DTCC Limit Monitoring

Welcome to the DTCC Limit Monitoring section of the Learning Center! DTCC Limit Monitoring is a risk mitigation tool that leverages, in near real-time, the largest aggregate equity trading information in the industry to bring unprecedented post-trade insights to our client. Locate the content that you need by using Search to filter or access Resources to navigate to all of the DTCC Limit Monitoring content.

Related Content

The DTCC Limit Monitoring tool is a web-based, near real-time, post-trade equity risk management tool that allows NSCC members to monitor their trading exposure. Member firms can access an updated snapshot of their own business units' and of their correspondents' and clients’ trading activities. Leveraging NSCC's role as the central counterparty for the U.S. equities market, Limit Monitoring provides member firms with near real-time trade information in a centralized and standard method.

The Limit Monitoring tool offers access to the largest aggregate trading information in the U.S. equity marketplace. DTCC's clearing data combines virtually all broker-to-broker equity, listed corporate and municipal bond, and UIT trading in the U.S., originating from all exchanges, electronic trading systems and liquidity destinations. The tool eliminates the noise from millions of cancelled orders in today's markets by only reporting executed trades. With this tool, NSCC member can:

  • Organize their firm’s unsettled trades into units for tracking exposure known as risk entities.
  • Define the net-notional risk limit for each risk entity.
  • Modify risk limits.
  • Submit start-of-day exposure information.
  • Drill down from the risk entity exposure level to the CUSIP and to the individual trade level.
  • View on-screen and electronic alerts, systemic and email, early warnings as exposures approach limits.

Given the importance of providing NSCC members with the ability to conduct post-trade surveillance and the critical role exposure monitoring plays in preventing risks associated with trading technology errors, the Limit Monitoring tool is available to all NSCC members. NSCC recommends that the following members register and utilize the Limit Monitoring tool:

  • Any NSCC full service member that clears for others.
  • Any NSCC full service member that submits transactions to NSCC’s trade capture system on behalf of a correspondent either as a Qualified Special Representative (QSR) or Special Representative (SR).
  • Any NSCC full service member that has established a 9A/9B relationship in order to allow another NSCC member,  either QSR or SR, to submit locked in trade data on its behalf.

Watch this short video for an overview of the DTCC Limit Monitoring application.

Overview of DTCC Limit Monitoring

Filter resources:
Order Resources by

Overview of DTCC Limit Monitoring

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

Limit Monitoring Online Help

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring User Guide

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring Frequently Asked Questions

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring Risk Entity Set Up Guide

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring Access Coordinator (AC) Provisioning Guide

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring MRO Record Format Specifications

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring Position Input Specifications

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.

DTCC Limit Monitoring Message Queue (MQ) Alert Specifications

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nullam sit amet mauris ac purus imperdiet accumsan id sed nisi. Donec ut pulvinar arcu.
back to top