Report Card March 2013 DTCC Non Confidential White Agent Report Card 2 DTCC Non Confidential White This report highlights the performance of the top agents responsible for the processing ID: 589513
Download Presentation The PPT/PDF document "Agent" is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.
Slide1
Agent
Report Card
March 2013
DTCC Non Confidential (White)Slide2
Agent Report Card
2DTCC Non Confidential (White)
This
report highlights the performance of the top
agents responsible for the processing of CMO/ABS securities in two specific areas of concern: 1) The unavailability of timely rate information. 2) Inaccurate rate information that requires amendment and therefore post
payable date adjustments to DTC’s participants.The impact of each agent on last month’s performance is reflected in bar charts showing “late/amended” information.
In
addition, the top three agents with the best record in each category have been highlighted in
Green.Slide3
Agent Report Card - Rankings
3DTCC Non Confidential (White)Slide4
Conforming Late Rates
CMO/ABS Payable on the 15th and 25th
4
DTCC Confidential (Yellow)
DTCC Non Confidential (White)
Rates open at COB on P/D –1
As a percentage of an agent’s total rates
3.14
3.24
4.39
4.58
6.00Slide5
All Late Rates
CMO/ABS Payable on the 15th and the 25th
5
DTCC Confidential (Yellow)
After 3:00 p.m. EST on payable date and subsequent days
As a percentage of an agent’s total Rates
DTCC
Non Confidential (White)
4.12
4.49
4.54
6.00
6.00Slide6
All Amended Rates
CMO/ABS
6
DTCC Confidential (Yellow)
As a percentage of an agent’s total rates
DTCC
Non Confidential (White)
3.66
4.01
4.52
4.56
4.64Slide7
All Amended Rates
CMO/ABS
7
30 days+ after payable date
As a percentage of an agent’s total amended rates
DTCC
Non Confidential (White)Slide8
Monthly Sigma Versus Targets
Conforming Structured Securities - Payable 15/25
8
DTCC Non Confidential (White)
Open rates at COB on P/D-1Slide9
Monthly Sigma Versus Targets
All Structured Securities – Payable 15/25
9
DTCC Non Confidential (White)
Rates Received after 3:00pm on P/DSlide10
Monthly Sigma Versus Targets
All Structured Securities – Amended Rates10
DTCC Non Confidential (White)
As
a percentage of Total RatesSlide11
Conforming Late Rates
CMO/ABS All Payable Date excluding the 15th and 25th
11
DTCC Confidential (Yellow)
DTCC Non Confidential (White)
Rates open at COB on P/D –1
As a percentage of an agent’s total rates
1.84
2.00
2.32
2.87
3.67Slide12
All Late Rates
CMO/ABS Excluding Payable on the 15th and the 25th
12
DTCC Confidential (Yellow)
After 3:00 p.m. EST on payable date and subsequent days
As a percentage of an agent’s total Rates
DTCC
Non Confidential (White)
3.25
3.39
3.90
3.93
6.00