SFTP Member Migration Project - Banking filename update
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