The DTCC Liquidity Coverage Ratio (LCR) Data Services webcast provides an overview of the calculation of commercial paper (CP) market exposure that helps market participants determine optimal capital obligations. LCR delivers transparency to firms and provides visibility to CP outstanding, CP maturity dates and the ability to manage cash coverage for CP obligations.
CORPORATE ACTIONS A corporate action is any event that brings material change to a company and affects its stakeholders. This includes shareholders, both common and preferred, as well as bondholders. These events are generally approved by the company's board of directors; shareholders are permitted to vote on some events as well. DTC’s Corporate Actions Messaging provides...
WHAT IS ISO 20022? ISO 20022 is a standard for developing financial services messages which provides the financial industry with a common language to capture business transactions and associated message flows. ISO 20022 includes both securities and payments messages within its scope, and is founded on modern data modeling techniques and business process analysis. BENEFITS OF ISO...
DTCC’s Legal Notice System Data Service (LENS) provides a comprehensive, searchable library, updated daily, of legal notices concerning DTC-eligible securities that are published and furnished by third-party agents, courts and security issuers.
In the first generation DTC model, some complex events are defined using multiple "envelopes" and "function codes." The new model is able to define a single event with multiple options and payouts to account for the complexity of the event. In situations where the event is split into multiple events to facilitate processing, the events will be linked by reference. Where the market itself...
The ISO 20022 data model includes a number of identifiers for an event. The Corporate Action Event Identification must be populated by any institution (data providers or account servicers) that sends announcement notifications. This identifier is then referenced in any further communication (replacement announcements, or subsequent processing) for that event by that institution. In...
DTCC’s first generation system makes announcements using proprietary Function and Activity Codes that relate to event types. DTC also has specific function codes for issue types. For example, Partial Call is announced under FC 74 for a corporate bond and FC 76 for a municipal bond. The reengineering initiative introduces the ISO aligned corporate action event types which replace...
ISO market practice views information based upon the sender of the message (usually an Asset Servicer); therefore, two types of the message have been created to support the needs of the different roles DTCC plays. DTCC will issue announcements for corporate actions in two product types: CSD Data: The event data is being issued by DTCC in its role as a Central Securities Depository...
There are 7 key data elements that may take different values based on the variant selected by the participant. Each data element is provided in the message in both CSD and Market product. The following table lists the data elements and defines for each product whether the element can be found in the core message or in the extension. Click image to enlarge In most cases, the same options...
The primary creators of corporate action content are the issuer/agent, depository and the stock exchange. DTCC’s data model, and to some extent ISO, accommodates the different owners of the information either explicitly or implicitly. While the ‘ownership’ of specific data elements is mostly straightforward, there are some concepts that DTCC will differentiate, as DTC data...
The DTCC corporate actions data model is aligned with ISO. There are, however, differences in the representation. This section will explain the relationship between the two models using a corporate actions announcement as an example. The DTCC Corporate Action Model has several "levels" (noted in the diagram below in blue rectangular boxes e.g. Event, Certificate, Option, etc.). The levels are...
The reengineered platform employs ISO 20022 messaging and a browser-based Graphical User Interface (GUI). Messages will be transported via either the DTCC SMART or the SWIFT network, with the following protocols: SMART (DTCC Proprietary Network) MQ NDM FTP SWIFT InterAct Store and Forward FileAct SMART Participants considering the SMART network should contact their...
Message subscriptions are available to enable participants to control the flow of data to them. Subscription options exist for three main event groups – Distributions, Reorganizations, and Redemptions. Announcements are broken down into eight specific event groups for which subscriptions can be separately specified. The event groups are: Distributions Factors Municipals...
DataPro | Regulatory Compliance data services deliver a number of configurable data solutions designed to help firms access information they need to comply with a number of global regulatory initiatives including Basel III and Office of the Comptroller of the Currency (OCC) 5% rules.
Inside Your ETFs - an overview of the DTCC ETF Portfolio Composition File and ETF Historical data products.
Click a Redemptions Messaging item on the left menu to view articles for that topic. Message Specifications Corporate Actions Distributions and Redemptions Entitlements and Allocations Data Dictionary SR 2016 ISO 20022 Message Specifications for Entitlements and Allocations SR 2016 (message schemas) Subscription Options for ISO 20022 Redemptions Entitlements and Allocations...
The following documents review the place of Omgeo CTM in the trade life cycle, matching with counterparty information, and the benefits of Omgeo CTM. They also provide details about the technical infrastructure, including the variety of available interfaces and supported methods of connectivity. Access to the repo documents requires registration. Click Login or Register in the top...
The Dashboard displays alerts for relationships that you or your counterparty have created and require attention, or that you have saved, but not yet submitted. These can be trading relationships in "Pending Approval,” "Pending Delete Approval,” or "Saved" status. The Dashboard also displays alerts for spreadsheet upload errors. The Dashboard displays information in three sections:•...
GTR Sales Europe/UK/Middle East: GTR-EMEA@dtcc.com +44-20-7650-1545 Asia-Pacific: GTR-APAC@dtcc.com Japan: +81-3-6721-8876 Singapore: +65-6407-1224 Canada, North America and South America: GTR-Americas@dtcc.com +1-212-855-2430 GTR Support Europe/UK/Asia-Pacific: +44-20-7136-6328 GTR Onboarding: Option 3, then 1, then 1...
The TBA CUSIP was created in order to have a generic identifier for TBA trades submitted to FICC.**** All trades submitted to MBSD, even SPTs and Options, have to map back to and include the TBA CUSIP as one of the trade fields. The TBA CUSIP was designed to indicate product, agency, coupon, maturity and settlement month. The following is an example of a Single-Family FNMA 6% coupon with...
DTC may accept eligible affirmed institutional transactions (“Affirmed Transactions”) from a utility that provides a matching service1 (“Matching Utility”). The Matching Utility must be (i) a clearing agency registered pursuant to Section 17A of the Securities Exchange Act of 1934, as amended (the “Act”), (ii) an entity that has obtained an exemption from such...
CFTC Substantiation Report Overview
There is no currently active Defects and Issues list.
DataPro | Liquidity data services deliver a consolidated source of cross-asset class and anonymized transaction data that enables fast and efficient access to settled transaction pricing data. The services can increase market transparency and understanding of liquidity for some of the more complex securities.
DataPro | Security Reference data services deliver descriptive data elements for more than 4 million DTC-eligible securities and 1,800 U.S.-listed ETFs. The services enable fast and consolidated data access to increase operational efficiency and decision support.
DataPro | Announcement data services deliver an authoritative and consolidated source of corporate action, legal notice and new issuance announcements and alerts for DTC-eligible securities. The services provide timely access to documentation as well as descriptive detail behind key corporate activity. Corporate Actions ISO 20022 Messaging Data Service Corporate Actions Web Data...
DataPro | Risk data services deliver anonymized and aggregated data perspectives designed to help firms monitor risk exposure across several views including time, sub asset class and in comparison to the overall market. The services provide access to highly contextualized views of the market to enhance performance tracking.
DataPro | Market & Benchmark Analytics data services deliver firm-specific transaction data and market aggregates across asset classes to provide fast access to timely industry performance benchmarks. The services can increase transparency and enable actionable insights.
DTCC’s Post-Trade Critical Markets Report provides firm-specific and market-aggregate data on transaction activity in critical markets as defined in the Interagency Paper on Sound Practices to Strengthen the Resilience of the U.S. Financial System. To learn about this DTCC DataPro offering, please visit: Post-Trade Critical Markets Report page on dtccdata.com
DTCC’s Security Master File Data Service provides the most up to date, comprehensive, centralized and reliable source of DTCC eligible securities' information to the market.. To learn about this DTCC DataPro offering, please visit: Security Master File Data Service page on dtccdata.com
DTCC's Structured Finance Data Service provides a single, streamlined feed of anonymized structured-finance transactions data to enhance user analysis of this complex market. To learn about this DTCC DataPro offering, please visit: Structured Finance Data Service page on dtccdata.com
DTCC’s Commercial Paper (CP) and Institutional Certificates of Deposit (CD) Data Service provides a single, daily feed of anonymized CP and CD secondary settlement transactions data–excluding primary IPA to dealer–to enhance analysis of this enormous market. To learn about this DTCC DataPro offering, please visit: Commercial Paper (CP) and Institutional Certificates of...
DTCC’s Government Securities Data Service aggregates and enriches transaction data for U.S. government securities trades that are matched, netted and settled through DTCC’s Fixed Income Clearing Corporation’s (FICC) Government Securities Division. To learn about this DTCC DataPro offering, please visit: Government Securities Data Service page on dtccdata.com
DTCC’s New Issue Information Dissemination Data Service (NIIDS) is an automated system designed to improve the trade reporting and price transparency of transactions for new issues of municipal securities through near-real-time dissemination. To learn about this DTCC DataPro offering, please visit: New Issue Information Dissemination Data Service page on dtccdata.com
DTCC’s Equity Data Service facilitates performance analysis of U.S. equity trading, by providing a daily, multi-perspective data feed for activity that clears through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary. To learn about this DTCC DataPro offering, please visit: Equity Data Service page on dtccdata.com
DTCC is committed to provide secure and efficient access to TradeHub users. Since F5 Fire Pass is out of support we've upgraded the F5 SSL VPN device to BIG IP Edge to improve security when connecting to our service. As a result TradeHub users will need to take appropriate actions before the deadline to avoid disruption and loss of connection to TradeHub in Production. Client Action TradeHub...
ACATS Overview: Understanding The Automated Customer Account Transfer Service - Part 4
CA Transformation Industry Call - November 2016
Global Markets Entity Identifier (GMEI) - Register an Entity
Data Products - Corporation Actions Web (CA Web) Tutorial
Liquidity Coverage Ratio Data Service
FX (OTC Core) Trade Submission Video Tutorial
Rates (OTC Core) Trade Submission Video Tutorial
Global Trade Repository (GTR) Overview Webcast
Omgeo ALERT Plus for Global Custodians: Getting Started with ALERT Plus
Omgeo ALERT for Investment Managers: Collateral SSIs
Omgeo ALERT for Broker/Dealers: Collateral SSIs
Omgeo Confirm Archive: How to Download Omgeo TradeSuite ID Reports
Omgeo Confirm Archive: How to Retrieve Omgeo TradeSuite ID Reports
CA Transformation Industry Call - October 2016
ETD Trade Submission Video Tutorial
GTR ASIC Workshop:Session-2
GTR ASIC Workshop:Session-1
CA Transformation Industry Call - January 2015
Collateral Link Submission Video Tutorial
Collateral Value Submission Video Tutorial
Omgeo Confirm Archive: How to Download Omgeo CTM Reports
Omgeo Confirm Archive: How to Retrieve Omgeo CTM Reports
Omgeo Confirm Archive: Getting Started
Omgeo Confirm Archive: Overview
Search Eligible CUSIPs
Search Submitted Requests
GTR Data Quality Updates Overview Webinar
T+2 Industry Testing Conference Call: February 7, 2017
GTR HKMA Reconciliation Workshop
GTR MAS Reporting Workshop (11-02-2016)
CA Transformation Industry Call - February, 2017
CA Transformation Industry Call - March, 2017
Obligation Warehouse (OW) Overview
Omgeo ALERT ASSiST Webinar
Omgeo ALERT for Investment Managers: Understanding the Global Custodian Direct Conversion Process
T+2 Industry Testing Conference Call: March 08, 2017
T+2 Industry Testing Conference Call: February 22nd, 2017
DTCC Omgeo CTM - Benefits from a Larger Equity Swaps Community
T+2 Counterparty Testing Form
CA Transformation Industry Call - January, 2017
Request a CUSIP
Upload Multiple Requests
Upload Multiple Requests
Fund/SERV® - How to Submit a Regular or As-Of Order (Record Type 001 or 004)
Making a Multiple Certificate Deposit Webcast
Using the Omgeo CTM User Interface to Manage Equity Swap Trades
Omgeo CTM Equity Swap Matching Process
Omgeo CTM Equity Swap Overview
Making a Custody Inquiry Webcast
DTCC's TIW Market Report: Weekly Stock and Volume Reports
Code of Practice for Confirming Electronic Trades (6.1)
Guidelines for a defined set of performance standards. ...
In Both 6 Downloads: 169
Credit Supported Templates
Cross-jurisdiction.OTC Core only. Credit only. Contains templates for the creation of Credi ...
In Credit Downloads: 2172
Describes the features and functionality of Omgeo CTM. ...
In Data Reference Downloads: 250
Omgeo CTM Confirm Archive Reference
Describes the procedures for broker/dealers and institutions/investment managers who use the SMART/S ...
In Confirm Archive Service Downloads: 310
Product Release Information: Release 2
Describes enhancements and defect fixes for debt and equity asset class clients. ...
In 2016 Downloads: 242
Credit Future Templates
Cross-jurisdiction. OTC Core only. Credit only. ZIP of PDF and XLS docs. Guide and components for th ...
In Future Templates Downloads: 523
2010 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2010. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 228
Installing and Configuring Two Java Runtime Environments
Describes how to install and configure two JREs for trade blotter clients. ...
In Installation and Configuration Downloads: 180
MTI Specification: Repurchase Agreements (Repos)
Comprehensive reference for submitting and managing repo trade messages using MTI. ...
In Repurchase Agreements (Repos) Downloads: 12
2014 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2014. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 275
2011 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2011. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 279
Rates Supported Templates
Cross-jurisdiction.OTC Core only. Rates only. Contains templates for the creation of Interest Rates ...
In Rates Downloads: 2808
Product Release Information (6.1)
Describes the OASYS 6.1 release. ...
In Both 6 Downloads: 198
Omgeo Common Message Infrastructure: MQ Administrator's Guide
Describes the process for developing an MQ transport layer to the common message infrastructure. ...
In Cross-Product Content Downloads: 251
Margin Transit Utility Super Access Coordinator Guide
Use this guide to add and manage users in the MTU as a Super Access Coordinator. ...
In Onboarding Guides Downloads: 24
FX Future Templates
Cross-jurisdiction. OTC Core only. FX only. ZIP of PDF and XLS docs. Guide and components for the cr ...
In Future Templates Downloads: 767
Omgeo inSITE: Viewer Guide for Omgeo CTM Trades
Describes how investment managers and other trading parties can view disclosures using Omgeo inSITE ...
In Confirm Disclosure--Omgeo inSITE Downloads: 200
Omgeo inSITE: User Guide for Omgeo CTM Trades
Describes how broker/dealers can use Omgeo inSITE to upload disclosure documents, and set up enrichm ...
In Confirm Disclosure--Omgeo inSITE Downloads: 210
Omgeo ALERT® Broker/Dealer Direct Client Interface Programmer’s Guide
This document describes the steps for creating a broker/dealer direct client interface to the Omgeo ...
In Omgeo ALERT® Broker/Dealer Direct Downloads: 191
Product Release Information - 2016Q2RC3
Describes the enhancements in this version of Omgeo Connect version 2016Q2RC3. ...
In 2016 Downloads: 142
2013 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2013. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 262
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Describes the legacy, query-response FIX 4.4 interface for investment managers using Omgeo CTM. ...
In Financial Information eXchange (FIX) Downloads: 183
2015 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2015. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 261
Product Release Information: Release 1
Describes new and updated functionality for debt and equity asset class clients. ...
In 2016 Downloads: 176
Trade Blotter Reference: Settlement Notification
Describes how to manage manage settlement notifications in the trade blotter at pre-MAGR and MAGR st ...
In Trade Blotter Downloads: 222
Version 4.1 Product Release Information
Describes the enhancements in version 4.1 of Omgeo Connect. ...
In Version 4 Downloads: 156
Certificates of Deposit and Commercial Paper Securities: FAQs
Answers the questions that clients most commonly ask about how to process certificates of deposit (C ...
In FAQs Downloads: 238
Reference: Trade Statuses
Provides an overview of the status-managed workflow within Omgeo Connect. ...
In Ancillary Downloads: 174
Rates Future Template
Cross-jurisdiction. OTC Core only. Rates only. ZIP of XLS docs. Guide and components for the creatio ...
In Future Templates Downloads: 876
Version 5.3 Product Release Information
Describes the enhancements in version 5.3 of Omgeo Connect. ...
In Version 5 Downloads: 157
Version 5.2 Product Release Information
Describes the enhancements in version 5.2 of Omgeo Connect. ...
In Version 5 Downloads: 153
Forward Mark Calculation for DVP Repos
This document explains how to calculate Forward Mark on a DVP Repo trade. ...
In Funds-Only Settlement Downloads: 1
Omgeo Common Message Infrastructure: MQ Programmer's Guide
Describes how to submit direct XML messages using CMI over MQ. ...
In Cross-Product Content Downloads: 135
SGDC Regulatory Output Report
The ROR (Regulatory Output Report) is designed to provide reporting entities with the same view of t ...
In Upcoming Changes FAQs Downloads: 152
Common Reference Data
Contains a cumulative listing of the allowed field values in Omgeo CTM. ...
In Data Reference Downloads: 490
Margin Transit Utility (MTU) Service Description
This document provides an overview of DTCC-Euroclear GlobalCollateral Ltd.’s (DEGCL) Margin Tr ...
In Onboarding Guides Downloads: 42
MTU Messaging Implementation Using MyStandards
How to register for MyStandards. Version 2.0. ...
In Messaging Guides Downloads: 18
Version 4.4 Product Release Information
Describes the enhancements in version 4.4 of Omgeo Connect. ...
In Version 4 Downloads: 160
XML Message Specification: Repurchase Agreements (Repos)
Comprehensive reference for submitting and managing repo trade messages using the direct XML interfa ...
In Direct XML Downloads: 6
System Requirements—Workstation (6.1)
Describes the certified software and hardware for the OASYS 6.1 workstation. ...
In Both 6 Downloads: 167
Integration Guide (6.1)
Describes how to integrate OASYS with your in-house trading system. ...
In Direct 6 Downloads: 207
FX Supported Templates
Cross-jurisdiction.OTC Core only. FX only. Contains templates for the creation of FX CSV & F ...
In FX Downloads: 3132
Product Release Information: Release (6.3)
Describes the contents of the OASYS 6.3 release. ...
In Both 6 Downloads: 183
System Requirements—Workstation (6.4)
Describes the certified software and hardware for the OASYS 6.4 workstation. ...
In Both 6 Downloads: 179
Message Specification Appendix—Settlements Management Version 4.0
Explains Omgeo Connect messages and how they function in the Settlements Management module. ...
In Message Specification Appendices Downloads: 169
.NET Framework Connectivity Guide
Describes the application programming interface for the .NET framework. ...
In .NET Framework Downloads: 181
2012 Product Release Information Binder
Describes enhancements and defect fixes for all releases in 2012. ...
In 2010-2015—Archive of bound documents for each available year Downloads: 225
Version 3.3 Product Release Information
Describes enhancements and fixed defects in version 3.3 of Omgeo Connect. ...
In Version 3 Downloads: 163
Message Specification: Appendix—Omgeo Central Trade Manager Version 4.0
Explains the interaction of Omgeo Connect with Omgeo Central Trade Manager. ...
In Message Specification Appendices Downloads: 167
Error Code Data Reference
Contains a cumulative listing of client-facing error codes including synchronous, asynchronous, noti ...
In Data Reference Downloads: 356
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