The Obligation Warehouse system is a common repository for trade capture and clearing transactions from the marketplaces, including the listed exchanges and alternative trading platforms collectively. The system consolidates those transactions to reduce the burden of trade-for-trade settlement for each transaction.

Log in to view the input and output message layouts, MRO files, sample reports, and SWIFT messaging specifications.

NSCC File Formats and MRO Files 

Input and output formats for the Obligation Warehouse system:

ISO DO Input Message Layouts (MT542, MT543)

September 01, 2009

NY Input Layouts

June 01, 2009

ISO Deliver Order Output Message Layouts (MT544, MT545, MT546, MT547, MT548)

July 09, 2008

Machine readable output (MRO) files for the Obligation Warehouse system:

Obligation Warehouse End of Day Report - Sample

July 05, 2016

Intraday and End of Day Position MRO (AutoRoute Product ID: Production 02050703, PSE Test 02980703)

May 15, 2014

Obligation Warehouse Pair Off Activity MRO (AutoRoute Product ID: Production 02051967, PSE Test 02981967)

June 21, 2013

Cash Adjustments for Mandatory Reorg. File (AutoRoute Product ID: Production 02051658/PSE Test 02981658)

December 06, 2012

Participant Interactive Messaging Specifications

Obligation Warehouse Interactive Messaging Specification

May 01, 2014

Obligation Warehouse Appendix A: Code Tables

July 05, 2016

Obligation Warehouse Appendix B: Headers for Messages

July 05, 2016

Obligation Warehouse Appendix C: Message Flows

July 05, 2016

Obligation Warehouse Appendix D: Message Samples

July 05, 2016

SWIFT Messaging Specifications

Obligation Warehouse SWIFT MT509 messages:

SWIFT MT509 General Format

May 01, 2014

SWIFT MT509 Specifications

May 01, 2014

MT509 Analysis

May 01, 2014

Obligation Warehouse SWIFT MT515 messages:

SWIFT MT515 General Format

June 01, 2013

SWIFT MT515 Specifications

June 01, 2013

SWIFT MT515 Analysis

May 31, 2013

Obligation Warehouse SWIFT MT518 messages:

SWIFT MT518 General Format

May 01, 2014

SWIFT MT518 Specifications

May 01, 2014

SWIFT MT518 Analysis

May 01, 2014

Obligation Warehouse SWIFT MT598 messages:

SWIFT MT598 General Format

July 05, 2016

SWIFT MT598 Specifications

July 05, 2016

Obligation Warehouse SWIFT MT599 messages:

SWIFT MT599 General Format

July 01, 2014

SWIFT MT599 Specifications

July 01, 2014

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