Clearing Organization Rules : 52942
Organization: LCHLTD
Description: LCH Limited is filing rule changes to extend clearing eligibility to overnight interest rate swaps that (i) are denominated in South African Rand, (ii) have a maximim tenor of 31 years, and (iii) reference the ZAR-ZARONIA-OIS compound floating index.
Official Receipt Date: 2024-05-31 00:00:00
Status: Certified
Date: 2024-06-14 00:00:00
Remarks:
| Associated Documents |
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| Eligibility of ZAR OIS - CFTC Self-Certification |