Helix MBS Allocator

Helix MBS Allocator is a real-time application that fully automates the Fixed Income MBS Allocation Desk and Computer-to-Computer Interface (CTCI) to the MBSCC Electronic Pool Notification (EPN) system. MBS Allocator has functionality for:

  1. automatically selecting inventory based on user-defined fields;
  2. auto-filling fields like MBS factor, indicating the valid range for the current face of MBS pools; and
  3. simplifying data entry by allowing users to enter abbreviations for quantities and counterparty names.

Along with the convenience of automation, MBS Allocator also provides a powerful and easy to use interface for manual entry and changes. Specifically:

  1. market prices can be adjusted;
  2. PSA rules and holiday calendars can be customized; and
  3. allocations can be rolled-back to previous time periods.

With Helix’s EPN Connector software, MBS Allocator gives you full control of your Mortgage pool business.

  • Supported Trade Types

    • TBA Buy
    • TBA Sell

  • Supported Transaction Types

    • TBA and Pool Forward
    • Skip Day and Same Day Buys and Sells
    • TBA Modification and Cancels/Corrects
    • Pool Assignment from other firms (via EPN)


Real-Time Screens

  1. Pool Inventory

    Real-time listing of all positions by MBS Pool.

    (click for Pool Inventory screenshot)
  2. TBA Trade Blotter

    A real-time blotter of all TBAs booked in the system.

    (click for TBA Blotter screenshot)
  3. EPN Messages

    A listing of all messages sent to or received from the Electronic Pool Notification (EPN) system.

    (click for screenshot)