OpenChainGraph Suite · CONTRACT A3 · arch #5

US Treasury Clearing Chain

Model clearing access economics → estimate FICC margin netting benefit → calculate repo haircut and collateral eligibility → estimate cross-margining benefit → mobilize margin call collateral and verify tokenized collateral eligibility. End-to-end US Treasury clearing and SEC Rule 17ad-22 journey.

OpenChainGraph · 6 Steps compliance mandate Hash-Anchored §4 chain_depth:5 Client-Side · Zero PII
Chain Topology — Clearing Access Economics → FICC Margin Netting → Repo Haircut & Collateral → Cross-Margining Benefit → Margin Call Mobilizer → Tokenized Collateral Eligibility
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Chain Stages · 6 Steps
1 ROOT · D0 node
Clearing Access Economics Model art-49-clearing-access-model-selector
clearing_model (self/sponsored/intermediated),cost_basis,margin_requirements feed Stage 2 FICC netting
MCP Call · model_clearing_access_economics
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "model_clearing_access_economics",
    "arguments": {}
  },
  "id": 1
}
2 D1 node
FICC Margin Netting Estimator art-50-ficc-margin-netting-estimator
initial_margin_netting_benefit,net_im_usd,portfolio_offset feed Stage 3 repo haircut
MCP Call · estimate_ficc_margin_netting
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "estimate_ficc_margin_netting",
    "arguments": {}
  },
  "id": 1
}
3 D2 catalog
Repo Haircut & Collateral Calculator 508-repo-haircut-collateral-calculator
haircut_pct,collateral_value,eligible_assets,dtc_eligible feed Stage 4 cross-margin benefit
MCP Call · calculate_repo_haircut
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "calculate_repo_haircut",
    "arguments": {}
  },
  "id": 1
}
4 D3 node
Cross-Margining Benefit Estimator art-51-cross-margining-benefit-estimator
cross_margin_savings_usd,portfolio_offset_pct,netting_set feed Stage 5 collateral mobilization
MCP Call · estimate_cross_margin_benefit
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "estimate_cross_margin_benefit",
    "arguments": {}
  },
  "id": 1
}
5 TERMINAL catalog
Margin Call & Collateral Mobilizer 513-margin-call-collateral-mobilizer
mobilization_plan,eligible_pool,shortfall_flag feed Stage 5 tokenized eligibility
MCP Call · mobilize_margin_collateral
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "mobilize_margin_collateral",
    "arguments": {}
  },
  "id": 1
}
6 TERMINAL catalog
Tokenized Collateral Eligibility Checker 505-tokenized-collateral-eligibility-checker
eligibility_verdict,dtc_clearable,hqla_tier -- Exports US treasury clearing mandate -- final stage
MCP Call · check_tokenized_collateral_eligibility
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "check_tokenized_collateral_eligibility",
    "arguments": {}
  },
  "id": 1
}
Export Artifacts
Download the §4 chain definition artifact (hash-anchored composite JSON) or the §13.11 W3C Verifiable Credentials view. Both derive from the chain definition — no new hash is minted. Available after hash computation.