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ETF Documents

This section is dedicated to ETF FAQ's/Key Definitions, ETF Sample Reports and ETF Historical MRO File Specifications. You may need to login to view this content.

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View documentation, such as user guides, process guides, and customer business requirements pertaining to Exchange Traded Funds (ETF) or DTCC's ETF Portfolio Service.

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# Name Description Added On
1
ETF Message Codes ETF Message Codes
22 July 2021
2
Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
22 July 2021
3
Exchange Traded Fund (ETF) Web User Guide Exchange Traded Fund (ETF) Web User Guide
23 April 2021
4
Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
28 January 2021
5
Client Business Requirements: Phase 1 — PCF Enhancements for Processing Multiple Basket Types Client Business Requirements: Phase 1 — PCF Enhancements for Processing Multiple Basket Types
01 July 2020
6
ETF CUSIP and Symbol Upload Template
24 January 2020
7
ETF Test Guidelines For PCF Enhancements for Processing Multiple Basket Types ETF Test Guidelines For PCF Enhancements for Processing Multiple Basket Types
12 November 2019
8
Exchange Traded Funds (ETF) Near Real-Time Create/Redeem Enhancements and Controls: Customer Business Requirements Exchange Traded Funds (ETF) Near Real-Time Create/Redeem Enhancements and Controls: Customer Business Requirements
16 July 2019
9
ETF Test Plan Guidelines For Agents and Authorized Participants ETF Test Plan Guidelines For Agents and Authorized Participants
17 October 2017
10
Instructions For Onboarding to the DTCC ETF Portfolio Service Instructions For Onboarding to the DTCC ETF Portfolio Service
10 August 2014
11
ETF FAQs and Expanded ETF File Format Definitions ETF FAQs and Expanded ETF File Format Definitions
20 December 2011


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# Name Description Added On
1
Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
22 July 2021
2
ETF Message Codes ETF Message Codes
22 July 2021
3
ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256
22 July 2021
4
ETF Canned Sample Output for AutoRoute Production 02261254/PSE 02981254
22 July 2021
5
Exchange Traded Fund (ETF) Web User Guide Exchange Traded Fund (ETF) Web User Guide
23 April 2021
6
ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301 ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301
23 April 2021
7
Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
28 January 2021
8
Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335 Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335
10 December 2020
9
Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256 Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256
10 December 2020
10
Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254 Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254
10 December 2020
11
Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300 Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300
28 October 2020
12
Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301 Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301
01 July 2020

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Access the NSCC file formats for ETF, including record layouts and canned test data files. For answers to general file format questions, transmission options questions, and key definitions for ETF Domestic Portfolio data files, including custom portfolios, see ETF File Format Definitions.

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# Name Description Added On
1
ETF Canned Sample Output for AutoRoute Production 02261254/PSE 02981254
22 July 2021
2
ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256 ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256
22 July 2021
3
ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301
23 April 2021
4
Enhanced Consolidated Portfolio Receipt Reject MRO: AutoRoute Production 02261255/PSE 02981255 Enhanced Consolidated Portfolio Receipt Reject MRO: AutoRoute Production 02261255/PSE 02981255
28 January 2021
5
ETF Canned Sample Output for AutoRoute 02261255/PSE 02981255
27 January 2021
6
Near RealTime Supplemental PCF: AutoRoute Production 02262335/Test 02982335 Near RealTime Supplemental PCF: AutoRoute Production 02262335/Test 02982335
10 December 2020
7
Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254 Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254
10 December 2020
8
Enhanced Consolidated Portfolio Composition Output File Layout: AutoRoute 02261256/PSE 02981256 Enhanced Consolidated Portfolio Composition Output File Layout: AutoRoute 02261256/PSE 02981256
09 December 2020
9
Enhanced ETF Create and Redeem Instruction Print Image Report: AutoRoute Production 02260291/PSE 02980291 Enhanced ETF Create and Redeem Instruction Print Image Report: AutoRoute Production 02260291/PSE 02980291
12 November 2020
10
Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300 Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300
28 October 2020
11
Enhanced Consolidated Portfolio Composition Input File: AutoRoute 11301 Enhanced Consolidated Portfolio Composition Input File: AutoRoute 11301
01 July 2020
12
End of Day Instruction Create/Redeem Receipt/Reject Report: AutoRoute Production 02120098/Test 02980098 End of Day Instruction Create/Redeem Receipt/Reject Report: AutoRoute Production 02120098/Test 02980098
29 April 2019
13
Record Layout: Enhanced Intraday Create/Redeem Receipt/Reject Report: AutoRoute Production 02261954/Test 02981954 Record Layout: Enhanced Intraday Create/Redeem Receipt/Reject Report: AutoRoute Production 02261954/Test 02981954
10 August 2018
14
UTC MRO Trade Capture Data File: AutoRoute 02081673/Test 02981673 UTC MRO Trade Capture Data File: AutoRoute 02081673/Test 02981673
21 January 2018
15
Historical Portfolio MRO File Layout: AutoRoute 02262222 Historical Portfolio MRO File Layout: AutoRoute 02262222
17 March 2015
16
Historical Portfolio Canned Test Data for AutoRoute 02262222
16 March 2015


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# Name Description Added On
1
Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
22 July 2021
2
ETF Message Codes ETF Message Codes
22 July 2021
3
ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256
22 July 2021
4
ETF Canned Sample Output for AutoRoute Production 02261254/PSE 02981254
22 July 2021
5
Exchange Traded Fund (ETF) Web User Guide Exchange Traded Fund (ETF) Web User Guide
23 April 2021
6
ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301 ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301
23 April 2021
7
Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU) Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)
28 January 2021
8
Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335 Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335
10 December 2020
9
Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256 Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256
10 December 2020
10
Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254 Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254
10 December 2020
11
Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300 Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300
28 October 2020
12
Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301 Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301
01 July 2020

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This section is dedicated to Exchange Traded Funds (ETF) NSCC file formats, user guides, historical MRO file specifications, important notices, and sample reports.

Note:

For access to... See...

ETF user guides, client business requirements, test plan guidelines, and on boarding instructions designed to help you with ETFs and the ETF Portfolio application.

ETF Guides

NSCC file formats for ETF, including the historical portfolio MRO file layout and canned test data.

NSCC File Formats for ETF
View ETF important notices. ETF Important Notices
Details about the ETF Historical Portfolio Service. ETF Historical Portfolio Composition File (PCF)
Documents that explain the historical portfolio MRO file layout and test data. ETF Historical MRO File Specifications
Several sample reports, including the Create Redeem Instructions Reject/Receipt report. ETF Sample Reports
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Access the most up-to-date ETF important notices available on dtcc.com. 

important notice img


# Name Description Added On
1 ETF Phase 2 Enhancements to Support Clearance of Fixed Income ETFs and Collateralization of Trade-for-trade Components (April 9, 2021 #A8989 / P&S 8562) ETF Phase 2 Enhancements to Support Clearance of Fixed Income ETFs and Collateralization of Trade-for-trade Components (April 9, 2021 #A8989 / P&S 8562)
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The scheduled launch date for Phase 2 deployment is Friday, April 23, 2021, for effective date Monday, April 26, 2021. The Phase 2 code to support clearance of Fixed Income ETFs as well as the generation of collateral Payment Orders will take effect for Create / Redeem orders submitted on Monday, April 26 2021 in the Supplemental and Negotiated Cycles.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

09 April 2021
2 NSCC ETF PCF Reporting Fee Modification (August 20, 2020 #A8890 / P&S 8463) NSCC ETF PCF Reporting Fee Modification (August 20, 2020 #A8890 / P&S 8463)
0.00 ( 0 votes )

On July 21, 2020, National Securities Clearing Corporation (“NSCC”) filed a proposed rule changeOn July 21, 2020, National Securities Clearing Corporation (“NSCC”) filed a proposed rule change(SR-NSCC-2020-015) (“Rule Filing”) with the Securities and Exchange Commission (“SEC”) for immediate effectiveness, pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. As described therein, the Rule Filing modified the ETF PCF reporting fee set forth in Addendum A of the NSCC Rules & Procedures. The full text of the Rule Filing may be obtained by visiting the DTCC website at www.dtcc.com/legal/sec-rule-filings.aspx.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

20 August 2020
3 ETF PCF Enhancements Deployment Date and Plan (July 1, 2020 #A8863 / P&S P&S 8436) ETF PCF Enhancements Deployment Date and Plan (July 1, 2020 #A8863 / P&S P&S 8436)
0.00 ( 0 votes )

As previously announced (see Important Notice A8720 on June 18, 2019) and subsequent Important Notice A8813, NSCC is preparing for Client Testing to support Phase 1 of the Portfolio Composition File (PCF) enhancements to support multiple baskets. The enhancements were developed with ETF Industry Working Groups comprised of ETF Agent Banks and Authorized Participants in response to the proposed ETF Rule 6C-11, which became effective on 09/26/2019. 

The Phase 1 PCF Enhancements have received regulatory approval and will be deployed to production over the weekend of July 25 through July 26, 2020.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

01 July 2020
4 ETF PCF Enhancements Deployment Date Postponement (May 6, 2020 #A8843 / P&S P&S 8416) ETF PCF Enhancements Deployment Date Postponement (May 6, 2020 #A8843 / P&S P&S 8416)
0.00 ( 0 votes )

As previously announced (see Important Notice A8720 on June 18, 2019 and subsequent Important Notice A8813, NSCC is preparing for Client Testing to support Phase 1 of the Portfolio Composition File (PCF) enhancements to support multiple baskets. Enhancements include:

  • Pricing baskets and clearly differentiate baskets within the file based upon their intended use, such as pricing versus trading.
  • Baskets published on a non-unit basis are distinguished from those calculated on a unit basis.
  • Support clearing-eligibility for multiple basket types made available to any clearing member subscriber of the PCF associated with a single ETF listing.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

06 May 2020
5 ETF PCF Enhancements (February 18, 2020 #A8813 / P&S P&S 8386) ETF PCF Enhancements (February 18, 2020 #A8813 / P&S P&S 8386)
0.00 ( 0 votes )

As previously announced (see Important Notice A8720 on June 18, 2019), NSCC is preparing for Client Testing to support Phase 1 of the Portfolio Composition File (PCF) enhancements to support multiple baskets

The Phase 1 PCF Enhancements have received regulatory approval and will be deployed to production over the weekend of July 25 through July 26, 2020.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

18 February 2020
6 PCF Enhancements to Support Multiple Baskets Testing Information (August 22, 2019 #A8738 / P&S P&S 8313) PCF Enhancements to Support Multiple Baskets Testing Information (August 22, 2019 #A8738 / P&S P&S 8313)
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As previously announced (see Important Notice A8720 on June 18, 2019), NSCC is preparing for Client Testing to support Phase 1 of the Portfolio Composition File (PCF) Enhancements to support multiple baskets. The Client Testing Period will begin in late October 2019.

In preparation for the PCF Enhancements testing period, the ETF PCF system will be divided into two test regions: one region to support existing functionality and the other region to support the new functionality. This follows the recent path set during the T+2 implementation in 2017. Providing two test regions allows firms the ability to test the enhanced PCF formats. ETF will support these two distinct regions: PSE-U and PSE-A.

  • PSE-U region, which is currently used for existing functionality, will become the test region for the new features.
  • PSE-A region will serve as the test region to support the current ETF features.

See Also: ETF Documentation and ETF Industry Working Group (IWG)

22 August 2019
7 PCF Enhancements to Support Multiple Baskets, Order Customization, and Clearance of ETFs with Corporate and Municipal Bond Components (June 18, 2019 #A8720 / P&S 8295) PCF Enhancements to Support Multiple Baskets, Order Customization, and Clearance of ETFs with Corporate and Municipal Bond Components (June 18, 2019 #A8720 / P&S 8295)
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As discussed with ETF Agents and Authorized Participants (APs) at the April 11, 2019 ETF Industry Working Group (IWG) and throughout 2018/2019, subject to regulatory approval, NSCC would enhance the ETF Portfolio Composition File (PCF) service to (a) clearly differentiate baskets within the file based upon their intended use (e.g., pricing vs. trading), (b) ensure that baskets published on a nonunit basis are distinguished from those calculated on a unit basis, and (c) support clearing-eligibility for multiple basket types made available to any subscriber of the PCF associated with a single ETF listing.

See Also: ETF Documentation

17 July 2019
8
PCF Enhancements to Support Multiple Baskets, Order Customization, and Clearance of ETFs with Corporate and Municipal Bond Components (December 21, 2018 #A8657) PCF Enhancements to Support Multiple Baskets, Order Customization, and Clearance of ETFs with Corporate and Municipal Bond Components (December 21, 2018 #A8657)
28 January 2019
9
ETF Near Real-Time Create & Redeem Enhancements and Controls Client Testing & Output File Configuration (January 22, 2018 #A8507) ETF Near Real-Time Create & Redeem Enhancements and Controls Client Testing & Output File Configuration (January 22, 2018 #A8507)
22 January 2018
10
Approval of NSCC Proposed Rule Change - Enhance the Process for Submitting and Accepting ETF Creations and Redemptions (SR-NSCC-2017-019)  (January 19, 2018 #A8506) Approval of NSCC Proposed Rule Change - Enhance the Process for Submitting and Accepting ETF Creations and Redemptions (SR-NSCC-2017-019) (January 19, 2018 #A8506)
22 January 2018
11
ETF Near Real-Time Create & Redeem Enhancements and Controls Client Testing & Output File Configuration (December 11, 2017 #A8490) ETF Near Real-Time Create & Redeem Enhancements and Controls Client Testing & Output File Configuration (December 11, 2017 #A8490)
11 December 2017
12
NSCC Submission of Rule Filing (SR-NSCC-2017-019) – Enhancements to the Process for Submitting and Accepting ETF Creations and Redemptions (November 21, 2017 A-8480)
20 November 2017
13
ETF Near Real-Time Create & Redeem Enhancements & Controls Client Testing Schedule (October 24, 2017 - #A-8467)
23 October 2017
14
ETF Near Real-Time Create & Redeem Enhancements and Controls (June 13, 2017 - #A-8413)
13 June 2017
15
NSCC Accelerated Trade Guarantee Changes for ETF Create/Redeem Processing (May 1, 2017 - #A-8382)
01 May 2017
16
ETF Near Real-Time Create & Redeem Enhancements and Controls (03/09/2017 - #A8346)
08 March 2017
17
ETF Near Real-Time Supplemental File and Enhancements Deployment (02/10/2016 #A8162)
10 February 2016
18
ETF Near Real-Time Supplement File and Enhancements (12/07/2015 - #A8129)
07 December 2015
19
ETF Browser Compatibility Enhancements (11/12/2015 #A8083)
11 November 2015
20
ETF Browser Compatibility Enhancements and Testing (09/18/2015 #A8086)
18 September 2015
21
Exchange Traded Fund Input and Output Time Frames (1/3/2015 #A7962)
03 January 2015
22
Sales Tax Collected for Purchase of ETF Portfolio Composition Data File Output (10/23/2014 #A7195)
23 October 2014
23
ETF Rewrite Implementation Deadline - Extended to October 31, 2014 (9/17/2014 #A7901)
17 September 2014
24
Reminder: ETF Rewrite Implementation Deadline (8/05/2014 #A7881)
05 August 2014
25
ETF Rewrite Implementation Deadline (3/24/2014 #A7808)
25 March 2014
26
Exchange Traded Funds Impact on May 9, 2013 (4/2/2013 #A7609)
02 April 2013
27
Exchange Traded Funds Participant Testing - March 2013 (1/25/2013 #A7573)
25 January 2013
28
Rule Filing SR-NSCC-2012-07 - Elimination of the Exchange Traded Funds Creation and Redemption Unit Pre-Net and Technical Changes to the Rules (05/09/2012 #A7482)
05 September 2012
29
Rewrite of Exchange Traded Fund System (5/24/2017 #A7429)
24 May 2012
30
Exchange Traded Funds Web Interactive Guide & Other User Documentation (01/23/2012 #A7361)
23 January 2012
31
Exchange Traded Funds Cash Amount Processing & Mark-to-Market Clearing Fund Modifications (01/05/2012 #A7348)
05 January 2012
32
Correction to Record Layout Provided in NSCC Important Notice A#6660-P&S#6230 (07/10/2009 #A6845)
10 July 2009
33
Approval of Rule Change SR-NSCC-2008-07 (Processing Enhancements for Exchange-Traded Funds) (10/01/2008 #A6719)
01 October 2008
34
NSCC Enhances its Exchange Traded Fund (ETF) Process to Support both Cash Components and Shortened Settlement Processing REVISED (07/18/2008 - #A6660)
17 July 2008
35
Supplemental Exchange Traded Funds Portfolio Composition File Processing (11/23/2007 #A6531)
23 November 2007
36
Elimination of Legacy Portfolio Composition (PCF) formats for Exchange Traded Funds (ETF) (06/11/2007 #A6464)
11 June 2007