OpenChainGraph Suite · ART-575 · Capital Markets Clearing & Settlement

TMPG Fails-Charge Recompute

Recomputes the fails-charge claim a buyer presents to a failing seller on a Treasury, agency, or agency-MBS settlement fail, using the NY Fed Treasury Market Practices Group's published trading practice (2016 revision): charge equals the greater of zero or 3% minus the reference rate, divided by 360, times par, times days failed. Takes a batch of fails in one pass, each with its own par amount, reference rate, and day count, and diffs the recomputed charge against the amount claimed for that fail.

Recompute · caller-declared fails only Diff tolerance never defaulted Verdict: MATCHES · DIVERGES · INDETERMINATE
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
⚠ No TMPG or NY Fed endorsement is claimed. This tool performs arithmetic only over the fails you supply; it does not source par amounts, reference rates, or fail status from any feed. Confirm the current TMPG fails-charge trading practice text at newyorkfed.org before relying on a computed figure for a live claim.
Diff tolerance

The demo values below are synthetic and already loaded, so you can press Run without entering anything of your own.

Per-fail determinations
Rejected inputs
Execution Hash (SHA-256)
What this does not do

It does not source or verify par amounts, reference rates, or fail status against any settlement, clearing, or reference-rate feed: every fail's par amount, reference rate, day count, and claimed charge are declared inputs. It is not a determination that a fail actually occurred or that a claim is enforceable; a DIVERGES verdict is a citable record of an arithmetic difference between the recomputed and claimed charge, which the buyer and seller resolve directly.

Related

ART-543 recomputes CSDR cash-settlement penalties under a versioned RTS rate table for EU CSD settlement fails. This node is the US Treasury/agency counterpart: a single published 3%/360 fails-charge formula rather than an asset-class rate table, and a claim-diff workflow (recomputed vs claimed) rather than a forward-exposure sum.

Ask your agent

Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.

Run the AINumbers MCP tool `recompute_tmpg_fails_charge`. Task: Recompute the NY Fed Treasury Market Practices Group fails-charge claim a buyer presents to a failing seller on a UST, agency, or agency-MBS settlement fail: charge = max(0, 3% minus the caller-declared reference rate) / 360 x par amount x days failed, per the published trading practice (2016 revision).
Call it with arguments: {"policy_parameters":{"diff_tolerance_minor":0,"fails":[{"fail_id":"fail-A","par_amount_minor":10000000,"days_failed":10,"reference_rate_bps":250,"claimed_charge_minor":1389},{"fail_id":"fail-B","par_amount_minor":5000000,"days_failed":5,"reference_rate_bps":0,"claimed_charge_minor":2083}]}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-575-tmpg-fails-charge-recompute.html#p=v1.H4sIAAAAAAAA_wEOAfH-eyJkaWZmX3RvbGVyYW5jZV9taW5vciI6MCwiZmFpbHMiOlt7ImZhaWxfaWQiOiJmYWlsLUEiLCJwYXJfYW1vdW50X21pbm9yIjoxMDAwMDAwMCwiZGF5c19mYWlsZWQiOjEwLCJyZWZlcmVuY2VfcmF0ZV9icHMiOjI1MCwiY2xhaW1lZF9jaGFyZ2VfbWlub3IiOjEzODl9LHsiZmFpbF9pZCI6ImZhaWwtQiIsInBhcl9hbW91bnRfbWlub3IiOjUwMDAwMDAsImRheXNfZmFpbGVkIjo1LCJyZWZlcmVuY2VfcmF0ZV9icHMiOjAsImNsYWltZWRfY2hhcmdlX21pbm9yIjoyMDgzfV19Z_dkLw4BAAA