Related Content

Log in to view the NSCC file formats and specifications for Limit Monitoring.

  • Access the DTCC Limit Monitoring MRO Record Format Specifications to view the reports that are available and record layouts for the following files:
    • Risk Entity MRO file – Product ID: 02181079
    • Trade Array MRO file – Product ID: 02181080
    • Alert History MRO file – Product ID: 02181081
    • Risk Entity Audit Trail MRO file – Product ID: 02181082
    • Risk Entity Definition Audit Trail MRO file – Product ID: 02180109
    • Trade Array Audit Trail MRO file – Product ID: 02181083
    • Participant Position Rejects MRO file – Product ID: 02181084
    • Risk Entity Daily Net Notional MRO file – Product ID: 02182189
    • Unassigned Risk Entity Trade Side Count MRO file – Product ID: 02182190
  • View the DTCC Limit Monitoring Position Input Specifications to obtain an understanding of the Position Input file (Product ID 21878) available to clearing members.
  • Access the DTCC Limit Monitoring Message Queue (MQ) Alert Specifications to view the message queue (MQ) alert and alert resolution messages, risk entity changes, and unassigned trade flow.

DTCC Limit Monitoring MRO Record Format Specifications

December 02, 2016

DTCC Limit Monitoring Position Input Specifications

July 05, 2016

DTCC Limit Monitoring Message Queue (MQ) Alert Specifications

March 11, 2015

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