MBS

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: MBS1559-26

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.

2026 EPN Sub-Accounts Addition

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

2026 EPN Sub-Accounts Addition

Notice: MBS1558-26

Summary:

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

Citadel Global Fixed Income Master Fund II Ltd. [CITH] – Activation

Tue, 31 Mar 2026 00:00:00 -0500

Citadel Global Fixed Income Master Fund II Ltd. [CITH] – Activation

Notice: MBS1553-26

Summary:

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

Federal Home Loan Mortgage Corp [FTRD] – Activation

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

Federal Home Loan Mortgage Corp [FTRD] – Activation

Notice: MBS1556-26

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: MBS1557-26

Summary:

Volatility Event Charge Events

J.P. Morgan Securities LLC [JXAL, JXAM, JXAN] – Activation

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

J.P. Morgan Securities LLC [JXAL, JXAM, JXAN] – Activation

Notice: MBS1555-26

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: MBS1552-26

Summary:

Volatility Event Charge Events

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: MBS1550-26

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

2026 EPN Sub-Accounts Addition

Wed, 11 Mar 2026 00:00:00 -0500

2026 EPN Sub-Accounts Addition

Notice: MBS1549-26

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: MBS1547-26

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: MBS1548-26

Summary:

The Mortgage-Backed Securities Division (“MBSD”) 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: MBS1546-26

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: MBS1544-26

Summary:

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

J.P. Morgan Securities LLC [JFAV] - Final Retire

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

J.P. Morgan Securities LLC [JFAV] - Final Retire

Notice: MBS1545-26

Summary:

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

MBSD Capped Contingency Liquidity Facility® (CCLF®) – Change to the Bank Cap Capital Factor and Bank Cap Reset date.

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

MBSD Capped Contingency Liquidity Facility® (CCLF®) – Change to the Bank Cap Capital Factor and Bank Cap Reset date.

Notice: MBS1543-26

Summary:

The Mortgage-Backed Securities Division (“MBSD”) of the Fixed Income Clearing Corporation (“FICC”) is providing notice to its Clearing Members that it will perform an ad hoc reset of the Capped Contingency Liquidity Facility® (“CCLF ®”) to align the total facility with historical facility sizes adjusted for current market conditions.

Capped Contingency Liquidity Facility Test – April 2026

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

Capped Contingency Liquidity Facility Test – April 2026

Notice: MBS1542-26

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: MBS1541-26

Summary:

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

J.P. Morgan Securities LLC [JFAV] - Intent to Retire

Tue, 17 Feb 2026 00:00:00 -0600

J.P. Morgan Securities LLC [JFAV] - Intent to Retire

Notice: MBS1540-26

Summary:

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

2026 EPN Sub-Accounts Addition

Tue, 10 Feb 2026 00:00:00 -0600

2026 EPN Sub-Accounts Addition

Notice: MBS1539-26

Summary:

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

J.P. Morgan Securities LLC [JSHG] - Final Retire

Fri, 06 Feb 2026 00:00:00 -0600

J.P. Morgan Securities LLC [JSHG] - Final Retire

Notice: MBS1538-26

Summary:

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

J.P. Morgan Securities LLC [JXAI, JXAJ, JXAK] – Activation

Wed, 28 Jan 2026 00:00:00 -0600

J.P. Morgan Securities LLC [JXAI, JXAJ, JXAK] – Activation

Notice: MBS1537-26

Summary:

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

Deadline to Apply MQ Encryption Standards – FICC MBSD Secure Connections

Mon, 26 Jan 2026 00:00:00 -0600

Deadline to Apply MQ Encryption Standards – FICC MBSD Secure Connections

Notice: MBS1533-26

Summary:

Members must implement the IBM MQ encryption requirements detailed in the Important Notice to ensure compliance

CREF Social Choice Account [CSOC] – Name Change

Mon, 26 Jan 2026 00:00:00 -0600

CREF Social Choice Account [CSOC] – Name Change

Notice: MBS1536-26

Summary:

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

FICC Presidents’ Day Holiday Schedule

Mon, 26 Jan 2026 00:00:00 -0600

FICC Presidents’ Day Holiday Schedule

Notice: MBS1532-26

Summary:

FICC Presidents’ Day Holiday Schedule

J.P. Morgan Securities LLC [JSHG] - Intent to Retire

Fri, 23 Jan 2026 00:00:00 -0600

J.P. Morgan Securities LLC [JSHG] - Intent to Retire

Notice: MBS1535-26

Summary:

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

Manulife Asset Management (US) LLC [MANU] - Final Retire

Wed, 21 Jan 2026 00:00:00 -0600

Manulife Asset Management (US) LLC [MANU] - Final Retire

Notice: MBS1534-26

Summary:

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

FICC Information for the Confirmation of a Cybersecurity Program /
Compliance to Rule File: SR-FICC-2019-005

Thu, 15 Jan 2026 00:00:00 -0600

FICC Information for the Confirmation of a Cybersecurity Program /
Compliance to Rule File: SR-FICC-2019-005

Notice: MBS1523-25

Summary:

FICC Members are required to complete and sign DTCC's Cybersecurity Confirmation in compliance to Rule File SR-FICC-2019-005. The designated Control Officer will receive the Confirmation on January 22, 2026, and have 180 days to complete it electronically via DocuSign.

UPDATE: FICC Report Center Web Application Modernization

Wed, 14 Jan 2026 00:00:00 -0600

UPDATE: FICC Report Center Web Application Modernization

Notice: MBS1531-26

Summary:

The Fixed Income Clearing Corporation (“FICC”) has extended the deadlines for Government Securities Division (“GSD”) Members and Mortgage Backed Securities Division (“MBSD”) Members to migrate to the modernized FICC Report Center. Members must now confirm access by March 13, 2026 (previously January 16, 2026), and the legacy application will be decommissioned on March 27, 2026 (previously January 30, 2026). Members should complete UAT, verify access to the new URLs, and notify the FICC Integration team to avoid service interruptions or fines. Migration steps, support contacts, and access information for the FICC Member Network Connectivity Options for RTTM Web guide are included in the notice.

2026 EPN Sub-Accounts Addition

Fri, 09 Jan 2026 00:00:00 -0600

2026 EPN Sub-Accounts Addition

Notice: MBS1530-26

Summary:

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

Volatility Event Charge Events

Wed, 31 Dec 2025 00:00:00 -0600

Volatility Event Charge Events

Notice: MBS1527-25

Summary:

Volatility Event Charge Events

Citadel Global Fixed Income Master Fund Ltd. [CITF & CITG] – Activation

Tue, 30 Dec 2025 00:00:00 -0600

Citadel Global Fixed Income Master Fund Ltd. [CITF & CITG] – Activation

Notice: MBS1529-25

Summary:

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

J.P. Morgan Securities LLC [JTAH] - Final Retire

Mon, 29 Dec 2025 00:00:00 -0600

J.P. Morgan Securities LLC [JTAH] - Final Retire

Notice: MBS1528-25

Summary:

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

Nominations to the Board of Directors of The Depository Trust & Clearing Corporation

Thu, 18 Dec 2025 00:00:00 -0600

Nominations to the Board of Directors of The Depository Trust & Clearing Corporation

Notice: MBS1524-25

Summary:

Documents provide information on nominating individuals to the DTCC Board of Directors.

FICC Martin Luther King, Jr. Holiday Schedule

Thu, 18 Dec 2025 00:00:00 -0600

FICC Martin Luther King, Jr. Holiday Schedule

Notice: MBS1522-25

Summary:

FICC Martin Luther King, Jr. Holiday Schedule

FICC Anticipated 2026 Holiday Schedule

Thu, 18 Dec 2025 00:00:00 -0600

FICC Anticipated 2026 Holiday Schedule

Notice: MBS1518-25

Summary:

FICC Anticipated 2026 Holiday Schedule

J.P. Morgan Securities LLC [JTAH] - Intent to Retire

Thu, 18 Dec 2025 00:00:00 -0600

J.P. Morgan Securities LLC [JTAH] - Intent to Retire

Notice: MBS1526-25

Summary:

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

Brandywine Global Investment Management, LLC [BWGI] - Final Retire

Tue, 16 Dec 2025 00:00:00 -0600

Brandywine Global Investment Management, LLC [BWGI] - Final Retire

Notice: MBS1525-25

Summary:

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

Capped Contingency Liquidity Facility (“CCLF”) Reset Reminder

Fri, 12 Dec 2025 00:00:00 -0600

Capped Contingency Liquidity Facility (“CCLF”) Reset Reminder

Notice: MBS1521-25

Summary:

The Mortgage-Backed Securities Division (“MBSD”) of Fixed Income Clearing Corporation (“FICC”) will reset the Defined Capped Liquidity Amount (“CCLF Cap”) for all Clearing Members that selected Option 1 or 2 on the Officer’s Certificate. The reset will be effective January 2, 2026.

2025 EPN Sub-Accounts Addition

Thu, 11 Dec 2025 00:00:00 -0600

2025 EPN Sub-Accounts Addition

Notice: MBS1519-25

Summary:

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

TMPG Fails Charges

Wed, 10 Dec 2025 00:00:00 -0600

TMPG Fails Charges

Notice: MBS1520-25

Summary:

The Federal Reserve Bank's announcement of a 25 basis point decrease in the Fed Funds Rate will not affect the TMPG Fail Charge processing and Settlement Obligations will continue to be charged at the TMPG floor rate.

FICC Proposed Rule Change – Implementation of Updates to the Clearing Agency Securities Valuation Framework to Include Use of Substantive Inputs (SR-FICC-2025-009)

Mon, 08 Dec 2025 00:00:00 -0600

FICC Proposed Rule Change – Implementation of Updates to the Clearing Agency Securities Valuation Framework to Include Use of Substantive Inputs (SR-FICC-2025-009)

Notice: MBS1517-25

Summary:

FICC Proposed Rule Change – Implementation of Updates to the Clearing Agency Securities Valuation Framework to Include Use of Substantive Inputs (SR-FICC-2025-009)

Submission of Rule Filing SR-FICC-2025-024 – Make Amendments to the GSD Rules and the MBSD Rules to Modify Certain Fees

Fri, 05 Dec 2025 00:00:00 -0600

Submission of Rule Filing SR-FICC-2025-024 – Make Amendments to the GSD Rules and the MBSD Rules to Modify Certain Fees

Notice: MBS1516-25

Summary:

Submission of Rule Filing SR-FICC-2025-024 – Make Amendments to the GSD Rules and the MBSD Rules to Modify Certain Fees

Volatility Event Charge Events

Wed, 26 Nov 2025 00:00:00 -0600

Volatility Event Charge Events

Notice: MBS1514-25

Summary:

Volatility Event Charge Events Updates

J.P. Morgan Securities LLC [JXAC, JXAD, JXAE, JXAF, JXAG, JXAH] – Activation

Tue, 25 Nov 2025 00:00:00 -0600

J.P. Morgan Securities LLC [JXAC, JXAD, JXAE, JXAF, JXAG, JXAH] – Activation

Notice: MBS1513-25

Summary:

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

Submission of Rule Filing SR-FICC-2025-023 – Annual Testing of the Recovery and Wind-down Plan

Tue, 25 Nov 2025 00:00:00 -0600

Submission of Rule Filing SR-FICC-2025-023 – Annual Testing of the Recovery and Wind-down Plan

Notice: MBS1515-25

Summary:

Submission of Rule Filing SR-FICC-2025-023 – Annual Testing of the Recovery and Wind-down Plan

FICC Christmas Day Holiday Schedule

Mon, 24 Nov 2025 00:00:00 -0600

FICC Christmas Day Holiday Schedule

Notice: MBS1511-25

Summary:

FICC Christmas Day Holiday Schedule

FICC New Year's Day Holiday Schedule

Mon, 24 Nov 2025 00:00:00 -0600

FICC New Year's Day Holiday Schedule

Notice: MBS1512-25

Summary:

FICC New Year's Day Holiday Schedule

UPDATE: FICC Report Center Web Application Modernization

Fri, 21 Nov 2025 00:00:00 -0600

UPDATE: FICC Report Center Web Application Modernization

Notice: MBS1509-25

Summary:

The Fixed Income Clearing Corporation (‘FICC’) is requiring all Government Securities Division (“GSD”) Members and Mortgage-Backed Securities Division (“MBSD”) Members to migrate to the modernized FICC Report Center web application and confirm access by January 16, 2026, as the legacy application will be decommissioned on January 30, 2026. Members must complete User Acceptance Testing, verify access to the new URLs, and notify the FICC Integration team to maintain compliance and avoid Report Center service interruptions or fines. Migration steps, support contacts, and how to access the FICC Member Network Connectivity Options for RTTM Web guide are outlined in the notice.

Submission of Rule Filing SR-FICC-2025-022 – Amend the FICC Rules to Align with Exchange Act Rule 17ad-26

Fri, 21 Nov 2025 00:00:00 -0600

Submission of Rule Filing SR-FICC-2025-022 – Amend the FICC Rules to Align with Exchange Act Rule 17ad-26

Notice: MBS1510-25

Summary:

Submission of Rule Filing SR-FICC-2025-022 – Amend the FICC Rules to Align with Exchange Act Rule 17ad-26

FICC/MBSD Business Continuity and Disaster Recovery – Q1 2026 Testing & Rotation Schedule - Revised

Wed, 19 Nov 2025 00:00:00 -0600

FICC/MBSD Business Continuity and Disaster Recovery – Q1 2026 Testing & Rotation Schedule - Revised

Notice: MBS1506-25

Summary:

System processing unavailability for FICC/MBSD in Q1 2026 due to testing and Rotation Schedule.

MBS

REMINDER: Capped Contingency Liquidity Facility Test – April 2026

2026 EPN Sub-Accounts Addition

Citadel Global Fixed Income Master Fund II Ltd. [CITH] – Activation

Federal Home Loan Mortgage Corp [FTRD] – Activation

Volatility Event Charge Events

J.P. Morgan Securities LLC [JXAL, JXAM, JXAN] – Activation

Volatility Event Charge Events

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

2026 EPN Sub-Accounts Addition

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

J.P. Morgan Securities LLC [JFAV] - Final Retire

MBSD Capped Contingency Liquidity Facility® (CCLF®) – Change to the Bank Cap Capital Factor and Bank Cap Reset date.

Capped Contingency Liquidity Facility Test – April 2026

REMINDER: Action Required for FICC Report Center Modernization

J.P. Morgan Securities LLC [JFAV] - Intent to Retire

2026 EPN Sub-Accounts Addition

J.P. Morgan Securities LLC [JSHG] - Final Retire

J.P. Morgan Securities LLC [JXAI, JXAJ, JXAK] – Activation

Deadline to Apply MQ Encryption Standards – FICC MBSD Secure Connections

CREF Social Choice Account [CSOC] – Name Change

FICC Presidents’ Day Holiday Schedule

J.P. Morgan Securities LLC [JSHG] - Intent to Retire

Manulife Asset Management (US) LLC [MANU] - Final Retire

FICC Information for the Confirmation of a Cybersecurity Program /Compliance to Rule File: SR-FICC-2019-005

UPDATE: FICC Report Center Web Application Modernization

2026 EPN Sub-Accounts Addition

Volatility Event Charge Events

Citadel Global Fixed Income Master Fund Ltd. [CITF & CITG] – Activation

J.P. Morgan Securities LLC [JTAH] - Final Retire

Nominations to the Board of Directors of The Depository Trust & Clearing Corporation

FICC Martin Luther King, Jr. Holiday Schedule

FICC Anticipated 2026 Holiday Schedule

J.P. Morgan Securities LLC [JTAH] - Intent to Retire

Brandywine Global Investment Management, LLC [BWGI] - Final Retire

Capped Contingency Liquidity Facility (“CCLF”) Reset Reminder

2025 EPN Sub-Accounts Addition

TMPG Fails Charges

FICC Proposed Rule Change – Implementation of Updates to the Clearing Agency Securities Valuation Framework to Include Use of Substantive Inputs (SR-FICC-2025-009)

Submission of Rule Filing SR-FICC-2025-024 – Make Amendments to the GSD Rules and the MBSD Rules to Modify Certain Fees

Volatility Event Charge Events

J.P. Morgan Securities LLC [JXAC, JXAD, JXAE, JXAF, JXAG, JXAH] – Activation

Submission of Rule Filing SR-FICC-2025-023 – Annual Testing of the Recovery and Wind-down Plan

FICC Christmas Day Holiday Schedule

FICC New Year's Day Holiday Schedule

UPDATE: FICC Report Center Web Application Modernization

Submission of Rule Filing SR-FICC-2025-022 – Amend the FICC Rules to Align with Exchange Act Rule 17ad-26

FICC/MBSD Business Continuity and Disaster Recovery – Q1 2026 Testing & Rotation Schedule - Revised

FICC Information for the Confirmation of a Cybersecurity Program /
Compliance to Rule File: SR-FICC-2019-005