTYP 101 2 X(2) PLP Scheme S Primary Price Type (valid only for FDXPL02)

FRSLVL 103 1 X(1) The FRS102 Level. Valid values are: Level A – Quoted Prices in Active Markets Level B – Recent Transactions for Identical Instruments Level C – Observable Inputs Level D – Significant Unobservable Inputs (valid only for FDXPL02)

FILLER 104 39 X(39) Filler << End of Root Area of Position Level Pricing Message >>

NOTES ON FDXPL01 AND FDXPL02 POSITION LEVEL PRICING MESSAGE USAGE: 1. In message null would be identified by ALL '*' (which would be '*' for 1-character field;

'**' for 2-character field). 2. For a 2-character field, a single '*' through message would treat it as a valid value and

not null. 3. Screen does a blank out of record (only for CURRENCIES=Y) when '**' is entered for

all the 5 fields of Primary and Backup. 4. Message does a blank out of record (only for CURRENCIES=Y) when ' *' (blank + *) is

entered for all the 5 fields of Primary and Backup. 5. Parameter positions 14-15 are used to designate the account view, for messages which

allow view-specific processing.



205

REPLY TO POSITION LEVEL PRICING MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO

EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Position Level Pricing message to the external system, one for each message received. Messages are returned in the original sequence of the messages received.

Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXPL01 or

FDXPL02 MODE 17 1 X(1) Mode of message. ACCOUNT NO. 18 15 X(9) Related Account

number. UNUSED 33 64 X(64) Spaces ERRORS 97 1 X(1) Y - The account

was not processed. N - The account was processed.



Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An

informational message. W - A warning message. E - An error preventing processing. S – A severe error.





206

Field Start Char Length Format Description REPLY TEXT 114 72 X(72) A text

message briefly describing the nature of the error.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - BROKER DEFINITION MESSAGE


207

2.2.50 BROKER DEFINITION MESSAGE

The following broker related online functionality may be substituted by the Broker Definition Message interface:

Screen Short Name Description Mode MDBR BROKER DEFINITION ADD, CHANGE, DELETE

The Broker Definition message that interacts with Investment Accounting (InvestOne) is called FDXBR01. The layout for this message and the fields available in the message is described below and in the notes.

The value for the FDMESG PARM= for the Account Advisor Code message is as follows:

Value

Single Mode PARM=SFDBR1 Blocked Mode PARM=BFDBR1B


<<End of required Fixed Area >> A formatted messaging report is not generated.


(FDXBR01) MODE 8 1 X(1) Processing Mode:

A = ADD C = CHANGE D = DELETE

BROKKEY 9 7 X(7) Broker Number RECTYPE 16 1 X(1) Record Type:

BLANK DESC 17 40 X(40) Broker Name BRDOM 57 4 X(4) Broker Domicile BRGST 61 1 X(1) Broker Goods and

Services Tax (GST) Treatment code: R = Reverse Charge G = Paid N = No GST (Default)

BRRTWT 62 5 9(03)V9(02) Equities, Bonds, and Mutual Funds Rating Weight

BRLEI 67 20 X(20) Legal Entity Identifier FILLER 87 70 X(70) Filler

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE - BROKER DEFINITION MESSAGE


208

NOTES

1. A value for Broker Name message field must be included in the DESC fields when executing this message in Add mode.

2. When BRDOM and BRGST values are not required for a Broker definition, these fields can be input as asterisks ‘*’ in Add mode. The BRDOM and BRGST individual fields may also be ‘cleared’ by sending a Change mode message with asterisks in the respective field(s).

3. When BRRTWT values are not required for a Broker definition, these fields can be input as zeroes in Add mode. The BRRTWT field may also be ‘cleared’ by sending a Change mode message with zeroes in this field.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – ASSET GROUP TOFA TREATMENT


209

2.2.51 ASSET GROUP TOFA TREATMENT The Asset group TOFA Treatment online functionality may be substituted by the Asset Group TOFA Treatment Messaging interface:

Screen Short Name Description Mode GPT Asset Group TOFA

Treatment CHANGE

The Asset Group TOFA Treatment messages that interacts with Investment Accounting (Invest One) is called FDXTF01. The layout for this message and the fields available in the message is described below. The value for the FDMESG PARM= for the Asset Group TOFA Treatment message is as follows:

Mode Value single PARM='SFDTF '

In CHANGE mode, only those areas that contain fields that need to be changed should be specified or present. Any areas not specified are not changed. <<Beginning of required Fixed Area >>

Field Start Char Length Format Description MSGID (**) 1 7 X(7) Message

Identifier (FDXTF01)

MODE (**) 8 1 X(1) Processing Mode: CHANGE

ASSET (*) 9 3 X(3) Asset Group BASSET (1) 12 3 X(3) Base Asset

Group (1)User needs to put “***” and it will be fetched from GU file based on the User Defined Asset Group. It is not a key field. <<End of required Fixed Area >>Key <<<Beginning of Root Area >> (Up to approx 50 occurs allowed)

Field Start Char Length Format Description CAPREV 15 1 X(1) Capital/Rev

enue TOFA 16 1 X(1) TOFA

Treatment BASTDSC 17 50 X(50) Description

<<End of Asset Group Override Area >>

REPLY TO ASSET GROUP TOFA TREATMENT MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Asset Group TOFA Treatment messages to the external system, one for each message received. Messages are returned in the original sequence of the messages received.


INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – ASSET GROUP TOFA TREATMENT


210

MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXTF01 UNUSED 17 80 X(80) Spaces ERRORS 97 1 X(1) Y – Message was

not processed N – Message was processed.



Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An

informational message. W - A warning message. E - An error preventing processing. S – A severe error.




INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – ADVISOR CODE DEFINITION


211

2.2.52 ADVISOR CODE DEFINITION The following Advisor code related online functionality may be substituted by the Advisor Code Definition Message interface:

Screen Short Name Description Mode MDADV ADVISOR CODE DEFINITION ADD, CHANGE, DELETE

The Advisor Code Definition message that interacts with Investment Accounting (Invest One) is called FDXAI01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Advisor Code Definition message is as follows:

Mode Value single PARM='SFDAI'



(FDXAI01) MODE 8 1 X(1) Mode

A = Add C = Change D = Delete

ADVC 9 4 X(4) Advisor Code ADVCD 13 30 X(30) Advisor Code Description <<End of required Fixed Area >>

NOTES ON FDXAI01 ADVISOR CODE MESSAGE USAGE: 1) Normally this message is used to create an Advisor code description, if blank were to message in ADVCD, message will create “*” as its description to fill up the space in that field. 2) A valid ADVC is required in CHANGE mode in order to change an advisor code description. REPLY TO ADVISOR CODE MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM) Investment Accounting (InvestOne) sends the following variable length Reply to Advisor Code message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start

Char Length Format Description


ORIGINAL MESSAGE ID 9 8 X(8) FDXAI01 MODE 17 1 X(1) Mode


INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – ADVISOR CODE DEFINITION


212

ADVISOR CODE 18 4 X(4) Advisor code UNUSED 22 75 X(75) spaces


NUMBER OF REPLY MESSAGES


INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – STRATEGY CODE DEFINITION


213

2.2.53 STRATEGY CODE DEFINITION The following Strategy code related online functionality may be substituted by the Strategy Code Definition Message interface:

Screen Short Name Description Mode MDSTC STRATEGY CODE

DEFINITION ADD, CHANGE, DELETE

The Strategy Code Definition message that interacts with Investment Accounting (Invest One) is called FDXSY01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Strategy Code Definition message is as follows:

Mode Value single PARM='SFDSY'



(FDXSY01) MODE 8 1 X(1) Mode


STRTC 9 6 X(6) Strategy Code STRTCS 15 6 X(6) Sub-Strategy Code STRTCD 21 50 X(50) Strategy Code

Description <<End of required Fixed Area >>

NOTES ON FDXSY01 STRATEGY CODE MESSAGE USAGE:

1. Sub strategy (STRTCS) cannot be added until the related strategy (STRTC) has been added. 2. Strategy Code (STRTC) cannot be deleted until all related sub strategy records (STRTCS) have

been deleted.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – REPLY TO STRATEGY CODE MESSAGE LAYOUT (INVESTMENT ACCOUNTING

(INVESTONE) TO EXTERNAL SYSTEM)


214

2.2.54 REPLY TO STRATEGY CODE MESSAGE LAYOUT (INVESTMENT ACCOUNTING (INVESTONE) TO EXTERNAL SYSTEM)

Investment Accounting (InvestOne) sends the following variable length Reply to Strategy Code message to the external system, one for each message received. Messages are returned in the original sequence of the messages received. Field Start


MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) FDXSY01 MODE 17 1 X(1) Mode


STRATEGY CODE 18 6 X(6) Strategy Code

UNUSED 24 73 X(73) spaces


NUMBER OF REPLY MESSAGES


The next group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES field. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional reply message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated. Field Start


REPLY LEVEL 100 1 X(1) I – An informational message. W - A warning message. E - An error preventing processing. S – A severe error.


REPLY FIELD 107 7 X(7) The field in error, if any. REPLY TEXT 110 72 X(72) A text message briefly describing

the nature of the error.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – ALTERNATE PRICING INDENTIFIERS MESSAGE


215

2.2.55 ALTERNATE PRICING INDENTIFIERS MESSAGE The following Alternate Pricing Identifiers related online functionality may be substituted by the Alternate Pricing Identifiers Message interface:

Screen Short Name Description Mode APID Alternate Pricing Identifiers ADD, CHANGE, DELETE

The Alternate Pricing Identifiers message that interacts with Investment Accounting (Invest One) is called FDXUDP1. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the Alternate Pricing Identifiers Definition message is as follows:

Mode Value single PARM='SFDUD'



(FDXUDP1) MODE 8 1 X(1) Mode


SCTYNO 9 9 X(9) Security Number SCTYDT 18 8 9(8) Security Date; format:

CCYYMMDD. SCTYUNQ 26 5 9(5) Security Unique

Qualifier PRSRCE 31 2 X(2) Price Source PRTYPE 33 2 X(2) Price Type PRTIME 35 2 X(2) Price Time ALTNBR 37 22 X(22) Alternate Pricing

Indentifier. Field Value is Case Sensitive.

PFILLER 59 40 X(40) Filler


INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – USER BANK ASSET GROUP COUNTRY CODE OVERRIDE MESSAGE & ACCOUNT /

ASSET GROUP / COUNTRY CODE OVERRIDE MESSAGE


216

2.2.56 USER BANK ASSET GROUP COUNTRY CODE OVERRIDE MESSAGE & ACCOUNT / ASSET GROUP / COUNTRY CODE OVERRIDE MESSAGE

UBAG and AAGCC will share same inbound message, as they share some of the same input fields.

Screen Short Name Description Mode UBAG User Bank Asset Group

Country Code Override ADD, CHANGE, DELETE, VIEW

AAGCC Account / Asset Group / Country Code Override

ADD, CHANGE, DELETE, VIEW

The “User Bank Asset Group Country Code Override” message & “Account / Asset Group / Country Code Override” message that interacts with Investment Accounting (Invest One) is called FDXDC01. The layout for this message and the fields available in the message is described below and in the notes. The value for the FDMESG PARM= for the “User Bank Asset Group Country Code Override” & “Account / Asset Group / Country Code Override” message for “ADD/CHANGE/DELETE” Mode is as follows:

Mode Value Single PARM='SFDDC'

The value for the FDMESG PARM= for the “User Bank Asset Group Country Code Override” & “Account / Asset Group / Country Code Override” message for “VIEW” Mode is as follows:

Mode Value Single PARM='SFDDCE'



(FDXDC01) MODE 8 1 X(1) Mode


SCRNIND 9 1 X(1) Screen Indicator ACCT 10 15 9(15) Account Number; Must

be BLANK for UBAG CNCDE 25 4 X(4) Country Code ASSET 29 3 X(3) Asset Group DCTPCT 32 8 9(03)V9(05) Disposal Cost Percent


INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – MULTI-VIEW ACCOUNT RENUMBER


217

2.2.57 MULTI-VIEW ACCOUNT RENUMBER

Invest One provides an interface allowing Add, Change and Delete functionality for multi view account renumber. The message takes renumber request and updates Pending Renumber (DR) file. Renumber request is shown on Pending Account Requests (PENDAR) screen. The following section describes the message layout required for the Multi View accounts renumber Interface.

Field Start Char Length Format Description MSGID 1 7 X(7) FDXRV01 MODE 8 1 X(1) V – View


ACCT 10 15 9(15) Account/Reference Number ACCTOLD 1 15 9(15) Old Account Number/Reference Number ACCTIND 16 1 X(1) Account Indicator (optional Field) ACCTVW 17 2 X(2) Account View ACCTFA 19 15 9(15) FA Account (optional Field) ACCTNEW 34 15 9(15) New Account/Reference Number

NOTES: The following edits are applied for renumber request:

Condition Edit Text

Input Multi-view account is null ACCOUNT NUMBER IS REQUIRED

Input account not found on AE file ACCT DOES NOT EXIST OR OPER HAS NO ACCESS

Operator has no access ACCT DOES NOT EXIST OR OPER HAS NO ACCESS

Input acct is not Group V/Stand-alone ONLY GROUP V OR STAND-ALONE WITH MULTI-VIEW VALID FOR VACRNUM SCREEN

Input acct is of invalid type (not MF, H, I, O, etc) FUND TYPE NOT VALID FOR VACRNUM SCREEN

Account has archived data MULTI-VIEW STRUCTURE HAS ARCHIVED DATA, USE RETV FIRST

Acct being added for renumber exists on Request file ADD NOT PERMITTED, RECORD ALREADY PRESENT

Acct being changed for renumber exists on Request file with processed status

CHANGE NOT PERMITTED, ARCHIVE PENDING

Acct being delete for renumber exists on Request file with processed status

DELETE NOT PERMITTED, ARCHIVE PENDING

Old/New acct number has been scheduled for delete ACCOUNT SCHEDULED FOR DELETION

Old/New acct number has been scheduled for retrieval ACCOUNT SCHEDULED FOR RETRIEVAL

New acct number has been scheduled for renumber ACCOUNT SCHEDULED FOR RENUMBER

Group V AE record does not have sub accounts reference

NO SUB ACCOUNTS EXIST

Sub account AE record not found SUB ACCOUNT DOES NOT EXIST

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – MULTI-VIEW ACCOUNT RENUMBER


218

Condition Edit Text

It is an “all or nothing” process while processing Group V structure – All FA accounts should be renumbered in single request.

ALL ACCTS UNDER GRP V STRUCT. MUST BE RENUMBERED

The new account number cannot be all zeros (‘000000000000000’) or all nines (‘999999999999999’).

NEW ACCOUNT NUMBER CANNOT BE ALL 0'S OR 9'S

New acct number is existing account number NEW ACCOUNT ALREADY ON THE ACCOUNT FILE

Group V/Sub account number must be less than the Multi-GAAP Reference Numbers (for A1-AA views) and Investment Account Reference Number (IA view)

IA/ALT ACT REF. NUM MUST BE > CORRES. FA ACT NUM

Duplicate New acct number DUPLICATE NEW ACCOUNT NUMBER ENTERED

Renumber record not found on Request file for DELETE or CHANGE

SCHEDULED ACCOUNT RENUMBER REQUEST NOT FOUND

Requested Group V has more than 50 subs ADD NOT PERMITTED, MAX 50 SUBS ALLOWED

Add request write to file error RENUMBER ADD REQUEST ERROR

Change request write to file error for VIEW (When changing new acct to 0)

RENUMBER CHANGE REQUEST ERROR

Change request write to file error for VIEW (When changing new acct to non-zero)

RENUMBER CHANGE REQUEST ERROR

Change request write to file error RENUMBER CHANGE REQUEST ERROR

Delete request write to file error RENUMBER DELETE REQUEST ERROR

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – MANUAL CORPORATE ACTION FOR STRUCTURE – REVERSAL (DARVCA)


219

2.2.58 MANUAL CORPORATE ACTION FOR STRUCTURE – REVERSAL (DARVCA)

Field Start Char Length Format Description MSGID 1 7 X(7) FDXDV01 MODE 8 1 X(1) C – Change

D – Delete MEMO 9 8 9(8) Memo Number of Original Corporate Action or

Rebook Corporate Action (Required if Asset Event Reference Number and Effective Date are blank)

ASSTEVT 18 8 9(8) Asset Event Reference Number (Required with Event Date if Memo Number is blank)

EVNTDT 26 8 9(8) Effective Date of Corporate Action (Required with Asset Event Reference Number if Memo Number is blank) Format – MM/DD/CCYY

ACCT 33 15 9(15) Account/Reference Number (Required) REFFTDT 50 8 9(8) Reversal Effective Date (Optional. If left blank, the

reversal/rebook will be prosed on the same effective date as the corporate action (if in an open period) or on the first open valuation date (if original transactions are in a closed period.)) Format - CCYYMMDD

REBOOK 59 1 X(1) Rebook Transaction Flag Y – Yes, rebook transactions N – No, do not rebook transactions Blank – No, do not rebook transactions (default)

If the request is submitted successfully, a transaction count will be displayed for all accounts/views in the structure. Below is an example of a deliver/receive type of corporate action that was reversed and rebooked in a Stand-Alone account with an IA view and A1 view:

http://www.investonesupport.com/Host IP: 168.162.48.188 User Id: DEV1JS

Port: 6009 Operator: DEV1JSExecuted At: 5/29/2014 9:42

ACCT MEMO ASSTEVT EVNTDT REFFTDT REBOOK

4122062 131 20130131 Y

Trans Rebook: Sub Fa:000; Stand-alone/group V Fa:004; Sub Ia:000

; Stand-alone/group V Ia:004; A1:004; A2:000; A3:000; A4:000; A5:000

; A6:000; A7:000; A8:000; A9:000; Aa:000

Last Execution ParametersSend

Connection Setup

The three columns to the right of REBOOK display the transaction count for each Account and View. Sub Accounts and Views that are not applicable for the account will reflect 000.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 2.2 INBOUND MESSAGING INTERFACE – INFLATION INDEX MESSAGE


220

2.2.59 INFLATION INDEX MESSAGE Investment Accounting (InvestOne) provides an inbound interface to allow the functionality of the DEII Inflation Index screen to be supported through messaging. For a detailed explanation of the DEII screen, see the Investment Accounting (InvestOne) System Manual, Section 5.110 TREASURY INFLATION INDEXED SECURITIES. The following section describes the message layout required for the Inflation Index Message interface. The following online functionality may be substituted by this messaging interface:


DEII Inflation Index ADD, CHANGE

INFLATION INDEX MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE))


MSGID MESSAGE ID 1 8 X(08) FDXII01 MODE MODE 9 1 X(01) A - Add

C - Change INFLIDX INFLATION INDEX 10 12 X(12) Inflation Index identifier. Although a 12 byte

field in message, currently only the first 3 bytes are supported in application. An Inflation Index must be defined with at least one date before it can be accessed in CHANGE mode.

IDXDATE INDEX DATE 22 8 9(08) Applicable Index Date. Inflation Index dates must be added consecutively from the first index date defined, based on index interval. Index Date must be a valid calendar date. Format CCYYMMDD.

AMOUNT AMOUNT 30 12 9(06)V9(06) Amount of Inflation Index. Negative index amounts are not permitted. An Inflation Index date/amount entry may be deleted by inputting an index amount of zero for that date.

INFDESC INDEX NAME 42 30 X(30) A freeform area where the user may provide a description for an Inflation Index. This field is optional, and not required when creating or changing an index.

DOM DAY OF MONTH 72 2 9(02) The Day of Month for the indicated Inflation Index. Valid values are 0 through 31, inclusive. Day of Month must be 0 when Interval is D (daily).

INTERVL INTERVAL 74 1 X(01) The interval of the Inflation Index. Valid values are: D – Daily M – Monthly Q – Quarterly



221


OFFSET OFFSET 75 3 9(03) The Offset for the number of intervals with which the index will be used. Offset for Daily interval indexes must be 0 through 999. Offset for Monthly interval indexes must be 1 through 12. Offset for Quarterly indexes must be 1 through 4. Offset must be zeroes when Indicator = O (Ratios).

RIND INDICATOR 78 1 X(01) Identifies whether the record Index is a Rate or Ratio. Valid values are: R – Index Rate O – Index Ratio

MVRATIO MARKET VALUE INDEX RATIO

79 1 X(01) This field is not currently used. It may be spaces or asterisks.

AIRATIO ACCRUED INCOME INDEX RATIO

80 1 X(01) This field is not currently used. It may be spaces or asterisks.

FILLER FILLER 81 50 X(50) This area is not currently used. It may be spaces or asterisks.

NOTES

1. The Inflation Index message fields DOM, INTERVL, OFFSET, and RIND may not be changed once an index is created and at least one date and amount have been input.

2. Like the online DEII screen, DELETE mode is not supported. An index amount for a date may be deleted by changing that amount to all zeroes. Once the amount for the last remaining date for an index is changed to zeroes, the entire Inflationary Index is deleted.

3. The Inflation Index Message can be processed in Investment Accounting (InvestOne)'s Inbound Messaging Interface and OLE.



***************************************** //A1 EXEC PGM=FDMESG,PARM='SFDII ' *****************************************



222

2.2.59 ACCOUNT ALLOCATION GROUP DEFINITION AAGP establishes allocation group definitions for allocating income, amortization, unrealized and realized gain/losses to specific investor share classes.

For a detailed explanation of the AAGP screen, see the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Account Allocation Group Definition Interface. The following online functionality may be substituted by this messaging interface: <<Beginning of AAGP Message FDXGP01>> Key Field Start


1 MSGID 1 7 X(7) FDXGP01 1 MODE 8 1 X(1) A – Add

C – Change D - Delete

1 BASEOCR 9 1 9(1) 1 only base occur for this message

1 CLASOCR 10 2 9(2) 01-98 number of classes included in message MCS/Multi-Currency NAV Occurs

1 ACCT 12 15 9(15) Account Number 1 GRP 27 4 X(4) Allocation Group 4

character alpha numeric file to uniquely identify an allocation group within an account

1 GRPDESC 31 50 X(50) Fifty character description of the allocation group

1 GRPSTDT 81 8 9(08) Start date of the allocation group

1 ACCLS 89 8 9(08) End date of the allocation group

1 CLSVALD 99 1 X(1) Y/N Flag to indicate class participation within the allocation group

1 CLSSTDT 100 8 9(08) Start date of the class for the allocation group

1 CLSENDT 109 8 9(08) End date of the class for the allocation group

10 ACCLGRP 833 1 X(1) Allocation group number Only currency contracts (CC) can use this field to tag a security with an allocation group. This field is in the Root after field SMOOTH5



223

10 CLGROUP 1124 1 X(1) Y – Yes N – No Yes No flag that enables account for allocation group processing. This field is in the CLASOCR after CLINCDT

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 TECHNICAL VIEW - APPLICATION PROGRAMMING INTERFACE (API)


224

2.2.60 ACCOUNT ALLOCATION GROUP SECURITIES DEFINITION

The new AAGS screen assign security positions to a specific Allocation Group allowing all the income, amortization, unrealized and realized gain/losses to be allocated among the classes within the assigned group.

For a detailed explanation of the AAGS screen, see the Investment Accounting (InvestOne) System Manual. The following section describes the message layout required for the Account Allocation Group Securities Definition Interface. The following online functionality may be substituted by this messaging interface: <<Beginning of AAGS Message FDXGS01>> Key Field Start


1 MSGID 1 7 X(7) FDXGS01 1 MODE 8 1 X(1) Add/Change 1 ACCT 9 15 9(15) Account Number 1 GRP 24 4 X(4) Four character alpha

numeric field to uniquely identify an allocation group within an account

1 SCTYNO 28 9 X(9) Security Number 1 SCTYDT 37 8 9(08) Security Date 1 SCTYUNQ 45 5 9(05) Security Unique 1 SCTYSTDT 50 8 9(08) End date of the security’s

participation within the allocation group

1 SCTYENDT 58 8 9(08) End date of the security’s participation within the allocation group

1 SCTYNAM 66 25 X(025) Field is used for reply message to support screen and is not required



225

2.2.61 QDI AND DRD TEMPLATE

QDITEMP - QDI and DRD Template screen provides flexibility for the user to customise rules for Dividend to be reported under Qualified, Non- Qualified or To Be Reasearched in R168 batch report. The following online functionality may be substituted by this messaging interface:


QDITEMP QDI and DRD Template ADD, CHANGE, DELETE, VIEW

The value for the FDMESG PARM= for the QDI and DRD Template message is as follows:

QDITEMPLATE - QDI AND DRD TEMPLATE MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) The following section describes the message layout required for QDI and DRD Template Interface.

<<Beginning of QDITEMPPLATE Message FDXTM01>>


MSGID MESSAGE ID 1 7 X(07) FDXTM01 MODE MODE 8 1 X(01) A - Add

C – Change D – Delete V - View

TMPLTID TEMPLATE ID 9 2 9(02) The Template number is a mandatory field and valid values are 01-99. A total of 99 templates can be Added to the database.

TDESC TEMPLATE DESCRIPTION

11 50 X(50) It is the description of the template and is a mandatory field. The maximum length allowed is 60 bytes.

CSMINDY COMMON STOCKS (BASE ASSET GROUP - S) MINIMUM DAYS HELD TO BE QUALIFIED

61 4 9(04) Minimum days held to be qualified for Common Stock (Asset group - S).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

Mode Value single PARM='SFDTM'



226


FSMINDY FOREIGN STOCKS (BASE ASSET GROUP - FS) MINIMUM DAYS HELD TO BE QUALIFIED

65 4 9(04) Minimum days held to be qualified for Foreign Stock (Asset group - FS).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

IDMINDY INDEX SECURITY (BASE ASSET GROUP - I) MINIMUM DAYS HELD TO BE QUALIFIED

69 4 9(04) Minimum days held to be qualified for Index Security (Asset group - I).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

IRMINDY INSTALLMENT RECEIPT (BASE ASSET GROUP - IR) MINIMUM DAYS HELD TO BE QUALIFIED

73 4 9(04) Minimum days held to be qualified for Installment Receipt (Asset group - IR).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

MFMINDY MUTUAL FUND (BASE ASSET GROUP - MF) MINIMUM DAYS HELD TO BE QUALIFIED

77 4 9(04) Minimum days held to be qualified for Mutual Fund Security (Asset group - MF).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

PSMINDY PREFERRED STOCKS (BASE ASSET GROUP - P) MINIMUM DAYS HELD TO BE QUALIFIED

81 4 9(04) Minimum days held to be qualified for Preferred Stock (Asset group - P).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

OSMINDY OTHER SECURITY (BASE ASSET GROUP - XX) MINIMUM DAYS HELD TO BE QUALIFIED

85 4 9(04) Minimum days held to be qualified for Other Security (Asset group - XX).This is an optional field and the valid values are 001 – 999. To delete a previous value input Zero. However a zero in the ‘Minimum days held to be Qualified’ field only signifies that existing system default values will be used instead by the report.

CONDHFL CONDITION H - COLLECTION DOES NOT MATCH DIVIDEND

89 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of dividend collection transaction(s) having no corresponding DIVD entry on DECR.



227


CONDRFL CONDITION R - COLLECTION DOES NOT MATCH RECLAIM

90 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of reclaim collection transaction(s) having no corresponding DIVD entry on DECR.

CONDQFL CONDITION Q - COLLECTION DOES NOT MATCH WITHHOLDING

91 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of withholding payment transaction(s) having no corresponding DIVD entry on DECR.

CONDFFL CONDITION F - DIVIDEND EARNED DOES NOT EQUAL DIVIDEND COLLECTED.

92 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Dividend collection transaction(s) matched to DECR entry are inconsistent with EX DATE earnings.

CONDKFL CONDITION K - DIVIDEND REINVESTMENT TRANSACTION AFFECTED EARNED INCOME

93 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Collection transaction(s) include Dividend Reinvestment (DIVR) transactions.

CONDAFL CONDITION A - EARNED INCOME ON POSITION BUT SECURITY HAS NO POSITION

94 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a plugged accrual at the start/end of a period for which there is no position.

CONDTFL CONDITION T - EARNED INDEPENDENT OF DIVIDEND ACCRUAL

95 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a transaction not expected to have a corresponding accrual (for example, CVDIVD).



228


COND6FL CONDITION 6 - INCOME EARNED DOES NOT MATCH DIVIDEND

96 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of an adjustment (that is, plugged accrual) having no corresponding DIVD entry on DECR (or the amount short or in excess of the DIVD entry), or the pay date of the previous dividend and ex-date of the next occurring in the same valuation period for a foreign security.

CONDIFL CONDITION I - OVERLAP IN ACCRUAL PERIODS ENCOUNTERED

97 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched DECR ex to pay periods overlap, yielding unpredictable results.

CONDOFL CONDITION O - RECLAIMAIBLE INCOME ON DIVIDEND EARN COLLECTION IS PAST DUE

98 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a past due reclaim collection transaction.

CONDPFL CONDITION P - RECLAIM EARNED IS NOT EQUAL TO RECLAIM COLLECTED

99 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Reclaim collection transaction(s) matched to DECR are inconsistent with Ex-Date earnings.

CONDJFL CONDITION J - REVERSAL AFFECTED PRIOR PERIOD EARNED

100 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are a result of the current period reversal of a prior period transaction having a direct effect on earnings (for example, RDIVD reversal of a DIVD).



229


CONDBFL CONDITION B - SECURITY HAS EARNED INCOME PAY DATE IN FUTURE PERIOD

101 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a dividend going ex but having pay date greater than report to date.

CONDCFL CONDITION C - SECURITY HAS EARNED INCOME PAY DATE OF DIVIDEND PAST DUE

102 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a past due dividend collection transaction.

COND8FL CONDITION 8 – WITHHOLDING AMOUNT EARNED NOT EQUAL TO WITHHOLDING COLLECTED

103 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Withholding payment transaction(s) matched to DECR are inconsistent with ex-date earnings.

CONDDFL CONDITION D - WITHHOLDING ON DIVIDEND EARNED COLLECTION PAST DUE

104 1 X(01) This is an optional field. The valid values are: ‘ ‘ – Blank Q – Qualified N - Non-Qualified R - To-Be-Researched Earnings are the result of a past due withholding payment transaction.

FILLER FILLER 105 46 X(46) This area is not currently used. It may be spaces or asterisks.

<<End of QDITEMPLATE Message FDXTM01>>



230

2.2.62 ISSUER DEFINITION Investment Accounting (InvestOne) provides an inbound interface to allow the Online functionality of the ‘MDIS – Issuer Definition’ to be supported through messaging. The following online functionality may be substituted by this messaging interface:


MDIS Issuer Definition ADD, CHANGE, DELETE

The value for the FDXIS01 PARM= for the MDIS message is as follows:

ISSUER DEFINITION MESSAGE LAYOUT (EXTERNAL SYSTEM TO INVESTMENT ACCOUNTING (INVESTONE)) <<Beginning of required Fixed Area >>


MSGID MESSAGE ID 1 7 X(07) FDXIS01 MODE MODE 8 1 X(01) A - Add


ISSU ISSUER 9 6 X(06) Issuer is a mandatory field and is up to 6 characters

NAME ISSUER DESCRIPTION

15 40 X(40) This is the description of the issuer and is a mandatory field. The maximum length allowed is 40 bytes.

RATEWGT RATING WEIGHT 55 5 9(3)V9(2) Rating weight must be in the range of 0.00 to 100.00.

SPRATE S&P RATING 60 4 X(04) Enter up to four-character S&P rating.

MDRATE MOODY’S RATING 64 4 X(04) Enter up to four-character Moody’s rating. EFFDT EFFECTIVE DATE 68 8 9(08) Optionally enter a reference date. Used only

for informational purposes only. Date on definition is optional. It has no processing implications. It can be extracted from the Standard Extract.


Mode Value single PARM='SFDIS'

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 TECHNICAL VIEW - PROTOCOLS


231

3. TECHNICAL VIEW

3.2 APPLICATION PROGRAM INTERFACE (API) The Application Program Interface is the most flexible, and therefore the most complicated component of the Investment Accounting (InvestOne)/SDK to implement. The API is designed to allow Investment Accounting (InvestOne) business rules to be invoked from any system running on any platform. Many factors must be considered when deciding how to use the Investment Accounting (InvestOne)/API: How tightly do you want to couple your application with Investment Accounting (InvestOne)? On what platform will the application run? What communication options are available to you? Investment Accounting (InvestOne) business rules can be as tightly coupled with your applications as you desire. In a tightly coupled application: a user in your application could be in a trading system, click on an OK button, your application can call the Investment Accounting (InvestOne)/API, update its own database with the Investment Accounting (InvestOne) memo number, and show the user its own results in concert with Investment Accounting (InvestOne) results, all in real-time. In a loosely coupled application: you could write a scheduled task which runs every five minutes, collects any new transactions, calls the Investment Accounting (InvestOne)/API and update its own database with the results. The Investment Accounting (InvestOne)/API can be used in a variety of ways that give connectivity options to virtually any platform. There are examples of the API working with PCs, mainframes, UNIX machines, and even TANDEM machines. Connectivity options must be chosen to give an appropriate balance between implementation costs, development costs, and performance. The Investment Accounting (InvestOne)/API works using APPC and CICS LINK out of the box. APPC gives instant access to any platform that supports APPC. Alternatively, a communications program can be written and integrated with Investment Accounting (InvestOne) using the CICS LINK method.

3.2.59 PROTOCOLS

ONE-TO-ONE SINGLE

Message Reply

SIS

APPLICATION

Initial Request Message / Application Message

EXTERNAL

SYSTEM

The One-to-One single conversation allows only a single Security Message to be sent to Investment Accounting (InvestOne) during a conversation. The conversation consists of a single



232

send from the external system to Investment Accounting (InvestOne) and a single reply from Investment Accounting (InvestOne) back to the external system. This process is ideal for systems that are adding or maintaining information as changes take place on the external system. It is also the preferred process for a small batch to be processed in sweep mode. 1. Establish an Interactive Session An interactive session is initiated from the external system to Investment Accounting

(InvestOne) using software to support LU6.2 communications protocol. The TP Name used in the connection can be FUND or any other CICS transaction code that starts the program ARPMP0. Remote users should use the TP Name FDSD for security messaging and FDTS for Transaction Messaging.

2. Conduct an Interactive Transfer of a Security Message

• Initial Request and Security Message

The external system sends an Initial Request message including the Application Message to Investment Accounting (InvestOne) and then enter into a RECEIVE state.

• Reply to Initial Request or Reply to Application Message

If the Initial Request message is invalid, Investment Accounting (InvestOne) sends a Reply to Initial Request message and terminates the conversation. If the Initial Request message is valid, Investment Accounting (InvestOne) sends a Reply to Application message and terminates the conversation.



233

ONE-TO-ONE BLOCKED

Message Reply

SIS

APPLICATION


EXTERNAL

SYSTEM

The advantage of this protocol over the One-to-One Single protocol is speed. Since multiple messages are sent in a “block”, less time is spent waiting for the physical communications to take place. Also, the cost of constructing and destructing conversation is incurred only once. If a separate One-to-One Single conversation was used for each Application Message, this cost would be incurred on every message. The One-to-One Blocked conversation allows multiple Application Messages to be sent to Investment Accounting (InvestOne) during a Conversation. The conversation consists of a multiple sends from the external system to Investment Accounting (InvestOne) and multiple replies from Investment Accounting (InvestOne) back to the external system. This method is designed to efficiently handle high-volumes of activity in a batch type process. There is a potential issue if this conversation were executed with SWEEP MODE is “Y”. This is because, due to resource issues, Investment Accounting (InvestOne) commits each change and applicable fund updates to the database upon sweeping it into the fund. This would make it possible for some changes to be committed to Investment Accounting (InvestOne) without the external system knowing they were processed, due to a mid-conversation communications failure, program ABEND, etc. There are three options to deal with this: 1. If there is a relatively low-volume of maintenance, use the One-to-One Single conversation. 2. Run the One-to-One Blocked Conversation with SWEEP MODE “N” in the Initial Request

message. Since sweep is not invoked, any ABEND causes a complete rollback of updates since the last checkpoint. This does mean users have to manually sweep the funds upon successful completion of the conversation.

3. After a conversation failure, the external system sends all available maintenance since the

last successful checkpoint. Any messages not processed by Investment Accounting (InvestOne) are processed normally. Any adds already processed by Investment Accounting (InvestOne) return an Application Reply message containing an error that the security is already on file. Any changes already processed by Investment Accounting (InvestOne) are reprocessed.



234

4. Establish an Interactive Session An interactive session is initiated from the external system to Investment Accounting

(InvestOne) using software to support LU6.2 communications protocol. The “TP” Name used in the connection can be FUND or any other CICS transaction code that starts the program ARPMP0. Remote users should use the TP Name FDSD for Security Messaging and FDTS for Transaction Messaging.

5. Conduct an Interactive Transfer of Application Messages

• Initial Request: The external system sends an Initial Request message to Investment Accounting

(InvestOne) and enters into a RECEIVE state. • Reply to Initial Request: Investment Accounting (InvestOne) responds with a Reply to Initial Request message and

enters into a RECEIVE state. If no errors are reported, the external system enters into a SEND state and goes to step 2.c. If errors are reported, Investment Accounting (InvestOne) has terminated the session. The external system logs the error and attempts to establish a new session after the error has been resolved. NOTE: The Max Sends field indicates the maximum number of messages that Investment Accounting (InvestOne) accepts before processing a Checkpoint message.

• Send(s): The external system then sends Application messages until all available messages are sent or until Max Sends is reached. During this process, the external system tallies the message count to be included in the Checkpoint message.

• Checkpoint: The external system then sends a Checkpoint message to Investment Accounting

(InvestOne) and enters into a RECEIVE state. The message indicates in the More Messages whether all available messages have been sent (“N”) or more messages are available to be sent (“Y”).

• Reply(s) to Application Message(s): Investment Accounting (InvestOne) processes the message(s) from the external system

and then responds for each message with an individual Reply to Application message. The message indicates whether the processing was successful or unsuccessful. “Reply to Application” messages are returned to the external system in the original sequence. If Investment Accounting (InvestOne) determines that the number of messages received does not equal the Message Count on the Checkpoint message all updates to Investment Accounting (InvestOne) since the previous checkpoint are rolled back and Replies to Application messages are not sent.

• Reply to Checkpoint: Investment Accounting (InvestOne) responds to the Checkpoint message from the external system with a Reply to Checkpoint message. If the Message Count from the Checkpoint message does not agree with the number of messages received by Investment Accounting (InvestOne), all updates since the previous checkpoint are rolled back. Then Investment Accounting (InvestOne) sends the Reply to Checkpoint with the error, and enters a RECEIVE state and the external system should continue with procedure “C”. above. If the Message Count matches, and the More Messages Flag from the Checkpoint message is “N”, then Investment Accounting (InvestOne) terminates the session. If the Message Count agrees and the More Messages Flag is “Y”, then Investment Accounting (InvestOne) enters a RECEIVE state and the external system continues with procedure “C” above.



235

ONE-TO-MANY The One-to-Many protocol is used for retrieving volumes of reporting information from Investment Accounting (InvestOne).

Message Reply

SIS

APPLICATION


EXTERNAL

SYSTEM

In this protocol, the External System sends an Initial Request Message. Then the External System receives a Message Reply to the Initial Request Message. The External System then receives Application Messages until the Initial Request Message is fulfilled. The External System receives a Checkpoint Message to signal the conversation is complete.



236

MANY-TO-ONE The Many-to-One protocol is used in situations where the External System needs to send volumes of information to update Investment Accounting (InvestOne), but only needs to know if the conversation has completed successfully. Since synchronization cannot be guaranteed in this conversation, the conversation must be repeatable (synchronization is handled by duplicate checking).

Message Reply

SIS

APPLICATION


EXTERNAL

SYSTEM

In this protocol, the External System sends an Initial Request Message and receives a Message Reply to the Initial Request. The External System then sends all Application Messages available followed by a Checkpoint Message. The External System then receives a Message Replay to the Checkpoint. The conversation is then completed.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.0 TECHNICAL VIEW - STANDARD MESSAGE FORMATS


237

3.2.60 STANDARD MESSAGE FORMATS

INITIAL REQUEST MESSAGE (IREQ01) The external system sends the following Initial Request Message (prefixed with the Standard Message Header) to establish an LU6.2 SEND session with Investment Accounting (InvestOne) and then enter into a RECEIVE state.


MESSAGE ID 1 8 X(8) IREQ01 USERID 9 8 X(8) Spaces USER AUTH 17 9 X(8) Spaces SYSTEM 25 4 X(4) FUND COMMAND 29 6 X(6) Defined architecture command that determines the

conversation type. APPL PARMS 35 60 X(60) Contents determined by conversation. The value in the

first position (35) of this parameter indicates: For Security Messaging, MBS Pool Factors/Balance Messaging, and MBS Prepayment Rates Messaging: N - SWEEP is not invoked. Y - SWEEP is invoked (Default). For Transaction Messaging: N or Blank - Do not use the Repair Station (Pending

File). A - Send all transactions to the Repair Station (Pending

File). Y or E - Send only transactions in error to the Repair

Station (Pending File). W - Send only transactions with errors and warnings to

the Repair Station (Pending File). For Transaction Messaging Position 36 invokes SWEEP MODE: N - SWEEP is not invoked. Y - SWEEP is invoked (Default).

BLANK 95 20 X(20) Unused IMBEDDED MESSAGE SIZE

115 4 9(4) Length of the imbedded message, or “0” if no imbedded message.

IMBEDDED MESSAGE

119 ?? X(??) The actual message to be processed. Where “??” is the size of the actual message specified in the IMBEDDED MESSAGE SIZE field.

NOTE: The COBOL copy element for this area can be found in the copylib member ARIREQ01. For MBS Pool Factors/Balance Messaging and Mortgage Backed Prepayment Rates Messaging, Inventory is invoked when requested (APPL PARMS Start Char 35) only for positions held in accounts electing FAS91 compliant amortization on MBS - those having FAS91 “1” or “2” as seen on the AAAD Screen. The Messaging Interface allows the user to choose whether the sweep function is invoked or not, using a value in APPL PARMS Start Char 35 in the Initial Request Message, sent from the external system. If you choose not to have the Messaging Interface sweep the affected accounts, be aware that position balances might not be correct until a sweep is performed.



238

REPLY MESSAGE (RPLY01)

Field Start Char Length Format Description MESSAGE ID 1 8 X(8) RPLY01 ORIGINAL MESSAGE ID 9 8 X(8) Message ID to which this reply is intended. CICS TASK NBR 17 7 9(7) CICS task number for this conversation. MAX SENDS 24 7 9(7) Maximum number of messages that can be sent before

Investment Accounting (InvestOne) must process a checkpoint. If more messages are sent than this maximum, Investment Accounting (InvestOne) terminates the session.

UNUSED 28 69 X(69) Spaces ERRORS 97 1 X(1) Y - The message was invalid.

N - The message was valid. NO. OF REPLY MESSAGE 98 2 9(2) Number of information, warning or error messages

associated with this reply. The following group of fields is repeated from 0 to 50 times depending on the value in NO. OF REPLY MESSAGES. In the following definitions, the START CHAR value reflects the value of the first occurrence (if any). The START CHAR value for the additional replay message fields can be calculated by adding 86 times the number of occurrences preceding the occurrence being calculated. Field Start Char Length Format Description REPLY LEVEL 100 1 X(1) I - An informational message.

W - A warning message. E - An error preventing processing.

REPLY CODE 101 6 X(6) This is a unique code identifying this message within Investment Accounting (InvestOne).

REPLY FIELD 107 7 X(7) Name of the field generating this message if any. REPLY TEXT 114 72 X(72) Text message. NOTE: The COBOL copy element for this area is in the copylib member ARRPLY01.



239

CHECKPOINT (CHKP01) This message is only exchanged in One-to-One Blocked mode. The external system sends the following Checkpoint message (prefixed by the Standard Message Header) to indicate either end of available messages or Max Sends condition to Investment Accounting (InvestOne) and then enters into a RECEIVE state. Field Start Char Length Format Description MESSAGE TYPE 1 8 X(8) CHKP01 MORE MESSAGES 9 1 X(1) Y - If more messages are available.

N - If all messages have been sent. UNUSED 10 4 X(4) Spaces MESSAGE COUNT 14 5 9(5) Number of messages sent since the previous

checkpoint (excluding this message). NBR OF CHECK FIELDS 19 2 9(2) Number of additional Check Fields. NOTE: The COBOL copy element for this area is in the copylib member ARCHKP01.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.0 TECHNICAL VIEW - USING THE API WITH APPC


240

3.2.61 USING THE API WITH APPC The API component of the Investment Accounting (InvestOne)/SDK can be invoked using standard APPC calls. The Investment Accounting (InvestOne) implementation only requires the use of three APPC verbs (ALLOCATE, SEND, and RECEIVE). There are APPC communication libraries available for virtually any platform. You can call these libraries from virtually any language. Investment Accounting (InvestOne)/API never starts a conversation. It is always the responsibility of your application to initiate the conversation. Conversely, Investment Accounting (InvestOne) always terminates the conversation. You may commonly hear of APPC referred to as LU6.2. This is a slight misnomer; LU6.2 is actually an SNA transport layer, while APPC is a defined programming interface into the transport layer. Unfortunately, the syntax for the APPC verbs is different across platforms and vendors. To compensate for this, a new standard programmatic layer was introduced called CPI-C. The CPI-C implementation is standard across platforms and vendors. For this reason we will use its terminology for the remainder of this section. The following table lists CPI-C terms and their description in relation to the Investment Accounting (InvestOne)/API:

CPI-C Term Investment Accounting (InvestOne)/API Description Conversation_Security_Password Password related to your MVS ID.

Conversation_Security_Type CM_SECURITY_NONE - User_ID and Password are not passed to CICS, the ATTACHSEC parameter on the CICS SESSION definition must be defined as LOCAL. CM_SECURITY_SAME - The User_ID from the current platform is passed to CICS, the ATTACHSEC parameter on the CICS SESSION definition must be set to IDENTIFY or VERIFY. CM_SECURITY_PROGRAM - Your program must set User_ID and Password to be passed to CICS (or this may be loaded from a side information file). The ATTACHSEC parameter on the CICS SESSION definition must be set to IDENTIFY or VERIFY.

Conversation_Security_User_ID Your MVS User ID.

Conversation_Type All Investment Accounting (InvestOne)/API conversations use CM_MAPPED_CONVERSATION.

Mode_Name Must match the MODE parameter on the CICS CONNECTION definition.

Partner_LU_Name The APPLID of the Investment Accounting (InvestOne) region.

Processing_Mode All Investment Accounting (InvestOne)/API conversations use CM_BLOCKING.

Sync_Level All Investment Accounting (InvestOne)/API conversations use CM_NONE.

TP_Name CICS TRANSACTION to be executed in the Investment Accounting (InvestOne) region. This can be any CICS TRANSACTION with the PROGRAM parameter set to ARPMP0. (Note: ARPMP0 also requires TWASIZE to be set to 4192).

NOTES 1. Before using this method, you must set up the CICS region. See Section 4.2 for more

details. 2. Investment Accounting (InvestOne) does not EBCDIC to ASCII conversion for conversation

using APPC. If you are communicating from an ASCII platform, your program must perform all EBCDIC to ASCII conversions.

3. Certain vendor implementations of APPC may require more than the listed APPC verbs. For instance, the Microsoft implementation requires a call to WinCPICStartup before any other calls can be made. Please refer to your vendor's documentation for any such dependencies.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.0 TECHNICAL VIEW - USING THE API WITH CICS LINK


241

3.2.62 USING THE API WITH CICS LINK The API component of the Investment Accounting (InvestOne)/SDK can be invoked through the standard CICS LINK verb. Using this approach, the Investment Accounting (InvestOne) business rules can be accessed while leaving the developer completely in control of external communications. This approach can be used with custom CICS applications and to integrate third party middleware such as Sybase Open Server. Technically this method is accomplished by programmatically issuing the following CICS command:

EXEC CICS LINK PROGRAM('ARPMP0') COMMAREA(EXLK-RECORD)

END-EXEC.

The PROGRAM parameter is always ARPMP0, this is the online Investment Accounting (InvestOne) driver. The EXLK-RECORD is a sixteen-byte area with the following definition. (A version of this copy element can be found in AREXLK):

01 EXLK-RECORD. 02 EXLK-VALIDATE PICTURE X(8) VALUE ' 'ARCHLINK' '. 88 EXLK-VALID-LINK VALUE ' 'ARCHLINK' '. 02 EXLK-BLLS. 03 EXLK-BLLS-IREQ PICTURE S9(8) COMP-4 VALUE +0. 03 EXLK-BLLS-RPLY PICTURE S9(8) COMP-4 VALUE +0. 02 EXLK-PLLS REDEFINES EXLK-BLLS USAGE IS POINTER. 03 EXLK-PLLS-IREQ. 03 EXLK-PLLS-RPLY.

EXLK-VALIDATE must contain the string ARCHLINK. EXLK-PLLS-IREQ must contain a pointer to a valid initial request message (see copy element ARIREQ01).

EXLK-PLLS-RPLY is only used on one-to-one single conversations (that is, transaction and security messaging). It must contain a pointer to an 8192 byte area to which a reply message (see copy element ARRPLY01) is returned. For one-to-many conversations this field must contain binary zeros.



242

SAMPLE PROGRAM The following listing shows a CICS program linking to Investment Accounting (InvestOne) to add security SCTY001 using security 302290101 as a model. 000100**************************************************************** 00010002 000200*** SAMPLE OF A CICS LINK FOR A ONE TO ONE CONVERSATION *** 00020002 000300**************************************************************** 00030002 000400 IDENTIFICATION DIVISION. 00040000 000500 PROGRAM-ID. FDUMSG1. 00050001 000600 DATA DIVISION. 00060000 000700 WORKING-STORAGE SECTION. 00070000 000800 COPY AREXLK. 00080000 000900 COPY ARIREQ01. 00090000 001000 COPY ARRPLY01. 00100000 001100 COPY FDXSD01. 00110000 001200 PROCEDURE DIVISION. 00120000 001300 0000-START. 00130000 001400* FILL OUT SECURITY MESSAGE 00140000 001500 MOVE ' 'FDXSD01' ' TO FDXSD01-MSGID. 00150000 001600 MOVE ' 'A' ' TO FDXSD01-MODE. 00160000 001700 MOVE ' 'SCTY001' ' TO FDXSD01-SCTYNO. 00170000 001800 SET FDXSD01-SCTYDT-NULL TO TRUE. 00180000 001900 SET FDXSD01-SCTYUNQ-NULL TO TRUE. 00190000 002000 MOVE ' '302290101' ' TO FDXSD01-MODLNO. 00200000 002100 SET FDXSD01-MODLDT-NULL TO TRUE. 00210000 002200 SET FDXSD01-MODLUNQ-NULL TO TRUE. 00220000 002300 MOVE 1 TO FDXSD01-ROOTOCR. 00230000 002400 MOVE 0 TO FDXSD01-BONDOCR. 00240000 002500 MOVE 0 TO FDXSD01-DERVOCR. 00250000 002600 MOVE 0 TO FDXSD01-USEROCR. 00260000 002700 MOVE 0 TO FDXSD01-CALLOCR. 00270000 002800 MOVE 0 TO FDXSD01-DESCOCR. 00280000 002900 MOVE 0 TO FDXSD01-OCRFILL. 00290000 003000 MOVE ALL ' '*' ' TO FDXSD01-LEVEL-GR-ROOT(1). 00300000 003200* FILL OUT IREQ MESSAGE 00320000 003300 MOVE ' 'FUND' ' TO IREQ-SYST. 00330000 003400 MOVE ' 'FDSD' ' TO IREQ-CMND. 00340005 003500 MOVE ' 'YY' ' TO IREQ-APPL-PARM. 00350000 003600 MOVE LENGTH OF FDXSD01-MESSAGE TO IREQ-DATA-LEN. 00360000 003700 MOVE FDXSD01-MESSAGE TO IREQ-DATA. 00370000 003900* CALL ARPMP0 00390000 004000 CALL ' 'ARSAD0' ' USING IREQ-MESSAGE, EXLK-BLLS-IREQ. 00400000 004100 CALL ' 'ARSAD0' ' USING RPLY-MESSAGE, EXLK-BLLS-RPLY. 00410000 004200 EXEC CICS LINK 00420000 004300 PROGRAM(' 'ARPMP0' ') 00430000 004400 COMMAREA(EXLK-RECORD) 00440000 004500 LENGTH(LENGTH OF EXLK-RECORD) 00450000 004600 END-EXEC. 00460000 004800* PROCESS REPLY 00480000 004900 EXEC CICS SEND TEXT 00490000 005000 FROM(RPLY-MESSAGE) 00500000 005100 LENGTH(LENGTH OF RPLY-MESSAGE) 00510000 005200 END-EXEC. 00520000 005300 00530000 005400 EXEC CICS RETURN END-EXEC. 00540000 005500 0099-EXIT. EXIT. 00550000 ********************************************************************************



243

OUTBOUND MESSAGING Outbound messaging uses a One-To-Many conversation. After setting up the initial request message, and linking to Investment Accounting (InvestOne), you must read from a transient storage queue to obtain the results. The transient data queue is named using the netname of your terminal. You can programmatically retrieve the netname by using code similar to the following: DATA DIVISION. WORKING-STORAGE SECTION. 01 WS-TSQ-NAME PICTURE X(8). PROCEDURE SECTION. EXEC CICS ASSIGN NETNAME(WS-TSQ-NAME) END-EXEC

Then you should acquire an 8K region to store the results from the queue using code similar to the following: DATA DIVISION. WORKING-STORAGE SECTION. 01 WS-TSQ-BLLS PICTURE S9(8) COMP VALUE 0 01 WS-TSQ-PLLS REDEFINES WS-TSQ-BLLS USAGE IS POINTER. LINKAGE SECTION. COPY ARRPLY01. COPY ARCHKP01. 01 RSLT-MESSAGE PICTURE X(8192). PROCEDURE DIVISION. EXEC CICS GETMAIN LENGTH(8192) SET(WS-TSQ-PLLS) END-EXEC. SET ADDRESS OF RPLY-MESSAGE TO WS-TSQ-PLLS. SET ADDRESS OF CHKP-MESSAGE TO WS-TSQ-PLLS. SET ADDRESS OF RSLT-MESSAGE TO WS-TSQ-PLLS.

You can then interrogate the queue. The first message in the queue should always be a reply message. Obtain the reply message from the queue and if invalid take appropriate action: PROCEDURE DIVISION. EXEC CICS READQ TS QUEUE(WS-TSQ-NAME) INTO(RPLY-MESSAGE) END-EXEC. IF RPLY-MSGID(1:4) NOT = ' 'RPLY' ' INSERT ERROR LOGIC HERE END-IF IF RPLY-ERRORS INITIAL REQUEST WAS REJECTED, INSERT ERROR LOGIC HERE END-IF



244

If there are no errors at this point you can loop through the queue until the checkpoint message is returned: PROCEDURE DIVISION. PERFORM UNTIL RSLT-MESSAGE(1:4) = 'CHKP' EXEC CICS READQ TS QUEUE(WS-TSQ-NAME) INTO(RSLT-MESSAGE) END-EXEC IF RSLT-MESSAGE(1:4) NOT = 'CHKP' PROCESS THE RSLT-MESSAGE AREA END-IF END-PERFORM.

SAMPLE PROGRAM The following listing shows a CICS program linking to Investment Accounting (InvestOne) to retrieve a list of security numbers and security descriptions for an account 10 on 8-Nov-95. 000100**************************************************************** 00010001 000200*** SAMPLE OF A CICS LINK FOR A ONE TO MANY CONVERSATION *** 00020001 000300**************************************************************** 00030001 000400 IDENTIFICATION DIVISION. 00040000 000410 00041003 000500 PROGRAM-ID. FDUMSG2. 00050000 000510 00051003 000600 DATA DIVISION. 00060000 000610 00061003 000700 WORKING-STORAGE SECTION. 00070000 000710 00071003 000800 01 FILLER. 00080000 000900 05 WW-NET-NAME PIC X(8). 00090000 001000 05 WW-MSG-LEN PIC S9(4) COMP. 00100000 001100 05 WW-REQUEST. 00110000 001200 07 WW-ACCT PIC 9(15) VALUE 10. 00120000 001300 07 WW-DATE PIC 9(8) VALUE 19951108. 00130000 001400 07 FILLER PIC X(4) VALUE SPACES. 00140002 001500 07 WW-ITEMS PIC X(53) VALUE ' 'CUSD' '. 00150000 001510 00151003 001600 01 FDXSPD01-MESSAGE PIC X(8192). 00160000 001610 00161003 001700 COPY AREXLK. 00170000 001800 COPY ARIREQ01. 00180000 001900 COPY ARRPLY01. 00190000 001910 00191003 002000 PROCEDURE DIVISION. 00200000 002010 00201003 002100 0000-START. 00210000 002200 00220000 002300* FILL OUT IREQ MESSAGE 00230000 002400 MOVE ' 'FUND' ' TO IREQ-SYST. 00240000 002500 MOVE ' 'I1SP' ' TO IREQ-CMND. 00250005 002600 MOVE LENGTH OF WW-REQUEST TO IREQ-DATA-LEN. 00260000 002700 MOVE WW-REQUEST TO IREQ-DATA. 00270000 002800 00280000 002900* CALL ARPMP0 00290000 003000 CALL ' 'ARSAD0' ' USING IREQ-MESSAGE, EXLK-BLLS-IREQ. 00300000 003100 MOVE ZEROS TO EXLK-BLLS-RPLY. 00310000 003200 EXEC CICS LINK 00320000 003300 PROGRAM(' 'ARPMP0' ') 00330000 003400 COMMAREA(EXLK-RECORD) 00340000 003500 LENGTH(LENGTH OF EXLK-RECORD) 00350000 003600 END-EXEC. 00360000 003700 00370000 003800* PROCESS QUE 00380000 003900 EXEC CICS ASSIGN 00390000



245

004000 NETNAME(WW-NET-NAME) 00400000 004100 END-EXEC. 00410000 004200 00420000 004300 EXEC CICS HANDLE CONDITION 00430000 004400 ITEMERR(0090-DONE) 00440000 004500 END-EXEC. 00450000 004510 00451006 004600 0050-L. 00460000 004700 MOVE 8192 TO WW-MSG-LEN. 00470000 004800 MOVE SPACES TO FDXSPD01-MESSAGE. 00480000 004810 00481006 004900 EXEC CICS READQ TS 00490000 005000 QUEUE(WW-NET-NAME) 00500000 005100 INTO(FDXSPD01-MESSAGE) 00510000 005200 LENGTH(WW-MSG-LEN) 00520000 005300 END-EXEC. 00530000 005310 00531006 005400 EXEC CICS SEND TEXT 00540000 005500 FROM(FDXSPD01-MESSAGE) 00550000 005600 LENGTH(WW-MSG-LEN) 00560000 005700 ERASE 00570000 005800 END-EXEC. 00580000 005810 00581006 005900 EXEC CICS DELAY 00590000 006000 INTERVAL(2) 00600007 006100 END-EXEC. 00610000 006110 00611006 006200 GO TO 0050-L. 00620000 006300 00630000 006400 0090-DONE. 00640000 006500 EXEC CICS DELETEQ TS 00650000 006600 QUEUE(WW-NET-NAME) 00660000 006700 END-EXEC. 00670000 006800 00680000 006900 EXEC CICS RETURN END-EXEC. 00690000 007000 0099-EXIT. EXIT. 00700000 000100**************************************************************** 00010000 000200*** SAMPLE PROGRAM DEMONSTRATING A CICS CONNECTION TO AN *** 00020000 000300*** InvestOne Enterprise ONE TO ONE SINGLE CONVERSATION *** 00030000 000400**************************************************************** 00040000 000500 IDENTIFICATION DIVISION. 00050000 000510 00060000 000600 PROGRAM-ID. FDUMSG3. 00070000 000610 00080000 000700 DATA DIVISION. 00090000 000710 00100000 000800 WORKING-STORAGE SECTION. 00110000 000810 00120000 000900 01 FILLER. 00130000 001000 05 WW-MSG-LEN PIC S9(4) COMP VALUE +0. 00140000 001100 05 WW-CONVID PIC X(4) VALUE SPACES. 00150000 001200 05 WW-PROCNAME PIC X(4) VALUE ' 'FUND' '. 00160000 001210 00170000 001300 COPY ARAPPC. 00180000 001400 COPY ARIREQ01. 00190000 001500 COPY ARRPLY01. 00200000 001600 COPY FDXSD01. 00210000 001700 PROCEDURE DIVISION. 00220000 001800 0000-START. 00230000 001900* FILL OUT SECURITY MESSAGE 00240000 002000 MOVE ' 'FDXSD01' ' TO FDXSD01-MSGID. 00250000 002100 MOVE ' 'A' ' TO FDXSD01-MODE. 00260000 002200 MOVE ' 'PAUL001' ' TO FDXSD01-SCTYNO. 00270000 002300 SET FDXSD01-SCTYDT-NULL TO TRUE. 00280000 002400 SET FDXSD01-SCTYUNQ-NULL TO TRUE. 00290000 002500 MOVE ' '302290101' ' TO FDXSD01-MODLNO. 00300000 002600 SET FDXSD01-MODLDT-NULL TO TRUE. 00310000 002700 SET FDXSD01-MODLUNQ-NULL TO TRUE. 00320000



246

002800 MOVE 1 TO FDXSD01-ROOTOCR. 00330000 002900 MOVE 0 TO FDXSD01-BONDOCR. 00340000 003000 MOVE 0 TO FDXSD01-DERVOCR. 00350000 003100 MOVE 0 TO FDXSD01-USEROCR. 00360000 003200 MOVE 0 TO FDXSD01-CALLOCR. 00370000 003300 MOVE 0 TO FDXSD01-DESCOCR. 00380000 003400 MOVE 0 TO FDXSD01-OCRFILL. 00390000 003500 MOVE ALL ' '*' ' TO FDXSD01-LEVEL-GR-ROOT(1). 00400000 003600 00410000 003700* FILL OUT IREQ MESSAGE 00420000 003800 MOVE ' '004' ' TO IREQ-USER. 00430000 003900 MOVE ' 'FUND' ' TO IREQ-SYST. 00440000 004000 MOVE ' 'FDSD' ' TO IREQ-CMND. 00450000 004100 MOVE ' 'YY' ' TO IREQ-APPL-PARM. 00460000 004200 MOVE LENGTH OF FDXSD01-MESSAGE TO IREQ-DATA-LEN. 00470000 004300 MOVE FDXSD01-MESSAGE TO IREQ-DATA. 00480000 004400 00490000 004500* FILL OUT APPC-DATA 00500000 004600 MOVE LENGTH OF IREQ-MESSAGE TO APPC-SIZE. 00510000 004700 MOVE IREQ-MESSAGE TO APPC-DATA. 00520000 004800 00530000 004900* ALLOCATE CONVERSATION 00540000 005000 EXEC CICS ALLOCATE 00550000 005100 SYSID(' 'CAT0' ') 00560000 005200 END-EXEC. 00570000 005300 MOVE EIBRSRCE TO WW-CONVID. 00580000 005400 EXEC CICS CONNECT PROCESS 00590000 005500 CONVID(WW-CONVID) 00600000 005600 SYNCLEVEL(0) 00610000 005700 PROCNAME(WW-PROCNAME) 00620000 005800 PROCLENGTH(4) 00630000 005900 END-EXEC. 00640000 006000 00650000 006100* SEND MESSAGE 00660000 006200 EXEC CICS SEND 00670000 006300 CONVID(WW-CONVID) 00680000 006400 FROM(APPC-RECORD) 00690000 006500 LENGTH(LENGTH OF APPC-RECORD) 00700000 006600 END-EXEC. 00710000 006700 00720000 006800* RECEIVE REPLY 00730000 006900 EXEC CICS RECEIVE 00740000 007000 CONVID(WW-CONVID) 00750000 007100 INTO(APPC-RECORD) 00760000 007200 LENGTH(WW-MSG-LEN) 00770000 007300 MAXLENGTH(8192) 00780000 007400 END-EXEC. 00790000 007500 00800000 007600* PROCESS REPLY 00810000 007700 IF APPC-ERRC > SPACES 00820000 007800 EXEC CICS SEND TEXT 00830000 007900 FROM(APPC-ERRC) 00840000 008000 LENGTH(4) 00850000 008100 ERASE 00860000 008200 END-EXEC 00870000 008300 ELSE 00880000 008400 MOVE APPC-DATA TO RPLY-MESSAGE 00890000 008500 EXEC CICS SEND TEXT 00900000 008600 FROM(RPLY-MESSAGE) 00910000 008700 LENGTH(LENGTH OF RPLY-MESSAGE) 00920000 008800 ERASE 00930000 008900 END-EXEC 00940000 009000 END-IF. 00950000 009100 00960000 009200 EXEC CICS RETURN END-EXEC. 00970000 009300 0099-EXIT. EXIT. 00980000 ********************************************************************************



247

The following copybooks are used in the sample programs.

ARAPPC ******************************************************************************** 000100 01 APPC-RECORD. 00010000 000200 02 APPC-ERRC PICTURE X(4). 00020001 000300 02 APPC-SIZE PICTURE S9(4) COMPUTATIONAL. 00030000 000400 02 APPC-DATA. 00040000 000500 03 APPC-CHAR OCCURS 0 TO 8186 TIMES 00050001 000600 DEPENDING ON APPC-SIZE 00060000 000700 PICTURE X. 00070000 000800 EJECT 00080000 000900 01 APP2-RECORD. 00090001 001000 02 APP2-SIZE PICTURE S9(4) COMPUTATIONAL. 00100001 001100 02 APP2-DATA. 00110001 001200 03 APP2-EACH OCCURS 2 TIMES 00120001 001300 INDEXED BY APP2-INDEX. 00130001 001400 04 APP2-NSIZE PICTURE S9(4) COMPUTATIONAL. 00140001 001500 04 APP2-NATTR PICTURE X. 00150001 001600 04 APP2-NFELD PICTURE X(6). 00160001 001700 04 APP2-TSIZE PICTURE S9(4) COMPUTATIONAL. 00170001 001800 04 APP2-TATTR PICTURE X. 00180001 001900 04 APP2-TFELD PICTURE X(72). 00190001 002000 EJECT 00200001 ********************************************************************************

ARCHKP01 ******************************************************************************** 000100 01 CHKP-MESSAGE. 00010000 000200******************************************************************00020000 000300*** THIS IS THE STANDARD CHECKPOINT MESSAGE USED IN ALL ***00030000 000400*** MESSAGING CONVERSATIONS. THIS MESSAGE WILL CHANGE THE ***00040000 000500*** DIRECTION OF THE CONVERSATION. ***00050000 000600******************************************************************00060000 000700 02 CHKP-MSG-ID. 00070000 000800 03 CHKP-MSG-TYPE PICTURE X(4) VALUE ' 'CHKP' '. 00080000 000900 03 CHKP-MSG-VERSION PICTURE X(2) VALUE ' '01' '. 00090000 001000 03 FILLER PICTURE X(2) VALUE SPACES. 00100000 001100 02 CHKP-MORE-FLAG PICTURE X VALUE ' 'N' '. 00110001 001200 88 CHKP-MORE VALUE ' 'Y' '. 00120000 001300 88 CHKP-NO-MORE VALUE ' 'N' '. 00130000 001400 02 CHKP-CHECK-SUM PICTURE 9(4) VALUE ZEROS. 00140000 001500 02 CHKP-MSG-COUNT PICTURE 9(5) VALUE ZEROS. 00150000 001600 02 CHKP-NBR-FIELDS PICTURE 9 VALUE ZERO. 00160000 001700 02 CHKP-CHECK-FIELD OCCURS 0 TO 9 TIMES 00170000 001800 DEPENDING ON CHKP-NBR-FIELDS 00180000 001900 INDEXED BY CHKP-CHECK-INDEX 00190000 002000 PICTURE 9(17). 00200000 002100 EJECT 00210000 ********************************************************************************



248

ARIREQ01 ******************************************************************************** 000100 01 IREQ-MESSAGE. 00010000 000200******************************************************************00020000 000300*** THE INITIAL REQUEST RECORD EXPECTED AT THE BEGINNING OF ***00030000 000400*** ALL MESSAGING CONVERSATIONS ***00040000 000500******************************************************************00050000 000600 02 IREQ-FIXED. 00060000 000700 03 IREQ-MSG-ID. 00070000 000800 04 IREQ-MSG-TYPE PICTURE X(4) VALUE ' 'IREQ' '. 00080000 000900 04 IREQ-MSG-VERSION 00090000 001000 PICTURE X(2) VALUE ' '01' '. 00100000 001100 04 FILLER PICTURE X(2) VALUE SPACES. 00110000 001200 03 IREQ-USER PICTURE X(8) VALUE SPACES. 00120000 001300 03 IREQ-AUTH-USER PICTURE X(8) VALUE SPACES. 00130000 001400 03 IREQ-SYST PICTURE X(4) VALUE SPACES. 00140000 001500 03 IREQ-CMND PICTURE X(6) VALUE SPACES. 00150000 001600 03 IREQ-FILLER PICTURE X(20) VALUE SPACES. 00160000 001700 03 IREQ-APPL-PARM PICTURE X(60) VALUE SPACES. 00170000 001800 03 IREQ-DATA-LEN PICTURE 9(4) VALUE 0. 00180000 001900 02 IREQ-DATA. 00190000 002000 03 IREQ-BYTE OCCURS 0 TO 8000 TIMES 00200000 002100 DEPENDING ON IREQ-DATA-LEN 00210000 002200 PICTURE X. 00220000 002300 EJECT 00230000 ********************************************************************************

ARRPLY01 ******************************************************************************** 000100 01 RPLY-MESSAGE. 00010000 000200******************************************************************00020000 000300*** THIS IS THE STANDARD REPLY MESSAGE USED IN MESSAGING ***00030000 000400*** CONVERSATIONS ***00040000 000500******************************************************************00050000 000600 02 RPLY-FIXED. 00060000 000700 03 RPLY-MSG-ID. 00070000 000800 05 RPLY-MSG-TYPE PICTURE X(4) VALUE ' 'RPLY' '. 00080000 000900 05 RPLY-MSG-VERSION 00090000 001000 PICTURE X(2) VALUE ' '01' '. 00100000 001100 05 FILLER PICTURE X(2) VALUE SPACES. 00110000 001200 03 RPLY-ORIG-MSG PICTURE X(8) VALUE SPACES. 00120000 001300 03 RPLY-ORIG-KEY PICTURE X(80) VALUE SPACES. 00130000 001400 03 RPLY-IREQ REDEFINES RPLY-ORIG-KEY. 00140000 001500 05 RPLY-IREQ-TASK PICTURE 9(7). 00150000 001600 05 RPLY-IREQ-BLOCK-SIZE 00160000 001700 PICTURE 9(4). 00170000 001800 05 FILLER PICTURE X(69). 00180000 001900 03 RPLY-ERRORS-FLAG PICTURE X VALUE ' 'N' '. 00190000 002000 88 RPLY-ERRORS VALUE ' 'Y' '. 00200000 002100 88 RPLY-NO-ERRORS VALUE ' 'N' '. 00210000 002200 03 RPLY-RPLY-CNT PICTURE 9(2) VALUE 0. 00220000 002300 02 RPLY-RPLY OCCURS 0 TO 50 TIMES 00230000 002400 DEPENDING ON RPLY-RPLY-CNT 00240000 002500 INDEXED BY RPLY-INDEX. 00250000 002600 03 RPLY-LEVEL PICTURE X. 00260000 002700 88 RPLY-PROG-ERROR VALUE ' 'S' '. 00270000 002800 88 RPLY-INFO VALUE ' 'I' '. 00280000 002900 88 RPLY-WARNING VALUE ' 'W' '. 00290000 003000 88 RPLY-ERROR VALUE ' 'E' '. 00300000 003100 03 RPLY-CODE PICTURE X(6). 00310000 003200 03 RPLY-FIELD PICTURE X(7). 00320000 003300 03 RPLY-TEXT PICTURE X(72). 00330000 003400 EJECT 00340000 ********************************************************************************



249

NOTES 1. Investment Accounting (InvestOne) programs use the first 4096 bytes of the transaction

work area. This means any CICS transaction linking to Investment Accounting (InvestOne) must be defined with a TWASIZE of at least 4096. This also means the calling program may not use the first 4096 bytes of the transaction work area.

2. The calling program must run in the same CICS region as Investment Accounting

(InvestOne). 3. When using the API in CICS LINK in a One-to-Many conversation, transient storage queues

are used to return result sets. Transient storage queues use real memory available to the region. You must analyze your proposed usage of this method and if necessary, adjust the memory available to your CICS region.

4. When using this method in a One-to-Many conversation, if the queue is not empty before

relinquishing control to Investment Accounting (InvestOne), Investment Accounting (InvestOne) simply appends messages to the end of the queue. You may wish to issue a CICS DELETEQ before linking to Investment Accounting (InvestOne).

INBOUND MESSAGING One-to-one single conversations such as transaction and security maintenance are relatively simple. Typically, the program contains the following flow:

• Set up the Initial Request message. • Link to Investment Accounting (InvestOne). • Interrogate the Reply message.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.0 TECHNICAL VIEW - USING THE API WITH TCP/IP


250

3.2.63 USING THE API WITH TCP/IP The API component of the Investment Accounting (InvestOne)/SDK can be invoked using standard TCP/IP calls. The Investment Accounting (InvestOne) implementation uses the following TCP/IP verbs: INITAPI, GETCLIENTID, SOCKET, CONNECT, WRITE, RECV, CLOSE, TERMAPI. There are TCP/IP communication libraries available for virtually any platform. You can call these libraries from virtually any language. The Investment Accounting (InvestOne)/API never starts a conversation. It is always the responsibility of your application to initiate the conversation. Conversely, Investment Accounting (InvestOne) always terminates the conversation. All TCP/IP communications to Investment Accounting (InvestOne) require the use of the IBM product TCP/IP for MVS. This product must be set up and working before using the API with TCP/IP. See IBM manuals TCP/IP V3R2 for MVS Implementation Guide (SG24-3687-03) and TCP/IP V3R2 for MVS: CICS TCP/IP Socket Interface Guide (EZAP1002).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.3 BATCH MESSAGING INTERFACE (BMI) - APPC/MVS


251

3.3 BATCH MESSAGING INTERFACE (BMI)

3.3.59 APPC/MVS All BMI communications to Investment Accounting (InvestOne) require the use of the IBM product APPC/MVS. APPC/MVS is a started task provided with MVS version 4.2 or higher. Investment Accounting (InvestOne) uses this software to allow batch programs to communicate with the Investment Accounting (InvestOne) CICS region in APPC. Installation of this IBM product is only necessary if a batch component of messaging is to be utilized (that is, file transfer configuration). The following text describes the steps necessary to implement APPC/MVS for Investment Accounting (InvestOne). Most of the information was taken from the following manuals: MVS/ESA Planning: APPC Management GC28-1110 MVS/ESA Initialization and Tuning Reference GC28-1635

DEFINE APPC ADMINISTRATIVE FILES SIDE Information File - The side information file can contain translation information for symbolic destination names. This file can remain empty for use by the SunGard application. //jobname JOB (acct),' 'pgmr-name' ',CLASS=A,MSGCLASS=X //SISAMPLE EXE PGM=IDCAMS //SYSPRINT DD SYSOUT=* //SYSIN DD DEFINE CLUSTER (NAME(SYS1.APPCSI) - VOLUME (volser) - INDEXED REUSE - SHAREOPTIONS(3 3) - RECORDSIZE(248 248) - KEYS(122 0) - DATA- (NAME(SYS1.APPCSI.DATA)) - INDEX - (NAME(SYS1.APPCI.INDEX)) - CATALOG (master.catalog/password)

TP Profile File - The TP Profile File can contain TP Profile information. This file can remain empty for the SunGard application. //jobname JOB (acct),' 'pgmr-name' ',CLASS=A,MSGCLASS=X //TPSAMPLE EXEC PGM=IDCAMS //SYSPRINT DD SYSOUT=* //SYSIN DD DEFINE CLUSTER (NAME(SYS1.APPCTP) - VOLUME (volser) - INDEXED REUSE - SHAREOPTIONS(3 3) - RECORDSIZE(3824 7024) - KEYS(112 0) - RECORDS(300 150)) - DATA - (NAMES(SYS1.APPCTP.DATA)) - INDEX - (NAMES(SYS1.APPCTP.INDEX)) - CATALOG(master.catalog/password)

SYS1.PARMLIB UPDATES Member APPCPM00 - This member defines the basic APPC/MVS configuration.



252

LUADD ACBNAME(applname) BASE TPDATA(SYS1.APPCTP) SIDEINFO DATSET(SYS1.APPCSI) Member ASCHPM00 - This member defines the transaction scheduling environment. CLASSADD CLASSNAME(A) MSGLIMIT(1000) MAX(10) MIN(1) RESPGOAL(1)

SYS1.PROCLIB UPDATES The following procedures should already exist in SYS1.PROCLIB. Copy them from SYS1.APROCLIB if they do not exist.

AAPC This is the start up procedure for the APPC/MVS address space. ASCH This is the start up procedure for the APPC/MVS transaction

scheduler. ACHINT This is the start up procedure for the APPC/MVS initiator.

VTAM UPDATES A VTAM LOGMODE entry like the following needs to be assembled and linked into the VTAM load library. This example was taken from SYS1.SAMPLIB(ATBIJOB): APPCHOST MODENT LOGMODE=APPCHOST, X RUSIZES=X'8989', X SRCVPAC=X'00', X SSNDPAC=X'01' MODEND



253

A VTAM application major node like the following needs to be added to VTAMLST. The example was taken from “SYS1.SAMPLIB(ATBAPPL)”: applname APPL ACBNAME=applname, X APPC=YES, X AUTOSES=0, X DDRAINL=NALLOW, X DLOGMODE=APPCHOST, X DMINWNL=5, X DMINWNR=5, X DRESPL=NALLOW, X LMDENT=19, X MODETAB=APPCHOST, X PARSESS=YES, X SECACPT=CONV, X SRBEXIT=YES, X VPACING=1 b

OPERATOR COMMANDS

STARTING APPC AND ASCH S APPC,SUB=MSTR SASCH,SUB=MSTR (ASCHINT is started automatically by ASCH) Stopping APPC and ASCH immediately. C APPC C ASCH (ASCHINT comes down when ASCH terminates)

APPL DEFINITION EDIT ---- CCACBL.VTAM(APPL) - 01.00 -------------------------- COLUMNS 001 072 COMMAND ===> SCROLL ===> PAGE ****** ***************************** TOP OF DATA ****************************** 000450 VBUILD TYPE=APPL 000460 CICSCAT9 APPL AUTH=(ACQ,VPACE),MODETAB=MTSG, X 000470 EAS=50,PARSESS=YES,APPC=NO, X 000480 MAXPVT=50,SONSCIP=YES ****** **************************** BOTTOM OF DATA ****************************



254

MODE TABLE DEFINITION EDIT ---- CCACBL.VTAM(MODETAB) - 01.00 ----------------------- COLUMNS 001 072 COMMAND ===> SCROLL ===> PAGE ****** ***************************** TOP OF DATA ****************************** 000001 MTSG MODETAB 000002 LU62 MODEENT LOGMODE=LU62, LU6.2 PARALLEL SESSIONS + 000003 FMPROF=X'13', FUNCTION MANAGEMENT PROFILE + 000004 TSPROF=X'07', TRANSMISSION SERVICES PROFILE + 000005 PRIPROT=X'B0', PRIMARY LOGICAL UNIT PROTOCOL + 000006 SECPROT=X'B0', SECONDARY LOGICAL UNIT PROTOCOL + 000007 COMPROT=X'50B1', + 000008 RUSIZES=X'8585', + 000009 PSNDPAC=X'05', + 000010 SRCVPAC=X'05', + 000011 SSNDPAC=X'00', + 000012 PSERVIC=X'060200000000000000002F00' 000013 * 000014 * ENTRY USED WITH MVS APPC 000015 * 000016 APPCPCLM MODEENT LOGMODE=APPCPCLM, * 000017 RUSIZES=X'8787', * 000018 SRCVPAC=X'00', * 000019 SSNDPAC=X'01' 000020 * 000021 * ENTRY USED WITH MVS APPC

PHYSICAL UNIT DEFINITION EDIT ---- CCACBL.VTAM(NCP) - 01.00 --------------------------- COLUMNS 001 072 COMMAND ===> SCROLL ===> PAGE ****** ***************************** TOP OF DATA ****************************** 000001 CBZ0S1 PU ADDR=40, * 000002 SPAN=WSISPAN, * 000003 ANS=CONT, * 000004 ISTATUS=ACTIVE, * 000005 PACING=0, * 000006 VPACING=0, * 000007 MAXDATA=265, * 000008 MAXOUT=7, * 000009 MODETAB=MTSG, * 000010 USSTAB=CCFUSSD, * 000011 SSCPFM=USSSCS, * 000012 PASSLIM=7, * 000013 PUTYPE=2, * 000014 XID=YES 000015 TBZ0S133 LU LOCADDR=0, * 000016 USSTAB=ISTINCDT, * 000017 ISTATUS=ACTIVE, * 000018 SPAN=WSISPAN, * 000019 DLOGMOD=LU62, * 000020 MODETAB=MTSG, * 000021 RESSCB=4 000022 TBZ0S134 LU LOCADDR=02, * 000023 USSTAB=CCFUSSD, * 000024 ISTATUS=ACTIVE, * 000025 SPAN=WSISPAN, * 000026 MODETAB=MTSG, * 000027 DLOGMOD=LU62 ****** **************************** BOTTOM OF DATA ****************************



255

CICS CONNECTION DEFINITION OBJECT CHARACTERISTICS CICS RELEASE = 0330 CEDA View Connection : B002 Group : ISC DEscription : CONNECTION TO MVS/APPC CONNECTION IDENTIFIERS Netname : AP06APPC INDsys : REMOTE ATTRIBUTES REMOTESystem : REMOTEName : CONNECTION PROPERTIES ACcessmethod : Vtam Vtam | IRc | INdirect | Xm Protocol : Appc Appc | Lu61 SInglesess : No No | Yes DAtastream : User User | 3270 | SCs | STrfield | Lms RECordformat : U U | Vb OPERATIONAL PROPERTIES AUtoconnect : Yes No | Yes | All CEDA VIew INService : Yes Yes | No SECURITY SEcurityname : B0106PS ATtachsec : Verify Local | Identify | Verify | Persistent | Mixidpe BINDPassword : PASSWORD NOT SPECIFIED BINDSecurity : No No | Yes

NOTES 1. The Netname parameter should be the same as used in the ACBNAME parameter in

SYS1.PARMLIB(APPCPM00) (as described above).

2. The Singlesess parameter = “No” indicates this is an independent “LU”.

3. Unless the region default user has access to execute the CICS transaction to be used, the Securityname parameter must contain a valid User ID with access to the desired transaction. This is true regardless of the setting of the Attachsec parameter.

4. The Attachsec parameter should normally be set to Verify. This means the User ID and password from the connecting application are verified against the same rules a CESN login would be verified (using RACF, ACF2, or Top Secret). The User ID provided must have access to all CICS resources used by the transaction regardless of the setting of the Attachsec parameter. Alternatively, the Attachsec parameter can be set to Local. This means that the User ID is accepted from the connecting application without verifying the User ID and permissions with your mainframe security system.



256

CICS SESSION DEFINITION OBJECT CHARACTERISTICS CICS RELEASE = 0330 CEDA View Sessions : B002 Group : ISC DEscription : CONNECTION TO CCF1 MVS/APPC SESSION IDENTIFIERS Connection : B002 SESSName : NETnameq : MOdename : APPCHOST SESSION PROPERTIES Protocol : Appc Appc | Lu61 MAximum : 010 , 000 0-999 RECEIVEPfx : RECEIVECount : 1-999 SENDPfx : SENDCount : 1-999 SENDSize : 02048 1-30720 RECEIVESize : 02048 1-30720 SESSPriority : 000 0-255 Transaction : OPERATOR DEFAULTS OPERId : OPERPriority : 000 0-255 OPERRsl : 0 OPERSecurity : 1 PRESET SECURITY USERId : OPERATIONAL PROPERTIES Autoconnect : No No | Yes | All INservice : No | Yes Buildchain : Yes Yes | No USERArealen : 000 0-255 IOarealen : 00000 , 00000 0-32767 RELreq : No No | Yes DIscreq : No No | Yes NEPclass : 000 0-255 RECOVERY RECOVOption : Sysdefault Sysdefault | Clearconv | Releasesess | Uncondrel | None RECOVNotify : None None | Message | Transaction

NOTES 1. The Connection parameter must match the previously defined connection object.

2. The Modename parameter should match the mode name defined in the VTAM Updates section above.

3. The MAximum parameter controls the number sessions between APPC/MVS and the CICS region. The first number is the maximum number of concurrent sessions between APPC/MVS and the CICS region. This should be set to the maximum number of BMI jobs that could run concurrently. The second number is the number of sessions that can only be started from CICS to APPC. Since in the Investment Accounting (InvestOne) application, the CICS region never initiates a session with APPC/MVS this number should be “0”.

4. The maximum values for the SENDsize and RECEIVEsize parameters are dictated by VTAM definitions for the LUs associated “PU” definitions.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 BATCH MESSAGING INTERFACE (BMI) - OUTBOUND MESSAGING (FDCSPD/FDCSPD2)


257

3.3.60 OUTBOUND MESSAGING (FDCSPD/FDCSPD2) In addition to the API, Investment Accounting (InvestOne) provides a batch procedure that acts as an external system to Investment Accounting (InvestOne). This procedure reads a sequential file of Position Query Request, Transaction Query Request, Balance Query Request, Price Query Request and/or Central Pricing System Exception (CX File) Query Messages (without the standard Message Header fields). It then writes the Result Messages (without the standard Message Header fields) to a sequential output file. Using this procedure requires the use of IBM's MVS/PPC product (for FDCSPD) or MVS/TCP/IP product (for FDCSPD2), which is included in the MVS 4.2 and later releases. The Inputs required for this batch procedure are documented as follows: Position Query Request Message Layout Security Distribution Transaction Query Request Message Layout Transaction Analysis Balance Query Request Message Layout Fund Trend Analysis Price Query Request Message Layout Pricing/Exchange Rates General Ledger Request Message Layout FDUSP4 Central Pricing System Exception CPS Exception Data (CX File) Query Request Message Layout Security History Request Message Layout Security History Pool Ownership Request Message Layout Pool Ownership Asset Group Request Message Layout Asset Group Pool Lot Request Message Layout Pool Lot Withholding Rates Request Message Layout Rate2Association Multi Period Position Extract MultiPeriod Position

(FDUSPH) Inflation Index Request Message Layout FDUSPI The batch Spectra procedure can accept two and three digit (character) codes as both a field request and a filter parameter. Originally only two character codes where allowed; these codes continue to process as always. Spectra now identifies three character codes within the incoming stream by “@” which is prefixed to the code. As an example, take request ADCU@XXXSD, this consists of the following Spectra Codes: AD, CU, XXX, and SD. Likewise, Spectra filters are modified to include the “@” character for three-character Spectra codes. As an example, filter –(@ABC=CU) includes Spectra code “ABC”. For extracting view data, (IA, A1, A2 etc.), FDCSPD parm position 5-6 needs to be populated with the specific view requested.

POSITION QUERY REQUEST MESSAGE LAYOUT ******************************************************** I1SP *19930105 CN0000 ANCUSDMVAICOCV(AG=B) I1SP A000000000000505 ******************************************************** CARD TYPE = “*”




258


COMMAND 1 6 X(6) I1SP

CARD TYPE 7 1 X(1) Card Type Indicator. * - Request Card

REPORT DATE 8 8 X(8) From date for which transactions are requested; format: CCYYMMDD. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.

FORMAT 16 1 X(1) Space - Fixed Format. All query items contain the same length and format as specified in the data item. 1 - Comma Delimited Format. A comma separates

each item. Character items are enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces.

2 - Tab Delimited Format. A tab (non-printable) separates each item.

BLANK 17 2 X(2) Unused

CALENDAR SET ID 19 2 X(2) When using symbolics for defaulting dates, this represents a user bank calendar set to adjust generated dates for weekends and holidays. Default is spaces (no calendar checking is performed).

TIME 21 4 9(4) When using symbolics for defaulting dates, this represents the cutoff time. Format is military time (0001 - 2400).


AGGREGATE 34 1 X(1) “Y” aggregate or “N” do not aggregate. Aggregate option “A” and “S” are available for Advisor accounting “D” funds. See section 5.750 for further details.

QUERY 35 38 X(??) Query area. Notes:

1. If a calendar set ID is coded, the generated date is checked against the appropriate user bank level calendar. If the generated date is designated as a business day (with “.” or “D”), then the date is accepted.

If the generated date is not a business date, then the date is set to the next business date (if the symbolic date is ampersands) or for the previous business date (if the symbolic date is underscores).



259

2. If a symbolic date is used and a calendar set id has not been coded on the request card, the account calendar coded on AAAD is used if one is present.

3. If symbolic dates have not been coded, then the calendar set option is ignored.

4. The process to establish a calendar set in the DECAL screen is described in the Investment Accounting (InvestOne) System Manual, Section 5.800.

5. Only 20 filters that can be specified and they can total no more than 750 bytes in length.

6. The total length of the reply messages cannot exceed 8100 bytes.

7. The query area on this card and the “-” card are made up of various data item codes and filters. See the Spectra Data Items manual for a listing of the data items. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~” character) for a given condition are considered “or” statements. When delimiting fields using the tilde (~), the tilde must be placed immediately after the operand as well as separating each specified field.

Colon as delimiter (AG=G1:G2) Tilde as delimiter (AG=~G1~G2)

8. In addition to putting a “Y” in position 34, aggregation can be requested by adding a filter of #S=Y. Aggregation is only applicable to Group “G”, Group “M”, and Reporting Accounts. See list of codes eligible for aggregation below in Note 9.

9. The following Spectra codes return the aggregated value (the sum of the values of the individual sub-accounts) when aggregation is requested:

Spectra Code Spectra Name Spectra Code Spectra Name

GZ Accrued Incm (Holdings) G2 Prior Accrued Incm (Holdings)

03 Accrued Income Basis A5 Prior Amort Accrual

AI Accrued Income Gross A6 Prior Amort Accrual (Base)

GB Accrued Income Gross (Base) E7 Prior Amort Earned

IN Accrued Income Net E8 Prior Amort Earned (Base)

BN Accrued Income Net (Base) NG Prior Base Cost

04 Accrued Reclaim Basis ND Prior Cost

05 Accrued Withholding Basis G3 Prior Earned Incm (Holdings)

6I Actually Settled Shares/Par A3 Prior Income Accrual

AO Amortization E5 Prior Income Earned

BQ Amortization (Base) E6 Prior Income Earned (Base)

YW Amortization (Base) N9 Prior Market Value (Base)

BL Amortization Base NK Prior Market Value (Local)

AC Amortized Cost 10 Prior Unrealized Exchange G/L

BK Amortized Cost (Base) N7 Prior Valuation Period Shares

B2 Bonus Ex-Date Shares Accrued RE Reclaim Amount

02 Change In Unrealized Capital G/L RB Reclaim Amount (Base)

08 Change In Unrealized Exchange G/L CP Settled Cost Value

FI Compliance Market Value (Base) SS Settled Market Override Flag



260

Spectra Code Spectra Name Spectra Code Spectra Name

FH Compliance Shares/Par SM Settled Market Value

BP Cost Base BU Settled Market Value (Base)

BO Cost Basis SY Settled Shares/Par

CO Cost Value CV Shares/Par

CW Currency Market (Base) CG Shares/Par (Full)

CS Currency Market (Local) I2 Short Income Receivable (Base)

A2 Earned Amort (Base) I1 Short Income Receivable (Local)

A1 Earned Amort (Local) I3 Short Income Recv Hist (Base)

PE Earned Expense (Base) S2 Short Sale Receivable (Base)

HE Earned Expense (Local) S1 Short Sale Receivable (Local)

G1 Earned Incm (Holdings) S3 Short Sale Recv Hist (Base)

HI Earned Income (Local) M5 Swap Notional Base Cost

A4 Earned Income Accrual (Base) M8 Swap TRS Payment Basis

1Z Earned Income Net (Local) TM Traded Market Override Flag

EI Estimated Annual Income MV Traded Market Value

IQ Estimated Annual Income (Base) BR Traded Market Value (Base)

H3 Ex-Date Carry (Holdings) MI Traded MV and Accrued Incm

BI IC Income Balance IB Traded MV and Accrued Incm (Base)

BV IC Principal Balance RV Unrealized Exchange Gain/Loss

PI Income Earned (Base) RZ Unrealized FX On Amort

PF Income Paid As Expense RX Unrealized FX On Income

IA Inflation Adjusted Shares RW Unrealized FX On Market

IX Initial Discount RG Unrealized Gain/Loss

IW Initial Premium RU Unrealized Market Gain/Loss

ME Market Value (Base Change) VC Variation Margin (Base)

AW Market Value (Carry * Prior Base Price) VA Variation Margin (Local)

MC Market Value (Change) VB Variation Margin Holdings (Base)

MG MBS Original Face Balance VE Variation Margin Sum (Base)

7X NAV Impact Market Value Change VD Variation Margin Sum (Local)

NM Position Net Value (Base) WB Withholding (Base)

NS Position Net Value (Local) WE Withholding Amt

SZ Previous Settled Carry 2Z Withholding Net (Local)

MF Previous Settled Market

10. Aggregate parameter selection of ‘A’ or ‘S’ is only available for an Advisor accounting option ‘D’ accounts (See Section 5.750 Advisor accounting processing) which only work with below Spectra Codes. With Advisor accounting option ‘D’, sub-currency data is created. Aggregation parameter of ‘A’, data is extracted by Advisor Code level for sub-currency and security except currency contracts. Aggregation parameter of ‘S’, data is extracted by Advisor Code and Strategy level for sub-currency and security except currency contracts. There is no aggregation for currency contracts.



261

Spectra Code Spectra Name

AN Account Number

SN Security Number Full

CU Security Number

SV Security Date Qualifier

SU Security Number Unique Qualifier

XE Advisor Code

JA Strategy Code

CV Shares\Par

BP Cost Base

BR Traded Market Value Base

TC Trading Currency

NH Taxlot Purchase Actual Settlement Date

CC Contract ID

11. Account Pricing (Hierarchical, Position Level, Flexible, CPS). Price source time and type may be selected by account when using these pricing methods. When aggregation is selected, the values from the last account encountered in the account scheme populate the Spectra codes associated with prices.

12. Certain security description values may be overridden at the account level using the DESO screen. Currently, the last description encountered during processing of a particular security is reported when requesting aggregated data.

13. Account Specific Codes. Certain security distribution Spectra Codes are associated directly with an account (for example, Account Name code “AD”) and therefore return account specific data. When aggregation is selected, only one record per security is returned. Currently, the last description encountered during processing of a particular security is reported. The one exception to this is Account Number, code “AN”, which returns the account number of the Group “M”, Group “G”, or Reporting Account.

CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP ( CARD TYPE 7 1 X(1) Card Type Indicator. - = Query Continuation. QUERY CONT 8 65 X(??) Continuation of the query area from the previous request

card. CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP CARD TYPE 7 1 X(1) Card Type Indicator.

A - Account Number Card.



262

FUND NUMBER 8 15 9(15) Investment Accounting (InvestOne) fund number. This may be an individual fund, or a Reporting Account (Group Accounts are not supported). IMPower Users: To run a request against all accounts in a user bank, enter Account 000000000000000 along with a fiulter of #a=y. Account Number code (AN) cannot be used as a filter with this request. NOTE: This account feature is limited to IMPower Users only.

BLANK 26 56 X(56) Unused Note: When a request is made for a Reporting Account, if any sub-accounts are not valued on the request date an informational message appears in the SYSOUT section of the output. The message lists all sub-accounts not valued as of the request date. The output file includes records for all sub-accounts that were valued as of the request date. Note 2: By placing a value of #H=Y in the filter area of a security distribution request, two additional lines will be presented in the output file. The first line will be a header at the top of the file, while the last line of the output file will be a trailer with record count, in the format outlined below:

Field Start Char Length Format Description HEADER HEADER TITLE 1 31 X(31) Header title shown at the start

of the file: “HEADER IO SECURITIES RECON FOR”.

DATE 32 8 9(8) Date for which the report is requested; format: CCYYMMDD.

Field Start Char Length Format Description TRAILER TRAILER TITLE 1 8 X(8) Trailer title shown at the end of

the file: “TRAILER”. RECORD COUNT 9 10 9(10) Number of records between the

HEADER and TRAILER rows. The header and trailer records (2) are not included in the record count displayed in the trailer record count value. Although the #H is treated like a filter, the only value to return results as expected is the operand =Y. If there are multiple account/date requests, the #H must be present in the first account/date set in order to trigger header/trailer creation. The date displayed in the header record is the first encountered in the request where multiple dates are present. An empty file with header and trailer = 0 is not created if no qualifying data for request is encountered. This optional header/trailer record functionality is valid only for Batch FOMI Security Distribution



263

requests.



264

TRANSACTION QUERY REQUEST MESSAGE LAYOUT ******************************************************** I1SP1 *EA1989022819890331 CN0000 TOCUSDMVCOCV I1SP1 A000000007003100 ********************************************************

CARD TYPE = “*”


COMMAND 1 6 X(6) I1SP1 CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. DATE TYPE 8 1 X(1) Specifies which transaction date field FROM DATE and TO

DATE relate to: E - Effective Date T - Trade Date C - Contractual Settle Date S - Actual Settle Date N - Entered Date (System Date) G - Generated Date See Notes.

POSITIONS 9 1 X(1) Specifies whether position records are also returned. Valid Values: A - All beginning and ending positions are returned. (DATE

TYPE must be “E” or “C”). N - No positions are returned. O - Only positions with transactions are to be returned.

(DATE TYPE must be “E” or “C”). P - Only transactions on the pending file (repair

station/”T2”) are returned. Z – Only transactions on the Trade Thru Zero (“TZ”) file

are returned. Reporting Accounts are not valid with holdings (Positions “A” or “O”).

FROM DATE 10 8 X(8) From date; format: CCYYMMDD. This date is inclusive only when the POSITIONS field is “N”. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.



265


TO DATE 18 8 9(8) To date for which transactions are requested; format: CCYYMMDD. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.

FORMAT 26 1 X(1) Space - Fixed Format. All query items contain the same length and format as specified in the data item. 1 - Comma Delimited Format. A comma separates each

item. Character items are enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces.




BLANK 33 10 X(10) Unused QUERY 43 29 X(??) Query area. CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP1 CARD TYPE 7 1 X(1) Card Type Indicator.

– - Query Continuation. QUERY CONT 8 65 X(??) Continuation of the query area from the previous request

card. CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP1 CARD TYPE 7 1 X(1) Card Type Indicator.

A - Account Number Card. FUND NUMBER 8 15 9(15) Investment Accounting (InvestOne) fund number. This

may be an individual fund, or a Reporting Account (Group Accounts are not supported). IMPower Users: To run a request against all accounts in a user bank, enter Account 000000000000000 along with a filter of #a=y. Account Number code (AN) cannot be used as a filter with this request. NOTE: This account feature is limited to IMPower Users only.




266

NOTES 1. If a Calendar Set ID has been coded, the generated date is checked against the appropriate

user bank level calendar. If the generated date is designated as a business day (with “.” or “D”), then the date is accepted.

2. If the generated date is not a business date, then the date is set to the next business date

(if the symbolic date is ampersands) or for the previous business date (if the symbolic date is underscores).

3. If a symbolic date is used and a Calendar Set ID has not been coded on the request card,

the account calendar coded on AAAD is used if one is present. 4. If symbolic dates have not been coded, then the Calendar Set option is ignored. 5. The process to establish a calendar set in the DECAL screen is described in the Investment

Accounting (InvestOne) System Manual, Section 5.800. 6. There is a limit of 20 filters that can be specified and they can total no more than 750 bytes

in length. 7. The total length of the reply messages cannot exceed 8100 bytes. 8. The query area on this card and the “-” card are made up of various data item codes and

filters. See the Spectra Data Items manual for a listing of the data items. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~” character) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating each specified fields.


9. To run a request against all accounts in a user bank, Account 000000000000000 must be

entered. When generating a request against all accounts, the Account Number code (“AN”) cannot be used as a filter. This “all account” feature is optional and restricted. For more details, contact Investment Accounting (InvestOne) Customer Service.

10. When using “N” (Entered Date) option for the DATE TYPE, the system looks only at the

transactions where the Effective Date of the transaction is 5 days prior to the From Date of the request through 5 days plus the To Date of the request.



267

BALANCE QUERY REQUEST MESSAGE LAYOUT ********************************************** I1SP2 *19890228032D CN0000 TATLNZNV I1SP2 A00000000700310002 ********************************************** CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP2 CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. REPORT DATE 8 8 X(8) From date for which transactions are requested; format:

CCYYMMDD. This is the most current date for Period Type “D”, “W”, “M”, “Q”, “P” and “Y”. This is the start date for the Period Type of “A”. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.

PERIODS 16 3 9(3) Used to specify the number of PERIOD TYPES to be extracted. (Ignored with PERIOD TYPE of “A”.)

PERIOD TYPE 19 1 X(1) The type of period to be extracted. Valid Values: D - Days W - Weeks M - Months Q - Quarters Y - Years A - All Periods P- Valuation See Notes for examples.




CALENDAR SET ID 21 2 X(2) When using symbolics for defaulting dates, this represents a user bank calendar set to adjust generated dates for weekends and holidays; default is spaces - no calendar checking is performed.



268

Field Start Char Length Format Description TIME 23 4 9(4) When using symbolics for defaulting dates, this

represents the cutoff time. Format is military time (0001 - 2400).

BLANK 27 10 X(10) Unused QUERY 37 36 X(??) Query area. CARD TYPE = “-”

NOTES

1. If a calendar set ID has been coded, the generated date is checked against the appropriate user bank level calendar. If the generated date is designated as a business day (with “.” or “D”), then the date is accepted.

2. If the generated date is not a business date, then the date is set to the next business date (if the symbolic date is ampersands) or for the previous business date (if the symbolic date is underscores).

3. If a symbolic date is used and a calendar set ID has not been coded on the request card, the account calendar coded on AAAD is used, if one is present.



6. The query area on this card and the "-" card are made up of various data item codes and filters. See the Spectra Data Items Guide for a listing of the data items. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~”) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating each specified field.


7. When using some Spectra codes, a “FROM” Date is required. The From Date is in the format of –(PV=20030501).

8. Index Attribution data is extracted via A value in the I1SP2 Request Type field, column 27

in batch FOMI. This method will also be supported via a new Advisor/Attribute tab on the OLE Spectra workbook, but it will not be supported via Classic CUI Spectra or Browser Spectra. The spectra codes AAF, AAG, AAH, AN (account number) and AD (account description) are the only codes which can be requested with the ‘A’ value I1SP2 Request Type field.

Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP2 CARD TYPE 7 1 X(1) Card Type Indicator.

- = Query Continuation. QUERY CONT 8 65 X(??) Continuation of the query area from the previous request

card.



269

9. Advisor Country and Code extracted via a D value in the I1SP2 Request Type field, column 27 in batch FOMI. This method will also be supported via a new Advisor/Attribute tab on the OLE Spectra workbook, but it will not be supported via Classic CUI Spectra or Browser Spectra. The spectra codes AAD, AAE, AN (account number) and AD (account description) are the only codes which can be requested with the ‘D’ value I1SP2 Request Type field

10. Sub Account list data must be requested individually of all other I1SP2 Spectra codes, and

is only valid if the requested account type is Group M, Group G, or R (Reporting Account).

11. Account Asset Group Override data must be requested using the I1SP2 filter code SZ for the user-defined asset group designation. This filter is not available in Classic CUI Spectra or Browser Spectra.

12. The Account Fiscal Year End Date will only provide the current month and day (MMDD) values for the next FYE relative to the request date, not all 20 entries.

13. Asset Group data item must be included in request to return AAGO values.

14. Ten separate data items will exist for Account Description.

15. To request Index Attribution information, only the Index and Attribution Percent data items can be included. A list of the 26 pairs will be returned. This request cannot be made for a reporting/group account.

16. To request Advisor Code information, only the Country Code and Advisor code data items can be included. A list of 512 definitions will be returned. This request cannot be made for a reporting/group account.

17. To request Report Schedule information, only the From and To Date data items can be included. A list of available valuation periods should be returned (similar to the MDRS screen). The request cannot be made for a reporting/group account. Must use PV (Prior Valuation date filter) to extract Report Schedule data, with Report TO Date equal to Request Date field. This filter is not supported via Classic CUI or Browser Spectra.

18. Neither Index Attribution, Advisor Code, Valuation Periods, or Asset Group Override information requests will be supported via Classic CUI or Browser Spectra.



270

CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP2 CARD TYPE 7 1 X(1) Card Type Indicator.


may be an individual fund, or a Reporting Account (Group Accounts are not supported). IMPower Users: To run a request against all accounts in a user bank, enter Account 000000000000000 along with a filter of #a=Y. Account Number code (AN) cannot be used as a filter with this request. NOTE: This account feature is limited to IMPower Users only.

CLASS OF SHARES 23 2 9(2) For a multiple class of shares fund, this field indicates the class of shares requested. For non-MCS funds, and for the total fund value, this field must be zeros. A value of 99 indicates all classes plus the fund total class (00).

BLANK 29 54 X(54) Unused NOTES 1. The REPORT DATE, PERIODS and PERIOD TYPE fields on the request card are explained as

follows: • If the PERIODS field was 5, the PERIOD TYPE field was “W”, and the REPORT DATE was

19940228, five messages are returned. The first message contains data for 01/31/94, the second for 02/07/94, the third for 02/14/94, the fourth for 02/21/94, and the fifth message for 02/28/94.

• If the PERIOD TYPE was “A” and the REPORT DATE was 19940228 (PERIODS field is ignored), all valuation periods on and after 02/28/94 are returned.

2. To pull all classes excluding the fund total, use a CLASS OF SHARES value of 99 with a filter

that excludes CLASS OF SHARES = 00



271

PRICE QUERY REQUEST MESSAGE LAYOUT ********************************************************************* I1SP3 *19890228032DGBP CN0000 A000000000430701 PRTPFXF3F6F9F1 I1SP3 --6536R3P1P2P3F3F6F9FXXFRS I1SP3 S524895AS51995123101111 ********************************************************************* CARD TYPE = “*”


COMMAND 1 6 X(6) I1SP3 CARD TYPE 7 1 X(1) Card Type Indicator.


CCYYMMDD. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.

PERIODS 16 3 9(3) Used to specify the number of PERIOD TYPES to be extracted. For the REQUEST ALL Option, the number of periods must be “1”.

PERIOD TYPE 19 1 X(1) Type of period to be extracted. Valid Values: D - Day W - Weeks M - Months Q - Quarters Y - Years See Notes for example.

BASE CURRENCY 20 4 X(4) Base Currency for the request. There is no default value. FORMAT 24 1 X(1) Space - Fixed Format. All query items contain the same

length and format as specified in the data item. 1 - Comma Delimited Format. Each item is separated by a

comma. Character items is enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces.

2 - Tab Delimited format. A tab (non-printable) separates each item.





272


BLANK 31 1 X(1) Unused REQUEST ALL 32 1 X(1) To request all Prices and/or Exchange Rates regardless of

SOURCE/TIME/TYPE for a specific date, enter one of the following: P - All prices for the specified security number are returned. X - All exchange rates for the requested currency are

returned. A - All prices or exchange rates for the specified security or

currency are returned. With this option, prices or exchange rates are extracted for only the specified date regardless of the number of PERIODS specified. F – Account Flexible Pricing information extract. Account number must be present when option ‘F’ is requested. All Flexible Pricing data is returned regardless of Effective Date requested. See Notes below.

ACCOUNT NUMBER 33 15 9(15) Investment Accounting (InvestOne) account number, valid with REQUEST ALL option ‘F’. Account number must be present when option ‘F’ is requested.

BLANK 48 8 X(8) Unused QUERY 56 Query area. Define data items and filters. CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP3 CARD TYPE 7 1 X(1) Card Type Indicator.

- = Query Continuation. QUERY CONT 8 65 X(??) Continuation of the query area from the previous

request card. CARD TYPE = “S” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP3 CARD TYPE 7 1 X(1) Card Type Indicator.

S - Security Number Card. Used to specify the currency or security to be requested.

SECURITY NUMBER 8 9 X(9) Investment Accounting (InvestOne) security number. A value of ALL in this card will extract all currencies or all securities for the user bank for the date(s) requested.

SECURITY DATE 17 8 9(8) Date associated with the security number. SECURITY QUALIFIER 25 5 9(5) Qualifier associated with the security number. BLANK 30 56 X(56) Unused



273

NOTES 1. The REPORT DATE, PERIODS and PERIOD TYPE fields on the request card can be explained

with an example. If the PERIODS field was 5, the PERIOD TYPE field was “W”, and the REPORT DATE was 19940228, five messages would be returned. The first message would contain data for 01/31/94, the second for 02/07/94, the third for 02/14/94, the fourth for 02/21/94, and the fifth message for 02/28/94.

2. If a calendar set ID has been coded, the generated date is checked against the appropriate user bank level calendar. If the generated date is designated as a business day (with “.” or “D”), then the date is accepted.


4. If a symbolic date is used and a calendar set ID has not been coded on the request card, the account calendar coded on AAAD is used if one is present.



7. If the Query option is selected, a specific SOURCE/TIME/TYPE can be requested for either prices or rates. However, this query applies only to the code that precedes it. All other price exchange rates requested are returned for the blank SOURCE/TIME/TYPE.

8. For the REQUEST ALL option, all prices or all exchange rates are returned for the Request Date for the requested security or currency. Interpolated rates are not supported for this option.

9. If the Request All option is “P”, “X” or “A”, zero prices or exchange rates are not extracted.

10. This price or exchange rate extraction can be submitted by means of Batch JCL. However, for the Central Pricing System User, a pre-defined set of requests can be invoked in Investment Accounting (InvestOne) Apollo under the Central Pricing Module. Here the request can be found under Central Pricing Extract Requests. For a detailed explanation, see the Apollo Manual section.

11. The query area on this card and the “ - “ card are made up of various data items, codes, and filters. See the Spectra Data Items Manual for a listing of the data items.

12. An account card is not valid for I1SP3 requests.

13. A single request will return price data or exchange rate data, but not both.

14. A maximum of 999 periods can be requested for multiple period requests. When specifying multiple periods, provide the “to” period date, and work backwards from that date. A request of *20000105005D will extract the 5 daily periods from 1/05/00 and the 4 prior daily periods.

15. In order to extract exchange rates for a single period for all currencies, the following request rules apply:

Effective Date required CCY Code = ALL Base Currency must be provided No. Periods must be = 1 Period Type must be populated Rate Source, Rate Time, and Rate Type must be blank REQUEST ALL indicator must be a value of “X”



274

16. In order to extract exchange rates for multiple periods for a specific

currency/source/time/type, the following request rules apply: Effective Date required CCY Code = valid currency Base Currency must be populated No. Periods must be populated with value greater than 1 Period Type must be populated Applicable Rate Source, Rate Time, Rate Type fields must be provided REQUEST ALL indicator must be a value of “BLANK”

17. In order to extract prices for a single period for a specific security, all source/time/type, the following request rules apply:

Effective Date required Security = valid security No. Periods must = 1 Period Type must be populated Price Source, Price Time, and Price Type must be blank

REQUEST ALL indicator must be a value of “P”

18. In order to extract prices for multiple periods for a specific security, specific source/time/type, the following request rules apply:

Effective Date required Security = valid security No. Periods must be populated with value >1 Period Type must be populated Applicable Price Source, Price Time, and Price Type must be provided

REQUEST ALL indicator must be a value of “BLANK” Source/time/type filtering described in Note 7 above must be utilized

19. In order to extract prices for a single period for all securities with a specific source/time/type, the following request rules apply:

Effective Date required CCY Code/Security = ALL Base Currency must be populated No. Periods must be populated with value = 1 Period Type must be populated Applicable Price Source, Price Time, and Price Type must be provided REQUEST ALL indicator must be a value of “P” Traditional filtering (code,operand,value) using ( )s must be utilized

20. When no security is specified (“S” card value = ALL) and the “REQUEST ALL” indicator is a value of BLANK, both batch and OLE will return currency rates only, even when using the OLE price extract sheet.

21. Account Flexible Pricing information can be extracted by using an ‘F’ value in the I1SP3 Request Type field (column 32 in batch). This method is supported via additions to the OLE Spectra Price workbook tab, but is not be supported via Classic CUI Spectra or Browser Spectra. When ‘F’ value is requested, an account number must also be provided (column 33 in batch). All Account Flexible Pricing information is extracted regardless of Effective Date of the request.



275

GENERAL LEDGER REQUEST MESSAGE LAYOUT (FDUSP4) ************************************************************ I1SP4 *2000013020000131 DTANP1UNGDGCGE I1SP4 --TPCSGP(P1=4000) I1SP4 A000000000001111

CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP4 CARD TYPE 7 1 X(1) Card Type Indicator. * - Request Card.

REPORT FROM DATE 8 8 X(8) From date in which general ledger data is extracted; format: CCYYMMDD. Must be a valid valuation date.

REPORT TO DATE 16 8 X(8) To date in which general ledger data is extracted; format: CYYMMDD. Must be a valid valuation date.

RECORD TYPE 24 1 X(1)

Record Type valid values: S or Blank = Summary (G1) D = Detail (G3) B = Both

FORMAT 25 1 X(1) Space - Fixed Format. All query items contain the same length and format as specified in the data item. 1 - Comma Delimited Format. Each item is separated

by a comma. Character items is enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces.


BLANK 26 19 X(11) Unused QUERY 45 Query area. CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP4 CARD TYPE 7 1 X(1) Card Type Indicator. - = Query Continuation. QUERY CONT 8 65 X(??) Continuation of the query area from the previous

request card. CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP4 CARD TYPE 7 1 X(1) Card Type Indicator. A - Account Number Card. FUND NUMBER 8 15 9(15) Investment Accounting (InvestOne) fund number. NOTES 1. The query area on the “*” card and the “-” card are made up of various data item codes and

filters. Filters are defined by enclosing the conditions in parentheses. Conditions are defined using the following operators: equal (=), not equal (!), greater than (>) and less than (<). An example of a filter would be if a user only wanted to return information with PGLAC of 4000, they need a filter of (P1=4000)

2. When more than 1 filter is selected, only general ledger data that meet all specified filters is

reported.



276

CENTRAL PRICING SYSTEM EXCEPTION (CX FILE) QUERY REQUEST MESSAGE LAYOUT *************************************** I1SP6 *20000902P I1SP6 --ESAIDASNP2 I1SP6 X ***************************************

CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP6 CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. REPORT DATE TYPE 8 1 X(1) Request Date; format: CCYYMMDD POSITIONS 16 1 X(1) Specifies whether the request is for:

P – Security Price Exceptions. I – Market Index Exceptions. C – Exchange Rate Exceptions.

CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP6

CARD TYPE 7 1 X(1) Card Type Indicator.

- = Query. QUERY CONT 8 65 X(??) Continuation of the query area. CARD TYPE = “X” Field Start Char Length Format Description

COMMAND 1 6 X(6) I1SP6

CARD TYPE 7 1 X(1) Card Type Indicator. X = End Query.

NOTE: The query area on this card and the “ - “ card are made up of various data item codes and filters. See the Spectra Data Items Manual for a listing of the Central Pricing System Exception (“CX” file) data items. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”. Multiple values (each separated by a “:” or “~” character) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating each specified field.




277

SECURITY HISTORY REQUEST MESSAGE LAYOUT ************************************************************ I1SP8 *2001010120010215 CUAEAJAKAR I1SP8 S6488 0000000000000 ************************************************************

CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP8 CARD TYPE 7 1 X(1) Card Type Indicator. *-Request Card. FROM DATE 8 8 X(8) From date for which security history is requested;

format: CCYYMMDD. TO DATE 16 8 X(8) To date for which security history is requested; format:

CCYYMMDD. FORMAT 24 1 X(1) Space - Fixed Format. All query items contain the same

length and format as specified in the data item. 1 - Comma Delimited Format. A comma separates each



BLANK 44 29 X(??) Query area. CARD TYPE = “-” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP8 CARD TYPE 7 1 X(1) Card type Indicator -= Continuation.

QUERY CONTINUATION

8 65 X(??) Continuation of the query area from the previous request card.

CARD TYPE = S*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP8 CARD TYPE 7 1 X(1) Card Type Indicator.

SECURITY NUMBER 8 9 X(9) Investment Accounting (InvestOne) security number.

SECURITY DATE 17 8 9(8) Investment Accounting (InvestOne) security date; format: CCYYMMDD.

SECURITY QUALIFIER 25 5 9(5) Investment Accounting (InvestOne) security qualifier.




278

NOTES 1. The FROM DATE and TO DATE are both inclusive.

2. There is a limit of 20 filters that can be specified and they can total no more than 750 bytes in length.

3. The total length of the reply messages cannot exceed 8100 bytes.

4. The query area on this card and the “-” card are made up of various data item codes and filters. Filters are defined by enclosing the conditions in parentheses. Conditions are defined using the following operators: equal (+), not equal (!), greater than (>) and less than (<). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~” character) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating each specified field.

• Colon as delimiter (AG=G1:G2) • Tilde as delimiter (AG=~G1~G2)

5. All Effective Date entries on the “SH” file between the From Date and To Date of the request,

inclusive, are returned (with the exception of “SH” records with a Lock Indicator of “U”).



279

POOL OWNERSHIP REQUEST MESSAGE LAYOUT *************************************************** I1SP9 *20050105001D A1A2A3A4A5A6A7 I1SP9 A000000001068120 *************************************************** CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP9 CARD TYPE 7 1 X(1) Card Type Indicator.


CCYYMMDD. This is the most current date for Period Type “D”, “W”, “M”, “Q”, “P” and “Y”. This is the start date for the Period Type of “A”. If symbolic option is used: Format &&&&&&99, where &&&&&& is fixed (as ampersands) 99 represents number of days (00-99) to add to run date. Format _ _ _ _ _ _ 99, where _ _ _ _ _ _ is fixed (as underscores) 99 represents number of days (00-99) to subtract from run date.

PERIODS 16 3 9(3) Used to specify the number of PERIOD TYPES to be extracted. (Ignored with PERIOD TYPE of “A”.)

PERIOD TYPE 19 1 X(1) Type of period to be extracted. Valid Values: D - Days W - Weeks M - Months Q - Quarters Y - Years A - All Periods P - Valuation See Notes for examples.

FORMAT 20 1 X(1) Space - Fixed Format. All query items contain the same length and format as specified in the data item.

1 - Comma Delimited Format. A comma separates each item. Character items are enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces.





280

Field Start Char Length Format Description TIME 23 4 9(4) When using symbolics for defaulting dates, this

represents the cutoff time. Format is military time (0001 - 2400).


CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP9 CARD TYPE 7 1 X(1) Card Type Indicator.

“A” - Account Number Card. FUND NUMBER 8 15 9(15) Investment Accounting (InvestOne) fund number. This

may be an individual fund, or a Reporting Account (Group Accounts are not supported). IMPower Users: To run a request against all accounts in a user bank, enter Account 000000000000000 along with a filter of #a=Y. Account Number code (“AN”) cannot be used as a filter with this request. NOTE: This account feature is limited to IMPower Users only.

NOTES 1. If a calendar set ID has been coded, the generated date is checked against the appropriate






6. The query area on this card and the "-" card are made up of various data item codes and filters. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~”) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating

Field Start Char Length Format Description COMMAND 1 6 X(6) I1SP9 CARD TYPE 7 1 X(1) Card Type Indicator.


card.



281

each specified field.

7. The REPORT DATE, PERIODS and PERIOD TYPE fields on the request card are explained as follows:

• If the PERIODS field was 5, the PERIOD TYPE field was “W”, and the REPORT DATE was 19940228, five messages are returned. The first message contains data for 01/31/94, the second for 02/07/94, the third for 02/14/94, the fourth for 02/21/94, and the fifth message for 02/28/94.

• If the PERIOD TYPE was “A” and the REPORT DATE was 19940228 (PERIODS field is ignored), all valuation periods on and after 02/28/94 are returned.



282



283

POOL LOT REQUEST MESSAGE LAYOUT ************************************************* I1SPP *20050112P ANRTDASNCVTAMV I1SPP A000000011068120 ************************************************* CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SPP CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. REPORT DATE 8 8 X(8) Report date for which pool lot data is requested;

format: CCYYMMDD. POOL/TLF IND 16 1 X(1) Required for reporting accounts; flag indicates if Pool

or Top Level Fund is reported. Valid values: P – Pool fund T – Top level fund Value is ignored if requested account is not a reporting account.

FORMAT 17 1 X(1) Space - Fixed Format. All query items contain the same length and format as specified in the data item.






Field Start Char Length Format Description COMMAND 1 6 X(6) I1SPP CARD TYPE 7 1 X(1) Card Type Indicator.


card.



284

CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SPP CARD TYPE 7 1 X(1) Card Type Indicator.


may be an individual fund, or a Reporting Account (Group Accounts are not supported). IMPower Users: To run a request against all accounts in a user bank, enter Account 000000000000000 along with a filter of #a=Y. Account Number code (“AN”) cannot be used as a filter with this request. NOTE: This account feature is limited to IMPower Users only.

Notes 1. If a calendar set ID has been coded, the generated date is checked against the appropriate






6. The query area on this card and the "-" card are made up of various data item codes and filters. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!), greater than (>) and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~”) for a given condition are considered “or” statements. When delimiting fields using the tilde, the tilde must be placed immediately after the operand as well as separating each specified field.




285

RATE2ASSOCIATION QUERY MESSAGE LAYOUT ************************************************************************ ----+----1----+----2----+----3----+----4----+----5----+----6----+----7-- I1SPW *20140101US TUS T @EFD@ABC@ATG@SCT@STG@CND@DWT@DRC@DDR@IWT@IRC I1SPW -@IDR@DW2@DR2@DD2@IW2@IR2@ID2@R2D@AGN@A01@A02@A03@A04@A05@A06@A07 I1SPW -@A08@A09@A10 I1SPW W ************************************************************************

CARD TYPE = "*"


COMMAND 1 6 X(6) I1SPW

CARD TYPE 7 1 X(1) Card Type Indicator. * - Request Card.

EFFECTIVE DATE 8 8 X(8) The Effective Date for which the rates and other details are requested

ACCOUNT BASE COUNTRY 16 4 X(4) Account Base Country

ACCOUNT TAX GROUP 20 1 X(1) Account Tax Group

SECURITY COUNTRY OF TAXATION 21 4 X(4) Security Country of Taxation

SECURITY TAX GROUP 25 1 X(1) Security Tax Group

FORMAT 26 1 X(1)

Space - Fixed Format. All query items contain the same length and format as specified in the data item. 1 - Comma Delimited Format. Each item is separated by a comma. Character items is enclosed in double quotes without trailing spaces. Numeric items are displayed without leading spaces. 2 - Tab Delimited format. A tab (non-printable) separates each item.

Query Area 27 46 X(46) Query Area

CARD TYPE = "-"




QUERY CONT 8 65 X(65) Continuation of the query area from the previous request card.



286

CARD TYPE = “W”


CARD TYPE 7 1 X(1) Card Type Indicator. W - Rate2Assocation Withholding Reclaim Rates Card

NOTE: No other Input on CARD TYPE = "W".

CUI SPECTRA DATA ITEMS - RATE2ASSOCIATION Spectra Code Title Label Description EFD Effective Date Effective date of the tax rate record – Blank in case the

effective date is 00/00/0000 in DETW screen ABC Account Base

Country

ATG Account Tax Group SCT Security Country

Of Taxation

STG Security Tax Group CND Country

Description

DWT DIV Withholding Rate defined in DETW or Default values 0.00 DRC DIV Reclaim Rate defined in DETW or Default values 0.00 DDR DIV Double

Reclaim Rate defined in DETW or Default values 0.00

IWT INT Withholding Rate defined in DETW or Default values 0.00 IRC INT Reclaim Rate defined in DETW or Default values 0.00 IDR INT Double

Reclaim Rate defined in DETW or Default values 0.00

DW2 DIV Withholding (2)

Alternate rate2 defined in DETW or Default values 0.00

DR2 DIV Reclaim (2) Alternate rate2 defined in DETW or Default values 0.00 DD2 DIV Double

Reclaim (2) Alternate rate2 defined in DETW or Default values 0.00

IW2 INT Withholding (2)

Alternate rate2 defined in DETW or Default values 0.00

IR2 INT Reclaim (2) Alternate rate2 defined in DETW or Default values 0.00 ID2 INT Double

Reclaim (2) Alternate rate2 defined in DETW or Default values 0.00

R2D RATE2 Association Desc

User defined 60 byte description from RATE2ASA

AGN Associated Asset Groups Count

total count of asset groups applying rate2

A01 Associated Asset Groups 1 to 20

First set of 20 asset groups applicable for rate2


Next 20 asset groups applicable for rate2









287










Last 20 asset groups applicable for rate 2

NOTES Input Requirements:

Request Date: Date on which the report needs to be pulled Account Base Country: Account’s Country code available from AAMF screen Account Tax Group: Accounts tax group from AAAD screen Security Country of Taxation: Security’s country of Risk from STST/BOBD screen (valid

values ‘A to Z’) Security Tax Group: Security’s Tax Group from STST/BOBD screen (valid values ‘A to Z’) Users are allowed to choose the desired combination of country codes and tax groups.

When all the input parameter is left blank the extract would pull all withholding/reclaim rates available in the system for different base country and tax group combinations.



288

MULTI PERIOD POSITION EXTRACT MESSAGE LAYOUT The Multi-Period Extract returns position data for each valuation date between the requested From and To date (FDUSPH). ************************************************************************ ----+----1----+----2----+----3----+----4----+----5----+----6----+----7-- FDSPH *2014010120140131 DACUCVMV FDSPH A000000011537800 ************************************************************************

CARD TYPE = “*” Field Start Char Length Format Description COMMAND 1 6 X(6) FDSPH CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. FROM DATE 8 8 X(8) From date for which position data is requested;

format: CCYYMMDD. TO DATE 16 8 X(8) To date for which position data is requested; format:

CCYYMMDD. FORMAT 24 1 X(1) Space - Fixed Format. All query items contain the

same length and format as specified in the data item.






Field Start Char Length Format Description COMMAND 1 6 X(6) FDSPH CARD TYPE 7 1 X(1) Card Type Indicator.


card.



289

CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) FDSPH CARD TYPE 7 1 X(1) Card Type Indicator.


may be an individual fund, or a Reporting Account

NOTES Input Requirements:

From Date: Beginning date for position data to be extracted. Must be a valid valuation date for the account. Must be greater than Inception Date. Otherwise no records will be returned.

To Date: Ending date for position data to be extracted. Must be a valid valuation date for the account. Must be equal to or less than Balance Date. Must be equal to or greater than From Date. Otherwise no records will be returned.

Limitation: FDSPH is not valid for Pure Batch requests. The CICS region must be available in order to

execute the FDSPH extract.

CUI SPECTRA DATA ITEMS – MULTI PERIOD POSITION EXTRACT Spectra Code Title Label Description CQ Account Base

Currency Code identifying base currency associated with the fund.

AN Account Number Account Number AQ Account Number

- Integer Account Number as an integer.

AD Account Short Name – Regular Account

Account Short Name as seen on AAAD.

AM Accrual Method Code specifying Accrual Method for calculating interest on bond securities.

IN Accrued Income Net

Accrued Income Net

AO Amortization Accrued Amortization/Accretion balance as of valuation date in terms of Issue Currency of the security.

BQ Amortization Base - Historical

Net Accrued Amortization Balance as of valuation date in terms of base currency of account using historical exchange rates.

AF Amortized Flag Code specifying Amortization Method for calculating amortization/accretion on bond securities.

AG Asset Group Asset Group code defining Asset characteristics. HB Backup Price

Source Backup Price Source from Price File.



290

BO Base Cost Effectively Traded Cost Value as of valuation date in terms of base currency of account translated using historical exchange rates.

CV Carry Value Shares/Par traded value as of valuation date. CO Cost Value Effectively Traded Cost Value as of valuation date

in terms of the trade currency of the security. BP Current Cost Effectively Traded Cost Value as of valuation date

in terms of base currency of account translated using current exchange rate.

F6 Fund Type Fund Type MV Market Value

Traded Effectively Traded Market Value as of valuation date in terms of the trade currency of the security.

BR Market Value Traded Base

Effectively Traded Market Value as of valuation date in terms of the base currency of the account.

DA Position Date Valuation Period End Date. PC Position Price

Code Code controlling calculation of Market Value given the price and carry value.

#2 Request From Date

Request From Date

#1 Request To Date Request To Date #T Request Type

Value Load Request Type Value Load

#V Request View Request View SD Security

Description Short Name of the Security

CU Security Number Security Number of the Security (first 9 characters of the Full Security Number, usually CUSIP)

SN Security Number Full

Full Security Number including Date and Unique Qualifiers.

PR Security Price (Calc)

Price used to calculate local Market Value as of valuation date.

94 View Indicator Displays view requested for the account 5R FAS157 Level FAS157 Level assigned to the position based on the

assignment hierarchy. (Adhoc, Position, Account, Security, User Bank)

PL FAS157 Level Change Indicator

Returns a ‘Y’ is the FAS157 Level has changed from the prior valuation date.

5R2 FRS102 Level FRS102 Level assigned to the position based on the assignment hierarchy. (Adhoc, Position, Account, Security, User Bank)

PL2 FRS102 Level Change Indicator

Returns a ‘Y’ is the FRS102 Level has changed from the prior valuation date.



291

INFLATION INDEX REQUEST MESSAGE LAYOUT ************************************************************************ ----+----1----+----2----+----3----+----4----+----5----+----6----+----7-- I1SPI *20140101001 @IDX@INT@IOF@DOM@AMT@MIR@AIR@RRD I1SPI -@IND@IIN I1SPI ICPI ************************************************************************

CARD TYPE = "*"


COMMAND 1 6 X(6) I1SPI


EFFECTIVE DATE 8 8 X(8) The Effective Date for which the index details are requested

NUMBER OF ENTRIES 16 3 X(3) Number of Entries

FORMAT 19 1 X(1)

Space - Fixed Format. All query items contain the same length and format as specified in the data item.



FILLER 20 20 X(20) Spaces – not used

Query Area 40 33 X(33) Query Area

CARD TYPE = "-"




QUERY CONT 8 65 X(65) Continuation of the query area from the previous request card.



292

CARD TYPE = “I”


CARD TYPE 7 1 X(1) Card Type Indicator. I – Inflation Index Card.

INFLATION INDEX 8 12 X(12) Inflation Index code

INFLATION INDEX SPECTRA DATA ITEMS Spectra Code Title Label Description IDX Inflation Index Indentifies the inflation index. INT Interval The interval of the inflation index (D, M, or Q). IOF Offset The offset for the number of intervals with which the

index is used. DOM Day of Month Indicates the day of month thisinflation index amount is

entered. AMT Amount Index amount. MIR Market Value Index

Ratio Indicates the market value index ratio used by the inflation index.

AIR Accrued Income Index Ratio

Indicates the accrued income index ratio used by the inflation index.

IID Inflation Index Date

The date of the inflation index amount.

IND Indicator Indicates the inflation index amount is either an index rate or an index ratio.

IIN Inflation Index Name

Inflation index description.

NOTES 1. All inflation index spectra data items are filterable. 2. The request requires input parameters inflation index, effective date, and number

of entries to execute. 3. Effective Date must be a valid date. 4. Number of Entries may be 1-999. 5. If Number of Entries is 999, then the system will return all records with an Inflation

Index Date less than or equal to the Effective Date for the designated index. 6. When ALL is input as the Inflation Index and 001 as Number of Entries, then one

row will be returned for each Inflation Index with an Inflation Index Date less than or equal to the input Effective Date. The record returned will display the Amount and Inflation Index Date nearest (less than or equal to) the Effective Date.

7. If ALL is input as the Inflation Index and Number of Entries is 002- 999, then the system will return records for an Inflation Index name ALL. No records will be returned if there is not an Inflation Index of ALL.



293

FILTERING The query area on this card and the “-“ card are made up of various data item codes and filters. Filters are defined by enclosing the conditions in parenthesis. Conditions are defined using the same operators as used by Spectra (equal (=), not equal (!=), greater than (>), and less than (<)). Each condition is considered an “and”; while multiple values (each separated by a “:” or “~” character) for a given condition are considered “or” statements. When delimiting fields using the tilde (~), the tilde must be placed immediately after the operand as well as separating each specified field.

• Colon as delimiter (@IDX=CPI:CP2) • Tilde as delimiter (@IDX=CPI~CP2)

CICS CONTROL RECORD FOR APPC This CICS record provides control information to the batch messaging program FDCSPD. This record is defined in copylib member FDAPPCFL. Field Start Char Length Format Description CICS-REGION 01 8 X(8) CICS region for LU6.2 conversation. Left justified. UNUSED 09 1 X(1) Unused space. CICS-USER 10 8 X(8) User operator ID to access the CICS region. Left justified. UNUSED 18 1 X(1) Unused space. CICS-PASSWORD 19 8 X(8) Password associated with user operator ID. Left justified. UNUSED 27 1 X(1) Unused space. CICS-TP-NAME 28 4 X(4) Name of partner program for LU6.2 conversation. Left

justified. Default is FUND. UNUSED 32 1 X(1) Unused space. CICS-MODE-NAME 33 8 X(8) Name that designates the network properties for the

session to be allocated for the LU6.2 conversation. Left justified. Default is APPCHOST.


JCL EXAMPLE FOR APPC When using Batch Communications, the following is an example of the JCL that can be used. ************************************************************************ //CCACXX1 JOB (CCACXX,CCAC08705,5,999,,1PT8),'08705 I1SP', // CLASS=A,NOTIFY=CCACXX,MSGCLASS=Q,REGION=2048K, // MSGLEVEL=(1,1) /*ROUTE PRINT RMT485 //JOBLIB DD DSN=SUNAR.PJ900013.JOBLIB,DISP=SHR //A0 EXEC PGM=IEFBR14 //DD01 DD DSN=CCACXX.I1SPDOWN,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //DD02 DD DSN=CCACXX.MESGFILE,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //A1 EXEC PGM=FDCSPD //CICSCNTL DD * CICSCAT0 ONE XXXXXXXX //REQUEST DD * I1SP2 *19940614005D CN0000 ANACTATLEQNV I1SP2 A00000000000060800 //MESSAGES DD DSN=CCACXX.I1SPDOWN,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(15,15),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=* //MESGFILE DD DSN=CCACXX.MESGFILE,DISP=(,CATLG,CATLG), // UNIT=SYSDA,SPACE=(TRK,(15,15),RLSE), // DCB=(LRECL=8197,BLKSIZE=16398,RECFM=VB)



294

// ************************************************************************



295

CICS CONTROL RECORDS FOR TCP/IP This CICS Record provides control information to the batch messaging program FDCSPD2. Each record contains a single parameter definition. The parameters are defined below: TCPNAME Parameter Required Description TCPNAME No Name of TCP/IP address space defined to the CICS region.

Default = TCPIP.

HOSTADDR Yes Contains the IP address of the CICS region.

PORT Yes Contains the IP port of the CICS region.

USER Yes Enter a valid CICS User (sign-on) ID.

PASSWORD Yes Enter the password for user.

TRAN Yes Enter the starting CICS transaction ID. Always use FUND.

OPERATOR No Enter the CICS operator ID. Defaults to the User ID if not entered.

JCL EXAMPLE FOR TCP/IP When using Batch Communications, the following is an example of the JCL that can be used. ************************************************************************ //CCACXX1 JOB (CCACXX,CCAC08705,5,999,,1PT8),'08705 I1SP', // CLASS=A,NOTIFY=CCACXX,MSGCLASS=Q,REGION=2048K, // MSGLEVEL=(1,1) /*ROUTE PRINT RMT485 //JOBLIB DD DSN=SUNAR.PJ900013.JOBLIB,DISP=SHR // DD DSN=TCPIP.SEZATCP,DISP=SHR //A0 EXEC PGM=IEFBR14 //DD01 DD DSN=CCACXX.I1SPDOWN,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //DD02 DD DSN=CCACXX.MESGFILE,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //A1 EXEC PGM=FDCSPD2 //CICSCNTL DD * HOSTADDR=123.456.789.01 PORT=1900 USER=ABCDEFG PASSWORD=HIJKLM TRAN=FUND //REQUEST DD * I1SP2 *19940614005D CN0000 ANACTATLEQNV I1SP2 A00000000000060800 //MESSAGES DD DSN=CCACXX.I1SPDOWN,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(15,15),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=* //MESGFILE DD DSN=CCACXX.MESGFILE,DISP=(,CATLG,CATLG), // UNIT=SYSDA,SPACE=(TRK,(15,15),RLSE), // DCB=(LRECL=8197,BLKSIZE=16398,RECFM=VB) // *************************************************************************

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 BATCH MESSAGING INTERFACE (BMI) - SECURITY MAINTENANCE (FDMESG)


296

3.3.61 SECURITY MAINTENANCE (FDMESG) In addition to the defined interface, Investment Accounting (InvestOne) provides a batch procedure that acts as an external system to Investment Accounting (InvestOne). This procedure reads a sequential file of security messages (without the Standard Message Header fields). It sends this input security processing request to Investment Accounting (InvestOne) in the Security Messaging Interface. The reply to each message is then routed to one of two Security Messaging Reply reports.

INPUTS The input to this batch procedure is a sequential file of security messages (without the Standard Message Header fields). The required format for this sequential file is in Section 2.2.1, Security Message Layout (External System to InvestOne Enterprise).

CICS CONTROL RECORD This record provides control information to the batch messaging program FDMESG. This record is defined in copylib member FDAPPCFL. Field Start Char Length Format Description CICS-REGION 01 8 X(8) CICS region for LU6.2 conversation. Left justified. UNUSED 09 1 X(1) Unused space. CICS-USER 10 8 X(8) User operator ID to access the CICS region. Left justified. UNUSED 18 1 X(1) Unused space. CICS-PASSWORD 19 8 X(8) Password associated with User operator ID. Left justified. UNUSED 27 1 X(1) Unused space. CICS-TP-NAME 28 4 X(4) Name of partner program for LU6.2 conversation. Left

justified. Default is FUND. UNUSED 32 1 X(1) Unused space. CICS-MODE-NAME 33 8 X(8) Name which designates the network properties for the


UNUSED 41 40 X(40) Unused space.



297

PROCESSES The following is an example of the JCL that allows this Batch program to communicate with the Investment Accounting (InvestOne) CICS Region using IBM's MVS/APPC product. Step A1 of the JCL is used for the messaging conversation. Step FDREPT is used to format the messaging replies into one of two reports. The following is an example of the JCL that can be used: ******************************************************************************** //B0106JS1 JOB (0106,08205,1,90,,LAN2),′SCTY MESG′,REGION=2400K, // NOTIFY=B0106JS,MSGCLASS=X,CLASS=B,MSGLEVEL=(1,1) /*ROUTE PRINT RMT97 //JOBLIB DD DSN=SUNAR.PJ900011.JOBLIB,DISP=SHR //A0 EXEC PGM=IEFBR14 //DD01 DD DSN=B0106JS.MESGOUT,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //* //A1 EXEC PGM=FDMESG,PARM=′BFDSDB YY′ //CICSCNTL DD * CICSCATZ B0106JS XXXXXXXX //MESGIN DD DSN=B0106JS.SCTYFILE,DISP=SHR //MESGOUT DD DSN=B0106JS.MESGOUT,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=* //FDREPT EXEC FDREPT,U=′JS′,FLAR=′SUNAR.PJ900013.CARV′ //A.SYSIN DD * *0000AFUND A0000AAER SUNIA.PJ008205.AEJJ Y N 2 2 A0000AARR SUNAR.PJ900013.CARV Y N 2 2 MR9900R //C.MESGIN DD DSN=B0106JS.MESGOUT,DISP=SHR //C.SCTYOK DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) //C.SCTYREJ DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) // ******************************************************************************** To communicate with the Investment Accounting (InvestOne) CICS Region in IBM's TCP/IP for the MVS product, replace Step A1 in the above JCL with the following: ******************************************************************************** //AA EXEC PGM=FDMESG2,PARM='BFDSDB NN' //SOCKCNTL DD* HOSTADDR=199.253.142.17 PORT=2601 USER=B0106JS PASSWORD=JSJSJS OPERATOR=B0106JS TRAN=FUND //MESGIN DD DSN=B0106JS.SCTYFILE,DISP=SHR ********************************************************************************



298

OUTPUTS As mentioned above, the reply to each message is routed to one of the following Security Messaging Reply reports to facilitate review of the batch messaging process:

• Security Messaging Reply – Accepted. • Security Messaging Reply – Rejected.

Security activity appears on the reports in the sequence of the original security messages that were sent to and processed by Investment Accounting (InvestOne). Relevant data fields on the Reply to Security Message as described in Section 2.2.1.2 Reply to Security Message Layout (InvestOne Enterprise to External System) are displayed on each report. For each message, the key fields (security number/date/qualifier) print only once followed by up to 50 reply messages. The total number of accepted/rejected reply messages is displayed at the end of the report. An example of each report may be found at the end of this section.



299

RUNDATE: 01/06/97, RUN TIME: 162016 PAGE: 1 JS DEFAULT USER SECURITY MESSAGING REPLY - ACCEPTED SECURITY/ XREF REPLY REPLY REPLY REPLY NUMBER/DATE/QUALIFIER CODE TYPE CODE FIELD MESSAGE ------------------------ -------- ------ ------ ------- ------------------------------------- IBM 12311999 00150 IBM I SECURITY ADDED STARBUCKS STBKS I SECURITY CHANGED GAP I SECURITY DELETED NUMBER OF REPLY TO SECURITY MESSAGES: 3



300

RUNDATE: 01/06/97, RUN TIME: 162016 PAGE: 1 JS DEFAULT USER SECURITY MESSAGING REPLY - REJECTED SECURITY/ XREF REPLY REPLY REPLY REPLY NUMBER/DATE/QUALIFIER CODE TYPE CODE FIELD MESSAGE ------------------------ -------- ------ ------ ------- -------------------------------------- LIMITED 06152000 00110 LMTD E SD0002 SCTYNO SECURITY RECORD ALREADY EXISTS DOMINICKS DMCKS E SD0001 SCTYNO SECURITY RECORD NOT FOUND NUMBER OF REPLY TO SECURITY MESSAGES: 2



301

NOTES 1. This documentation was written for the user who is already familiar with security processing

on the Investment Accounting (InvestOne) System. For further information concerning security definitions, see Section 5.20, Security Definition, of the Investment Accounting (InvestOne) System Manual.

2. Regardless of whether the mode is ADD or CHANGE, the Put/Call Area is always assumed to entirely replace the existing Put/Call Area, if any.

3. A new security may be added to Investment Accounting (InvestOne) using an existing security definition as a model. The model functionality is only valid in ADD mode (populated model fields are ignored in CHANGE and DELETE modes), and any pre-defined security may be used as a model. All fields within an area of the existing security are copied to the new security except those overridden with a valid value, and all areas of the existing security are copied to the new security except the User-Defined and Description areas.

4. Normally, after security maintenance takes place, all funds, which hold that security, are swept to apply the change to the position balances. This interface allows the user to choose whether the sweep function is invoked or not, by specifying the appropriate value in the SWEEP MODE field in the Initial Request Message which is sent from the external system. If the user chooses not to have the Security Messaging Interface sweep the affected accounts, he/she should be aware that position balances might not be correct until a sweep is performed.

5. If a One-to-One Blocked mid-conversation communication failure occurs, the outcome is differs depending on the SWEEP MODE field value in the Initial Request Message sent from the external system. If the value is no, any abend causes a complete rollback of updates since the last checkpoint. If the value is yes, Investment Accounting (InvestOne) has committed the securities processed thus far to the database. This latter situation would make it possible for some security changes to be committed Investment Accounting (InvestOne) without the external system knowing they were processed. The user should resend all available security messages since the last successful checkpoint. Those messages not processed by Investment Accounting (InvestOne) are processed normally, while those already processed are either reprocessed (CHANGE mode), or return a Security Reply Message containing an error that the security is already on file (ADD mode).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 BATCH MESSAGING INTERFACE (BMI) - TRANSACTION MAINTENANCE (FDMESG)


302

3.3.62 TRANSACTION MAINTENANCE (FDMESG)

OVERVIEW In addition to the defined interface, Investment Accounting (InvestOne) provides a batch procedure which act as an external system to Investment Accounting (InvestOne). This procedure reads a sequential file of transaction messages (without the Standard Message Header fields). It sends this input transaction processing request to Investment Accounting (InvestOne) through the Transaction Messaging Interface. The reply to each message is then routed to one of two Transaction Messaging Reply reports.

INPUTS The input to this batch procedure is a sequential file of transaction messages (without the Standard Message Header fields). The required format for this sequential file may be found in Section 2.2.2, Transaction Message Layout (External System to InvestOne Enterprise).

CICS CONTROL RECORD This record provides control information to the batch messaging program FDMESG. It is defined in copylib member FDAPPCFL. Field Start Char Length Format Description CICS-REGION 01 8 X(8) CICS region for LU6.2 conversation. Left justified. UNUSED 09 1 X(1) Unused space. CICS-USER 10 8 X(8) User operator ID to access the CICS region. Left justified. UNUSED 18 1 X(1) Unused space. CICS-PASSWORD 19 8 X(8) Password associated with User operator ID. Left justified. UNUSED 27 1 X(1) Unused space. CICS-TP-NAME 28 4 X(4) Name of partner program for LU6.2 conversation. Left

justified. Default is FUND. UNUSED 32 1 X(1) Unused space. CICS-MODE-NAME 33 8 X(8) Name which designates the network properties for the


UNUSED 41 40 X(40) Unused space.



303

PROCESSES The following is an example of the JCL that allows this Batch program to communicate with the Investment Accounting (InvestOne) CICS Region using IBM's MVS/APPC product. Step A1 of the JCL is used for the messaging conversation. Step FDREPT is used to format the messaging replies into one of two reports. The following is an example of the JCL which can be used: ***************************************************************** //B0106JS1 JOB (0106,08205,1,90,,LAN2),′TRAN MESG′,REGION=2400K, // NOTIFY=B0106JS,MSGCLASS=X,CLASS=B,MSGLEVEL=(1,1) /*ROUTE PRINT RMT97 //JOBLIB DD DSN=SUNAR.PJ900011.JOBLIB,DISP=SHR //A0 EXEC PGM=IEFBR14 //DD01 DD DSN=B0106JS.MESGOUT,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //* //A1 EXEC PGM=FDMESG,PARM=′BFDTSB2NY′ //CICSCNTL DD * CICSCATZ B0106JS XXXXXXXX //MESGIN DD DSN=B0106JS.TRANFILE,DISP=SHR //MESGOUT DD DSN=B0106JS.MESGOUT,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=* //FDREPT EXEC FDREPT,U=′JS′,FLAR=′SUNAR.PJ900013.CARV′ //A.SYSIN DD * *0000AFUND A0000AAER SUNIA.PJ008205.AEJJ Y N 2 2 A0000AARR SUNAR.PJ900013.CARV Y N 2 2 MR9900R //C.MESGIN DD DSN=B0106JS.MESGOUT,DISP=SHR //C.TRANOK DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) //C.TRANREJ DD SYSOUT=(X,,1234),DCB=(BLKSIZE=1330,RECFM=FBA) // ******************************************************************

To communicate with the Investment Accounting (InvestOne) CICS Region using IBM's TCP/IP for the MVS product, replace Step A1 in the above JCL with the following: ****************************************************************** //AA EXEC PGM=FDMESG2,PARM=′BFDTSB2 NY′ //SOCKCNTL DD* HOSTADDR=199.253.142.17 PORT=2601 USER=B0106JS PASSWORD=JSJSJS OPERATOR=B0106JS TRAN=FUND //MESGIN DD DSN=B0106JS.TRANFILE,DISP=SHR ******************************************************************



304

OUTPUTS As mentioned above, the reply to each message is routed to one of the following Transaction Messaging Reply reports to facilitate review of the batch messaging process:

• Transaction Messaging Reply - Accepted • Transaction Messaging Reply - Rejected

Transaction activity appears on the reports in the sequence of the original transaction messages which were sent to and processed by Investment Accounting (InvestOne). Relevant data fields on the Reply to Security Message as described in Section 2.2.2 Reply to Transaction Message Layout (InvestOne Enterprise to External System) are displayed on each report. For each message, the key fields (external transaction ID and memo number) print only once followed by up to 50 reply messages. The total number of accepted/rejected reply messages is displayed at the end of the report. An example of each report may be found at the end of this section.



305

RUNDATE: 07/09/96, RUN TIME: 101211 PAGE: 1 JS DEFAULT USER TRANSACTION MESSAGING REPLY - ACCEPTED EXTERNAL MEMO REPLY REPLY REPLY TRANSACTION ID NUMBER TYPE CODE FIELD MESSAGE ------------------------- -------- ----- ------ ------- --------------------------------------------- 23218 00015773 I 00015773 W TS0111 PREVIOUS PRICE UNAVAILABLE FOR RANGE CHECK 23219 00015774 I 00015774 ADDED I 00015774 DESCRIPTION ADDED W TS0111 PREVIOUS PRICE UNAVAILABLE FOR RANGE CHECK 23220 00015775 I 00015775 ADDED W TS0111 PREVIOUS PRICE UNAVAILABLE FOR RANGE CHECK NUMBER OF REPLY TO TRANSACTION MESSAGES: 7



306

RUNDATE: 07/09/96, RUN TIME: 101023 PAGE: 1 JS DEFAULT USER TRANSACTION MESSAGING REPLY - REJECTED EXTERNAL MEMO REPLY REPLY REPLY TRANSACTION ID NUMBER TYPE CODE FIELD MESSAGE ------------------------- -------- ----- ------ ------- ------------------------------------------- 23219 00000000 E TS0088 BROKER BROKER MASTER NOT FOUND W TS0111 PREVIOUS PRICE UNAVAILABLE FOR RANGE CHECK 23220 00000000 E TS0088 BROKER BROKER MASTER NOT FOUND W TS0111 PREVIOUS PRICE UNAVAILABLE FOR RANGE CHECK NUMBER OF REPLY TO TRANSACTION MESSAGES: 4



307

NOTES 1. This documentation was written for the user familiar with transaction processing in the

Investment Accounting (InvestOne) System. For further information concerning transaction processing, see Section 5.40 of the Investment Accounting (InvestOne) System Manual.

2. The applicable user bank for the trade activity transferred to Investment Accounting (InvestOne) is determined by the Logon ID and Password used in establishing the interactive session from the external system. For users with multiple user banks, a separate session must be used for each user bank

3. The existing Investment Accounting (InvestOne) Audit Trail, which stores all transaction adds and changes, audits all transactions through this interface. Conversation level audit information is stored based on the Architecture Message Auditing as discussed in Section 4.5.

4. A new security may be added to Investment Accounting (InvestOne) using an existing security definition as a model. The Model functionality is only valid in ADD mode the security area is ignored in CHANGE and DELETE modes), and any pre-defined security may be used as a model. All fields within an area of the existing security are copied to the new security except those overridden with a valid value, and all areas of the existing security are copied to the new security. All transactions including a new security are sent to the Repair Station.

5. Normally, after transaction maintenance takes place, the fund is Swept to apply the change to the position balances. This interface allows the user to choose whether the Sweep function is invoked or not for non-reversal transactions by specifying the appropriate value in the SWEEP MODE field in the Initial Request Message that is sent from the external system. If the user chooses not to have the Transaction Messaging Interface Sweep the affected accounts, he/she should be aware that position balances might not be correct until a Sweep is performed. The Sweep function is always invoked for the addition or deletion of a reversal transaction.

When processing reversals online through the use of the Reversal Transaction Entry (DARV) screen, if transactions were Captured but the account had not been subsequently Swept or Translated, the following message appears upon attempting to add or delete a reversal transaction: RESWEEP ACCOUNT TO INCLUDE OLDEST EFFECTIVE DATE CAPTURED.

This message may also be generated when processing reversals through Messaging if the SWEEP MODE is set to “N” and other non-reversal transactions are being applied to the same account as the reversal transactions. The message also appears if the OLDEST EFFT DATE CAPTURED on the Account Definition (AAAD) screen was not blank at the time the Messages were sent.

Regardless of the SWEEP MODE specified, a transaction processed against a security having Asset Group “MS” (Master) always results in a transaction level Sweep being invoked.

6. If a One-to-One Blocked mid-conversation communication failure occurs, the outcome is differs depending on the SWEEP MODE field value in the Initial Request Message sent from the external system. If the value is no, any abend causes a complete rollback of updates since the last checkpoint. If the value is yes, Investment Accounting (InvestOne) has committed the transaction processed thus far to the database. This latter situation would make it possible for some transaction changes to be committed Investment Accounting (InvestOne) without the external system knowing they were processed. The user should resend all available transaction messages since the last successful checkpoint. Those messages not processed by Investment Accounting (InvestOne) are processed normally, while those already processed are either reprocessed (CHANGE mode), or return a Transaction Reply Message containing an error that the transaction is already on file (ADD mode).

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.2 BATCH MESSAGING INTERFACE (BMI) - ACCOUNT/SECURITY (DESO)


308

3.3.63 ACCOUNT/SECURITY (DESO)

OVERVIEW Maintenance Memo 17883 (Money Market Regulation Updates) introduced a new OLE message to for Account/Security Override (DESO) in Release 10.0. The following online functionality may be substituted by this messaging interface:


DESO Account/Security Override Add, Change, or Delete

For a detailed explanation of the DESO Screen, see Section 5.20 of the AAIA System Manual. The following section describes the message layouts required for this interface.

ACCOUNT/SECURITY OVERRIDE (DESO) MESSAGE LAYOUT (EXTERNAL SYSTEM TO ASSET ARENA INVESTMENT ACCOUNTING (AAIA, FORMERLY KNOWN AS INVESTONE)) Field Start Char Length Format Description MSGID 1 7 X(7) FDXSO01, FDXSO02 MODE 8 1 A - Add


ACCT 9 15 9(15) Account number SCTYNO 24 9 X(9) Security Number SCTYDT 33 8 9(8) Security date SCTYUNQ 41 5 9(5) Security qualifier RPTSCTY 46 9 X(9) Reporting security SEGM 55 4 9(4) Segment (part of security categorization) SCTR 59 4 9(4) Sector (part of security categorization) SCSIC 63 4 X(4) Standard industry code SCHINCH 67 4 9(4) Income category main (header) SCHINCD 71 4 9(4) Income category sub (detail) INDU 75 4 9(4) Industry (part of security categorization) CATE 79 4 9(4) Category (part of security categorization) NAICS 83 6 X(6) NAICS code SHORT 89 25 X(25) Short description CAPRT (1) 114 1 X(1) Capital/Revenue DCP (1) 115 8 9(03)V9(05) DISPOSAL COST PERCENT SCQDI 123 1 X(1) Security level override to qualified dividend

designation SCDRD 124 1 X(1) Security level override to Dividend

Received Deduction designation ROOTFIL (1) 125 10 X(10) Unused Area LONGOCR 135 2 9(2) Number of lines of long description



309

Field Start Char Length Format Description RASROCR 137 9 9 Number of ratings and sources LONG,1 146 50 X(50) Long description occurs LONGOCR times LONG,2 196 50 X(50) LONG,3 246 50 X(50) LONG,4 296 50 X(50) LONG,5 346 50 X(50) LONG,6 396 50 X(50) LONG,7 446 50 X(50) LONG,8 496 50 X(50) LONG,9 546 50 X(50) LONG,10 596 50 X(50) RATSRC,1 646 10 X(10) Rating source occurs RASROCR times RAT,1 656 15 X(15) Rating RATSRC,2 671 10 X(10) RAT,2 681 15 X(15) RATSRC,3 696 10 X(10) RAT,3 706 15 X(15) RATSRC,4 721 10 X(10) RAT,4 731 15 X(15) RATSRC,5 746 10 X(10) RAT,5 756 15 X(15) RATSRC,6 771 10 X(10) RAT,6 781 15 X(15)

(1) Field valid only for message type FDXSO02 NOTES 1. The following Parameter is required and controls submission options in the Transaction

Message Batch submission JCL:

*****************************************

//A1 EXEC PGM=FDMESG,PARM='BFDFEB '

*****************************************



310

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.4 AD HOC GENERAL LEDGER BATCH MESSAGING EXTRACT


311

3.4 AD HOC GENERAL LEDGER BATCH MESSAGING EXTRACT The Ad Hoc General Ledger Batch Messaging Extract provides a sequential file of data from Investment Accounting (InvestOne) containing debit, credit and closing balance information. The following JCL example describes the input format:

JCL – Batch Submission

*********************************************************************** //B0106XXE JOB (99999,99999,9,999),'AD HOC GL EXTRACT ', // REGION=4800K,MSGCLASS=Q, // CLASS=M,MSGLEVEL=(0,0),NOTIFY=B0106XX //*************************************************************** //PROCLIB DD DSN=SUNAR.PJ900012.PROCLIB,DISP=SHR //JOBLIB DD DSN=SUNAR.PJ900012.JOBLIB,DISP=SHR //STEP1 EXEC PGM=IEFBR14 //DD1 DD DSN=SUNIA.GLEXTR.OUT,DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //* //FDREPT EXEC FDREPT,U='UB',FLAR='SUNAR.PJ900012.ARV' //A.SYSIN DD * *0000AFUND FUND CONTROL – OPENS FOR REPORT A0000AARR SUNAR.PJ900012.ARV Y N 2 2 A0000AAER SUNIA.PJ008275.AEV Y N 2 2 GY9900RGLEX0000000000007052002090120020920NNNABCDEFGHIJKLNOPQRSTUVWX //C.SOCKCNTL DD * HOSTADDR=123.456.789.10 PORT=1900 USER=B0106US PASSWORD=ABCDEF OPERATOR=B0106US TRAN=FDGL //MESSAGES DD DSN=SUNIA.GLEXTR.OUT,DISP=(,CATLG,DELETE), // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //SYSOUT DD SYSOUT=* //SYSABOUT DD SYSOUT=* //SYSUDUMP DD SYSOUT=* // ***********************************************************************

CICS CONTROL RECORDS Parameter Description HOSTADDR Contains the IP address of the CICS region.

PORT Contains the IP port of the CICS region.

USER Enter a valid CICS User (sign-on) ID.

PASSWORD Enter the user password.

TRAN The starting CICS transaction ID, FDGL.

OPERATOR Enter the CICS operator ID. The HOSTADDR, PORT, and OPERATOR are configurable parameters when initiated from Enterprise. The USER, PASSWORD, and TRAN values are not configurable during Enterprise initiation, but hardcoded in the execution JCL which is invoked from a process request submission. See Note 10 below.



312

INPUT CARD ITEM POS. #CHAR. DESCRIPTION PROGRAM ID 1 2 Identifies program to be executed. (“GY”).

CARD TYPE 3 2 Card type (“99”).

CARD NMBR 5 2 Card number (“00”).

ACTION 7 1 Action (“R”).

EXTRACT ID 8 4 Extract ID (GLEX).

ACCOUNT NUMBER 12 15 Investment Accounting (InvestOne) Account number; right justified and zero-filled to the left.

FROM DATE 27 8 Request From Date; format: CCYYMMDD.

TO DATE 35 8 Request To Date; format: CCYYMMDD.

G/L BALANCES 43 1 Any value accepted. Debits, credits and closing balances are always written: N - Space or any value writes a record type = 5. B - Writes a record type = 6. Y - Writes a record type = 7.

GROUP FLAG 44 1 Group flag to include group “M” account detail. Valid Values: Y = Include group “M” account and sub-account data. N = Do not include group “M” account data (default). Valid for group “M” accounts only, ignored by non-group “M” accounts.

AGGREGATE FLAG 45 1 Y - Extract summary data for debit, credit and closing balance positions for the net amounts within the FROM and TO date range.

N - Extract data for debit, credit and closing balance positions for each valuation period within the FROM and TO date range.

To support this extract submission as a process initiated from Enterprise, several new configurable user profile parameters were added: Enterprise Parameter Value Description GLESubmitJCL GLEJCL_RELEASE.jcl FDSUBMIT JCL maintained on the server.

GLECardLibGLXAG ENGGLXAG Engine JCL cardlib member for General Ledger Aggregate or ‘ad hoc’ extract.

The symbolic parameters for routing the completed extract file to the Investran server are as follows. These are also derived from the values in the configurable Enterprise user’s profile (see Note 10 below): Enterprise Parameter Description Engine JCL Parameter GLEInvestranIP Contains the IP address of Investran server. SERVER GLEInvestranFTPUID Contains the FTP user ID of the corresponding

Investran server. FTPID

GLEInvestranFTPPWD Contains the password for the corresponding FTP user ID.

FPTPSWD



313

DETAIL OUTPUT RECORD LAYOUT This is a variable, comma delimited file (each field is separated with a comma). Field Start Col Length Format Description RECORD TYPE 1 1 X(1) Record type determined by G/L Balances flag. ORIGINAL REQUEST 6 25 X(25) Original request. Investment Accounting (InvestOne) ACCOUNT

29 15 9(15) Account number.

ACCT BASE CURR 45 4 X(4) Account base currency. SET OF BOOKS 50 25 X(25) Account set of books data. G/L DATE 76 8 9(8) Request date; format: CCYYMMDD. PGLAC 1 85 4 9(4) G/L prefix code. PGLAC 1A 90 4 9(4) G/L sub-prefix code. PGLAC 2 95 4 9(4) G/L group 1 code. PGLAC 3 100 4 9(4) G/L group 2 code. G/L ACCOUNT DESCRIPTION

105 Varies X(nn) G/L account description associated with the G/L prefix code.

SIDEPOCKET DESCRIPTION

Varies 40 X(40) Account side pocket description. If no description is supplied, the field is held with one space.

DEBIT AMOUNT Varies 15 S9(15)V2 Sum of all debit postings to the G/L for the valuation period.

CREDIT AMOUNT Varies 15 S9(15)V2 Sum of all credit postings to the G/L for the valuation period.

CLOSING BALANCE Varies 16 S9(16)V2 Closing G/L account balance for the valuation period.

SUMMARY OUTPUT RECORD LAYOUT Field Start Col Length Format Description RECORD TYPE 1 1 X(1) Record type. Value is 9 (summary).

ORIGINAL REQUEST 3 25 X(25) Original request.

Investment Accounting (InvestOne) ACCOUNT

29 15 9(15) Account number.

ACCT BASE CURR 45 4 X(4) Account base currency.

SPACES 50 25 X(25) Spaces.

TIMESTAMP DATE 76 8 9(8) Timestamp date; format: YYYYMMDD.

TIMESTAMP TIME 84 8 9(8) Timestamp time; format: HHMMSSss.

RECORD COUNT 93 9 9(9) Record count, excluding summary record.

ERROR INDICATOR 103 1 X(1) Error flag. Values: Y – Error exists. N – No error exists.

MESSAGE 105 50 X(50) Message explaining error indicator. NOTES

1. The FROM and TO dates must be valid valuation dates for the requested account number.

2. Only Hedge Funds are extracted (Fund Type “H” or “I”).



314

3. This batch extract supports reporting accounts. When a reporting account is requested, data records are generated at the individual sub-account level and not at the consolidated reporting account level.

4. This process updates the G/L EXTRACT DATE displayed on AAUG.

5. The G/L BALANCES flag does not determine what data is written to the extract file. Detail, balance and summary information is always written.

6. The GROUP FLAG is only used for Multi Manager/MCS group “M” accounts. The flag is ignored for other funds types. It determines whether group account information is included or excluded from the extract file.

7. The AGGREGATE FLAG is used to write either summary or detail information to the extract file.

8. Multiple input cards can be used in the request.

9. The ad hoc extract can execute the G/L Generator and create an extract for up to 31-valuation periods. If the G/L Generator is not being invoked, there is no restriction on the number of valuation periods that can be processed.An example of the engine JCL required to support this extract from Enterprise follows. In this example, steps to route the output to Investran via FTP are included, as well as steps to send email notification. These could be eliminated if these functions are not desired.

//<JOBNAME> JOB (DEVSIMS00,9,999,,JCL1,1), // '<FILEQUALIFIER> GL EXTRACT',MSGCLASS=Q, // CLASS=M,MSGLEVEL=(1,1),REGION=0M,NOTIFY=<POPERATOR> /*JOBPARM ROOM=W213,F=1PTW /*ROUTE PRINT GLEXTRCT //JCL JCLLIB ORDER=(SUNAR.<FILEQUALIFIER>.PROCLIB, // SUNEN.INVEST1.<FILEQUALIFIER>.DEV.PROCLIB, // SUNEN.INVEST1.<FILEQUALIFIER>.TST.PROCLIB, // SUNEN.INVEST1.<FILEQUALIFIER>.STG.PROCLIB, // SUNEN.INVEST1.<FILEQUALIFIER>.PRD.PROCLIB) //JOBLOAD INCLUDE MEMBER=JOBLIB //* //STEP1 EXEC PGM=IEFBR14 //DD01 DD DSN=SUNIA.PJ008205.RPT<USERBANK>.<GLEXID>, // DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //* //FDREPT EXEC FDREPT,U='<USERBANK>' //* FLAR=SUNAR.<ARFILEQUALIFIER>.ARV

//DD1 DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>,

// DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //STEP4 EXEC PGM=SORT,PARM='LIST' //SORTIN DD DSN=SUNIA.<FILEQUALIFIER>.RPT<USERBANK>.<GLEXID>, // DISP=SHR //SORTOUT DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>, // DISP=(,CATLG,DELETE), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB), // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE) //SORTWK01 DD UNIT=SYSDA,SPACE=(CYL,2,,CONTIG) //SORTWK02 DD UNIT=SYSDA,SPACE=(CYL,2,,CONTIG) //SORTWK03 DD UNIT=SYSDA,SPACE=(CYL,2,,CONTIG) //SORTWK04 DD UNIT=SYSDA,SPACE=(CYL,2,,CONTIG) //SYSIN DD * SORT FIELDS=(33,15,CH,A,80,8,CH,A,5,1,CH,A,89,19,CH,A) //SYSPRINT DD SYSOUT=* //SYSOUT DD SYSOUT=* /* //FTPSTEP1 EXEC PGM=FTP,REGION=4096K,PARM='(EXIT=08'

//SYSMDUMP DD SYSOUT=* //SYSPRINT DD SYSOUT=*



315

//OUTPUT DD SYSOUT=* //INPUT DD * <SERVER> <FTPID> <FTPPSWD> PUT 'SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>' <FILENAME> QUIT /* //FTPSTEP2 EXEC PGM=FTP,REGION=4096K,PARM='(EXIT=08' //SYSMDUMP DD SYSOUT=* //SYSPRINT DD SYSOUT=* //OUTPUT DD SYSOUT=* //INPUT DD * <INVESTRANIP> <INVESTRANUID> <INVESTRANPWD> PUT 'SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>' <FILENAME>.GLEAG QUIT

//********************************************************************** //* FTP TO INVESTRAN FAILURE EMAIL HERE (WATCH THE FTP STEP NUMBER) !! //********************************************************************** //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //MAILSEND EXEC PGM=IEBGENER //SYSOUT DD SYSOUT=* //SYSPRINT DD SYSOUT=* //SYSUT2 DD SYSOUT=(B,SMTPSIMS) //SYSUT1 DD * HELO DEV1.SUNGARD.SRVCS.COM MAIL FROM:< [email protected]> RCPT TO:<[email protected]> DATA FROM: GL Aggregate [email protected] TO: GL Aggregate Level [email protected] SUBJECT: FTP FAILURE DETECTED - REPORT #<PROCESSID> GENERAL LEDGER AGGREGATE LEVEL EXTRACT FTP FAILED - REPORT #<PROCESSID> Probable causes may be, but are not limited to:

Invalid IP address Invalid FTP User ID or Password Network Outage Unresolved Firewall Policy ORIGINAL MAINFRAME FILE ID: 'SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>' The value <PROCESSID> will display in the REPTNO field at the bottom of the corresponding process monitor view for the submitter. //SYSIN DD DUMMY //ENDCHECK ENDIF //********************************************************************* //* COPY/CONVERT OF VARIABLE LENGTH BROWSER REPORT FILE TO APPEND ** //* WITH FIXED LENGTH SENDMAIL INSTRUCTIONS. THIS ALLOWS ACTUAL ** //* EXTRACT FILE TO BE ROUTED VIA EMAIL IF FTP FAILS. ** //********************************************************************* //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //JS0010 EXEC PGM=IEFBR14 //DD1 DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.EXTRACT.<GLEXID>,

// DISP=(MOD,DELETE),UNIT=3390,SPACE=(TRK,1) //STEP1 EXEC PGM=SORT //SORTIN DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.<GLEXID>,DISP=SHR //SORTOUT DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.EXTRACT.<GLEXID>, // DISP=(,CATLG),SPACE=(CYL,(1,1)),UNIT=3390, // DCB=(RECFM=FB,LRECL=999,BLKSIZE=0) //SYSIN DD * SORT FIELDS=COPY OUTREC FIELDS=(1:5,999),CONVERT //SYSOUT DD SYSOUT=* //ENDCHECK ENDIF /* //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //MAILSEND EXEC PGM=IEBGENER



316

//SYSOUT DD SYSOUT=* //SYSPRINT DD SYSOUT=* //SYSUT2 DD SYSOUT=(B,SMTPSIMS) //SYSUT1 DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.MAIL,DISP=SHR // DD DSN=SUNIA.<FILEQUALIFIER>.AGXTFILE.EXTRACT.<GLEXID>, // DISP=SHR

//SYSIN DD DUMMY //ENDCHECK ENDIF

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3.4 LOT LEVEL GENERAL LEDGER BATCH MESSAGING EXTRACT


317

3.5 LOT LEVEL GENERAL LEDGER BATCH MESSAGING EXTRACT The Lot Level General Ledger Batch Messaging Extract provides a sequential file of data from Investment Accounting (InvestOne) containing debit, credit and closing balance information on a lot by lot basis for the requested period. Additionally, a security master extract may be requested, which will report security characteristics and description information for those securities which are held or had transaction activity during the requested period. This extract is limited to hedge fund accounts (AAMF - FUND TYPE field must be value ‘H’ or ‘I’) which store additional tax lot data (AASP - ADDL TAXLOT DATA field must be ‘Y’). This is because the GL extract relies on lot level information which is currently stored on the tax lot (L3) file. Eligible hedge fund accounts may be single or multi-class funds, however the extract does not support Hedge funds which are established as Master Feeder accounts (‘M/F IND’ on AAMF value of M or F) or Multi-Manager accounts (‘ACCT INDICATOR’ on AAAD value of M or G). For hedge funds which are established as multi-class, all general ledger activity will be presented at the fund level. There will be no general ledger activity assessed at the class level. This extract supports reporting accounts. When a reporting account is requested, data records are generated at the individual sub-account level and not at the consolidated reporting account level. The extract FROM and TO dates must be valid valuation dates for the requested account number. If a requested account is not verified and closed, only the security master records (option 0) will be extracted. In order to receive general ledger accounting data in addition to security master data (option 1), the account must be verified and closed through the ‘TO’ date of request. The user will have the ability to execute the extract multiple times for the same accounting periods, as long as those periods are closed (unless only security master data is requested). While revised or updated accounting figures are obtained with each resubmission, Invest One will not flag or track any such changes in an accounting period which has been previously extracted. Consequently, data for a period previously transmitted to Invstran should be manually deleted before the extract is resubmitted for the same period. There is no mechanism to systematically refresh or replace these files on the Investran server. This process does NOT update the ‘EXTRACT’ date displayed on AAUG, nor does the ‘BALANCES’ date determine what data is selected or written to the extract file. When requested from the Enterprise process request template, the extracted data is routed back to the Enterprise report browser, as well as to the Investran server IP address (provided these elements are present in the execution JCL on the engine). The extract file is comma-delimited, and may be exported into EXCEL. The extract is reconciled to R092 when G1 data is accessible. For accounts that to not have G1 data available, the extract will execute the general ledger generator to produce the G1 records required for reconciliation. If the sum of differences between the extracted data and the R092 data is greater than .10, the extract will not be produced for that account. This default tolerance of .10 may be overridden using the TOLERANCE INDICATOR field of the LG99 parameter card. See LG99 Parameter Card discussion below. Transactions which have no accounting effects (stock splits, stock dividends, swaps, etc.) will still be displayed on this general ledger extract. However, since such transaction have no accounting impact, the will have no GL account, GL account description, debit or credit figures in the



318

respective record type 2. The effective date of such transactions will be the effective date of the Invest One transaction. JCL Components The following JCL example describes the input formats and parameter cards used for requests initiated from Enterprise process request. In the example below, the request data and Enterprise user/site preference values have already been substituted for illustration. For an example of the engine JCL prior to the substitution of request data and user/site preferences by Enterprise, please see the preceding section 3.3 Ad Hoc General Ledger Batch Extract. This JCL is divided into four functional sections:

1. Generator Execution 2. R079 Execution 3. Lot Level Extract Execution 4. Output file routing and FTP failure notification

*********************************************************************** //DEVOARWE JOB (DEVSIMS00,9,999,,JCL1,1), // 'BAS09100 GL EXTRACT',MSGCLASS=Q, // CLASS=M,MSGLEVEL=(1,1),REGION=0M,NOTIFY=&SYSUID /*JOBPARM ROOM=W213,F=1PTW /*ROUTE PRINT GLEXTRCT //JCL JCLLIB ORDER=(SUNAR.BAS09100.PROCLIB, // SUNEN.INVEST1.BAS09100.DEV.PROCLIB, // SUNEN.INVEST1.BAS09100.TST.PROCLIB, // SUNEN.INVEST1.BAS09100.STG.PROCLIB, // SUNEN.INVEST1.BAS09100.PRD.PROCLIB) //JOBLOAD INCLUDE MEMBER=JOBLIB //* SECTION 1 //STEP1 EXEC PGM=IEFBR14 //DD01 DD DSN=SUNIA.BAS09100.GLXX.GENERATR, // DISP=(MOD,DELETE,DELETE), // UNIT=SYSDA,SPACE=(TRK,0) //FDREPT EXEC FDREPT,U='XX' //A.SYSIN DD DSN=SUNAR.BAS09100.CARDLIB(RPOPENS),DISP=SHR // DD * GY9900RGLEX0000000155770032009121220091215GNN )0000A DEVXXX //C.SOCKCNTL DD * HOSTADDR=168.162.48.188 Y PORT=6059 USER=userid PASSWORD=password OPERATOR=DEVXXX TRAN=FDGL //C.MESSAGES DD DSN=SUNIA.BAS09100.GLXX.GENERATR, // UNIT=SYSDA,SPACE=(TRK,(5,5),RLSE),DISP=(NEW,CATLG,CATLG), // DCB=(LRECL=8182,BLKSIZE=16368,RECFM=VB) //* SECTION 2 //R079 EXEC FDREPT,U='XX' //A.SYSIN DD DSN=SUNAR.BAS09100.CARDLIB(RPOPENS),DISP=SHR // DD * RU9801R Y RU9901R000000015577003121209121509 R079 Y N )0000A DEVXXX //B.DD01 DD DSN=SUNIA.BAS09100.TEMPG3,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //B.DD02 DD DSN=SUNIA.BAS09100.LGG3FILE,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //C.TEMPG3 DD DSN=SUNIA.BAS09100.TEMPG3,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE),DCB=(BLKSIZE=23460) //C.LGG3FILE DD DSN=SUNIA.BAS09100.LGG3FILE,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE),DCB=(BLKSIZE=23460)



319

//C.ABNLIGNR DD SYSOUT=(*,,0001),DCB=(BLKSIZE=1330,RECFM=FBA) //C.SYSOUT DD SYSOUT=(*,,0001),DCB=(BLKSIZE=1330,RECFM=FBA) //C.CEEDUMP DD DUMMY //* SECTION 3 //LGXT EXEC FDREPT,U='XX' //A.SYSIN DD DSN=SUNAR.BAS09100.CARDLIB(RPOPENS),DISP=SHR // DD * LG9900R000000015577003121209121509100000.10 N )0000A DEVXXX //B.DD01 DD DSN=SUNIA.BAS09100.LGXTFIL0,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //B.DD02 DD DSN=SUNIA.BAS09100.LGXTFIL1,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //B.DD03 DD DSN=SUNIA.BAS09100.LGXTTMP2,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //B.DD04 DD DSN=SUNIA.BAS09100.LGXTFIL2,UNIT=SYSDA, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)) //B.DD05 DD DSN=SUNIA.BAS09100.LGXTFILE.GL21122, // DISP=(MOD,DELETE,DELETE),SPACE=(TRK,(0)),UNIT=SYSDA //C.LGG3FILE DD DSN=SUNIA.BAS09100.LGG3FILE,DISP=SHR //C.LGXTFIL0 DD DSN=SUNIA.BAS09100.LGXTFIL0,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE), // DCB=(RECFM=FB,LRECL=400,BLKSIZE=20000) //C.LGXTFIL1 DD DSN=SUNIA.BAS09100.LGXTFIL1,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE), // DCB=(RECFM=FB,LRECL=400,BLKSIZE=20000) //C.LGXTTMP2 DD DSN=SUNIA.BAS09100.LGXTTMP2,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE), // DCB=(RECFM=FB,LRECL=400,BLKSIZE=20000) //C.LGXTFIL2 DD DSN=SUNIA.BAS09100.LGXTFIL2,UNIT=SYSDA, // DISP=(NEW,CATLG,CATLG), // SPACE=(TRK,(10,10),RLSE), // DCB=(RECFM=FB,LRECL=400,BLKSIZE=20000) //C.LGXTFILE DD DSN=SUNIA.BAS09100.LGXTFILE.GL21122, // DISP=(NEW,CATLG,CATLG),UNIT=SYSDA, // SPACE=(TRK,(10,10),RLSE),DCB=(BLKSIZE=23460) //C.ABNLIGNR DD SYSOUT=(*,,0001),DCB=(BLKSIZE=1330,RECFM=FBA) //C.SYSOUT DD SYSOUT=(*,,0001),DCB=(BLKSIZE=1330,RECFM=FBA) //C.CEEDUMP DD DUMMY //* SECTION 4 //FTPSTEP1 EXEC PGM=FTP,REGION=4096K,PARM='(EXIT=08' //SYSMDUMP DD SYSOUT=* //SYSPRINT DD SYSOUT=* //OUTPUT DD SYSOUT=* //INPUT DD * 147.249.36.## ftpid ftpIDpassword PUT 'SUNIA.BAS09100.LGXTFILE.GL21122' GL21122.GLELT QUIT /* //FTPSTEP2 EXEC PGM=FTP,REGION=4096K,PARM='(EXIT=08' //SYSMDUMP DD SYSOUT=* //SYSPRINT DD SYSOUT=* //OUTPUT DD SYSOUT=* //INPUT DD * 10.249.190.62 apolloftp ftppassword PUT 'SUNIA.BAS09100.LGXTFILE.GL21122' GL21122.GLELT QUIT /* //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //MAILSEND EXEC PGM=IEBGENER //SYSOUT DD SYSOUT=* //SYSPRINT DD SYSOUT=* //SYSUT2 DD SYSOUT=(B,SMTPSIMS) //SYSUT1 DD * HELO DEV1.SUNGARD.SRVCS.COM



320

MAIL FROM:<[email protected]> RCPT TO:<[email protected]> DATA FROM: GL Lot [email protected] TO: GL Lot Level [email protected] SUBJECT: FTP FAILURE DETECTED - REPORT #000021122 GENERAL LEDGER LOT LEVEL EXTRACT FTP FAILED - REPORT #000021122 Probable causes may be, but are not limited to: Invalid IP address Invalid FTP User ID or Password Network Outage Unresolved Firewall Policy ORIGINAL MAINFRAME FILE ID: 'SUNIA.BAS09100.LGXTFILE.GL21122' The value 000021122 will display in the REPTNO field at the bottom of the corresponding process monitor view for the submitter. //SYSIN DD DUMMY //ENDCHECK ENDIF //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //JS0010 EXEC PGM=IEFBR14 //DD1 DD DSN=SUNIA.BAS09100.LGXTFILE.EXTRACT.GL21122, // DISP=(MOD,DELETE),UNIT=3390,SPACE=(TRK,1) //STEP1 EXEC PGM=SORT //SORTIN DD DSN=SUNIA.BAS09100.LGXTFILE.GL21122,DISP=SHR //SORTOUT DD DSN=SUNIA.BAS09100.LGXTFILE.EXTRACT.GL21122, // DISP=(,CATLG),SPACE=(CYL,(1,1)),UNIT=3390, // DCB=(RECFM=FB,LRECL=999,BLKSIZE=0) //SYSIN DD * SORT FIELDS=COPY OUTREC FIELDS=(1:5,999),CONVERT //SYSOUT DD SYSOUT=* //ENDCHECK ENDIF /* //CHECKFTP IF (FTPSTEP1.RC EQ 8) THEN //MAILSEND EXEC PGM=IEBGENER //SYSOUT DD SYSOUT=* //SYSPRINT DD SYSOUT=* //SYSUT2 DD SYSOUT=(B,SMTPSIMS) //SYSUT1 DD DSN=SUNIA.BAS09100.LGXTFILE.MAIL,DISP=SHR // DD DSN=SUNIA.BAS09100.LGXTFILE.EXTRACT.GL21122, // DISP=SHR //SYSIN DD DUMMY //ENDCHECK ENDIF

JCL Section One - Generator Execution The first step of the Lot Level General Ledger extract is the execution of a ‘generate only’ version of the GL generator message program FDCGY0. This request utilizes a parameter card GY99, with a ‘G’ in column 43 for the requested account and from/to dates.

GY99 PARAMETER CARD ITEM POS. #CHAR. DESCRIPTION PROGRAM ID 1 2 Identifies program to be executed. (“GY”).




EXTRACT ID 8 4 Extract ID (GLEX).


FROM DATE 27 8 Request From Date; format: CCYYMMDD.



321

TO DATE 35 8 Request To Date; format: CCYYMMDD.

G/L BALANCES 43 1 G – Generate General Ledger Data

GROUP FLAG 44 1 N = Do not include group “M” account data (default). Must be ‘N’ for this request.

AGGREGATE FLAG 45 1 N - Extract data for debit, credit and closing balance positions for each valuation period within the FROM and TO date range. Must be ‘N’ for this request.

No other GY99 parameters are required for this ‘generate only’ version of the general ledger generator. The GROUP FLAG and AGGREGATE FLAGs are ignored for the ‘G’ option of the generator. The required CICS control parameters for the ‘message’ function of the generator are as follows: Parameter Description HOSTADDR Contains the IP address of the CICS region.

PORT Contains the IP port of the CICS region.

USER Enter a valid CICS User (sign-on) ID.

PASSWORD Enter the user password.

TRAN The starting CICS transaction ID, FDGL.

OPERATOR Enter the CICS operator ID. The HOSTADDR, PORT, and OPERATOR are configurable parameters when initiated from Enterprise. The USER, PASSWORD, and TRAN values are not configurable during Enterprise initiation, but are hardcoded in the engine execution JCL which is invoked from a process request submission. JCL Section Two - R079 Execution The second step of the Lot Level General Ledger extract is the execution of an ‘extract only’ version of R079. This function utilizes a parameter card RU98 with a ‘Y’ value in column 46 to ‘explode' and generate the individual report for each sub-account, rather than a consolidated report for any reporting or group accounts specified in the subsequent RU99 parameter card. This RU98 parameter card is a constant value as displayed above, and is hardcoded in the engine execution JCL which is invoked from an Enterprise process request submission. The corresponding RU99 parameter card is used to specify the account, from/to dates for the ‘extract only’ version of the R079. Although not the same date format, the account and from/to dates specified in this RU99 parameter card must match those values used in the preceding GY99 generator step parameter card.

RU99 PARAMETER CARD ITEM POS. #CHAR. DESCRIPTION PROGRAM ID 1 2 Identifies program to be executed. (“RU”).






322

ACCOUNT NUMBER c 8 15 Investment Accounting (InvestOne) Account number; right justified and zero-filled to the left.

FROM DATE 23 6 Request From Date; format: MMDDYY.

TO DATE 29 6 Request To Date; format: MMDDYY.

FILLER 35 2 Blank

REPORT NUMBER 37 4 Report designation (“R079”)

FILLER 41 3 Blank

R079 EXTRACT 44 1 Indicates Extract-Only Version (“Y”). JCL Section Three – Lot Level Extract Execution The third section of this process is the new lot level extract program, FDCLG2. This program utilizes a LG99 parameter card in conjunction with the previous steps to construct the extract file.

LG99 PARAMETER CARD ITEM POS. #CHAR. DESCRIPTION PROGRAM ID 1 2 Identifies program to be executed. (“LG”).





FROM DATE 23 6 Request From Date; format: MMDDYY.

TO DATE 29 6 Request To Date; format: MMDDYY.

GL DATA 35 1 Indicates which record types extracted: Blank (default) - security master data only (record types 1) will be extracted. 1 – both security master data (record types 1) and lot level accounting data (record types 2) will be extracted. Regardless of GL Data option, the extract will always retrieve security master data.

TOLERANCE LEVEL 36 8 The maximum acceptable difference between R092 and the extracted data. Format is 99999.99, where ‘.’ is expressed in column 41. Value may be between 00000.00 and 99999.99. Default value will be 00000.10. A value of 00000.00 indicates no tolerance level checking is performed.

The account and from/to dates specified in this LG99 parameter card must match those values used in RU99 parameter card in the preceding R079 step. JCL Section Four - Output file routing and FTP failure notification The final section of this process includes a number of steps to route the completed lot level extract file back to the report browser of the Enterprise server where the request originated, as



323

well as to the Investran server address. If this FTP to the Investran server fails, notifications are sent via email to the addresses provided. The extract file itself can also be mailed as a text document attachment to the email addresses provided. These steps could be eliminated from the execution JCL if the process is not initiated from Enterprise, or if the routing to Investran and FTP failure notification are not desired. To support this extract submission as a process initiated from Enterprise, several new configurable user profile parameters were added: Enterprise Parameter Value Description GLESubmitJCL GLEJCL_RELEASE.jcl FDSUBMIT JCL maintained on the server.

GLECardLibGLXLT ENGGLXLT Engine JCL cardlib member for General Ledger Lot Level extract.

The symbolic parameters for routing the completed extract file to the Investran server are as follows. These are also derived from the values in the configurable Enterprise user’s profile: Enterprise Parameter

Description Engine JCL Parameter

GLEInvestranIP Contains the IP address of Investran server. SERVER GLEInvestranFTPUID Contains the FTP user ID of the corresponding Investran server. FTPID

GLEInvestranFTPPWD Contains the password for the corresponding FTP user ID. FPTPSWD

The text in the email notification above is purely a suggestion, however the format displayed includes a symbolic for Enterprise REPTNO in the message. This indication provides the detail needed to determine the Enterprise process which generated the failed transmission The ‘MAIL FROM:’ and ‘RCPT TO:’ parameters must be valid mail addresses in the sending/receiving email networks. The separate ‘FROM:’ and ‘TO:’ parameters are simply for display purposes in the notification email, and do are necessarily represent valid network email IDs. JCL Section 4 could be omitted from the JCL used for non-Enterprise environments, where no file routing to Investran or email notification is desired. While Enterprise uses a single input area to designate the account from/to dates for the extract request, it is important to insure that these values must represent the same account and from/to dates executed manually using FDCLG2 JCL from native TSO, and in the correct format for the respective parameter cards (GY99, RU99, LG99).



324

LOT LEVEL GENERAL LEDGER EXTRACT OUTPUT RECORD LAYOUT DETAILS There are three outbound record types which may be created in the Lot Level General Ledger extract: Record Type 0 – Program Edit Messages, Confirmation or Discrepancy Records Record Type 1 – Security Master Data Record Type 2 – General Ledger Accounting Data The extract is sorted by record type first. Within the same record type, records are sorted is by account number, and then by effective date within same account number. Within common effective date, records are sorted by actual settle date, and then by memo number. Record type 0 – Discrepancy Records This is a variable length, comma delimited record (each field is separated with a comma). These record are created when there are exceptions between R092 and the extracted data. Field Length Format Description RECORD TYPE 1 9(1) Record type; (“0”) ACCOUNT NUMBER 15 9(15) Investment Accounting (InvestOne) Account

number; right justified and zero-filled to the left GL ACCOUNT NUMBER 16 X(16) General Ledger Account number GENERLA LEDGER EXTRACT NET DEBITS/CREDITS

18 S9(15)V9(2) Net amount of debits & credits posted to the general ledger account during the report period that is on the new general ledger extract

G1 FILE NET DEBITS/CREDITS

18 S9(15)V9(2) Net amount of debits & credit posted to the account during the report period that is posted on the G1 file.

FILLER 267 X(267)

Unused filler

Record type 0 – Program Edits Messages or Confirmation This is a variable length, comma delimited record (each field is separated with a comma). Field Length Format Description RECORD TYPE 1 9(1) Record type; (“0”) PROGRAM 8 X(8) Program name; (“FDCLG0”) ERROR LEVEL 2 X(2) Status of remaining message; “E” when error

conditions are encountered or blank for confirmation of program completion

ERROR TEXT 122 X(122) Program edit message or confirmation of program completion, prefaced with 15-digit account number to which message text applies

FILLER 267 X(267) Unused filler Record type 0 Examples: 0,000000007320001,6200000000000000,1082014.55,936606.65, 0,000000007320001,6400000000000000,−24673054.2,−24673387.34, 0,Φ∆ΧΛΓ0,Ε,000000000403701 ΕΞΤΡΑΧΤ ΙΣ ΟΝΛΨ ςΑΛΙ∆ ΦΟΡ ΗΕ∆ΓΕ ΦΥΝ∆Σ, 0,Φ∆ΧΛΓ0,Ε,000000015577002 ΦΡΟΜ−∆ΑΤΕ ΑΝ∆ ΤΟ−∆ΑΤΕ ΜΥΣΤ ΒΕ ςΑΛΥΑΤΙΟΝ ∆ΑΤΕΣ,



325

0,Φ∆ΧΛΓ0, ,000000015577999 ΠΡΟΓΡΑΜ ΧΟΜΠΛΕΤΕ∆ ΩΙΤΗ ΕΡΡΟΡΣ, Record type 1 – Security Master Data This is a variable, comma delimited file (each field is separated with a comma). Field Length Format Description RECORD TYPE 1 9(1) Record type; (“1”) SECURITY COUNTRY 1 X(1) KEY-SD-SCTY-CNTRY; part of the security key on

the SD file to insure a security is unique. Field will be blank for all securities except Margin deposits (M).

SECURITY NUMBER 9 X(9) Security Number SECURITY DATE 8 9(8) Security Number Date SECURITY QUALIFIER 5 9(5) Security Number Unique Qualifier ASSET GROUP 3 X(3) Asset Group of Security (may be user-defined asset

group designation) ISSUE CURRENCY 4 X(4) The issue currency of the security number. If no

issue currency designated on security number, this field is set to the base currency of the account.

SECURITY DESCRIPTION

50 X(50) Line 1 of security long description. If no long description for security, the security short name is displayed in this field.

ISSUE DATE 8 9(8) Original issue date of bond-like securities (CCMMYYDD). For stock-like securities, this field will be blank.

ISSUER 6 X(6) Issuer Code of security SAUD3-39 10 X(10) Security User-Defined Field III number 39, field

number 32. Corresponding Spectra code is DJ. SAUD3-40 10 X(10) Security User-Defined Field III number 40, field

number 33. Corresponding Spectra code is I0. SAUD3-41 10 X(10) Security User-Defined Field III number 41, field

number 34. Corresponding Spectra code is I4. SAUD3-42 10 X(10) Security User-Defined Field III number 42, field

number 35. Corresponding Spectra code is I5. ORIGINAL SECURITY COUNTRY

1 X(1) Original KEY-SD-SCTY-CNTRY; part of the security key on the SD file to insure a security is unique. Field will be blank for all securities except Margin deposits (M). This field is only populated for securities that have been renumbered, and the effective date of the renumber and extract request ‘TO’ date are the same month (MM).

ORIGINAL SECURITY NUMBER

9 X(9) Original Security Number. This field is only populated for securities that have been renumbered, and the effective date of the renumber and extract request ‘TO’ date are the same month (MM).

ORIGINAL SECURITY DATE

8 9(8) Original Security Number Date. This field is only populated for securities that have been renumbered, and the effective date of the renumber and extract request ‘TO’ date are the same month (MM).



326

Field Length Format Description ORITINAL SECURITY QUALIFIER

5 9(5) Original Security Number Unique Qualifier. This field is only populated for securities that have been renumbered, and the effective date of the renumber and extract request ‘TO’ date are the same month (MM).

FILLER 242 X(242) Unused filler When there are multiple security renumbers for the same security within the ‘FROM’ and ‘TO’ dates of extract request, the information of the first security number which was renumbered is displayed as “original”. Security Master data may be requested when the account is open. This default request (option 0) does not require the account to be verified and closed. No Security Master data is generated for Expense securities. Record type 1 Examples: 1, ,ΗΙΤ,00000000,00000,Σ,ΥΣ∆,ΗΙΤΑΧΗΙ ΙΝΧ.,00000000,ΗΙΤ,ΣΑΥ∆ 39, ,ΣΑΥ∆ 41,ΣΑΥ∆ 42, , ,00000000,00000, 1, ,ΙΒΜ,00000000,00000,Σ,ΥΣ∆,ΙΒΜ ΙΝΧ.,00000000,ΙΒΜ, , , , , , ,00000000,00000, 1, ,ΠΟΣΤΡΕΝΜ1,20091217,00667,Σ, ,ΡΕΝΥΜΒΕΡ ΧΑΝ∆Ι∆ΑΤΕ,00000000,ΠΡΕΡΕΝ, , , , , ,ΠΡΕΡΕΝΥΜ1,20091217,00666, Record Type 2 – Genelal Ledger Accounting Data This is a variable length, comma delimited record (each field is separated with a comma). Field Length Format Description RECORD TYPE 1 X(1) Record type; (“2”) ACCOUNT NUMBER 15 9(15) Investment Accounting (InvestOne) Account

number; right justified and zero-filled to the left SECURITY COUNTRY 1 X(1) KEY-SD-SCTY-CNTRY; part of the security key

on the SD file to insure a security is unique. Field will be blank for all securities except Margin deposits (M).

SECURITY NUMBER 9 X(9) Security Number SECURITY DATE 8 9(8) Security Number Date SECURITY QUALIFIER 5 9(5) Security Number Unique Qualifier ACQUISITION MEMO NUMBER

8 9(8) Invest One transaction memo number of the transaction that established the tax lot.

GL ACCOUNT NUMBER 16 X(16) General Ledger Account number EFFECTIVE DATE 8 9(8) The date when the general ledger activity

effected the account balance (CCYYMMDD). For general ledger activity that is driven by positional, lot effect, or reconciliation effect, this field will be equal to the ‘TO’ date of extract request.

MEMO NUMBER 8 9(8) Transaction memo number. Only applicable if general ledger activity was driven by the transaction on InvestOne such as BUY or DIVD. Otherwise, this field will be zeros.

ACTUAL SETTLET DATE 8 9(8) The actual settle date of the transaction (CCYYMMDD). If the general ledger activity is generated by position, lot, reconciliation or fund level effects, this field will be zeros.



327

Field Length Format Description CONTRACTUAL SETTLE DATE

8 9(8) The contractual settle date of the transaction (CCYYMMDD). If the general ledger activity is generated by position, lot, reconciliation or fund level effects, this field will be zeros.

ACQUISITION TRADE DATE

8 9(8) The acquisition trade date of the transaction that established the tax lot (CCYYMMDD).

CORPORATE ACTION ID

8 9(8) The corporate action ID number associated with transactions/general ledger effects if generated by a corporate action. For non corporate action effects or transactions, this field will be zeros.

LOCAL CURRENCY 4 X(4) Trade or settle currency of the transaction. If the general ledger activity is derived from position or lot effect, this field will display the trade currency of the security. For a domestic transaction, this field is set to the base currency of the account.

LOCAL DEBIT AMOUNT 18 S9(15)V9(2)

The local value of the debit amount. For realized gain/loss accounts the local debit amount that is available on the transaction will be used. For general ledger transaction where local currency is equal to base local debit amount will be equal to debit amount. Certain GL accounts will not calculate local values.

LOCAL CREDIT AMOUNT

18 S9(15)V9(2)

The local value of the credit amount. For realized gain/loss account the local gain/loss amount that is available on the transaction will be used. For general ledger transaction where local currency is equal to base local credit amount will be equal to credit amount. Certain GL accounts will not calculate local values.

TAX LOT ORIGINAL PRICE

18 9(9)v9(8) The acquisition price of the tax lot. For foreign transaction this price will be stated in foreign currency. Applicable only to general ledger effects which are produced by transactions otherwise, this field will be blank or zero. This field will be only displayed in Cost of Securities and Cost of Short holding general ledger accounts (accounts with prefix of 1100 and 2710).

LONG/SHORT

1 X(1) Long/Short indicator on the transactions where quantity is available, such as BUY or SELL. Otherwise, this field will be blank or zeros.

SHARES / PAR

19 S9(14)V9(4) Shares/par effect of the transaction. This field will be blank or zeros for position or reconciliation effects. The transactions such as BUY or COVER will have always positive shares/par, SELL or SHORT entries, on the other hand, will be always negative. The sign and shares/par amount will be taken from the transaction record field – TS-CARRY. This field will be only displayed in Cost of Securities and Cost of Short holding general ledger accounts (accounts with prefix of 1100 and 2710).



328

Field Length Format Description SECURITY DESCRIPTION

50 X(50) Line 1 of long description used for security identification and reporting purposes. If the security master does not have long description then this field displays short description.

TRANSACTION DESCRIPTION

25 X(25) If the general ledger activity was driven by the entry of a transaction, the applicable transaction code is written to the file. Otherwise, an informational label such as Positional, Lot Effect, Reconciliation Effect or Fund Level Effect appears.

BASE CURRENCY 4 X(4) Base Currency of the account FROM DATE 8 9(8) Report From Date (CCYYMMDD) TO DATE 8 9(8) Request To Date (CCYYMMDD) GL ACCOUNT DESCRIPTION

40 X(40) The general ledger account description

DEBIT 18 9(15)V9(2) The debit amount of the transaction CREDIT 18 9(15)V9(2) The credit amount of the transaction FILLER

40 X(40) Unused filler

In order to receive General Ledger accounting data (record type 2), the requested account must be verified and closed through the request ‘TO’ date. If the requested account is not closed, an error message will be presented (record type 0) and only Security Master data (record type 1) will be returned. Each security represented in record type 2 data will always have a corresponding security master record type 1, unless the security is an Expense. No record type 1 records are created for Expense securities. When general ledger acitivity is driven by entry of an Invest One transaction, the applicable transaction code is displayed. Otherwise, one of the following information labels designates the nature of the general ledger acitivty: Lot Effect Positional Effect Reconciliation Effect Fund Level Effect

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3 CORPORATE ACTIONS MESSAGE LAYOUT


329

4. CORPORATE ACTIONS MESSAGE LAYOUT

The Corporate Action Spectra / FOMI Extract can be customized to select specified fields. The fields can be particular values vs. exporting all values in the standard extract. The extract can be used to select which of the fields returned on the Spectra spreadsheet. Sub Headers will be broken out for Account/Position, General Corporate Action, and REOG. With CV, inventory has logic to update accrual anytime from ex-date to pay date of a dividend. This field will not produce data for floater types: 360R, 360F, 365R, IC, INT, 12, 365L, 360, 365, 365I, & 252R. For SPLT and STDV Pay date and ex-date must be equal so ex-date shares checked on ex-date is enough. For Corporate actions defined on DECORP or DEREOG, the ex-date shares should be calculated on the effective date of the corporate action and value returned. ************************************************************ I1SPC *2001010120010215PA 1 SNCUSVSUXDCT@CIDFGRDEDPDDELDMO I1SPC -RT@RSN@RCU@RSV@RSU@FSI@FRACICFDR@PRRDN@CAP@SRN@SRD I1SPC -@SN1@CU1@SV1@SU1@CF1@SR1@SD1 I1SPC -@SN2@CU2@SV2@SU2@CF2@SR2@SD2 I1SPC -@SN3@CU3@SV3@SU3@CF3@SR3@SD3 I1SPC -@SN4@CU4@SV4@SU4@CF4@SR4@SD4 I1SPC -@SN5@CU5@SV5@SU5@CF5@SR5@SD5 I1SPC -@SN6@CU6@SV6@SU6@CF6@SR6@SD6 I1SPC -@SN7@CU7@SV7@SU7@CF7@SR7@SD7 I1SPC -@SN8@CU8@SV8@SU8@CF8@SR8@SD8 I1SPC -@SN9@CU9@SV9@SU9@CF9@SR9@SD9 I1SPC -@SN0@CU0@SV0@SU0@CF0@SR0@SD0 I1SPC -ANCV I1SPC A000000115005002 ************************************************************

Field Length Format Description CUSIP - CU 9 X(9) Security Number of the security(first 9 characters of

Security Number usually CUSIP) Security Number Full - SN

26 X(26) Security Number Full

Security Date - SV

8 9(8) Unique Date Qualifier of security (date portion of security number)

Security Qualifier

5 9(5) Unique Qualifier of security (last five numbers of security number)

Ex-Date 8 9(8) The ex-distribution date of the corporate action.

Corporate Action Type

4 X(4) The type of corporate action event.

Sequence Number

4 9(4) A number used to establish uniqueness of corporate actions and allows order for multiple corporate actions on same ex-date to be generated.

Corporate Action ID

8 9(8) An ID number assigned by Invest One to a given corporate action at time of initial entry.



330

Field Length Format Description Cancel Flag 1 X(1) A Flag to indicate whether or not a corporate action

has been canceled Record Date 8 9(8) The record date of the corporate action. Effective Date 8 9(8) The effective date of the corporate action for

complex events on VSCORP / pay date for simple events defined on VSCR.

Payable Date on VSCORP / Pay Date on VSCR

9(8) / 9(8) 9(8) / 9(8) Payable Date on VSCORP / Pay Date on VSCR

Entry Date 8 9(8) The date on which the corporate action was initially entered on Invest One System Generated Date.

Last Revision Date

8 9(8) The date on which the corporate action was last revised on Invest One System Generated Date.

Mandatory / Optional

1 X(1) A system code to determine if the corporate action is mandatory or optional.

Cash Rate /Dividend Factor

8 9(8) / 9(8) The rate of the monetary portion of the corporate action.

Receiving Security number full (receiving security VSCORP)

26 X(26)

Receiving Security Number (cusip)

9 X(9) The first 9 characters of the receiving security no., which is normally the cusip number.

Receiving Security Date

8 9(8) The next 8 numbers of the receiving number, which represents a date.

Receiving Security Qualifier

5 9(5) The next 5 numbers of the receiving security number, which unique number.

Fractional Share Indicator

1 X(1) A code to indicate the treatment of fractional shares.

Fractional Round Amount

9(1) / 9(4) 9(1) / 9(4) A cutoff point used to determine the rounded amount if the fractional share indicator is “R”

Cost Indicator 1 X(1) A code indicating whether or not any cost will be transferred from the issuing to the receiving security.

Cost Factor 9(10) / 9(6)

9(10) / 9(6) The percentage of the cost of the issuing shares to be transferred to the new shares.

Discount Rate 9(12) / 9(4)

9(12) / 9(4) For cash dividend reinvestments, the discount rate to be applied to the corporate action price in arriving at the discounted reinvestment price.



331

Field Length Format Description Pro-Ration Rate

9(12) / 9(4)

9(12) / 9(4) For a tender, the ratio of shares to be tendered for an over-subscribed tender.

Dividend Number

3 9(3) A number assigned by corporate action vendors to distinguish this corporate action from others.

Corporate Action Price

9(9) / 9(7) 9(9) / 9(7) For cash dividend reinvestments, the price (before discount) at which shares are to be reinvested. For mergers, the market price of the security being delivered on the Ex-Distribution Date.

Share Ratio Numerator

9(9) / 9(7) 9(9) / 9(7) Number of shares to be received (numerator) for the number of shares held or given up (denominator)

Share Ratio Denominator

9(9) / 9(7) 9(9) / 9(7) The number of shares held or given up (denominator)

Receiving Security Number Full (receiving security # 1)

26 X(26)







Corp R1 Cost Factor

9(10) / 9(6)

9(10) / 9(6) Cost allocation factor

Share Ratio R1 (VSCORP) / Give Shares (VSCR)

9(9 / 9(7) 9(9 / 9(7) The number of shares to be given up for the number of shares received.

For Every Shares Denom (R1)

9(9 / 9(7) 9(9 / 9(7) The number of shares to be received for the number of shares held or given up.


26 X(26)









332

Field Length Format Description Corp R2 Cost Factor

9(10) / 9(6)



9(9) / 9(7) 9(9) / 9(7) The number of shares to be given up for the number of shares received.


9(9) / 9(7) 9(9) / 9(7) The number of shares to be received for the number of shares held or given up.


26 X(26)







Corp R3 Cost Factor

9(10) / 9(6)







26 X(26)







Corp R4 Cost Factor

9(10) / 9(6)




333

Field Length Format Description Share Ratio R4 (VSCORP) / Give Shares (VSCR)





26 X(26)







Corp R5 Cost Factor

9(10) / 9(6)







26 X(26)







Corp R6 Cost Factor

9(10) / 9(6)






334

Field Length Format Description For Every Shares Denom (R62)



26 X(26)







Corp R7 Cost Factor

9(10) / 9(6)







26 X(26)







Corp R8 Cost Factor

9(10) / 9(6)








335

Field Length Format Description Receiving Security Number Full (receiving security # 9)

26 X(26)







Corp R9 Cost Factor

9(10) / 9(6)







26 X(26)







Corp R10 Cost Factor

9(10) / 9(6)






End Date 8 9(8) Last date on which the corporate action will process the variable dated optional corporate action.

Account Number

15 X(15) Account number entitled to the corporate action event



336

Field Length Format Description Shares/Par 9(14) /

9(4) 9(14) / 9(4) Shares entitled to corporate action event based on

ex-date minus one regardless of request date type. This should have same result as BGTG when dividend is generated and additional shares are bought or sold effective after ex-date and before pay–date while trade date of transactions is before ex-date. This may not match the holdings on Ex-Date minus one if trades processed on or after Ex-Date with an Effective Date of the Ex-Date. Will use HL Carry position for Ex-Date minus one.

Notes

1. Select which corporate action extract date used with date range specified by DATE TYPE. ‘X’ = Ex-Date, ‘R’ = Record Date, ‘P’ = Payment Date, ‘E’ = Effective Date.

2. For all table files, ‘y’ will be the default filter and will return all parameters. 3. For CV: Inventory has logic to update accrual anytime from ex-date to pay date of a

dividend. The same logic applies to this field. This field will not produce data for floater types: 360R, 360F, 365R, IC, INT, 12, 365L, 360, 365, 365I, & 252R.

4. For SPLT and STDV Pay date and ex-date must be equal so ex-date shares checked on ex-date is enough.

5. For Corporate actions defined on DECORP or DEREOG, the ex-date shares are calculated on the effective date of the corporate action and value returned.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 3 DELTA PROCESSING - OUTBOUND MESSAGING (I1SPD)


337

5. DELTA PROCESSING (I1SPD) Delta Processing is the capture of Date/Time characteristics for selected file record changes. The US00 Flag (Delta) for a specific User Bank will be interrogated to determine the requirement for Delta processing.

User Definition - US00 NEXT US00 MODE CHANGE ARMP63 * * * USER DEFINITION * * * USER: BANK: TITLE: DEFAULT USER AUTH: INTERVAL: 60 AUDIT LEVEL: 0 TYPE: DELETE USER: N SYSTEMS OPTIONS ARCH NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN FUND YYYYYYYYYYYYYYYYYYYNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PRF4 NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN SUP4 NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN EXPD NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN CHMI NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PLAN NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN UTIL YNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PREP NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN NASDAQ ID: TERM: LOGON: LOGGING REQUEST: 1 COMPACTION DAILY.. WEEKS.. MONTHS.. ARCHIVE NUMBER OF MONTHS CUTOFF... ARCHIVE CLEAN YEARS.. 0 MBA.. N LOTS: FILE STATUS... FAIA PROG:. DELTA: Y FILES ALT VIEW:

Valid values for the DELTA field above are Y and N. Y indicates that any activity that takes place must apply the file definition rule to determine if DELTA data will be created on the DL file.

******************************************************** I1SPD *20100817143419012010081715000000T2 2 I1SPD A000000001740522A1 ********************************************************

CARD TYPE = “*”


COMMAND 1 6 X(6) I1SPD CARD TYPE 7 1 X(1) Card Type Indicator.

* - Request Card. FROM DATE & TIME 8 16 X(16) FROM Date and Time format (CCYYMMDDHHMMSSCC) TO DATE & TIME 24 16 X(16) TO Date and Time format(CCYYMMDDHHMMSSCC)



338


FILE ID 40 2 X(2) FILE ID: TS – Transactions T2 – Pending Transactions TZ – Trade Through Zero H3 – Position UD – Transaction user defined data AE – Account verification date change DR – Security re-number activity U1 – User record 1 Blank – Maintenance to all files

MAINTENANCE TYPE 42 1 X(1) Maintenance Type: A – Add activity C – Change activity D – Delete activity




CARD TYPE = “A” Field Start Char Length Format Description COMMAND 1 6 X(6) I1SPD CARD TYPE 7 1 X(1) Card Type Indicator.

A (always an ‘A’) FUND NUMBER 8 15 9(15) Investment Accounting (InvestOne) fund Number. To run

a request against all accounts in a user bank, enter Account 000000000000000

VIEW 23 2 X(2) View: IA – Investment Book view A1 – Alternate view Blank – Fund data extract ** - Account and all its views

Extract record Layouts Complete record layouts will be created during development. Position:

File ID CHAR (2) Value: H3 Account Number NUM (15) View ID CHAR (2) Security Number CHAR (22) Valuation Date NUM (8) (CCYYMMDD) Maintenance Mode CHAR (1) Maintenance Date NUM (8) (CCYYMMDD) Maintenance Time NUM (8) (HHMMSSCC) Task ID NUM (8)



339

Transaction:

File ID CHAR (2). Value: TS – transaction, T2 – pending, TZ – Trade Thru Zero, UD – User Define Transactions

Account Number NUM (15) View ID CHAR (2) Security Number CHAR (22) Effective Date NUM (8) (CCYYMMDD) Application code CHAR (1) Entry Date NUM (8) (CCYYMMDD) Entry Time NUM (8) Sequence NUM (4) Trade Order NUM (8) Maintenance Mode CHAR (1) Maintenance Date NUM (8) (CCYYMMDD) Maintenance Time NUM (8) (HHMMSSCC) Task ID NUM (8)

Account Verification Change Record:

File ID CHAR (2) Value: AE Account Number NUM (15) View ID CHAR (2) Verification Date NUM (8) (CCYYMMDD)

Maintenance Mode CHAR (1) (always C) Maintenance Date NUM (8) (CCYYMMDD)

Maintenance Time NUM (8) (HHMMSSCC) Task ID NUM (8)

Security Re-Number Record:

File ID CHAR (2) Value: DR FROM Security CHAR (22) TO Security CHAR (22) Verification Date NUM (8) (CCYYMMDD)

Maintenance Mode CHAR (1) Maintenance Date NUM (8) (CCYYMMDD)


User record (provided to extract special user input):

File ID CHAR (2) Value: U1 Account Number NUM (15) View ID CHAR (2) Reference data CHAR (12)

Maintenance Mode CHAR (1) Maintenance Date NUM (8) (CCYYMMDD)




340

Notes: 1. Maintenance will apply to the entire record not specific fields.

2. Group G not supported.

3. The Security Re-Number will have an account Number of zeros for the requested extract.

4. Edits are applied before the extract is created. Associated messages print out in the SYSOUT

of the submission job.

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 4 OPERATIONAL VIEW - VSAM FILES

CICS REGION REQUIREMENTS FOR APPC


341

6. OPERATIONAL VIEW

6.2 VSAM FILES

File Purpose MS File Contains the message definitions. It is maintained in the MS00 and MS01

screens. MA File Message Audit file. It contains an audit log of messaging conversations based

on the user, operator and command definitions. It can be viewed in the MA00 screen.

MT File Message trace file used for debugging. It contains a copy of every message sent to and sent from Investment Accounting (InvestOne) based on the user, operator and command definitions. There are no online means currently available to view this file. This is an ESDS, recovery must be set to “No”.

6.3 CICS REGION REQUIREMENTS FOR APPC The Investment Accounting (InvestOne) CICS region supplies the Investment Accounting (InvestOne)/EDW with data. Regardless of whether the file transfer or direct messaging configuration is used, all extracts are messaging conversations to the Investment Accounting (InvestOne) CICS region. If you are a remote Investment Accounting (InvestOne) user you can skip this section entirely. API Settings VTAM Ensure the PARSESS=YES parameter is specified on the APPLID definition for

your CICS region. SIT Ensure that the following settings are correct in your CICS Start up Initialization

Table: ISC=YES XAPPC=YES (Used to invoke APPC security)

COMMUNICATION DEFINITIONS If you plan to use the direct messaging configuration, you must define the “LU” being used by the Investment Accounting (InvestOne)/EDW Updater application to the CICS region. Defining the “LU” to the region requires defining a CONNECTION object to CICS, then defining a SESSION object using the previously defined CONNECTION object. LU6.2 terminals may be dependent or independent. Dependent connections only allow a single session between the external application and the CICS region, where as an independent connection allows multiple simultaneous sessions between the external application and the CICS region. The Investment Accounting (InvestOne)/EDW Updater application never uses more than one concurrent session so a dependent configuration is recommended. However, the Investment Accounting (InvestOne)/EDW Updater application will work over an independent configuration. Examples for a dependent configuration follow.




342

CEDA DEFINE CONNECTION CONNECTION OBJECT CHARACTERISTICS Connection : PC01 Group : SIS1 DEscription : APPC DEPENDENT CONNECTION CONNECTION IDENTIFIERS Netname : TCA7S13E INDsys : REMOTE ATTRIBUTES REMOTESystem : REMOTEName : CONNECTION PROPERTIES ACcessmethod : Vtam Vtam | IRc | INdirect | Xm Protocol : Appc Appc | Lu61 SInglesess : Yes No | Yes DAtastream : User User | 3270 | SCs | STrfield | Lms RECordformat : U U | Vb OPERATIONAL PROPERTIES AUtoconnect : No No | Yes | All INService : Yes Yes | No SECURITY SEcurityname : B0106PS ATtachsec : Verify Local | Identify | Verify | Persistent | Mixidpe BINDPassword : PASSWORD NOT SPECIFIED BINDSecurity : No No | Yes

NOTES 1. The Netname parameter is dictated by VTAM definitions at your site.

2. The Singlesess parameter = Yes indicates this is a dependent “LU”.

3. Unless the region default user has access to execute the CICS transaction to be used, the SEcurityname parameter must contain a valid User ID with access to the desired transaction. This is true regardless of the setting of the Attachsec parameter.

4. The Attachsec parameter should normally be set to Verify. This means the User ID and password from the connecting application is verified against the same rules a CESN login would be verified (using RACF, ACF2, or Top Secret). The User ID provided must have access to all CICS resources used by the transaction regardless of the setting of the SEcurityname parameter. Alternatively, the Attachsec parameter can be set to Local. This means that the User ID is accepted from the connecting application without verifying the User ID and permissions with your mainframe security system.




343

CEDA DEFINE SESSION SESSION OBJECT DEFINITION Sessions : PC01 Group : SIS1 DEscription : APPC DEPENDANT SESSION SESSION IDENTIFIERS Connection : PC01 SESSName : NETnameq : MOdename : LU62 SESSION PROPERTIES Protocol : Appc Appc | Lu61 MAximum : 001 , 000 0-999 RECEIVEPfx : RECEIVECount : 1-999 SENDPfx : SENDCount : 1-999 SENDSize : 02048 1-30720 RECEIVESize : 02048 1-30720 SESSPriority : 000 0-255 Transaction : OPERATOR DEFAULTS OPERId : OPERPriority : 000 0-255 OPERRsl : 0 OPERSecurity : 1 PRESET SECURITY USERId : OPERATIONAL PROPERTIES Autoconnect : No No | Yes | All INservice : No | Yes Buildchain : Yes Yes | No USERArealen : 000 0-255 IOarealen : 00000 , 00000 0-32767 RELreq : No No | Yes DIscreq : No No | Yes NEPclass : 000 0-255 RECOVERY RECOVOption : Sysdefault Sysdefault | Clearconv | Releasesess | Uncondrel | None RECOVNotify : None None | Message | Transaction NOTES 1. The Connection parameter must match the previously defined connection object.

2. The Modename parameter is dictated by VTAM definitions at your site.

3. The MAximum parameter must be 001,000 for a dependent connection.

4. The maximum values for the SENDsize and RECEIVEsize parameters are dictated by VTAM definitions for the “LU”s associated “PU” definitions.




344

TRANSACTION DEFINITION Whether using the direct messaging or file transfer configuration, you need to ensure the CICS transaction to be used is defined to CICS. If using direct messaging, the CICS tran code is specified in the Set Up dialog within the Investment Accounting (InvestOne)/EDW Updater application. When using the Investment Accounting (InvestOne)/EDW BMI Extract, the CICS tran code is specified on the CICSCNTL format. Either way the CICS transaction definition should be as follows: TRANSACTION OBJECT CHARACTERISTICS CEDA View TRansaction : FDDB Group : FUND DEscription : DATABASE REFRESH TRANSACTION PROGram : ARPMP0 TWasize : 04096 0-32767 PROFile : DFHCICST PArtitionset : STatus : Enabled Enabled | Disabled PRIMedsize : 00000 0-65520 TASKDATALoc : Any Below | Any TASKDATAKey : User User | Cics REMOTE ATTRIBUTES DYnamic : Yes No | Yes REMOTESystem : REMOTEName : FUND TRProf : DFHCICSS Localq : No | Yes SCHEDULING PRIOrity : 001 0-255 TClass : No No | 1-10 ALIASES Alias : TASKReq : XTRanid : TPName : : XTPname : : : RECOVERY DTimout : No No | 1-6800 Indoubt : Backout Backout | Commit | Wait RESTart : No No | Yes SPurge : Yes No | Yes TPUrge : No No | Yes DUmp : Yes Yes | No TRACe : Yes Yes | No SECURITY RESSec : No No | Yes Cmdsec : No No | Yes Extsec : No No | Yes TRANsec : 01 1-64 RSl : 00 0-24 | Public

NOTES 1. The Program parameter must be ARPMP0. 2. The TWasize parameter must be at least 4096.




345

PROGRAM DEFINITIONS The following programs should be defined to CICS:

• PROGRAM(FDVDB0) LANGUAGE(COBOL) • PROGRAM(FDUUDD) LANGUAGE(COBOL) • PROGRAM(FDUUDDA) LANGUAGE(COBOL) • PROGRAM(FDUUDDB) LANGUAGE(COBOL)

The following maps should be defined to CICS:

• MAPSET(FDMP266) • MAPSET(FDMP283) • MAPSET(FDMP291)

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 4 OPERATIONAL VIEW - ARCHITECTURE SCREENS


346

6.4 ARCHITECTURE SCREENS The following screens are components of the Architecture System that are utilized by messaging.

Message Definition - MS00 NEXT MS00 MODE CHANGE ARMP13 * * * MESG TITLE * * * MESG IDENTIFICATION....... FDXTS01 TRANSACTION MAINTENANCE MESSAGE ERROR PREFIX................... TS SYSTEM IDENTIFICATION......... FUND APPLICATION OPTION............. 00 TABLE LOAD STATUS................ M MESG PROCESSING TYPE............ A RESEQUENCE REQUEST............... N

Message Definition Detail - MS01 NEXT MS01 MODE CHANGE ARMP12 * * * MESSAGE DETAIL FIELDS * * * MESG. IDENTIFICATION.. FDXTS01 SEQ#... SEQ# NAME LEVEL EDIT COUNT SEQ3 NAME LEVEL EDIT COUNT 0010 MSGID 0 C 008 00 0020 MODE 0 C 001 00 0030 TRDORD 0 9 008 00 0040 EXTID 0 C 025 00 0050 KEYAOCR 1 1 001 00 0060 ROOTOCR 2 1 001 00 0070 USEROCR 3 1 001 00 0080 DESCOCR 4 2 010 00 0090 SCTYOCR 5 1 001 00 0100 OCRFILL 0 9 004 00 0110 ACCT 1 9 015 00 0120 SCTYNO 1 C 009 00 0130 SCTYDT 1 9 008 00 0140 SCTYUNQ 1 9 005 00 0150 CODE 1 C 006 00 0160 EXECDT 1 9 008 00 0170 TRADDT 2 9 008 00 0180 CONTDT 2 9 008 00 0190 POSTDT 2 9 008 00 0200 UNITS 2 9 011 04 0210 PRSHR 2 9 009 06 0220 PRIN 2 9 011 02 0230 INCOME 2 9 011 02 0240 BROKER 2 C 007 00 0250 COSTEXP 2 C 001 00 0260 COMMS 2 9 007 02 0270 TRADEXP 2 9 007 02 0280 CLRBRKR 2 C 007 00 0290 COMMRSN 2 C 002 00 0300 PAFLAG 2 C 001 00



347

User Definition - US00 NEXT US00 MODE CHANGE ARMP63 * * * USER DEFINITION * * * USER: BANK: TITLE: DEFAULT USER AUTH: INTERVAL: 60 AUDIT LEVEL: 0 SYSTEMS OPTIONS ARCH NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN FUND YYYYYYYYYYYYYYYYYYYNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PRF4 NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN SUP4 NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN EXPD NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN CHMI NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PLAN NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN UTIL YNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN PREP NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN NASDAQ ID: REPORT BUNDLING: N INTERVAL MINS.: 00 PRIORITY RANGE FROM: 00.00 TO: 00.00 JOB NAMES NORMAL: EXPRESS: SYSOUT CLASS: FORM: FILES

Operation Definition - OP00

NEXT OP00 MODE CHANGE ARMP19 * * * OPERATOR DEFINITION * * * OPERATOR................ 001 PASSWORD............... BAMRBAMR USER/BANK................. 00 PRINTER................ IO28 AUDIT LEVEL. 0 AUTH..... SUPER FOUR PASSWORD.... BAMRBAMR SYSTEM........................ OPTIONS...... LEVELS



348

Command Definition - CM00 NEXT CM00 MODE CHANGE ARMP16 * * * COMMAND-LINKAGE * * * COMMAND............ FDTSB CLASS......................... O CONTROL....................... MODE..................... SYSTEM..................... FUND APPLICATION OPTION........... 00 AUDIT LEVEL................... 1 RELATED MAP.............. NON ADD LINKAGE.......... FDTSB ADD LINKAGE.............. FDTSB EXECUTION NEXT...... MENU...... ADD....... CHANGE.... DELETE.... REPORT.... BUNDLE.... N SECURITY LEVEL REPORT.... 000 MAINT..... 000 CICS TRANS. ID............. INPUT MESSAGE............ FDXTS01 MESSAGE BLOCK SIZE......... 010 TRANSPORT OPTION ………………………. N IB PROCESSING TYPE …………………. 2 FIELD OFFSET …………………………………. 0000

Message Audit Browse - MA00 NEXT MA00 MODE REPORT ARMP93 * * * MESSAGING AUDIT * * * STARTING DATE: 01 10 99 TIME: 00 00 00 ENDING DATE: TIME: TASK: USERID: SYSTEM: COMMAND: NETNAME: DATE TIME TASK USERID SYST COMMAND NETNAME SESSION 01/13/99 07:56:55 00150 B0106MO FUND I1DB -AGO -AGO COMPLETED 01/13/99 08:03:18 MESSAGES: 657 ERRORS: 0 ACCT: 10 VALU: 160 HOLD: 0 TRAN: 281 01/13/99 08:35:53 00306 B0106MO FUND I1DB TSI0T151 -AGO COMPLETED 01/13/99 08:37:37 MESSAGES: 453 ERRORS: 0 ACT: 10 VALU: 160 HOLD: 0 TRAN: 281 01/13/99 08:50:04 00497 B0106MO FUND I1DB -AAW -AAW COMPLETED 01/13/99 08:50:13 MESSAGES: 452 ERRORS: 0 ACCT: 10 VALU: 160 HOLD: 0 TRANS: 281 01/13/99 08:51:54 00538 B0106MO FUND I1DB APPCGISB -AAW COMPLETED 01/13/99 08:52:01 MESSAGES: 657 ERRORS: 0 ACCT: 10 VALU: 160 HOLD: 0 TRAN: 281 01/13/99 12:37:48 00369 B0106CS FUND FDS1 SOCK0069 SOCK0069 COMPLETED 01/13/99 12:37:56 MESSAGES: 351 ERRORS: 0 01/13/99 12:41:22 00384 B0106CS FUND FDS1 SOCK0084 SOCK0084 COMPLETED 01/13/99 12:41:25 MESSAGES: 351 ERRORS: 0

INVESTMENT ACCOUNTING (INVESTONE) - SOFTWARE DEVELOPER’S KIT - SECTION 4 OPERATIONAL VIEW - AUDITING


349

6.5 AUDITING It is necessary to have the ability to track conversations. Operations need tools to determine when conversations occurred, who initiated them, and how many messages were exchanged. It is important to note that this is system level information only. Investment Accounting (InvestOne) is still responsible for auditing how an individual's messages affect Investment Accounting (InvestOne). For example, in a conversation that adds trades to the system the Architecture System is responsible for knowing operator CCACXX sent 15 messages at 10:15 a.m. Investment Accounting (InvestOne) would be responsible for writing the results for each of the 15 trade messages to the Investment Accounting (InvestOne) audit trail (“AD”) file. To support this system auditing information, a KSDS (key-sequenced) message audit (“MA”) file exists. Auditing may be specified at the user, operator or command levels. If the conversation is to be audited, information (Date, Time, Terminal, Operator, User, and Command) is saved at the start of the task. At the end of the task the number of messages exchanged and the number of errors returned is logged. The MA00 screen may be used to browse information stored on the message audit file.

Documents

Software Developer's Kit - SunGarddocs.sungard.com/InvestOne/140Doc/QRG_SDK/SD_KIT.pdf · 2.2.15 MBS Pool Factors/Balances Message ... 2.2.29 Security Extension Message ... Security