FICC Advance Rulemaking Archive: 2020

Chronological List
Fourth Quarter |  Third Quarter |  Second Quarter |  First Quarter

FICC Advance File Number List for 2020

Additional Archives

Chronological List for 2020

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Release No. Date Details
Fourth Quarter
SR-FICC-2020-804
34-90834 Dec. 31, 2020 Notice of Filing and Extension of the Review Period of an Advance Notice to Modify the Calculation of the MBSD VaR Floor to Incorporate a Minimum Margin Amount
Comments due: January 29, 2021
Additional Materials: Exhibit 5
See also: SR-FICC-2020-017
Comments received are available for this proposal.
SR-FICC-2020-803
34-90736 Dec. 21, 2020 Notice of Filing of Advance Notice to Include Same-Day Settling Trades in the Risk Management, Novation, Guarantee, and Settlement Services of the Government Securities Division's Delivery-Versus-Payment Service, and Make Other Changes
Comments due: January 13, 2021
Third Quarter
SR-FICC-2020-802
34-90033 Sep. 28, 2020 Notice of Filing of Amendment No. 2 and Notice of No Objection to Advance Notice, as Modified by Amendment Nos. 1 and 2, to Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Charge in the VaR Charges
Comments due: October 19, 2020
SR-FICC-2020-802
34-89718 Sep. 1, 2020 Notice of Filing of Advance Notice, as Modified by Amendment No. 1, to Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges
Comments due: September 21, 2020
Second Quarter
SR-FICC-2020-801
34-88382 Mar. 13, 2020 Notice of No Objection to Advance Notice to Amend the Mortgage-Backed Securities Division Stress Testing Methodology
First Quarter
SR-FICC-2020-801
34-88266 Feb. 24, 2020 Notice of Filing of Advance Notice to Amend the Mortgage-Backed Securities Division Stress Testing Methodology
Comments due: March 13, 2020

File Number List for 2020

Release No. Date Details
SR-FICC-2020-804
34-92145 Jun. 10, 2021 Notice of No Objection to Advance Notice to Modify the Calculation of the MBSD VaR Floor to Incorporate a Minimum Margin Amount
34-90834 Dec. 31, 2020 Notice of Filing and Extension of the Review Period of an Advance Notice to Modify the Calculation of the MBSD VaR Floor to Incorporate a Minimum Margin Amount
Comments due: January 29, 2021
See also: SR-FICC-2020-017
Comments received are available for this proposal.
SR-FICC-2020-803
34-90931 Jan. 14, 2021 Notice of No Objection to Advance Notice to Include Same-Day Settling Trades in the Risk Management, Novation, Guarantee, and Settlement Services of the Government Securities Division's Delivery-Versus-Payment Service, and Make Other Changes
34-90736 Dec. 21, 2020 Notice of Filing of Advance Notice to Include Same-Day Settling Trades in the Risk Management, Novation, Guarantee, and Settlement Services of the Government Securities Division's Delivery-Versus-Payment Service, and Make Other Changes
Comments due: January 13, 2021
SR-FICC-2020-802
34-90033 Sep. 28, 2020 Notice of Filing of Amendment No. 2 and Notice of No Objection to Advance Notice, as Modified by Amendment Nos. 1 and 2, to Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Charge in the VaR Charges
Comments due: October 19, 2020
34-89718 Sep. 1, 2020 Notice of Filing of Advance Notice, as Modified by Amendment No. 1, to Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges
Comments due: September 21, 2020
SR-FICC-2020-801
34-88382 Mar. 13, 2020 Notice of No Objection to Advance Notice to Amend the Mortgage-Backed Securities Division Stress Testing Methodology
34-88266 Feb. 24, 2020 Notice of Filing of Advance Notice to Amend the Mortgage-Backed Securities Division Stress Testing Methodology
Comments due: March 13, 2020