<?php

$array = array(
	array("0000000009999999","20181209","000000","REM BASICA","0.00","C"),
	array("0000000009999999","20181209","000000","CRED JUROS","0.02","C")
);

function transforme($array) 
{
	$array_new = array();
	foreach($array as $values)
	{
		$array_copy = array();
		foreach ($values as $key => $value) 
		{
			switch ($key) {
				case 0:		
					$array_copy['Conta']	= $value;	
					break;
				case 1:	
					$array_copy['Data']	= $value;			
					break;
				case 2:				
					$array_copy['Cod'] = $value;
					break;
				case 3:				
					$array_copy['Historico'] = $value;
					break;
				case 4:				
					$array_copy['Valor'] = $value;
					break;
				case 5:				
					$array_copy['Op']	= $value;
					break;
			}
		}
		$array_new[] = $array_copy;
	}
	return $array_new;
}

print_r(transforme($array));