GOV

FICC Independence Day Holiday Schedule

Thu, 04 Jun 2026 00:00:00 -0500

FICC Independence Day Holiday Schedule

Notice: GOV2171-26

Summary:

Holiday Important Notices are intended to provide clients notice of DTCC’s U.S. holiday observance and how it will impact Clearing and Settlement services, depending on exchange and bank closures.

Delete Sponsored Member

Wed, 03 Jun 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2170-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Sponsoring Member of the Government Securities Division of FICC: Bank of America, National Association / Omnibus – GSD #9859

Wed, 03 Jun 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: Bank of America, National Association / Omnibus – GSD #9859

Notice: GOV2169-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Agent Clearing Member of the Government Securities Division of FICC: ABN AMRO Securities (USA) LLC/ACM Omnibus – GSD Member #94DF

Mon, 01 Jun 2026 00:00:00 -0500

New Agent Clearing Member of the Government Securities Division of FICC: ABN AMRO Securities (USA) LLC/ACM Omnibus – GSD Member #94DF

Notice: GOV2168-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Delete Sponsored Member

Tue, 26 May 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2166-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Delete Sponsored Member

Tue, 26 May 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2165-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Delete Sponsored Member

Thu, 21 May 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2163-26

Summary:

"Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here."

Delete Sponsored Member

Thu, 21 May 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2164-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

FICC Juneteenth National Independence Day Holiday Schedule

Wed, 20 May 2026 00:00:00 -0500

FICC Juneteenth National Independence Day Holiday Schedule

Notice: GOV2161-26

Summary:

Holiday Important Notices are intended to provide clients notice of DTCC’s U.S. holiday observance and how it will impact Clearing and Settlement services, depending on exchange and bank closures.

Agent Clearing Member of the Government Securities Division of FICC: RBC Capital Markets LLC/ACM Omnibus - GSD Member #9422
- Revised

Tue, 19 May 2026 00:00:00 -0500

Agent Clearing Member of the Government Securities Division of FICC: RBC Capital Markets LLC/ACM Omnibus - GSD Member #9422
- Revised

Notice: GOV2162-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Delete Sponsored Member

Mon, 18 May 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2160-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Implementation of Rule Changes to Remove the Activity Limit from the GSD Rules

Fri, 15 May 2026 00:00:00 -0500

Implementation of Rule Changes to Remove the Activity Limit from the GSD Rules

Notice: GOV2158-26

Summary:

Implementation of Rule Changes to Remove the Activity Limit from the GSD Rules

New Participant in the Netting System of the Government Securities Division of FICC: Mesirow Financial, Inc – GSD #9870

Wed, 13 May 2026 00:00:00 -0500

New Participant in the Netting System of the Government Securities Division of FICC: Mesirow Financial, Inc – GSD #9870

Notice: GOV2159-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Sponsoring Member of the Government Securities Division of FICC: TD Securities (USA) LLC / Omnibus – GSD #9392

Wed, 06 May 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: TD Securities (USA) LLC / Omnibus – GSD #9392

Notice: GOV2157-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Tue, 28 Apr 2026 00:00:00 -0500

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Notice: GOV2156-26

Summary:

FICC Memorial Day Holiday Schedule

Thu, 23 Apr 2026 00:00:00 -0500

FICC Memorial Day Holiday Schedule

Notice: GOV2154-26

Summary:

Holiday Important Notices are intended to provide clients notice of DTCC’s U.S. holiday observance and how it will impact Clearing and Settlement services, depending on exchange and bank closures.

New Sponsoring Member of the Government Securities Division of FICC: Nomura Securities International, Inc./Omnibus CiL– GSD #94DK

Tue, 21 Apr 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: Nomura Securities International, Inc./Omnibus CiL– GSD #94DK

Notice: GOV2153-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Delete Sponsored Member

Mon, 20 Apr 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2152-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Implementation Date: April 30, 2026 – End-User Cross-Margining Enhancement / Third Amended and Restated Cross-Margining Agreement between FICC and CME and Related GSD Rules

Thu, 16 Apr 2026 00:00:00 -0500

Implementation Date: April 30, 2026 – End-User Cross-Margining Enhancement / Third Amended and Restated Cross-Margining Agreement between FICC and CME and Related GSD Rules

Notice: GOV2151-26

Summary:

Implementation Date: April 30, 2026 – End-User Cross-Margining Enhancement / Third Amended and Restated Cross-Margining Agreement between FICC and CME and Related GSD Rules

REMINDER: Capped Contingency Liquidity Facility Test – April 2026

Tue, 14 Apr 2026 00:00:00 -0500

REMINDER: Capped Contingency Liquidity Facility Test – April 2026

Notice: GOV2150-26

Summary:

FICC will conduct its mandatory annual Capped Contingency Liquidity Facility (CCLF®) test for MBSD Clearing Members and GSD Netting Members during the week of April 20, 2026. Members should ensure designated CCLF contacts are up to date and that appropriate access to RTTM® Web and the modernized FICC Report Center is in place ahead of the test.

Delete Sponsored Member

Mon, 13 Apr 2026 00:00:00 -0500

Delete Sponsored Member

Notice: GOV2149-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Sponsoring Member of the Government Securities Division of FICC: Citigroup Global Markets, Inc./Omnibus CIL – GSD #9882

Fri, 10 Apr 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: Citigroup Global Markets, Inc./Omnibus CIL – GSD #9882

Notice: GOV2140-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Sponsoring Member of the Government Securities Division of FICC: DV Securities, LLC/Omnibus Non-Seg – GSD #9378

Fri, 10 Apr 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: DV Securities, LLC/Omnibus Non-Seg – GSD #9378

Notice: GOV2148-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Sponsoring Member of the Government Securities Division of FICC: Banco Bilbao Vizcaya Argentaria, S.A./Omnibus – GSD #9732

Thu, 09 Apr 2026 00:00:00 -0500

New Sponsoring Member of the Government Securities Division of FICC: Banco Bilbao Vizcaya Argentaria, S.A./Omnibus – GSD #9732

Notice: GOV2147-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Agent Clearing Member of the Government Securities Division of FICC: Buckler Securities LLC/ACM Omnibus – GSD Member #94CG

Thu, 09 Apr 2026 00:00:00 -0500

New Agent Clearing Member of the Government Securities Division of FICC: Buckler Securities LLC/ACM Omnibus – GSD Member #94CG

Notice: GOV2146-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

New Participant in the Netting System of the Government Securities Division of FICC: Hilltop Securities Inc. – GSD #9687

Wed, 08 Apr 2026 00:00:00 -0500

New Participant in the Netting System of the Government Securities Division of FICC: Hilltop Securities Inc. – GSD #9687

Notice: GOV2145-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Volatility Event Charge Events

Fri, 27 Mar 2026 00:00:00 -0500

Volatility Event Charge Events

Notice: GOV2139-26

Summary:

Volatility Event Charge Events

New Participant in the Netting System of the Government Securities Division of FICC: BOKF NA Portfolio – GSD #9029

Wed, 25 Mar 2026 00:00:00 -0500

New Participant in the Netting System of the Government Securities Division of FICC: BOKF NA Portfolio – GSD #9029

Notice: GOV2143-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Volatility Event Charge Events

Mon, 23 Mar 2026 00:00:00 -0500

Volatility Event Charge Events

Notice: GOV2139-26

Summary:

Volatility Event Charge Events

Implementation of Enhanced Correlation Calculation for Bond Haircut Models at GSD

Wed, 18 Mar 2026 00:00:00 -0500

Implementation of Enhanced Correlation Calculation for Bond Haircut Models at GSD

Notice: GOV2134-26

Summary:

Announcement of implementation of Enhanced Correlation Calculation for Bond Haircut Models at GSD on April 2, 2026

Submission of Rule Filing SR-FICC-2026-006 – Make Corrections, Clarifications and Certain Other Changes to the GSD Rules, MBSD Rules, and EPN Rules

Tue, 17 Mar 2026 00:00:00 -0500

Submission of Rule Filing SR-FICC-2026-006 – Make Corrections, Clarifications and Certain Other Changes to the GSD Rules, MBSD Rules, and EPN Rules

Notice: GOV2136-26

Summary:

Submission of Rule Filing SR-FICC-2026-006 – Make Corrections, Clarifications and Certain Other Changes to the GSD Rules, MBSD Rules, and EPN Rules

New Participant in the Netting System of the Government Securities Division of FICC: KeyBank National Association – GSD #9405

Mon, 16 Mar 2026 00:00:00 -0500

New Participant in the Netting System of the Government Securities Division of FICC: KeyBank National Association – GSD #9405

Notice: GOV2133-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Submission of Rule Filing SR-FICC-2026-005 – Establish Implementation Timeframe for Enhancement of Correlation Calculation for Bond Haircut Models

Fri, 13 Mar 2026 00:00:00 -0500

Submission of Rule Filing SR-FICC-2026-005 – Establish Implementation Timeframe for Enhancement of Correlation Calculation for Bond Haircut Models

Notice: GOV2135-26

Summary:

Submission of Rule Filing SR-FICC-2026-005 – Establish Implementation Timeframe for Enhancement of Correlation Calculation for Bond Haircut Models

Delete Sponsored Member

Thu, 05 Mar 2026 00:00:00 -0600

Delete Sponsored Member

Notice: GOV2132-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Action Required: OOB Management Upgrade for SMART

Tue, 03 Mar 2026 00:00:00 -0600

Action Required: OOB Management Upgrade for SMART

Notice: GOV2129-26

Summary:

Informs Members / clients who use the SMART network for connectivity of the roll-out of a modernized Out-of-Band Management Solution; asks Members / clients to confirm the contact details for installing the new devices

FICC Good Friday Holiday Schedule

Tue, 03 Mar 2026 00:00:00 -0600

FICC Good Friday Holiday Schedule

Notice: GOV2130-26

Summary:

The Government Securities Division (“GSD”) of the Fixed Income Clearing Corporation (“FICC”) will be closed Friday, April 3, 2026, in observance of Good Friday.

Submission of Rule Filing SR-FICC-2026-801 – Raise Prefunded Default Liquidity Through the Commercial Paper Program

Thu, 26 Feb 2026 00:00:00 -0600

Submission of Rule Filing SR-FICC-2026-801 – Raise Prefunded Default Liquidity Through the Commercial Paper Program

Notice: GOV2128-26

Summary:

Submission of Rule Filing SR-FICC-2026-801 – Raise Prefunded Default Liquidity Through the Commercial Paper Program

Submission of Rule Filing SR-FICC-2026-004 – Amend the Clearing Agency Stress Testing Framework

Wed, 25 Feb 2026 00:00:00 -0600

Submission of Rule Filing SR-FICC-2026-004 – Amend the Clearing Agency Stress Testing Framework

Notice: GOV2127-26

Summary:

Submission of Rule Filing SR-FICC-2026-004 – Amend the Clearing Agency Stress Testing Framework

Delete Sponsored Member

Mon, 23 Feb 2026 00:00:00 -0600

Delete Sponsored Member

Notice: GOV2126-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Settlement Activity Monitoring Reminder

Fri, 20 Feb 2026 00:00:00 -0600

Settlement Activity Monitoring Reminder

Notice: GOV2121-26

Summary:

FICC is sending this reminder to reiterate to GSD Netting Members to actively monitor settlement activity across all trading desks and notify FICC in advance of anticipated material changes that may generate a liquidity need. FICC observed a new peak liquidity need from a lack of timely notification regarding a one-time event change in settlement activity.

Delete Sponsored Member

Fri, 20 Feb 2026 00:00:00 -0600

Delete Sponsored Member

Notice: GOV2125-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here

Delete Sponsored Member

Fri, 20 Feb 2026 00:00:00 -0600

Delete Sponsored Member

Notice: GOV2124-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

Capped Contingency Liquidity Facility Test – April 2026

Fri, 20 Feb 2026 00:00:00 -0600

Capped Contingency Liquidity Facility Test – April 2026

Notice: GOV2123-26

Summary:

REMINDER: Action Required for FICC Report Center Modernization

Wed, 18 Feb 2026 00:00:00 -0600

REMINDER: Action Required for FICC Report Center Modernization

Notice: GOV2122-26

Summary:

To avoid fines and any interruptions in Report Center access, it is imperative that all FICC-GSD Members complete testing and migrate to the modernized FICC Report Center application without delay.

Delete Sponsored Member

Wed, 11 Feb 2026 00:00:00 -0600

Delete Sponsored Member

Notice: GOV2120-26

Summary:

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here

Submission of Rule Filing SR-FICC-2026-003 – Remove the Activity Limit from the GSD Rules

Thu, 29 Jan 2026 00:00:00 -0600

Submission of Rule Filing SR-FICC-2026-003 – Remove the Activity Limit from the GSD Rules

Notice: GOV2119-26

Summary:

Submission of Rule Filing SR-FICC-2026-003 – Remove the Activity Limit from the GSD Rules

Submission of Rule Filing SR-FICC-2026-002 – Enhance the Correlation Calculation for Bond Haircut Models and Make Other Changes

Tue, 27 Jan 2026 00:00:00 -0600

Submission of Rule Filing SR-FICC-2026-002 – Enhance the Correlation Calculation for Bond Haircut Models and Make Other Changes

Notice: GOV2118-26

Summary:

Submission of Rule Filing SR-FICC-2026-002 – Enhance the Correlation Calculation for Bond Haircut Models and Make Other Changes

GOV

FICC Independence Day Holiday Schedule

Delete Sponsored Member

New Sponsoring Member of the Government Securities Division of FICC: Bank of America, National Association / Omnibus – GSD #9859

New Agent Clearing Member of the Government Securities Division of FICC: ABN AMRO Securities (USA) LLC/ACM Omnibus – GSD Member #94DF

Delete Sponsored Member

Delete Sponsored Member

Delete Sponsored Member

Delete Sponsored Member

FICC Juneteenth National Independence Day Holiday Schedule

Agent Clearing Member of the Government Securities Division of FICC: RBC Capital Markets LLC/ACM Omnibus - GSD Member #9422- Revised

Delete Sponsored Member

Implementation of Rule Changes to Remove the Activity Limit from the GSD Rules

New Participant in the Netting System of the Government Securities Division of FICC: Mesirow Financial, Inc – GSD #9870

New Sponsoring Member of the Government Securities Division of FICC: TD Securities (USA) LLC / Omnibus – GSD #9392

Sponsored Member - Name Change

Updates/changes impacting DTCC Participant(s)/Member(s) and/or Sponsored Member(s) noted here.

FICC Memorial Day Holiday Schedule

New Sponsoring Member of the Government Securities Division of FICC: Nomura Securities International, Inc./Omnibus CiL– GSD #94DK

Delete Sponsored Member

Implementation Date: April 30, 2026 – End-User Cross-Margining Enhancement / Third Amended and Restated Cross-Margining Agreement between FICC and CME and Related GSD Rules

REMINDER: Capped Contingency Liquidity Facility Test – April 2026

Delete Sponsored Member

New Sponsoring Member of the Government Securities Division of FICC: Citigroup Global Markets, Inc./Omnibus CIL – GSD #9882

New Sponsoring Member of the Government Securities Division of FICC: DV Securities, LLC/Omnibus Non-Seg – GSD #9378

New Sponsoring Member of the Government Securities Division of FICC: Banco Bilbao Vizcaya Argentaria, S.A./Omnibus – GSD #9732

New Agent Clearing Member of the Government Securities Division of FICC: Buckler Securities LLC/ACM Omnibus – GSD Member #94CG

New Participant in the Netting System of the Government Securities Division of FICC: Hilltop Securities Inc. – GSD #9687

Volatility Event Charge Events

New Participant in the Netting System of the Government Securities Division of FICC: BOKF NA Portfolio – GSD #9029

Volatility Event Charge Events

Implementation of Enhanced Correlation Calculation for Bond Haircut Models at GSD

Sponsored Member - Name Change

Submission of Rule Filing SR-FICC-2026-006 – Make Corrections, Clarifications and Certain Other Changes to the GSD Rules, MBSD Rules, and EPN Rules

New Participant in the Netting System of the Government Securities Division of FICC: KeyBank National Association – GSD #9405

Submission of Rule Filing SR-FICC-2026-005 – Establish Implementation Timeframe for Enhancement of Correlation Calculation for Bond Haircut Models

Delete Sponsored Member

Sponsored Member - Name Change

Action Required: OOB Management Upgrade for SMART

FICC Good Friday Holiday Schedule

Submission of Rule Filing SR-FICC-2026-801 – Raise Prefunded Default Liquidity Through the Commercial Paper Program

Submission of Rule Filing SR-FICC-2026-004 – Amend the Clearing Agency Stress Testing Framework

Delete Sponsored Member

Settlement Activity Monitoring Reminder

Delete Sponsored Member

Delete Sponsored Member

Capped Contingency Liquidity Facility Test – April 2026

REMINDER: Action Required for FICC Report Center Modernization

Delete Sponsored Member

Submission of Rule Filing SR-FICC-2026-003 – Remove the Activity Limit from the GSD Rules

Submission of Rule Filing SR-FICC-2026-002 – Enhance the Correlation Calculation for Bond Haircut Models and Make Other Changes

Agent Clearing Member of the Government Securities Division of FICC: RBC Capital Markets LLC/ACM Omnibus - GSD Member #9422
- Revised