The Obligation Warehouse system is a common repository for trade capture and clearing transactions from the marketplaces, including the listed exchanges and alternative trading platforms collectively. The system consolidates those transactions to reduce the burden of trade-for-trade settlement for each transaction.
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NSCC File Formats and MRO Files
Input and output formats for the Obligation Warehouse system:
ISO DO Input Message Layouts (MT542, MT543)
View the ISO input messaging specifications for delivery order from Obligation Warehouse.
MT542 - Free Deliver Order
MT543 - Valued Deliver Order
MT542 - Free IPO Deliver Order
MT543 - Valued IPO Deliver Order
MT542 - Free ADR Deliver Order
MT543 - Valued ADR Deliver Order
MT542 - Free Security Holder Tracked Deliver Order
MT543 - Valued Security Holder Tracked Deliver Order
September 01, 2009
ISO Deliver Order Output Message Layouts (MT544, MT545, MT546, MT547, MT548)
View ISO output messaging specifications for delivery order from Obligation Warehouse.
MT544: Receive Free Confirmation
MT545: Receive Against Payment Confirmation
MT546: Deliver Free Confirmation
MT547: Deliver Against Payment Confirmation
MT548: Settlement Status (Long Version)
MT548: Settlement Status (SHORT version)
MT548: Settlement Status
July 09, 2008
Machine readable output (MRO) files for the Obligation Warehouse system:
Obligation Warehouse End of Day Report - Sample
View a sample of the Obligation Warehourse End of Day Report.
July 05, 2016
Intraday and End of Day Position MRO (AutoRoute Product ID: Production 02050703, PSE Test 02980703)
View the details of the Obligation Warehouse Intraday and End of Day Position MRO (AutoRoute Product ID: Production 02050703, PSE Test 02980703) file layouts.
May 15, 2014
Obligation Warehouse Pair Off Activity MRO (AutoRoute Product ID: Production 02051967, PSE Test 02981967)
View the details of the Obligation Warehouse Pair Off Activity MRO (AutoRoute Product ID: Production 02051967, PSE Test 02981967) file.
June 21, 2013
Cash Adjustments for Mandatory Reorg. File (AutoRoute Product ID: Production 02051658/PSE Test 02981658)
View the details of the Obligation Warehouse Cash Adjustments for Mandatory Reorg. File (AutoRoute Product ID: Production 02051658/PSE Test 02981658) file.
December 06, 2012
Participant Interactive Messaging Specifications
Obligation Warehouse Interactive Messaging Specification
View the Participant Interactive Messaging Specifications for Obligation Warehouse.
May 01, 2014
Obligation Warehouse Appendix A: Code Tables
View the Participant Specifications for Obligation Warehouse Appendix A: Code Tables.
July 05, 2016
Obligation Warehouse Appendix B: Headers for Messages
Provides the Participant Specifications for Obligation Warehouse Appendix B: Headers for Messages.
July 05, 2016
Obligation Warehouse Appendix C: Message Flows
View the Participant Specifications for Obligation Warehouse Appendix C: Message Flows.
July 05, 2016
Obligation Warehouse Appendix D: Message Samples
View the Participant Specifications for Obligation Warehouse Appendix D: Message Samples.
July 05, 2016
SWIFT Messaging Specifications
Obligation Warehouse SWIFT MT509 messages:
SWIFT MT509 General Format
View the general format for Obligation Warehouse SWIFT message MT509 (status message).
May 01, 2014
SWIFT MT509 Specifications
Vitw the field specifications for Obligation Warehouse SWIFT message MT509 (status message).
May 01, 2014
MT509 Analysis
View the field analysis for Obligation Warehouse SWIFT message MT509 (status message).
May 01, 2014
Obligation Warehouse SWIFT MT515 messages:
SWIFT MT515 General Format
View the general format for Obligation Warehouse SWIFT message MT515 (Client Confirmation of Purchase or Sale).
June 01, 2013
SWIFT MT515 Specifications
View the field specifications for Obligation Warehouse SWIFT message MT515 (Client Confirmation of Purchase or Sale).
June 01, 2013
SWIFT MT515 Analysis
View the field analysis for Obligation Warehouse SWIFT message MT515 (Client Confirmation of Purchase or Sale).
May 31, 2013
Obligation Warehouse SWIFT MT518 messages:
SWIFT MT518 General Format
View the general format for Obligation Warehouse SWIFT message MT518 (Market Side Securities Trade Confirmation).
May 01, 2014
SWIFT MT518 Specifications
View the field specifications for Obligation Warehouse SWIFT message MT518 (Market Side Securities Trade Confirmation).
May 01, 2014
SWIFT MT518 Analysis
View the field analysis for Obligation Warehouse SWIFT message MT518 (Market Side Securities Trade Confirmation).
May 01, 2014
Obligation Warehouse SWIFT MT598 messages:
SWIFT MT598 General Format
View the general format for Obligation Warehouse SWIFT message MT598 (reject of unparsable input messages and reject messages of invalid CDTS subscription).
July 05, 2016
SWIFT MT598 Specifications
View the field specifications for Obligation Warehouse SWIFT message MT598 (reject of unparsable input messages and reject messages of invalid CDTS subscription).
July 05, 2016
Obligation Warehouse SWIFT MT599 messages:
SWIFT MT599 General Format
View the general format for Obligation Warehouse SWIFT message MT599 (free format message).
July 01, 2014
SWIFT MT599 Specifications
View the field specifications for Obligation Warehouse SWIFT message MT599 (free format message).
July 01, 2014
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