Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
ICLREU2 The amendments to the Clearing Membership Policy and Clearing Membership Procedures are intended principally to reflect the termination of CDS clearing at ICEU and therefore remove references to CDS Clearing Members, among other clarifications. 06/05/2024 Certified 06/20/2024 2
LCHLLC LCH.Clearnet LLC, in connection with its acquisition of International Derivatives Clearinghouse, LLC, has submitted its Rulebook consisting of regulations and procedures and a compliance matrix demonstrating its compliance with the DCO Core Principles. 08/24/2012 Approved 01/23/2013 LCH.Clearnet LLC acquired the International Derivatives Clearinghouse, LLC. 2
CME Change to log shocks of the Over-The-Counter ("OTC") Interest Rate Swaps ("IRS") margin model. #14-129 and #14-129SR 04/14/2014 Certified 04/29/2014 2
OCC Proposed rule change concerning OCC's Counterparty Credit Risk Management Policy. 11/02/2017 Certified 11/17/2017 2
ICLREU2 ICE Clear Europe proposes revising its Price Discovery Policy to enhance the methodology used to determine bid-offer widths ("BOWs") for CDS Contracts to incorporate a new variability band methodology, and to make certain other updates and clarifications. 06/07/2018 Certified 06/21/2018 2
EUREX Proposed rule amendments in Eurex Clearing Circular 003-19 related to introduction of futures on STOXXr ESG-X, Low Carbon, and Climate Impact indexes 01/07/2019 Certified 02/08/2019 2
OCC Proposed rule change to make administrative updates to The Options Clearing Corporation's risk managementpolicies. 07/16/2019 Certified 07/30/2019 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. 07/17/2020 Notified 07/17/2020 2
CCD CCD is updating its Margin Model and Stress Scenarios document. 07/23/2024 Certified 08/06/2024 2
ICECC ICC proposes amending Subchapter 26D of its Rules to provide for the clearance of additional Standard Emerging Market Sovereign CDS contracts. 02/04/2015 Certified 02/19/2015 2
ICECC ICC proposes implementing a single name backloading incentive program for client account clearing of single name CDS contracts. 07/27/2015 Certified 08/10/2015 2
SGX-DC Weekly notification of rule amendments for the week of 2 November 2015. 11/09/2015 Notified 11/09/2015 2
OCC Proposed rule change concerning The Options Clearing Corporation's Fee Policy. 01/09/2018 Certified 01/24/2018 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Committee and/or Risk Working Group. 07/13/2018 Notified 07/13/2018 2
EUREX Proposed rule amendments in Eurex Clearing Circular 011-19 related to implementing, for open positions in Total Return Futures on STOXXr Indices, a daily accrued maintenance fee in addition to transaction fees for matching and registration of transactions 01/31/2019 Certified 02/14/2019 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. 04/17/2020 Notified 04/17/2020 2
NODALCL Transaction Fee Schedule Update 07/27/2023 Certified 08/10/2023 2
NODALCL Amendments to Nodal Clear Risk Policies and Risk Management Framework 01/24/2024 Certified 02/07/2024 2
SGX-DC SGX-DC Clearing Rule amendments for an increase in clearing fund size 07/22/2015 Certified 08/04/2015 2
SGX-DC Weekly notification of rule amendments for the week of 6 February 2017. 02/13/2017 Notified 02/13/2017 2
ICECC ICE Clear Credit LLC ("ICC") proposes to formalize the ICC Clearing Participant Default Management Procedures and update the ICC Risk Management Framework. 07/16/2019 Certified 07/30/2019 2
EUREX Proposed rule amendments in Eurex Clearing Circular 019-20 related to the introduction of Related Security Spread Futures on Eurex Deutschland 02/24/2020 Certified 03/09/2020 2
CME Amendments to the Credit Risk Management Assessment Methodology and Counterparty Exposure Methodology 01/24/2024 Certified 02/07/2024 2
ICLR US Amendments to the ICE Clear U.S., Inc Risk Management Framework -- Stress Test Extension to All Products 10/15/2024 Certified 10/29/2024 2
ICLREU2 Proposed changes to adopt a new Collateral and Haircut Policy applicable to Permitted Cover posted by Clearing Members to meet the Clearing House's Margin and Guaranty Fund requirements. 04/24/2015 Certified 05/08/2015 2
SGX-DC Weekly notification of rule amendments for the week of 26 September 2016. 10/02/2016 Notified 10/02/2016 2
SGX-DC Weekly notification of rule amendments for the week of 8 July 2019. 07/16/2019 Notified 07/16/2019 2
EUREX Proposed rule amendments in Eurex Clearing Circular 044-21 related to supporting additional compression methodologies with TriOptima AG, front stub periods, clarifying PAI and PAA for T+2 currencies, and clarifying backloading conditions 06/05/2021 Certified 06/18/2021 2
OCC Rule changes related to the change of expiration date from the Saturday following the third Friday of the specified expiration month to the third Friday of the specified expiration month; SR-OCC-2013-04 and SR-OCC-2013-802. 04/17/2013 Certified 05/02/2013 2
EUREX Proposed rule changes in Eurex Clearing Circular 064-16 related to changes to EurexOTC Clear IRS Release 6.1 and Clearing Member request to split ICM collateral pools. 05/19/2016 Certified 06/03/2016 2
EUREX Proposed rule changes in Eurex Clearing Circular 092-16 related to allowing accounts with certain commercial banks for cash obligations, introduction of the British pound, allowing cash balances to be held in pounds, and introducing a settlement bank fee 07/11/2016 Certified 07/25/2016 . 2
SGX-DC Weekly notification of rule amendments for the week of 28 October 2019. 11/05/2019 Notified 11/05/2019 2
ICLREU2 ICE Clear Europe is adopting the amendments to the Procedures to clarify the requirements for investment of customer funds provided by FCM/BD Clearing Members. 11/27/2020 Certified 12/10/2020 2
ICLREU2 ICE Clear Europe is amending its F&O Risk Policy and F&O Risk Procedures. 02/25/2021 Certified 03/11/2021 2
CME Modifications to CME Clearing's Collateral Policy 11/08/2021 Certified 11/23/2021 2
CME Notification Regarding Amendments to CME Rule 743. ("Delivery Infractions") to Adopt New CME Rule 743.C. ("Final Settlement Finality Rule Applicable in Delivery Obligation Failure") for FX Delivery 05/18/2017 Certified 06/02/2017 2
SGX-DC Weekly notification of rule amendments for the week of 25 September 2017. 10/01/2017 Notified 10/01/2017 2
ICLREU2 To amend ICEU's Clearing Rules, Clearing Procedures and CDS Procedures to implement certain requirements under MiFID II and MiFIR, and relating implementing regulations and technical standards relating to indirect clearing. 12/11/2017 Certified 12/26/2017 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. 12/06/2019 Notified 12/06/2019 2
LCHSA LCH SA is submitting for self-certification the proposed amendments to its Liquidity Risk Modelling Framework. 02/25/2020 Certified 03/10/2020 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. 06/24/2022 Notified 06/24/2022 2
NODALCL CFTC Regulation 40.6(a) Certification: Amendments to Nodal Clear Risk Policies 08/09/2022 Certified 08/23/2022 2
CME Amendments to CME, CBOT, NYMEX/COMEX Rules 802.A, 804, 805, 8F006 and 8F025 Regarding Default Management; Default Management Guidelines 11/08/2024 Certified 11/25/2024 2
ICLR US Change to Concentration Charge for Agricultural Products 03/31/2017 Certified 04/14/2017 2
ICLR US ICUS is amending its Risk Management Framework to provide for enhancements related to concentration charges for agricultural products. 01/09/2018 Certified 01/24/2018 2
CME Termination of the OTC FX Non-Deliverable Forwards Incentive Program 10/04/2018 Certified 10/19/2018 2
ICECC ICE Clear Credit LLC ("ICC") proposes changes to its cash investment yield schedule. 03/26/2019 Certified 04/09/2019 2
CME Administrative Modifications to CME Clearing's Liquidity Risk Management Framework 11/09/2021 Certified 11/24/2021 2
ICE NGX Amendment to Default Management Procedures 12/16/2022 Certified 01/03/2023 2
NYMEX Cross-Venue Futures Options Energy Incentive Program; 11-487 12/08/2011 Certified 12/23/2011 2