dtcc disaster recovery guide
TRANSCRIPT
DISASTER RECOVERY GUIDE
EFFECTIVE DATE: OCTOBER 28, 2021
© 2021 DTCC. All rights reserved. DTCC, DTCC (Stylized), ADVANCING FINANCIAL MARKETS.TOGETHER, and the Interlocker graphic are registered and unregistered trademarks of The DepositoryTrust & Clearing Corporation.The services described herein are provided under the “DTCC” brand name by certain affiliates of TheDepository Trust & Clearing Corporation (“DTCC”). DTCC itself does not provide such services. Each ofthese affiliates is a separate legal entity, subject to the laws and regulations of the particular country orcountries in which such entity operates. Please see www.dtcc.com for more information on DTCC, itsaffiliates and the services they offer.
Doc Info: October 28, 2021Publication Code: CP165Service: DTC/NSCC/FICCTitle: Disaster Recovery Guide
TABLE OF CONTENTS1. Purpose of this Guide 6
2. DTCC Disaster Recovery 7
What to Expect When DTCC Activates its Disaster Recovery Plan 7
Installation and Communication Instructions for Leased Line Users 8
Leased Line Access 8
How to Ensure Connectivity to the DTCC Out-of-Region Data Center 8
How to Connect to the DTCCWeb Portals When Processing Has Resumed in the DTCC Out-of-Region Data Center 9
3. DTC 10
Automated Output Files 10
DTFMTX Output 10
DTFTAP Output for Transfer Agents 10
Corporate Actions Instructions Balance Report 11
How to Access Screen-Based Monitoring Tools 11
How to Access the Activity Inquiry Tool 13
How to Access the Inventory Management Service / IMS 14
How to Access the Risk Management Controls Inquiry Function 15
How to Access the Receiver Authorized Delivery Function 17
How to Access the MMI Issuance Processing / MMII Function 18
How to Access the MMI Tracking / MMIT Function 20
How to Access the MMI IPA Decision Making Function / IPA DMA 21
How to Access the Position Inquiry Function 22
How to Access the Participant Account Statement 23
How to Access the Settling Bank Statements 24
4. FICC 25
How to Access Fixed Income Applications 25
FICC RTTMWeb 26
How to Access Fixed Income Applications Using RTTMWeb 26
GSD RTTMWeb 27
MBSD RTTM 30
MBSD Electronic Pool Notification ("EPN") Application 32
General Out-of-Region Recovery Advice for the EPN Application (Recovery-Restart Con-siderations) 33
5. NSCC 35
NSCC Clearing Dashboard Overview 36
Clearing Dashboard – Consolidated Trade Summary 37
Clearing Dashboard – Continuous Net Settlement 38
CNS Positions 38
Position Inquiry Function 38
Reconciliation 39
Cash Reconciliation Statement 39
Participant Instructions 40
Fully-Paid-For Instructions 40
Priority Instructions 41
Exemptions Instructions 41
How to Access ETF Portfolio Files 42
How to Access SMART/Track for Buy-Ins 42
How to Access SMART/Track for Corporate Actions ("CNR") 43
How to Access Obligation Warehouse 43
How to Access CMU RTTM 44
How to Access ACATS 44
6. Definition of Terms 45
7. MyDTCC Access 46
Purpose of this Guide 6
1. PURPOSE OF THIS GUIDEThe purpose of this document is to provide guidance to DTC, FICC, and NSCC clients for reconcilingtransactions in the event of DTCC's recovery from a disaster.
DTCC considers a disaster to be a disruptive event with a significant business impact, including thepossibility of data discrepancies with clients' books and records due to data loss. This guide delivers anoverview of the monitoring and reconciling tools available, as well as links to the online reference materialsthat provide additional assistance.
For any questions regarding the content of this guide, please contact your DTCC Relationship Manager orthe DTCC Client Contact Center at (888) 382-2721.
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2. DTCC DISASTER RECOVERY
What to Expect When DTCC Activates its DisasterRecovery PlanIn the event of a disaster, DTCC will undertake the following general steps:.
1. At the time of disaster declaration, DTCC will prioritize the recovery process for its most critical ser-vices.
2. DTCC will advise clients when resumption is complete. At that point, clients can commence recon-ciling their data.
3. Clients can use the tools as defined in this guide to identify transactions that need resubmission dueto the disaster.
4. DTCC will resume normal processing, which includes trade capture and recording activities for theday.
As participants of DTC, FICC, and/or NSCC (the “Clearing Agencies”), clients are required to participatein data reconciliation under the applicable Clearing Agency rules, which establish the responsibility ofparticipants to check the accuracy of reports received from the Clearing Agencies and to report anydiscrepancies. See each of the Rule Books or service guides:l NSCC Rule 5, Section 5
l GSD Rule 5, Section 5 and Rule 11, Section 12
l DTC Settlement Guide (page 1)
l MBSD Rule 5, Section 2, and Rule 6, Section 4.
Under certain circumstances, the Market Disruption and Force Majeure Rule under each of the ClearingAgencies’ rules also allow the Clearing Agencies to take certain actions following the occurrence of a“Market Disruption Event,” as defined in those rules, and to require participants to take actions“appropriate to prevent, address, correct, mitigate or alleviate the event and facilitate the continuation ofservices as may be practicable.”
For more information, see:l DTC Rule 38
l FICC/GSD Rule 50
l FICC/MBSD Rule 40
l NSCC Rule 60
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Installation and Communication Instructions forLeased Line Users
Leased Line AccessAll applications are reachable via the DTCC communications infrastructure. If there is a disaster, it ispossible that network configuration changes may be required to access DTCC services. This configurationcan include, but is not limited to:
l Network routes
l DNS
l Firewall security
l Proxy server settings
These procedures presume that there is a working connection to DTCC.
Note
Regularly validating the ability to establish end-to-end connectivity between client sites and the DTCCout-of-region data center is the only way to ensure that appropriate communications and networksecurity configurations are in place. This validation should be regularly tested as part of the client’sbusiness continuity plans.
How to Ensure Connectivity to the DTCC Out-of-Region Data CenterTo take advantage of DTCC business continuity capabilities, the ability to interact with DTCC is requiredvia one of the following:
l DTCC SMART network
l SFTI network
l BT Radianz infrastructure that interconnects with SMART
l ANIRA
To avoid delays accessing monitoring tools or corresponding reference materials, DTCC recommendsproper maintenance of valid user IDs and passwords for access to its applications.
In addition, clients should regularly test the ability to establish end-to-end connectivity with the DTCC out-of-region data center. This validation is the only way to ensure that appropriate communications and
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network security are in place. It is important that clients' business continuity exercises include a fail-over tothe DTCC out-of-region data center.
Clients may be required to participate in periodic operational testing performed by the Clearing Agencies,which could include, for example, testing connectivity or data reconciliation in the event of an out-of-regionfailover. These testing requirements are broadly set forth in:
l DTC Rule 2; FICC/GSD Rule 3, Section 6
l FICC/MBSD Rule 3, Section 5
l NSCC Rule 2B, Section 3
How to Connect to the DTCC Web Portals WhenProcessing Has Resumed in the DTCC Out-of-RegionData CenterDepending upon the DTCC application and network used to connect to DTCC, clients may be required toaccess a different URL or IP address than normally accessed in the Production environment. SeeMyDTCC Access on page 46 for information on the different web portals and corresponding applicationsrequired to access the systems in the DTCC out-of-region data center.
The remainder of this document lays out the client tools available by Clearing Agency.
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3. DTCIn the case of a disaster, clients will be given the opportunity to confirm their settlement-relatedtransactions that have been received by DTC. These transactions can be from a variety of sources, suchas DTCC Institutional Trade Processing (“ITP”), NSCC’s Continuous Net Settlement system (“CNS”), athird-party vendor, or submitted directly by the client. These transactions may also be in variousprocessing states, such as awaiting receiver approval in the Receiver Authorized Delivery (“RAD”)function and pending for position, among others. As a result, DTC offers two ways that clients canreconcile: through output files or a variety of screen-based monitoring tools, as described in this chapter.
Automated Output Files
DTFMTX OutputIn the event of a disaster, DTC will make available a machine-readable file, called the DTFMTX file, to allclients who currently receive automated outputs. The DTFMTX file will include all settlement transactionsreceived on that business day by DTC, as well as the status of these transactions at the time the reportwas generated. Clients that receive DTC’s DTFPART output are automatically subscribed to this file andcan access it leveraging network data mover (“NDM”) or file transfer protocol (“FTP”) capabilities when theDTC systems become available. The information received through the DTFMTX will be in the same formatas the DTFPART output
Questions on testing with this file can be made by contacting [email protected].
See the 5.11DT - Disaster Recovery Settlement Activity (DTFMTX) Function User's Guide for furtherinformation, including file specifications.
DTFTAP Output for Transfer AgentsDTC will make available the DTFTAP output to Transfer Agents ("TAs"). The DTFTAP output reports allcurrent business day securities processing transactions completed and pending on DTC’s books andrecords at the time the output was generated. Specifically, the DTFTAP includes:
l DWAC requests
l DRS Profile requests
l Deposits, Withdrawals by Transfer
l Custody Transfers
l Both FAST Adds-To-Balances and Drawdowns
This output can be generated on an ad-hoc basis for TA reconciliation in a disaster scenario. To assist TAswith daily processing with DTC, this output is also available for retrieval at five different times each
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business day (at 9:00 ET, 11:00 ET, 13:00 ET, 15:00 ET and 18:00 ET). Each successor file is cumulative,with the final one at 18:00 ET containing the full day’s activities.
Transfer agents who want to retrieve the file should contact DTC Support at [email protected] on testing with this file can be made by contacting [email protected].
See the 12.20 Disaster Recovery Transfer Agent Activity (“DTFTAP”) Function User’s Guide for furtherinformation, including file specifications.
Corporate Actions Instructions Balance ReportUpon a disaster, DTC will make the Corporate Actions Instructions Balances Report available to clients.This report contains pertinent data for reconciliation of voluntary corporate actions instructions. It alsolists mandatory corporate actions with options instructions that were processed by DTC at the point thereport was generated. The output will be e-mailed to clients upon request. Clients can utilize this outputto compare to their own internal records, locate discrepancies, and resubmit the corporate actionsinstructions lost by DTC due to the reset.
Clients who want to receive this output should contact [email protected] following a businessdisruption event.
How to Access Screen-Based Monitoring ToolsDTC processes the transmissions it receives within various systems and monitors the processing of thesetransactions—or "activity"—using several activity-type Settlement monitoring tools.
The Settlement Web is DTC's primary Settlement user interface, through which clients can access thevarious screen-based monitoring tools. The Settlement Web Navigation Bar allows participants to selectfrom the following categories:
l Activity
l Position
l Cash and Balances
l Transaction Submission
l Commands
l Profiles
The Navigation Bar also provides access to the Participant Browser Services (“PBS”) for functions thathave not yet been incorporated into the new Settlement Web.
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Table 3.1 lists the Settlement Web functions needed for certain DTC Settlement monitoring activities. Thesections that follow contain links to the relevant documentation for these functions.
To View DTC Settlement Activity… Use this Settlement Web Application/Function
Activity items processed or pending in ATP Activity Inquiry Tool
Activity items received Inventory Management Services ("IMS") application
Collateral management monitoring Risk Management Controls Inquiry function
Delivery Orders ("DO") awaiting receiver’sauthorization
Receiver Authorized Delivery ("RAD") function
Payment Order ("PO")/DO Output Participant Activity Research Tool ("PART") function
Money Market Instruments ("MMI") IssuancesProcessing
MMI Issuance Processing (“MMII”), Money MarketUnderwriting (“MMUW”) functions
MMI tracking for Issuing Paying Agents ("IPA") MMI Tracking (“MMIT”) function
MMI Funding Decisions IPA Decision Making Application (IPA DMA)
Security Positions Security Position Inquiry function
Participant Settlement Balances Participant Account Statement function
Table 3.1 DTC Activity Monitoring Tools
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How to Access the Activity Inquiry ToolThe Activity Research function allows clients to view current day activity or the activity history for up to 60business days by:
l CUSIP number
l Activity type
l Collateral group
l Transaction number
The Activity Research function is accessible through the Activity Inquiry option under the Activity menu inthe Settlement Web. Clients can use this function to view:
l Collateral group's payment orders
l Pledges
l Positions
l Search by CUSIP
Figure 3.1 Accessing the Activity Inquiry Tool
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Figure 3.2 Activity Inquiry ToolSee the Settlement Web online help for more information.
How to Access the Inventory Management Service /IMSThe Transaction Authorization function of the IMS application within the Settlement Web offers clientsoptions to view, authorize, or exempt transactions at DTC submitted for processing. The TransactionAuthorization function is accessible through the Activity menu in the Settlement Web. Clients can alsoaccess several of the options to manage the processing of transactions from the Profiles menu in theSettlement Web.
Figure 3.3 Accessing the Transaction Authorization Function
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Figure 3.4 Transaction Authorization FunctionSee the Settlement Web online help for more information.
How to Access the Risk Management ControlsInquiry FunctionThe Risk Management Controls Inquiry function can be used to view the current settlement balance andRisk Management Control-related balances for a client's collateral group. The Risk Management ControlsInquiry function is accessible through the Cash and Balances menu in the Settlement Web.
Figure 3.5 Accessing the Risk Management Controls Inquiry Function
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Figure 3.6 Risk Management Controls Inquiry FunctionSee the Settlement Web online help for more information.
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How to Access the Receiver Authorized DeliveryFunctionThe Receiver Authorized Delivery (“RAD”) function can be used to review, approve, or cancel incomingdeliveries before they are processed in a client's account. The following can be routed through RAD:
l Valued delivery orders
l Payment orders
l Valued pledges
l Matched Institutional Deliveries
l Money Market Instruments
Transactions subject to RAD are accessible through the RAD Transactions option under the Activity Menuin the Settlement Web. Clients have the option to inquire by Transaction Type.
Figure 3.7 Accessing the Receiver Authorized Delivery Function
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Figure 3.8 Transaction Inquiry FunctionSee the Settlement Web online help for more information.
How to Access the MMI Issuance Processing / MMIIFunctionIPAs can use the MMII function to initiate the processing of MMI Issuance transactions, specifically:
l Issuance instructions;
l Cancellation instructions; and
l Withdrawal instructions
In addition to processing, the IPAs can leverage the MMII function to perform inquiries on:
l MMI Issuance Instructions;
l MMI Issuance Control; and
l MMI Underwriting Notices, which can also be accessed using the MMUW function
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The MMI Issuance Processing MMII and MMUW functions is accessible by the IPAs through DTC’sPBS/Settlement Web application.
Figure 3.9 Accessing MMII and MMUW Functions
The MMI documentation is available on dtcc.com.
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How to Access the MMI Tracking / MMIT FunctionIPAs can use the MMIT function as an inquiry tool to monitor MMI transactions processed through DTCsystems that affect their accounts. The MMI Tracking function is accessible through the Activity menuwithin the Settlement Web.
Figure 3.10 Accessing the MMI Tracking Function
Figure 3.11 MMI Tracking FunctionSee the Settlement Web online help for more information.
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How to Access the MMI IPA Decision MakingFunction / IPA DMAThe IPA DMA function provides IPAs with the ability to choose whether an acronym for a maturitypresentment is fully funded, partially funded, or issue a Refusal to Pay (“RTP”). For income presentmentsand reorganization presentments, the IPAs will have the capability to choose between fully funded or issuean RTP. The IPA DMA is accessible from the Activity menu within the Settlement Web.
Figure 3.12 Accessing the IPA Decision Making Application
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Figure 3.13 IPA Decision Making ApplicationInformation related to MMI is available on dtcc.com.
How to Access the Position Inquiry FunctionThe Position Inquiry function within the Settlement Web can be used to view snapshots of the current andhistorical balances for any DTC-eligible security. Clients can view historical account balances for up to twoyears.
Using the Participant ID, CUSIP, and business date as search criteria, the page displays positioninformation across a series of tabs. A brief description of each tab appears below it.
The Position Inquiry is accessible from the Position menu within Settlement Web.
Figure 3.14 IPA Accessing the Position Inquiry Function
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Figure 3.15 Participant Account Statement FunctionSee the Settlement Web online help for more information.
How to Access the Participant Account StatementThe Participant Account Statement function on the Settlement Web can be used to view currentsettlement activity for the individual participant, collateral groups, or legal entity.
Clients can access options of the Participant Account Statement function through the Settlement Web,under the Cash and Balances menu tab.
Figure 3.16 Accessing the Participant Account Statement Function
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Figure 3.17 Participant Account Statement Function
Se e the Settlement Web online help and the PART Function Guide for more information.
How to Access the Settling Bank StatementsThe Settling Bank Statement function on the Settlement Web can be used by settling banks to view theirend-of-day settlement balances in one centralized place. It also allows the acknowledgment of settlementbalances and viewing of Bulletin Board messages from the DTC Settlement department. The SettlingBank Statement function is accessible through the Settlement Web, under the Cash and Balances menutab.
By default, the current day’s figures appear. However, settling banks can also view history for up to 60days.
Figure 3.18 Accessing the Settling Bank Statement FunctionSee the Settlement Web online help for more information.
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4. FICCIn the event of a disaster, clients will be given the opportunity to ensure that all trades sent from submittershave been received and processed by FICC. These trades are submitted either directly from the client orthrough a third-party vendor. Clients can use a screen search and/or a report output to reconcile theirtransactions with FICC. “Good night” messages are provided by FICC to signal end of day processing.
How to Access Fixed Income ApplicationsAll Fixed Income applications require a working connection to the DTCC SMART or SFTI client networks.Clients can connect to the FICC Real-Time Trade Matching (“RTTM®”) Web or the EaSy Pool ("ESP")Web using these networks. Some clients also connect through BT Radianz or ANIRA VPN client. Thetable below lists the access methods to the Fixed Income.
Application RTTM Web EaSy Pool ("ESP") Web
FICC GSD RTTMWeb Yes N/A
FICC Report Center Yes N/A
FICCMBSD RTTMWeb (Mortgage-Backed Securities) Yes N/A
EPN (Electronic Pool Notification) No Yes
Table 4.1 Fixed Income Access Methods
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FICC RTTM WebThe FICC RTTMWeb provides secure, real-time trade entry and management tools for most fixed incomeproducts. It provides search capabilities and statistical reporting to facilitate the trade reconciliationprocess.
After verification and establishment of communication, clients can connect to FICC RTTMWebapplications at https://login.dtcc.net.
Application FICC Web URL Description
DTCC Portal https://login.dtcc.net
https://portal.online.dtcc.net
Generic URL to Applications
FICC GSD RTTMWeb https://gsd-ficcweb.dtcc.net Direct FICC GSDWeb Application URL
FICCMBSD RTTMWeb https://mbsd-ficcweb.dtcc.net Direct FICC MBSDWeb Application URL
Table 4.2 FICC RTTMWeb Access
How to Access Fixed Income Applications UsingRTTM Web1. Type the application URL into the browser address field.
2. Log into MyDTCC to access FICC GSD and FICC MBSD RTTMWeb.The FICC GSD RTTMWeb tile launches the FICC GSD Dashboard. The FICC MBSD RTTMWebtile launches the FICC MBSD Dashboard.
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Figure 4.1 MyDTCCWelcome Screen
Notes
l Clients can launch the RTTM application for each of the Fixed Income products from thisscreen, provided they have the appropriate entitlements.
l For security purposes, the DTCC Portal locks the user out after three unsuccessful loginattempts. If users are locked out, they can contact their access coordinators.
GSD RTTM WebThe GSD RTTMWeb provides a secure, real-time trade entry and management tool for governmentsecurities.
When accessing GSD RTTMWeb, clients land on the Dashboard page, which provides clients with real-time information on trade and obligation statistics for DVP activity and trade and position statistics for GCFRepo®/CCIT™ activity.
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Figure 4.2 GSD RTTMWeb (DVP Dashboard Section)
Figure 4.3 GSD RTTMWeb (GCF Dashboard Section)
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The Trade Search Engine (within the ‘Trades’ tab) gives clients the ability to search for specific trades orgroups of trades within the DVP or GCF products, using various filters (Submission Date, Trade Type, andso on) to help reconcile their trade activity.
Figure 4.4 Trade Search Menu
Figure 4.5 DVP Trade Query
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Figure 4.6 GCF/CCIT Trade Query
MBSD RTTMThe MBSD RTTMWeb provides secure, real-time trade entry and management tool for mortgage-backedsecurities ("MBS").
Clicking on FICC MBSDWeb link directs clients to the MBS Home Statistics page, which provides countsof partially matched and uncompared trades, as well as advisories, cancels, and don’t know (“DK”)requests. In addition, the dashboard provides comparison percentages, TBA pair off potential, the SIFMAcalendar, and the status of MBS system events.
Figure 4.7 MBSD RTTMWeb
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The MBS Trade Search Engine (within the ‘Trades’ tab) provides clients the ability to search for specifictrades or groups of trades using various filters (for example, Submission Date, and Trade type) to helpreconcile systems.
Figure 4.8 MBS Trade Search Menu
Figure 4.9 MBS Trade Search Query
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MBSD Electronic Pool Notification ("EPN")ApplicationThe MBSD EPN application is a real-time, store and forward message switch that provides an electroniccommunication network. EPN can transmit MBS pool allocation information quickly, efficiently, andreliably through this network.
The EaSy Pool (ESP) is a communication front-end to the EPN application. Clients can access the ESPapplication through MyDTCC at https://portal.dtcc.net/EZP/poolnote/home.do.
Figure 4.10 DTCC Portal
Figure 4.11 Easy Pool
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General Out-of-Region Recovery Advice for the EPNApplication (Recovery-Restart Considerations)This section provides general recovery steps and recommended actions with respect to the EPNapplication in the event of an out-of-region recovery.
1. Heartbeat acknowledgment (“HA”) messages will be sent from the out-of-region data center with aDisaster Level of 2 (Disaster Level field = 2).
2. This acknowledgment will be followed by a Disaster Recovered TX (Text) message and a LS (LastSequence number) message sent to all Subscribers (for those connection IDs that have been con-figured to receive these message types).The Disaster Recovered Text message that will be broadcast upon recovery will include thefollowing:
Text Type: 04
Disaster is recovered and EPN is running at the out-of-region data center.
The LS messages, which will be automatically generated upon disaster recovery, will provide thelast sequence number for each connection ID. Sequence numbers corresponding to the out-of-region data center should be used for reconciliation purposes, as described below. Although LSmessages will be automatically generated upon disaster recovery, user-initiated LS requests will stillbe processed as normal. Each user application should consider the following:
l Compare the sequence number reported in the LS message with the expected value, revealingany sequence gaps, or potentially lost messages. If warranted, business messages should be re-sent to EPN with the Possible Duplicate Message (“Pos Dup”) indicator activated (set to X). Forexample, if a user application database indicates that the last inbound sequence number is 104,but the last inbound sequence number reported in the LS message is 100, business messages101-104 should be re-sent with the Pos Dup indicator activated.Messages that are re-sent in the out-of-region data center do not require the same inboundsequence numbers that were originally sent to the Primary data centers. The next inboundsequence number should be determined by the LS message for that connection ID.
l Each user application should also compare the last outbound sequence numbers reported in theLS messages with the expected values. Based on this information, each user should submitRetransmission Request (“RR”) messages for the missing messages.A discrepancy in outbound sequence numbers does not necessarily indicate that businessmessages have been lost. Outbound sequence numbers are incremented for eachacknowledgment message sent from the Primary data center. If no business message was sentout on the corresponding connection ID at the Primary data center before a disaster is declared,the non-business traffic will cause an outbound sequence number discrepancy in the alternateregion. Messages that were not sent out from the Primary data center before a disaster isdeclared will be recovered and sent to the clients after connection is re-established in thealternate region.
l In addition to setting the disaster level in HA messages to 2 and sending TX and LS messages,the Message ID field will be incremented by 100,000. For example, if the last business message
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that is known to have been processed at the Primary data center is assigned message ID06250001234, the next message processed, after recovery, at the out-of-region data center willbe assigned 06250101235.
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5. NSCCNSCC utilizes automated balancing controls to ensure that all trades sent from submitters have beenreceived and processed. These controls include: gap checking in NSCC’s FIX engine (the system whichprocesses exchange trades); gap sequencing in NSCC’s Universal Trade Capture application (“UTC”),which is NSCC’s core trade processing application; and end-of-day balancing through “good night”messages. In the case of a disaster, clients can leverage the UTC Reporting to reconcile tradessubmitted and processed by NSCC before and after the disaster event. UTC validates and reportsclearance activity to clients throughout the day, which members may elect to receive via FIX or MQmessage, or a unified output file. This reporting includes the trade ID and the order ID submitted by theexecuting markets to support reconciliation.
From a trade processing perspective, subsequent to transaction receipt and reporting, transactions areincluded in NSCC’s Consolidated Trade Summary (“CTS”) to identify netting disposition. CTS reportingwill result in processing in the Continuous Net Settlement (“CNS”) or Obligation Warehouse (“OW”)systems. In addition to the trade processing and reporting, NSCC offers Exchange Traded Funds(“ETF") portfolio composition reporting, Corporate, Municipal and UITs (“CMU”) Real-Time-Trade-Matching (“RTTM”) service and Automated Customer Accounts Transfer Service (“ACATS”). Thesystems supporting these services include input and reporting structures, and tools to support clientreconciliation.
In general, application reporting can be resent to customers for certain time period that depends on thereporting type and application settings. Customers can call the DTCC Client Center to request a replay ofthe output if they believe data was not sent or received.
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NSCC Clearing Dashboard OverviewThe Clearing Dashboard (“CLD”) is a landing page that hosts several NSCC web-based products. TheCLD is available from the DTCCWeb Portal (https://portal.dtcc.com).
The CLD supports customer reconciliation in the Consolidated Trade Summary (“CLD”), Continuous NetSettlement (“CNS”), and Exchange Traded Funds (“ETF”) sections.
Figure 5.1 Consolidated Trade Summary ("CTS") Totals Page
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Clearing Dashboard – Consolidated Trade SummaryNSCC participants can use the CTS screens located under the Clearing Dashboard to view and queryCTS information for both current and historical trading activities, by settlement date. The CTS web toolprovides Settlement Date Totals as well as customizable query capabilities for CTS transactions, basedon search filters. The CTS web is updated with new feeds from the Universal Trade Capture applicationfollowing the Same Day Settlement cutoff (11:30 AM EST), completion of the 9:00 PM EST Trade CaptureReporting Cycle, and at the Close-of-Business (after Midnight EST).
Figure 5.2 displays the CTS Totals screen, which can be used to compare against known amounts forvarious aggregations (such as Market).
Figure 5.2 Consolidated Trade Summary (CTS) Totals PageFigure 5.3 displays the CTS Inquiry screen, which can be used to search for transactions using variouscriteria (such as the Settlement Date).
Figure 5.3 CTS Inquiry PageSee the Equities Clearing - Consolidated Trade Summary section on the DTCC Learning Center for moreinformation.
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Clearing Dashboard – Continuous Net SettlementNSCC Participants can use the CNS Positions, Reconciliation and Participant Instructions tabs on theContinuous Net Settlement (“CNS”) web application, which is located on the Clearing Dashboard, formonitoring of their activities and reconciliation of their positions. The applicable functions within these tabsare listed below.
Figure 5.4 CNS Positions Inquiry Page
CNS Positions
Position Inquiry FunctionThe Position Inquiry function under the CNS Positions tab can be used to view snapshots of the currentand historical balances for any DTC-eligible security. Clients can view historical account balances for up totwo years.
Using the Participant ID, CUSIP, and business date as search criteria, the page displays positioninformation across a series of tabs. A brief description of each tab appears below it.
Figure 5.4 and Figure 5.6 display the CNS Positions section, which allows customers to search for specificCNS positions and view search results.
Figure 5.5 CNS Positions Inquiry Page
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Figure 5.6 CNS Position Inquiry – Search Results
Reconciliation
Cash Reconciliation StatementThe Cash Reconciliation Statement screen can be used to view the various cash balance values for agiven Settlement Date.
See the CNS Documentation on the DTCC Learning Center for more information.
Figure 5.7 and Figure 5.8 display the CNS Reconciliation Section, which provides a CNS positionsummary.
Figure 5.7 Cash Reconciliation Statement
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Figure 5.8 Cash Reconciliation Statement -Search Results per Selected Search Values
Participant Instructions
Fully-Paid-For InstructionsThe Fully-Paid-For Instructions screen can be used to search/add/update/delete Fully-Paid-ForInstructions.
Figure 5.9 Fully-Paid-For Instructions Page
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Priority InstructionsThe Priority Instructions screen can be used to search/add/update/delete Priority Instructions.
Figure 5.10 Fully-Paid-For Instructions Page
Exemptions InstructionsThe Exemption Instructions screen can be used to search/add/update/delete Exemption Instructions.
Figure 5.11 Exemptions Instructions Page
See the CNS Documentation on the DTCC Learning Center for more information.
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How to Access ETF Portfolio FilesFollowing the completion of the ETF Portfolio Composition File (“PCF”) Primary Cycle, PCF transmissionscan be verified by accessing the ETF web application within the DTCC Portal and searching for PCFs bytrade date. Supplemental ETFs can be verified at any time via the ETF web screen.
Figure 5.12 Access to the ETF Portfolio FilesSee the Equities Clearing - Exchange Traded Fund section of the DTCC Learning Center for moreinformation.
How to Access SMART/Track for Buy-InsSMART/Track for Buy-ins is a Web-based system that enables automated communication and tracking ofNSCC CNS and non-CNS (for example, NYSE, AMEX, NASD, and NSCC Non-CNS) buy-in notices aswell as Municipal Securities Rulemaking Board (“MSRB”) closeouts. Through the system, participants caneasily create, send, process and track notices throughout its lifecycles. For reconciliation purposes, allnotices are stored and available to view the most recent action.
SMART/Track is used to add Buy-in intents, Buy-in orders, Buy-in executions, and Re-transmittals forCNS and non-CNS failing obligations
SMART/Track for Buy-ins is accessible from MyDTCC athttps://portal.dtcc.org/wpsnew/portal/mainpage.do.
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How to Access SMART/Track for Corporate Actions("CNR")SMART/Track for Corporate Action Liability Notification is a Web-based system that provides automatedcommunication and tracking of corporate action liability notices for securities undergoing a voluntarycorporate action event. Participants can easily create, send, process and track broker-to-broker/bank andCNS liability notices through the service. For reconciliation purposes, all notices are stored and availableto view the most recent action.
SMART/Track is used to submit instructions on CNS long fails for Voluntary Reorg expirations andelections on CNS long fails on the record date for Optional Dividends.
SMART/Track for Corporate Actions is accessible from MyDTCC athttps://portal.dtcc.org/wpsnew/portal/mainpage.do.
How to Access Obligation WarehouseThe Obligation Warehouse service facilitates the matching of broker-to-broker ex-clearing trades. TheObligation Warehouse Search Engine page provides a utility to allow clients to search for obligations orgroups of obligations using various filters (Obligation Status, Submission Date, and so on) to help withreconciliation.
Obligation Warehouse web functionality is available from MyDTCC (https://portal.dtcc.com).
Figure 5.13 Access to the Obligation WarehouseSee the Equities Clearing - Obligation Warehouse section of the DTCC Learning Center for moreinformation.
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How to Access CMU RTTMClients can utilize the options available under the Home Statistics page of the CMU RTTM web toreconcile CMU trades. The Morning Report tab under the Home Statistics page of the CMU RTTMWebprovides clients counts of trades submitted, matched and sent to settlement for the current business day.The Trade Search Engine option allows clients to search for specific or groups of trades using variousfilters (for example, Submission Date and Trade Type).
Figure 5.14 CMU RTTMCMU RTTM is accessible from MyDTCC at https://portal.dtcc.org/wpsnew/portal/mainpage.do.
See the CMU - RTTM®Online Help for more information.
How to Access ACATSThe ACATS system automates and standardizes procedures for the transfer of assets in a customeraccount from one brokerage firm and/or bank to another. In the ACATS portal, customers can search andview ACATS transactions to reconcile with internal records.
ACATS is accessible from MyDTCC at https://portal.dtcc.org/wpsnew/portal/mainpage.do.
Information about the ACATS system is available within the Equities Clearing section of the DTCCLearning Center.
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Definition of Terms 45
6. DEFINITION OF TERMSTable 6.1 provides a definition of terms.
Term Definition
AutoRoute Output software used by DTCC to transmit files externally.
Clearing Dashboard DTCC web portal product that provides Members with acentralized location to access various clearance web screens,including CNS and CTS.
DataTrak Input software used by DTCC for receiving data from externalsources.
File Transfer Protocol ("FTP") A TCP/IP application utility for transferring computer data filesacross networks. Using FTP, you log in to another network siteand then either send or receive files.
MQ The IBMmessaging software product, WebSphere MQ Series.
Network Data Mover ("NDM")/Connect:Direct
A family of data-transfer software products that distributesinformation and manages production activities among multiplemainframes, minicomputers, and personal computers in diverseoperating system environments.
Participant Browser Service ("PBS") A browser-based interface that provides functionalitycomparable to DTCC Participant Terminal System ("PTS").
Settlement Web Primary settlement interface (browser-based)
Table 6.1 Definition of Terms
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MyDTCC Access 46
7. MYDTCC ACCESS
ProductionPortals
Portal Accessin a LOR
Applications Available
portal.dtcc.com
Internet Accessibility
portalr6.dtcc.com l ACATS
l ACATS Transaction Inquiry
l Autoroute and Datatrak Util-ities
l Common Data Transfer Ser-vice (CDTS)
l Continuous Net Settlement(CNS)
l Clearing Fund Management(CFM)
l Client Identifier Cross-Refer-ence
l Commission Billing
l Consolidated Trade Sum-mary (CTS)
l Correspondent Clearing
l Cost Basis
l DTCC Limit Monitoring
l Direct Clearing System
l Easy Pool
l Equity Commission Billing(ECB)
l European Pre-Issuance Mes-saging (EPIM)
l Exchange Traded Funds (ETF)
l Interactive Billing (IBIL)
l Margin Transit Utility
l Obligation Warehouse
l Recaps
l Risk FICC Customer Reporting
l SMART/Track for Buy-Ins
l SMART/Track for CNS Cor-porate Actions
l Self-Service Customer Con-firmation
l Self-Service for Trading Rela-tionships
l Universal Trade Capture (UTC)
login.dtcc.net
SMART:207.45.47.40
SFTI:167.188.134.40
BT: 167.188.47.40
loginr6.dtcc.net
SMART:207.45.47.74
SFTI:167.188.134.74
BT: 167.188.47.172
l Clearing Fund Management
l CMU
l Easy Pool
l NUWS
l FICC GSD RTTM Web
l FICCMBSD RTTMWeb
Table 7.1 MyDTCC Access
DTCC Disaster Recovery Guide
FOR MORE INFORMATIONEmail DTCC Learning at:
or visit us on the web at:
www.dtcclearning.com