Government Securities Division

US Government Securities is the largest sector of the fixed income market. The GSD Learning Center is designed as an educational resource to better equip Fixed Income Clearing Corporation's (FICC's) Government Securities Division (GSD) Members and stakeholders with tools needed to use GSD's products and services.

The GSD acts as a central counterparty (CCP), providing trade comparison, novation, and guarantee services along with its netting, settlement, and risk management services to its Members in the U.S. Government Securities market.

Currently, GSD supports the following primary services:

  • Delivery vs. Payment (DVP),
  • General Collateral Finance Repo (GCF Repo®)/Centrally Cleared Institutional Tri-Party (CCIT™), and
  • Sponsored Membership.

GSD processes several types of transactions including:

  • Buy/sell transactions of U.S. Government securities,
  • Dealer-to-dealer and broker-to-dealer DVP Repos (including overnight, same-day settling, forward-starting and term Repo trades),
  • Treasury Auction Takedown trades,
  • GCF Repo transactions,
  • CCIT Transactions, and
  • Sponsored GC transactions.

GSD offers the following types of membership:

  • Netting Membership,
  • Sponsored Membership,
  • CCIT Membership,
  • Comparison-Only Membership, and
  • Funds-Only Settling Bank Membership.

GSD’s comparison service for Comparison-Only Members provides trade comparison services but does not provide trade novation and guarantee of settlement, nor does it provide its netting, settlement or risk management services to Comparison-Only Members.

Participating Members include:

  • Repo brokers,
  • Banks,
  • Dealers,
  • Government securities issuers,
  • Foreign persons,
  • Registered clearing agencies, and
  • Qualified institutional buyers (QIBs) who meet GSD’s membership requirements.

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Portfolio VaR CUSIP Detail Report for GSD MRO

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Sponsored Account VaR CUSIP Detail MRO Specification (SponsoredCusipDtl)

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Omnibus Account Summary MRO Specification (OmniAcctSummary)

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GCF Repo Service Learning Path

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FICC CCLF Intraday Test Webinar 9/10/2024

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DVP Service Learning Path

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GSD VaR Calculator User Guide

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FICC CCLF Intraday Report: GSD

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Overview of the Clearing Fund Methodology

View a list of documents on the Treasury Clearing microsite to illustrate the ways in which GSD, as part of FICC, provides trade matching, novation, risk management, netting and settlement services for a wide variety of trades in U.S. government debt securities.
April 18, 2024

GSD GCF Repo Funds-Only Settlement (FOS) Key Terms

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GSD DVP Funds-Only Settlement (FOS) Key Terms

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GSD Comparison MRO Format (EOD) – File 1017 – 240 Byte

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GSD Netting MRO Format (EOD) – File 1019 – 240 Byte

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GSD Netting MRO Format (Intraday) – File 1018 – 240 Byte

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GSD Risk Reporting Guide (RTTM® Reports)

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CME Cross Margin Summary Report

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Clearing Fund Required Deposits and Funds on Deposit Record - Clearing Fund Letter

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GSD DVP Buy/Sell Flow Chart

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Government Securities Division’s Centrally Cleared Institutional Tri-Party (CCIT™) Service Overview

This course discusses the Centrally Cleared Institutional Tri-Party Service, or “CCIT.” CCIT is an expansion of the GCF Repo® service that extends FICC’s Central Counterparty services and guarantees to tri-party repo transactions between GSD Dealer Members and eligible tri-party money lenders.

GSD Clearing Fund Summary: MRO Format

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GSD RTTM CCLF Report

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GCF Repo FOS Scenario for Term GCF Repo: Dealer View

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GSD's DVP Service Overview – About the Service

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GSD's DVP Service Overview – DVP Information Flows

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