Login to learn about 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 1 — PCF Enhancements for Processing Multiple Basket Types

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...
Modified 22 July 2021

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...
Modified 22 July 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: ...
Modified 23 April 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.  ...
Modified 22 July 2021

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
Modified 23 April 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...
Modified 28 October 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...
Modified 10 December 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...
Modified 10 December 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...
Modified 01 July 2020

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.  ...
Modified 22 July 2021

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...
Modified 10 December 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...
Modified 28 January 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...
Modified 12 November 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.
Modified 17 October 2017

 

 

back to top