SFTP Member Migration Project - Banking filename update

Report date

Circular No.

LCH Circular No 3822


15th December 2016


All LCH Clearing Members


Further to  Circular 3803 related to the Member Reporting programme and SFTP migration, LCH would like to remind Clearing Members that where there are now dated folders for all business days including T – the dated folder with which the report is stored will reflect the data contained in it.

For example all Public Banking reports are end of day (EOD) reports as they reflect data from the previous day e.g Rates/Prices etc.

All member specific Banking reports however are start of Day (SOD) reports as they reflect data for that day e.g. SOD collateral balances, margin calls/pays for that day.

The rule therefore is report content date = filename date = folder date location.

For further clarification please refer to the table below

Report Data Displayed Date in File Dated Folder Root Folder
REP00017 - Daily Base Rates EOD T-1 T-1 Public\Banking
REP00017a - Client Deposit Rates EOD T-1 T-1 Public\Banking
REP00018a - Daily Exchange Rates _ALL CCY EOD T-1 T-1 Public\Banking
REP00019 - Overnight Cover Distribution SOD T T mnemonic>\Banking
REP00020 - Commodity Group Total SOD T T <mnemonic>\Banking
REP00021 - Initial And Variation Margin SOD T T <mnemonic>\Banking
REP00022 - Yesterday's Cover Account Postings SOD T T <mnemonic>\Banking
REP00022a - Today's Non-Cover Account Postings SOD T T <mnemonic>\Banking
REP00029 - Yesterdays Postings Total SOD T T <mnemonic>\Banking
REP00030 - Cover Calling Summary SOD T T <mnemonic>\Banking
REP00032 - Member Default Fund SOD T T <mnemonic>\Banking
REP00033a - ITD PPS Movement Detail Intraday T T <mnemonic>\Banking
REP00033b - ITD PPS Aggregation Detail Intraday T T <mnemonic>\Banking
REP00034 - Collateral Prices EOD T-1 T-1 Public\Banking
REP00035 - Pay Down Factors EOD T-1 T-1 Public\Banking
REP00036 - Non Cash Collateral Holdings Intraday T T <mnemonic>\Banking
REP00036a -  Non Cash Collateral Holdings SOD T T <mnemonic>\Banking
REP00037 - Statement of Account SOD T Root (Monthly) <mnemonic>\Banking
REP00040 - Monthly Interest Report SOD T Root (Monthly) <mnemonic>\Banking


Should you have any questions please do not hesitate to contact your relationship manager or email: Memberreporting.Programme@lch.com