Mortgage-Backed Securities Division

MBSD's mission is to reduce the costs and risks associated with trading in the agency mortgage-backed securities market. To accomplish this mission, MBSD provides high-quality and value-added services that are driven by the needs of its members and industry participants.

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The Mortgage-Backed Securities Division (MBSD) section of the DTCC Learning Center provides information about all of the products and services of the Fixed Income Clearing Corporation's Mortgage-Backed Securities Division.

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EPN Online Guides

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MBSD Pair-Off Service Enhancements Specifications

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MBSD Pair-Off MRO Specifications

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EPN Message Detail Report Format – NJE File Layouts

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EPN Message Summary Report Format – NJE File Layouts

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MBSD Aggregate VaR CUSIP Detail Report (FYICusipDtl) MRO

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Portfolio VaR CUSIP Detail Report for MBSD MRO

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MBS Novation: Pool (PID) Conversion

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EPN Overview

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File Transmission Layouts: Broker Commission Report NDM Format

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MBSD TMPG Monthly Recap Report

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FICC's Introduction Of New MBSD MRO

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MBS Novation: MRO Samples

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MBS RTTM Novation: SWIFT Interactive Messaging Examples

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MBS RTTM Novation: SWIFT Interactive Messaging Specifications

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MBS Novation: Split/Splice Messaging Overview

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MBS CCP Pool Netting: Interactive Messaging Specifications

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MBSD Cash Settlement Update: Testing the Deterministic Risk Components

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EPN MQ Implementation Guide

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EPN Implementation Guide

This document provides a technical description of the EPN System and includes all the necessary requirements and procedures to implement EPN within your firm.
April 08, 2022

MBS EPN Message Layouts

This document provides participants with message layouts for processing messages via FICC’s Electronic Pool Notification (EPN) system. The document supplements the information provided in the: EPN Implementation Guide EaSy Pool Action Guide MBS EPN Guidelines and Codes Guide
April 08, 2022

File Transmission Layout: Purchase & Sale NDM Format

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File Transmission Layout: Pool Conversion Format

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File Transmission Layout: CCP Uncompared Report NDM Layout

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