CCLF Public Calculator

^* Indicates Required Fields

Individual Regular Amount^*

	Max Receives Amount	Max Delivers Amount
DVP
GCF

Individual Supplemental Amount¹

	Member Size	Simulated Supplemental Activity
	Small	1 - 25 occurrences beyond $15BN
	Medium	26 - 45 occurrences beyond $15BN
	Large	46 - 65 occurrences beyond $15BN
	Complex	66+ occurrences beyond $15BN

Liquidity Tier in Billions	Member Specific Occurrences
15 - 20
20 - 25
25 - 30
30 - 35
35 - 40
40 - 45
45 - 50
50 - 55
55 - 60
60 - 65
65 - 70
70 - 75

¹Any member having a total DVP + GCF settlement amount beyond $15BN at the start of a business date over a 6-month lookback period is apportioned a portion of the Aggregate Supplemental Amount

GSD CCLF

Estimated Total CCLF Obligation as of 01/01/2024

Individual Regular Amount	$0.00
Individual Supplemental Amount²	$0.00
Individual Total Amount	$0.00

²Individual Supplemental Amount as applicable

The CCLF Calculator (Public Calculator) is provided by Fixed Income Clearing Corporation (FICC) for informational purposes only. The Public Calculator is a tool intended for market participants interested in obtaining estimates of potential liquidity obligations associated with membership in FICCs Government Securities Division (GSD). Use of the Public Calculator and the use of the information generated by or derived therefrom is governed by DTCCs Terms of Use (https://www.dtcc.com/terms). Any estimated obligations are not binding, and FICC GSD members are ultimately responsible for satisfying CCLF and other financial resource obligations as calculated and reported by FICC pursuant to the GSD Rulebook.

GSD Public VaR Calculator

^* Indicates Required Fields

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Individual Regular Amount^*

	Max Receives Amount	Max Delivers Amount
DVP
GCF

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GSD CCLF

GSD CCLF is a rules based committed liquidity facility designed to help ensure that FICC maintains liquid financial resources to meet its cash settlement obligations in the event of a affiliated families default. All active GSD accounts are assigned a CCLF obligation based on activity levels over a specified lookback period

Estimated Total CCLF Obligation as of 01/01/2024

Individual Regular Amount	$0.00
Individual Supplemental Amount ²	$0.00
Individual Total Amount	$0.00

²Individual supplemental amount as applicable