Clearing Organization Rules : 36136
Organization: LCHSA
Description: Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for CFTC self-certification the proposed change by CDSClear services to adapt the ISDA pricer in case of extreme spread curves.
Official Receipt Date: 2017-02-20 00:00:00
Status: Certified
Date: 2017-03-06 00:00:00
Remarks:
| Associated Documents |
|---|
| CDSClear_ISDA Pricer |
| Request for Confidentiality |