Shell Programming and Scripting

$ cat input.awk
BEGIN { # Split 'lines' on --------------
        RS="--------------------------------"
        # Split 'columns' on newline
        FS="\n"
}

NR==1 { # Third-last line contains the info we want, split apart on space
        split($(NF-2), A, " ");
        V1=A[5];
        # Extract the part we want with a regex
        match($(NF-2), /[0-9]+\.[0-9]+/);
        V2=substr($(NF-2), RSTART, RLENGTH);
        # Don't let the routines below get fed this
        next    }

NR==2 { # Stop splitting on ----, start splitting on lines
        RS="\n"
        # Start splitting fields on | instead of \n
        FS="|"
        # Use | as separator when printing too
        OFS="|"
        # Don't let the routines below be fed this record
        next
}

# Only run this code block when we're on the third 'line' or more
NR>2 {
  # Set last record to string we found earlier
  $(NF)=V1
  # Set record after that to string we found earlier
  $(NF+1)=V2
# Only print when we're on the third 'line' or more and there's more than two columns
      } (NF>2)&&(NR>2)
$ awk -f input.awk < input
| 101 |BANK OF NY| 111,000 |11617N-CD-1|1.1
| 111 |FRST CLEAR| 11,000 |11617N-CD-1|1.1
| 17 |JONES E D | 11,000 |11617N-CD-1|1.1
| 111 |JPMC CLEAR| 118,000 |11617N-CD-1|1.1
| 11 |MSSB | 11,000 |11617N-CD-1|1.1
| 116 |NFS LLC | 61,000 |11617N-CD-1|1.1
| 111 |PERSHING | 1,116,000 |11617N-CD-1|1.1
| 171 |SOUTHWEST | 111,000 |11617N-CD-1|1.1
|1111 |WFB/SAFEKP| 100,000 |11617N-CD-1|1.1
$

awk '/CUSIP/{gsub(/[a-z]|%.*/,"",$7);_1=$5"|"$7}/^--/{f=1;next}{if(f==1)print $0 _1}' input_file

$
$
$ cat input.txt
****************************************************
* *
* THE FOLLOWING IS THE SOLICITOR MAIL FILE *
* *
****************************************************
1
THE DEPOSITORY TRUST COMPANY PAGE: 1
SPECIAL SECURITY POSITION LISTING PROGRAM: PXYD0001
FOR CUSIP / DESCRIPTION: 11617N-CD-1 / CDFS1.1%081811 BE+#
POSITIONS AS OF: 08/17/11
0--------------------------------
| PARTICIPANT | QUANTITY |
--------------------------------
| 101 |BANK OF NY| 111,000 |
| 111 |FRST CLEAR| 11,000 |
| 17  |JONES E D | 11,000 |
| 111 |JPMC CLEAR| 118,000 |
| 11  |MSSB | 11,000 |
| 116 |NFS LLC | 61,000 |
| 111 |PERSHING | 1,116,000 |
| 171 |SOUTHWEST | 111,000 |
|1111 |WFB/SAFEKP| 100,000 |
$
$
$ perl -lne '/^.*CUSIP.*?: (.*?) \/ .*?([\d\.]+)%.*$/ and $x="$1|$2"; /^\|\s*\d+\s*\|.*/ and print $_,$x' input.txt
| 101 |BANK OF NY| 111,000 |11617N-CD-1|1.1
| 111 |FRST CLEAR| 11,000 |11617N-CD-1|1.1
| 17  |JONES E D | 11,000 |11617N-CD-1|1.1
| 111 |JPMC CLEAR| 118,000 |11617N-CD-1|1.1
| 11  |MSSB | 11,000 |11617N-CD-1|1.1
| 116 |NFS LLC | 61,000 |11617N-CD-1|1.1
| 111 |PERSHING | 1,116,000 |11617N-CD-1|1.1
| 171 |SOUTHWEST | 111,000 |11617N-CD-1|1.1
|1111 |WFB/SAFEKP| 100,000 |11617N-CD-1|1.1
$
$

/[a-z]|%.*/