Limit Monitoring Technical Resources

Log in to view the NSCC file formats and specifications for Limit Monitoring.

• Access the DTCC Limit Monitoring MRO Record Format Specifications to view the reports that are available and record layouts for the following files:
  • Risk Entity MRO file – Product ID: 02181079
  • Trade Array MRO file – Product ID: 02181080
  • Alert History MRO file – Product ID: 02181081
  • Risk Entity Audit Trail MRO file – Product ID: 02181082
  • Risk Entity Definition Audit Trail MRO file – Product ID: 02180109
  • Trade Array Audit Trail MRO file – Product ID: 02181083
  • Participant Position Rejects MRO file – Product ID: 02181084
  • Risk Entity Daily Net Notional MRO file – Product ID: 02182189
  • Unassigned Risk Entity Trade Side Count MRO file – Product ID: 02182190
• View the DTCC Limit Monitoring Position Input Specifications to obtain an understanding of the Position Input file (Product ID 21878) available to clearing members.
• Access the DTCC Limit Monitoring Message Queue (MQ) Alert Specifications to view the message queue (MQ) alert and alert resolution messages, risk entity changes, and unassigned trade flow.

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