Use the links below to access specific documentation or specific information.

Fee Schedule | RTTM | Participant Documentation | Cross-Margining | System Specifications | Frequently Asked Questions

Fee Schedule

• Fee Schedule

 Back to top

RTTM

• FICC Contact List User Guide (Acrobat .pdf, 934KB, Updated 08/2016)
• GSD RTTM WFE User Guide (Acrobat .pdf, 8.02 MB, Updated 12/2008)
• Participant Interactive Messaging for GSD Netting Output (Version 1.1) (Acrobat .pdf, 5.4MB, Updated 07/2006)
• Specifications for Real-time Comparison Input and Output (Version 3.0) (Acrobat .pdf, 5.51MB, Updated 09/2016)

 Back to top

Participant Documentation

• CFM Quick Reference Guide (Acrobat .pdf, 921KB, Updated 05/2018)
• Annual CCLF Test Informational Guide (Acrobat .pdf, 382KB, Updated 8/2019)

 Back to top

Cross-Margining

• CME-FICC Affiliated Member Participant Agreement (Acrobat .pdf, 70KB, Updated 01/2004)
• CME-FICC Common Member Participant Agreement (Acrobat .pdf, 70KB, Updated 01/2004)
• TCC-FICC Affiliated Member Participant Agreement (Acrobat .pdf, 19KB, Updated 01/2004)
• TCC-FICC Common Member Participant Agreement (Acrobat .pdf, 19KB, Updated 01/2004)
• Cross-Margining Service Bulletin (Acrobat .pdf, 135KB, Updated 01/2004)

 Back to top

System Specifications

• GSD Portfolio VaR CUSIP Detail MRO Format v7.0 (Acrobat .pdf, 163KB, Updated 07/2018)
• GSD Clearing Fund Summary MRO Format v2.1 (Acrobat .pdf, 183KB, Updated 07/2018)
• GCF Comparison and NET MRO and Print Image Output Format (Acrobat .pdf, 817KB, Updated 10/2013)
• GSD Batch Input formats for 240 byte records (Acrobat .pdf, 112KB, Updated 03/2012)
• GSD Comparison MRO formats for 240 byte records (file 1017) (Acrobat .pdf, 280KB, Updated 03/2012)
• GSD Netting MRO formats- Intraday- for 240 byte records (file 1018) (Acrobat .pdf, 92KB, Updated 03/2012)
• GSD Netting MRO formats- End of Day- for 240 byte records(file 1019) (Acrobat .pdf, 373KB, Updated 10/2013)
• GSD Netting and Comparison Batch Header Trailer Specification for SWIFT Input and Output – Variable length records (file 1016) (Acrobat .pdf, 148KB, Updated 03/2012)

 Back to top

Frequently Asked Questions (FAQs)

• Frequently Asked Questions – Floating Rate Notes (Acrobat . pdf, Updated 11/13)

 Back to top