Login to learn about the ETF processing, including recent and upcoming releases.

T+1 Settlement Cycle Release

The current T+2 settlement cycle is a convention of market practice and shortening that period as regular-way for all market participants will require industry coordination, similar to the change in 2017 from T+3 to T+2. DTCC is prepared to move quickly to accelerate the settlement cycle to T+1 and beyond and has already implemented several key operational enhancements that lay the foundation for this change.

NSCC Primary Market Create/Redeem Functional Requirements

October 19, 2022

UTC Intraday MRO (02081673) Trade Capture Data - Output Format

October 18, 2022

UTC Common Trade FIX Output Format

October 18, 2022

ETF Phase 1 and Phase 2

View the ETF processing, including information about the recently deployed ETF Phase 2 release. ETF processing content was updated to reflect the improvements in each of the following releases:

  • ETF Phase 2 enhancements to support fixed income assets for Corporate, Municipal, and UIT (CMU) deployed to production on April 26, 2021.
  • ETF Phase 1 PCF enhancements for multiple baskets deployed to production on July 27, 2020.

Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)

View the client business requirements for the ETF Phase 2 initiative. NSCC introduces enhancements in Phase 2 to enable clearance of Fixed Income ETFs...
October 28, 2021

Exchange Traded Fund (ETF) Web User Guide

Learn more about how as ETF agents and authorized participants (APs), you can use the Exchange Traded Fund Web portal to: ...
April 23, 2021

ETF Message Codes

View the ETF message codes, types, and descriptions, including enhancements for Phase 2 to enable clearance of Fixed Income ETFs with Corporate and...
October 28, 2021

Client Business Requirements: Phase 1 — PCF Enhancements for Processing Multiple Basket Types

July 01, 2020

ETF Canned Sample Input for AutoRoute Production 11301/PSE 41301

View this canned portfolio composition file (PCF) sample input data in a text editor with Word Wrap turned off.  Type: Canned Input Sample
April 23, 2021

ETF Canned Sample Output for AutoRoute Production 02261254/PSE 02981254

View this canned Data Enhanced ETF Create and Redeem sample output in a text editor with Word Wrap turned off.  ...
July 22, 2021

ETF Canned Sample Output for AutoRoute Production 02261256/PSE 02981256

View this canned portfolio composition file (PCF) sample output data in a text editor with Word Wrap turned off.  ...
July 22, 2021

Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300

View the Enhanced ETF Create and Redeem Instruction Input MRO: DATATRAK Production 11300/PSE 41300 format for the Phase 2 deployment of the Clearing...
October 28, 2020

Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301

View the Enhanced Consolidated Portfolio Composition Input Data File: DATATRAK 11301/PSE 41301 format for the 2020 deployment of the portfolio...
July 01, 2020

Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256

View the Enhanced Consolidated Portfolio Composition Output Data File: AutoRoute Production 02261256/PSE 02981256 format for the Phase 2...
December 10, 2020

Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335

View the Near Real-Time Supplemental PCF AutoRoute Production 02262335/Test 02982335 format for the Phase 2 deployment of the Clearing...
December 10, 2020

Enhanced ETF Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254

View the Enhanced Create and Redeem Instruction Data Output (MRO): AutoRoute Production 02261254/PSE 02981254 format for the Phase 2...
December 10, 2020

Test Guidelines for Phase 2: Clearing Enhancements to Support Fixed Income Assets for Corporate, Municipal, and UIT (CMU)

Use these test guidelines in conjunction with the Client Business Requirements: Phase 2 — Clearing Enhancements to Support Fixed Income Assets for...
January 28, 2021

ETF Test Guidelines for PCF Enhancements for Processing Multiple Basket Types

To reduce risk for both NSCC and its members, NSCC enhanced the Portfolio Composition File (PCF) to differentiate pricing baskets from trading...
November 12, 2019

ETF Test Plan Guidelines for ETF Agents and Authorized Participants

View these guidelines to help test the ETF Near Real Time Create/Redeem (C/R) enhancements and controls.
October 17, 2017

Further Resources 

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