The CMO (Collaterilized Mortgage Obligation) Trade Adjustment System (CTAS) automates principal and interest adjustments for certain structure securites such as CMO's and other Asset-backed securities that do not carry Interim Accounting and where trades settle at DTC during the structured security Blackout Period.
On February 20, 2025, DTCC ITP Matching (U.S.) LLC (“ITPM”) published it’s Central Matching Service Provider (CMSP) Annual Report on the SEC’s EDGAR system, in compliance with Exchange Act Rule 17Ad-27, as well as on the Learning Center. The annual report can be found on the DTCC Learning Center, under the T+1 and ITP page
For more information, please refer to the FAQ, or contact your Relationship Manager or the Client Contact Center via MyDTCC.