Amend the Clearing Agency Operational Risk Management Framework.

Federal Release:
Release No. 34-90626; File Nos. SR-DTC-2020-015; SR-FICC-2020-016; SR-NSCC-2020-019
(December 10, 2020)

Amend the Clearing Agency Liquidity Risk Management Framework.

Federal Release:
Release No. 34-90649; File Nos. SR-DTC-2020-018; SR-FICC-2020-018; SR-NSCC-2020-021
(December 11, 2020)

Include Same-Day Settling Trades in the Risk Management, Novation, Guarantee, and Settlement Services of the Government Securities Division’s Delivery-Versus-Payment Service, and Make Other Changes.

Include Same-Day Settling Trades in the Risk Management, Novation, Guarantee, and Settlement Services of the Government Securities Division’s Delivery-Versus-Payment Service, and Make Other Changes.

Federal Release:
Release No. 34-90948; File No. SR-FICC-2020-015
(January 19, 2021)

Modify the Clearance Maintenance Fee, Reduce the End of Day Position Fee of the Government Securities Division, and Describe the Current Rebate Policy

Amendment No. 1 to SR-FICC-2020-014

Federal Release:
Release No. 34-90544; File No. SR-FICC-2020-014
(December 1, 2020)

Amend the Government Securities Division Rulebook to Add a Pre-payment Assessment and Certain Credits in Connection with a New Service, Which Has Not Yet Been Proposed for and Would Be Subject to Regulatory Approval.

Amend the Government Securities Division Rulebook to Clarify Which Funds-Only Settlement Payments and Underlying Marks Are Applicable to Certain Transactions, and Make Other Changes.

Federal Release:
Release No. 34-90322; File No. SR-FICC-2020-012
(November 3, 2020 )

Clarify the Government Securities Division Schedule of Timeframes and Schedule of GCF Repo(®) Timeframes and Make Other Changes.

Federal Release:
Release No. 34-89631; File No. SR-FICC-2020-011
(August 21, 2020)

Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges.

Amendment No. 1 to SR-FICC-2020-802
Amendment No. 2 to SR-FICC-2020-802

Federal Release:
Release No. 34-90033; File No. SR-FICC-2020-802
(September 28, 2020)

Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges.

Amendment No. 1 to FICC-2020-009
Amendment No. 2 to FICC-2020-009

Federal Release:
Release No. 34-90182; File No. SR-FICC-2020-009
(October 14, 2020)