| 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 |
| MGEX |
Housekeeping deletion to Rule 760 (Margins). |
01/08/2013 |
Certified |
01/24/2013 |
|
1 |
| OCC |
Changes to Stock Loan/Hedge Program and Market Loan Program; SR-OCC-2012-24. |
01/09/2013 |
Certified |
01/25/2013 |
|
1 |
| LCHLTD |
Changes to the SwapClear initial margin methodology. |
01/22/2013 |
Certified |
02/06/2013 |
|
1 |
| ICLREU2 |
Amendments related to settlement finality and clarifying the standards for the satisfaction of a clearing member's payment obligation to ICE Clear Europe Ltd. |
01/23/2013 |
Certified |
02/07/2013 |
|
1 |
| NADEX |
Adding strike levels and amending strike widths in its gold, silver and crude intraday binary contracts. Renaming USD/YEN binary and variable payout contracts USD/JPY. |
01/25/2013 |
Certified |
02/09/2013 |
|
1 |
| CCH |
Rule changes with respect to Petition to Modify DCO Order issued April 20, 2010 to remove conditions limiting the DCO to clearing only media-related contracts. |
10/06/2010 |
Approved |
02/11/2013 |
|
6 |
| ICECC |
New CDS contracts to be accepted for clearing (iTraxx Europe contracts and European single-name contracts) |
09/28/2012 |
Certified |
02/14/2013 |
|
1 |
| NYPC |
Amendments related to clearing firm membership and default management. |
01/30/2013 |
Certified |
02/14/2013 |
|
1 |
| CCORP |
Amended Rules provide for the addition of a new Exchange Market, ICE Futures U.S., Inc. and contain deletions related to delisted products and Exchange Markets for which The Clearing Corporation no longer clears. |
01/31/2013 |
Certified |
02/15/2013 |
|
1 |
| CME |
Increase of CME corporate contribution to IRS financial safeguards from $100MM to $150MM; 13-045. |
02/13/2013 |
Certified |
03/01/2013 |
|
1 |
| LCHLTD |
Rule amendments to introduce "real time registration" ("RTR") for its ForexClear service as required under 17 C.F.R. 39.12(b)(7)(i). Changes include the addition of Minimum Excess Requirement and Mutualized Credit Extension. |
02/13/2013 |
Certified |
03/01/2013 |
|
1 |
| OCC |
Technical change related to mini options to clarify that the same adjustment treatment thresholds that were added to Article VI, Section 11A(c)(ii) are also meant to extend to contracts overlying fund shares; SR-OCC-2013-01. |
02/14/2013 |
Certified |
03/02/2013 |
|
1 |
| CME |
Acceptance for clearing of SEK, DKK and NOK Interest Rate Swaps; OIS Swaps up to 5 years; 1-month Designated Maturity for IRS denominated in EUR, GBP and JPY; 13-047. |
02/14/2013 |
Certified |
03/02/2013 |
|
1 |
| CME |
Change to the Collateral Categorization for Treasury Inflation Protected Securities; 13-049. |
02/14/2013 |
Certified |
03/02/2013 |
|
1 |
| ICLREU2 |
Adoption of enhanced margin methodology, applicable to, and providing for portfolio margining between, index and single-name CDS contracts. |
02/15/2013 |
Certified |
03/05/2013 |
|
1 |
| CME |
New Chapter 10 and new Rule 1001 regarding swap data repository reporting; New submission amending submission 12-391. |
12/06/2012 |
Approved |
03/06/2013 |
|
2 |
| OCC |
Revisions to OCC's By-Laws and Rules to implement a revised method of calculating clearing members' respective contributions to OCC's clearing fund; SR-OCC-2013-02. |
02/19/2013 |
Certified |
03/06/2013 |
|
1 |
| ICECC |
The proposed rule changes will provide direct reference within the ICC Rules to the cleared products list available on the ICC website and add additional standards for certain ICC cleared products. |
02/21/2013 |
Certified |
03/08/2013 |
|
1 |
| ICLREU2 |
New provisions addressing ICE Clear Europe Limited's recovery and resolution procedures upon the default of one or more clearing members. |
03/07/2013 |
Withdrawn |
03/14/2013 |
|
1 |
| ICECC |
SDR Firm Trade Reporting Rule establishing that ICC will fulfill CM obligations for the firm trades ICC clears pursuant to Part 45 until the No-Action relief expires. ICC will serve as a third-party provider to its CMs for Part 43 reporting requirements. |
03/04/2013 |
Certified |
03/19/2013 |
|
1 |
| CME |
Acceptance of CDX North American Investment Grade Index Series 20 and CDX North American High Yield Index Series 20 for clearing; Removal of expired CDX products. 13-071. |
03/04/2013 |
Certified |
03/19/2013 |
|
1 |
| CME |
Changes to rules related to a recordkeeping provision in accordance with Reg. 1.16(d)(2); 13-073. |
03/06/2013 |
Certified |
03/21/2013 |
|
1 |
| ICLREU2 |
New rule 410 governing SDR reporting pursuant to the Commission's Part 45 regulations. |
03/15/2013 |
Withdrawn |
03/21/2013 |
|
2 |
| ICECC |
New rule governing SDR reporting obligations. |
03/14/2013 |
Withdrawn |
03/22/2013 |
|
2 |
| OCC |
Adding provisions to By-laws governing OCC's Stock Loan/Hedge Program to facilitate the use of such program by Canadian clearing members; SR-OCC-2013-03. |
03/08/2013 |
Certified |
03/23/2013 |
|
1 |
| NADEX |
Amendment to trading hours in order to provide consistency with the trading hours of the underlying market. |
03/26/2013 |
Certified |
03/26/2013 |
|
1 |
| LCHLTD |
LCH.Clearnet Limited's SwapClear service is introducing a new onboarding fee for an Affiliate member of a group; introducing a new ultimate tariff; and changing existing tariffs. |
03/13/2013 |
Certified |
03/28/2013 |
|
1 |
| CCH |
Removal of Treasury securities from accepted collateral for margin; 2013-1. |
03/13/2013 |
Certified |
03/28/2013 |
|
1 |
| CCH |
Removal of the requirement that the Clearinghouse wait 30 days after a Participant fails to meet its margin or other financial obligations before suspending, revoking, limiting, conditioning, restricting or qualifying clearing privileges; 2013-2. |
03/13/2013 |
Certified |
03/28/2013 |
|
1 |
| CCH |
Update to settlement procedures; 2013-3. |
03/13/2013 |
Certified |
03/28/2013 |
|
1 |
| CCH |
Changes to rule governing payments upon an event of default; 2013-4. |
03/13/2013 |
Certified |
03/28/2013 |
|
1 |
| NADEX |
Extend duration of Nadex Daily Currency Binary contracts, add additional close times, changes related to holiday hours, and removal of reference to delisted product. |
03/15/2013 |
Certified |
03/30/2013 |
|
1 |
| ICECC |
New rule governing SDR reporting obligations. |
03/22/2013 |
Withdrawn |
04/04/2013 |
|
2 |
| CME |
Modification to CME and CBOT clearing rules to facilitate clearing of KCBT products; 13-115. |
03/28/2013 |
Certified |
04/12/2013 |
|
1 |
| MGEX |
Rule changes related to establishment of a Risk Management Committee, which replaces the Clearing House Committee. |
04/03/2013 |
Certified |
04/18/2013 |
|
1 |
| CME |
New rules governing LSOC with excess; 13-132. |
04/05/2013 |
Certified |
04/20/2013 |
|
1 |
| CCH |
Change to rules in relation to Participant Clearing Accounts to reflect that funds are Member Property, and to prevent confusion as the current term ("segregation") implies customer property. |
04/08/2013 |
Certified |
04/23/2013 |
|
1 |
| ICECC |
Proposed Rule 211 governing SDR reporting obligations. |
04/10/2013 |
Certified |
04/25/2013 |
|
3 |
| ICLREU2 |
Rule amendments to existing delivery procedures to accomodate new energy futures contracts to be listed on ICE Futures Europe and cleared by ICE Clear Europe. |
04/12/2013 |
Certified |
04/27/2013 |
|
1 |
| ICE NGX |
Amendments to provide greater clarity regarding product categorization in response to the elimination of the exempt commercial market category. |
04/12/2013 |
Certified |
04/27/2013 |
|
1 |
| LCHLTD |
Changes related to implementation of SwapClear's Strategic Initial Margin Methodology. |
04/15/2013 |
Certified |
04/30/2013 |
|
1 |
| LCHLTD |
Rulebook changes to accommodate straight-through processing. |
04/15/2013 |
Certified |
04/30/2013 |
|
1 |
| 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 |
| LCHLLC |
Introduction of SwapClear US's annual clearing member fees, client fee structure, and the volume discount plan. |
04/19/2013 |
Certified |
05/04/2013 |
|
1 |
| LCHLTD |
Introduction of SwapClear's Volume Discount Plan, which includes three tiers of discounts applicable to client booking fees. |
04/19/2013 |
Certified |
05/04/2013 |
|
1 |
| CME |
Expansion of CME Clearing's Category 3 Collateral Limits; 13-155. |
04/24/2013 |
Certified |
05/09/2013 |
|
1 |
| LCHLTD |
Rule amendments that clarify LCH.Clearnet's right to eject cleared contracts that result from the registration of ineligible transactions submitted to the SwapClear service. |
04/26/2013 |
Certified |
05/11/2013 |
|
1 |
| CME |
Changes related to introduction of new IRS contracts and additional specs to existing IRS contracts within CME's rulebook and Manual of Operations for CME Cleared Interest Rate Swaps; 13-164. |
04/28/2013 |
Certified |
05/11/2013 |
|
1 |
| OCC |
Rule changes related to electronic vault receipts with respect to cleared contracts traded on NYSE Liffe; SR-OCC-2013-06. |
05/02/2013 |
Withdrawn |
05/13/2013 |
|
2 |
