Products & Services
User Documentation
Fixed Income Services
Pages In This Collection »
Government Securities (GOV) • Mortgage-Backed Securities (MBS) • Corporate, Municipal, and UITs (CMU)
See Also:
Important Notices | SEC Rule Filings | Rules & Procedures | MBS Division Participants' Section 
Expand categories below.
+Fee Schedule
- 2011 Fee Schedule
(Acrobat .pdf, 96KB, Updated 05/2012)
+Participant Reference Documentation
- MBS EPN Guidelines and Codes
(Acrobat .pdf, 180KB, Updated 01/2008) - MBS EPN Message Layouts
(Acrobat .pdf, 292KB, Updated 01/2008) - EaSy Pool Action Guide
(Acrobat .pdf, 1.19MB, Updated 06/2011) - EPN Implementation Guide
(Acrobat .pdf, 196KB, Updated 06/2011) - EPN Pool Substitution Processing Action Guide
(Acrobat .pdf, 176KB, Updated 11/2007) - Instructions for Accessing the MBS WFE System and the Report Center Function for EPN Only Members -- version 1.2
(Acrobat .pdf, 730KB, Updated 04/2007) - Clearing Fund Management (CFM) Quick Reference Guide
(Acrobat .pdf, 1MB, Updated 12/2007) - Clearing Action Guide, v3.0
(Acrobat .pdf, 75KB, Updated 04/2007) - Clearing Source Book
(Acrobat .pdf, 3.21MB, Updated 05/2012) - MBS RTTM Web User Guide, version 3.0
(Acrobat .pdf, 4.8MB, Updated 03/2007) - How to Use the Advanced Query Function in RTTM WFE (Quick Reference Sheet)
(Acrobat .pdf, 458KB, Updated 08/2007) - Remote Access Coordinator User Guide for MBS RTTM WFE
(Acrobat .pdf, 714KB, Updated 09/2011) - MBSD Processing Schedule and Timeframes
(Acrobat .pdf, 288KB, Updated 03/2012) - Enhancements to Report Center and Terminal Sessions
(Acrobat .pdf, 245KB, Updated 08/2005)
+Pool Netting (MBS CCP)
- MBS Pool Netting User Guide
(Acrobat .pdf, 5.1MB, Updated 07/2009) - Pool Netting System Usage Form
(Acrobat .pdf, 91KB, Updated 06/2010) - Service Description for Central Counterparty (CCP) Pool Netting for Mortgage-Backed Securities
(Acrobat .pdf, 337KB, Updated 02/2008) - Service Description to Support Interactive Message Testing for Central Counterparty (CCP) Pool Netting Service for Mortgage-Backed Securities
(Acrobat .pdf, 140KB, Updated 12/2007) - MBSD Pool Netting Requirements to Support SWIFT Inbound and Outbound Batch File Transmission
(Acrobat .pdf, 93KB, Updated 07/2008) - FAQs for MBS CCP Pool Netting
(Acrobat .pdf, 22KB, Updated 04/2008) - MBS CCP Pool Netting - Interactive Messaging Specifications (part 1 of 2)
(Acrobat .pdf, 450KB, Updated 12/2007) - MBS CCP Pool Netting - Interactive Messaging Specifications - Appendices (part 2 of 2)
(Acrobat .pdf, 1.8MB, Updated 12/2007) - MBSD CCP Compared Pending Pool Add Report (print image only)
(Acrobat .pdf, 41KB, Updated 02/2009) - MBSD CCP Modify Report (print image only)
(Acrobat .pdf, 50KB, Updated 02/2009) - MBSD CCP PID/NOS Assignment Report (print image only)
(Acrobat .pdf, 21KB, Updated 02/2009) - MBSD CCP Pool Netting Exclusion Report (print image only)
(Acrobat .pdf, 24KB, Updated 02/2009) - MBSD Clearing Cash Settlement Detail Report (print image only)
(Acrobat .pdf, 19KB, Updated 02/2009) - File Transmission Layouts for MBSD TMPG Recap Report NDM Format
(Acrobat .pdf, 32KB, Updated 12/2011) - File Transmission Layouts for MBSD CCP Pool Instruct Transaction Adjustment Payment ("TAP") Detail Report
(Acrobat .pdf, 43KB, Updated 02/2009) - File Transmission Layouts for MBSD CCP Uncompared Report NDM Format
(Acrobat .pdf, 68KB, Updated 11/2008) - File Transmission Layouts for MBSD CCP Pool Instruct Activity Report NDM Format
(Acrobat .pdf, 72KB, Updated 11/2008) - File Transmission Layouts for MBSD CCP Compared Pool Instruct Report NDM Format
(Acrobat .pdf, 65KB, Updated 11/2008) - File Transmission Layouts for MBSD CCP Pool Netting Detail Report NDM Format
(Acrobat .pdf, 176KB, Updated 02/2012) - File Transmission Layouts for MBSD CCP Pool Netting Summary Report NDM Format [REVISED]
(Acrobat .pdf, 116KB, Updated 02/2012) - File Transmission Layouts for MBSD CCP Pool Obligation Activity Report NDM Format (REVISED)
(Acrobat .pdf, 66KB, Updated 12/2011) - File Transmission Layouts for MBSD CCP Pool Obligation Pending Settlement Report NDM Format
(Acrobat .pdf, 59KB, Updated 11/2008) - File Transmission Layouts for MBSD CCP Fail Report NDM Format (REVISED)
(Acrobat .pdf, 54KB, Updated 12/2011) - File Transmission Layouts for MBSD CCP P&I Report NDM Format
(Acrobat .pdf, 45KB, Updated 11/2008) - Revised NOS layouts - 80 Character Version
(MS-Excel .xls, 24KB, Updated 03/2008) - Revised NOS layouts - 147 Character Version
(MS-Excel .xls, 22KB, Updated 03/2008)
+Pool Netting (MBS CCP) Training
- MBS 201 - Introduction to Pool Netting in the MBS RTTM System - Part 1
This course introduces you to the pool netting functionality in the MBS RTTM system. It covers entering pool instructs and performing subsequent actions on them, as well as reviewing and querying transactions and pool netting statistics.
Below are instructions on how to login:
1. On the Login Page, login with your Email Address (lower case) and the Password "welcome" (lower case)
2. On the Course Information Page - Click "Launch", than click "Submit and Launch"
If you are a new user click "Register (New User)" on the login page. - MBS 202 - Introduction to Pool Netting in the MBS RTTM System - Part 2
This course is a continuation of MBS 201. It covers processing CDRs, determining how much TBA position remains available for allocation, determining corrective actions for pool instructs and performing NOS activities to close out settlement obligations that remain open in the system.
Below are instructions on how to login:
1. On the Login Page, login with your Email Address (lower case) and the Password "welcome" (lower case)
2. On the Course Information Page - Click "Launch", than click "Submit and Launch"
If you are a new user click "Register (New User)" on the login page.
+New Service Bulletins
- MBS Novation Service
(Acrobat .pdf, 835KB, Updated 09/2011) - Enhanced RTTM Web Front End
(Acrobat .pdf, 49kb, Updated 08/2007) - Restoration of the Interbank GCF Repo Service
(Acrobat .pdf, 59KB, Updated 07/2007) - Central Counterparty (CCP) Pool Netting Service for MBS
(Acrobat .pdf, 186KB, Updated 06/2007) - EPN Pool Substitution Service - New Service Announcement and Participant Message Specifications
(Acrobat .pdf, 1.1MB, Updated 07/2006) - Specified Pool Trade Matching for Mortgage-Backed Securities
(Acrobat .pdf, 360KB, Updated 06/2006)
+Contact Lists
- EPN Sub-Account List
(MS-Excel .xls, 372KB, Updated 04/2012) - Operations Clearing Contact List
(RTF,1.22MB, Updated 05/2012) - EPN Contact List
(RTF, 0.98MB, Updated 05/2012)
+Real Time Trade Matching (RTTM) - Messaging
- Interactive Messaging - Participant Specifications for MBS RTTM - Specified Pool Trades, Version 2.0
(Acrobat .pdf, 2.71MB, Updated 05/2011) - RTTM SWIFT -- Batch File Transmission
(Acrobat .pdf, 73KB, Updated 04/2005) - Implementation of Real-Time Trade Matching (RTTM) for Mortgage-Backed Securities
(Acrobat .pdf, 221KB, Updated 07/2002) - Interactive Messaging -- Participant Specifications for MBSCC RTTM Version 1.2
(Acrobat .pdf, 1.3MB, Updated 05/2002) - Appendix D -- Message Samples to the Participant Specifications for MBSCC RTTM Version 1.2
(Acrobat .pdf, 1.8MB, Updated 05/2002)
+Machine Readable Output (MRO)
- File Transmission Layouts for SBO Summary Report -- RJE Format
(Acrobat .pdf, 25KB, Updated 01/2009) - File Transmission Layouts for SBO Summary Report -- NDM Format
(Acrobat .pdf, 22KB, Updated 01/2009) - RJE Purchase and Sales Report
(Acrobat .pdf, 24KB, Updated 06/2001) - RJE Open Commitment Report
(Acrobat .pdf, 37KB, Updated 06/2001) - RJE Open Committment Summary Report
(Acrobat .pdf, 18KB, Updated 06/2001) - RJE Dealer Commission Report
(Acrobat .pdf, 12KB, Updated 06/2001) - RJE Compressed Open Commitment Report
(Acrobat .pdf, 12KB, Updated 06/2001) - RJE Broker Commission Report
(Acrobat .pdf, 12KB, Updated 06/2001) - NDM Purchase and Sales Report
(Acrobat .pdf, 18KB, Updated 06/2001) - NDM Open Commitment Report
(Acrobat .pdf, 21KB, Updated 06/2001) - NDM Open Committment Summary Report
(Acrobat .pdf, 14KB, Updated 06/2001) - NDM Dealer Commission Report
(Acrobat .pdf, 11KB, Updated 06/2001) - NDM Compressed Open Commitment Report
(Acrobat .pdf, 19KB, Updated 06/2001) - NDM Broker Commission Report
(Acrobat .pdf, 19KB, Updated 06/2001) - Modify Record Layout Card
(Acrobat .pdf, 12KB, Updated 08/2011) - Header Record Layout
(Acrobat .pdf, 24KB, Updated 08/2011) - Trailer Record Layout Card
(Acrobat .pdf, 24KB, Updated 08/2011) - Transaction Summary - 80 Byte RJE Style Decimal File Effective Q4 2011
(Acrobat .pdf, 56KB, Updated 06/2011) - Transaction Summary - 300 Byte NDM Decimal File Effective Q4 2011
(Acrobat .pdf, 44KB Updated 06/2011) - File Transmission Layout for Broker Trade Input NDM 148 Byte Effective Q4 2011
(Acrobat .pdf, 200KB, Updated 06/2011) - File Transmission Layout for Dealer Trade Input NDM 147 Byte Decimal Format Effective Q4 2011
(Acrobat .pdf, 20KB, Updated 06/2011) - File Transmission Layout for Broker Trade Input RJE 80 Byte Style Decimal Format Effective Q4 2011
(Acrobat .pdf, 108KB, Updated 06/2011) - File Transmission Layout for Dealer Trade Input RJE Style 80 Byte Decimal Format Effective Q4 2011
(Acrobat .pdf, 104KB, Updated 06/2011)
+Eligible Securities
- Eligible Securities -- EPN
(MS-Excel .xls, 21KB, Updated 04/2012) - Eligible Securities -- Clearing
(MS-Excel .xls, 47KB, Updated 04/2012)
+Mortgage Backed Securities (MBS) SBO Settlement Cycles
- February 2013
(Acrobat .pdf, 80KB, Updated 03/2012) - January 2013
(Acrobat .pdf, 80KB, Updated 03/2012) - December 2012
(Acrobat .pdf, 79KB, Updated 03/2012) - November 2012
(Acrobat .pdf, 80KB, Updated 03/2012) - October 2012
(Acrobat .pdf, 79KB, Updated 03/2012) - September 2012
(Acrobat .pdf, 78KB, Updated 03/2012) - August 2012
(Acrobat .pdf, 36KB, Updated 03/2012) - July 2012
(Acrobat .pdf, 79KB, Updated 03/2012) - June 2012
(Acrobat .pdf, 36KB, Updated 03/2012) - May 2012
(Acrobat .pdf, 79KB, Updated 03/2012) - April 2012
(Acrobat .pdf, 79KB, Updated 03/2012) - March 2012
(Acrobat .pdf, 36KB, Updated 01/2012) - February 2012
(Acrobat .pdf, 79KB, Updated 01/2012) - January 2012
(Acrobat .pdf, 40KB, Updated 05/2011) - December 2011
(Acrobat .pdf, 676KB, Updated 2/2011) - November 2011
(Acrobat .pdf, 67KB, Updated 2/2011) - October 2011
(Acrobat .pdf, 66KB, Updated 2/2011) - September 2011
(Acrobat .pdf, 46KB, Updated 11/2010) - August 2011
(Acrobat .pdf, 46KB, Updated 11/2010) - July 2011
(Acrobat .pdf, 46KB, Updated 09/2010) - June 2011
(Acrobat .pdf, 46KB, Updated 09/2010) - May 2011
(Acrobat .pdf, 46KB, Updated 07/2010) - April 2011
(Acrobat .pdf, 46KB, Updated 07/2010) - March 2011
(Acrobat .pdf, 29KB, Updated 06/2010) - February 2011
(Acrobat .pdf, 45KB, Updated 04/2010) - January 2011
(Acrobat .pdf, 45KB, Updated 04/2010) - December 2010
(Acrobat .pdf, 46KB, Updated 04/2010) - November 2010
(Acrobat .pdf, 33KB, Updated 01/2010) - October 2010
(Acrobat .pdf, 47KB, Updated 12/2009) - September 2010
(Acrobat .pdf, 47KB, Updated 12/2009) - August 2010
(Acrobat .pdf, 46KB, Updated 12/2009) - July 2010
(Acrobat .pdf, 46KB, Updated 09/2009) - June 2010
(Acrobat .pdf, 41KB, Updated 09/2009) - May 2010
(Acrobat .pdf, 46KB, Updated 07/2009)
+SMART / SFTI
- Participant Migration to DTCC SMART/Dialer [CORRECTION]
(Acrobat .pdf, 50KB, Updated 06/2005) - Participant Migration to DTCC SMART/Dialer
(Acrobat .pdf, 50KB, Updated 06/2005)
+MBS RTTM Training
- MBS RTTM Web Assistant
(Flash .swf, Current Version)
+Risk Management
- General Policies Regarding the Insolvency of an MBSD Clearing Member
(Acrobat .pdf, 42KB, Updated 07/2002)