Public Calculator

CCLF Public Calculator

* Indicates Required Fields

Collapse AllExpand All
Max Receives Amount Max Delivers Amount
DVP
GCF
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
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

Collapse AllExpand All
Max Receives Amount Max Delivers Amount
DVP
GCF

1.Varius sit amet mattis vulputate enim nulla aliquet. Magna etiam tempor orci eu lobortis elementum. Risus at ultrices mi tempus imperdiet nulla malesuada pellentesque. Dignissim enim sit amet venenatis. Arcu bibendum at varius vel pharetra vel tur

Varius sit amet mattis vulputate enim nulla aliquet. Magna etiam tempor orci eu lobortis elementum. Risus at ultrices mi tempus imperdiet nulla malesuada pellentesque.

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