Clearing Organization Rules : 36135
Organization: LCHSA
Description: Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification a minor change in the methodology between CDX IG and CDX HY releases to handle the offsets between currencies in the Wrong Way Risk margin.
Official Receipt Date: 2017-02-20 00:00:00
Status: Certified
Date: 2017-03-06 00:00:00
Remarks:
| Associated Documents |
|---|
| CDSClear_WWR Offset |
| Request for Confidentiality |