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ETF T0 Release
On May 28, 2024, NSCC successfully launched Phase 1 of the T0 Create/Redeem cycle with submission of a Cash Collateral Amount (buffer) and EOD Collateral Cash Adjustment (true-up). NSCC is planning to release Phase 2 to PSE/U on July 9, 2024 and to production on July 25, 2024. The first official trading date is targeted for Friday, July 26, 2024. Review the following ETF T0 content that reflects the improvements for this release:
Client Business Requirements for Phase 2: T0 Same Day Settling Create/Redeem Cycle With End of Day Cash True-up
Modified July 03, 2024
Test Guidelines for Phase 2: ETF T0 Same Day Settling Create/Redeem Cycle With End of Day Cash True-up
Modified July 03, 2024
ETF T0 Release: Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300
December 29, 2023
ETF T0 Release: Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254
Modified July 03, 2024
ETF T0 Release: Message Codes
May 23, 2024
T+1 Settlement Cycle Release
DTCC accelerated the settlement cycle to T+1 to implement key operational enhancements.
NSCC Primary Market Create/Redeem Functional Requirements
January 26, 2023
T+1: UTC Common Trade FIX Output Format
May 28, 2024
ETF T+1: UTC Intraday MRO Trade Capture Data Output File: AutoRoute Production 02081673/Test 02981673
May 17, 2024
T+1: ETF Message Codes
May 23, 2024