Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
EUREX Proposed rule amendments in Eurex Clearing Circular 041-20 related to decommissioning the Enhanced Risk Solution due to the implementation of Portfolio Based Margining 05/13/2020 Certified 05/28/2020 2
EUREX Weekly Notification of Rule Amendments - Week of May 25, 2020 05/29/2020 Notified 05/29/2020 1
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. 05/29/2020 Notified 05/29/2020 2
ICECC ICC proposes amendments to its Clearing Rules relating to membership requirements. 05/14/2020 Certified 05/29/2020 2
CME Weekly Notification of Rule Amendments - Week of May 25, 2020 06/01/2020 Notified 06/01/2020 1
NODALCL CFTC Regulation 40.6(a) Certification: Amendments to the Exchange and ClearingTransaction Fee Schedules for Nodal Exchange Environmental Futures and Options 05/15/2020 Certified 06/01/2020 3
OCC Proposed rule change to extend the deadline for Clearing Members to provide an Actionable Identifier on customer and non-customer securities options trades other than Market Maker trades. 05/19/2020 Certified 06/03/2020 1
ICE NGX Changes to how ICE NGX determines a CPs Risk Limit and an initial category on initial margin or "short fall margin". 05/19/2020 Certified 06/03/2020 1
ICLREU2 Amendments to Auction Terms for Futures and Options Default Auctions 06/05/2020 Notified 06/05/2020 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. 06/05/2020 Notified 06/05/2020 2
LCHLTD The Proposal is for LCH to invest Euro-denominated cash collateral, which FCMs provide to LCH, in Euro denominated sovereign debt issued by the French Republic and the Federal Republic of Germany. 06/01/2020 Withdrawn 06/08/2020 1
CME Weekly Notification of Rule Amendments - Week of June 1, 2020 06/08/2020 Notified 06/08/2020 1
MGEX Amendments to Bylaws 05/28/2020 Certified 06/11/2020 1
ICE NGX To make amendments relating to the ability to facilitate the listing for trading and clearing of a full load regulated rate option ("RRO") product. 05/29/2020 Certified 06/12/2020 1
CME Modifications to CME Risk Management Framework 05/29/2020 Certified 06/12/2020 2
LCHLTD The Proposal is for LCH to change the call currency from GBP to EUR when there is a USD Bank Holiday. 06/01/2020 Certified 06/12/2020 1
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. 06/12/2020 Notified 06/12/2020 2
ICECC ICE Clear Credit LLC proposes changes to the Risk Management Model Description, Stress Testing Framework, Liquidity Risk Management Framework, Back-Testing Framework and Risk Parameter Setting and Review Policy. 01/14/2020 Certified 06/15/2020 2
CME Weekly Notification of Rule Amendments - Week of June 8, 2020 06/17/2020 Notified 06/17/2020 1
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. 06/19/2020 Notified 06/19/2020 2
EUREX Proposed rule amendments in Eurex Clearing Circular 046-20 related to withdrawing the admission of three equity index futures, two equity index options, and nine property index futures listed on Eurex Deutschland 06/08/2020 Certified 06/22/2020 2
OCC Proposed changes to The Options Clearing Corporation's framework for liquidity risk management. 06/09/2020 Certified 06/23/2020 2
EUREX Proposed rule amendments in Eurex Clearing Circular 047-20 related to the contribution factor to contributions to the Default Fund and removing the clause that the calculation methodology for the Default Fund Contribution forms part of the Clearing Condit 06/09/2020 Certified 06/23/2020 2
CME Weekly Notification of Rule Amendments - Week of June 15, 2020 06/24/2020 Notified 06/24/2020 1
OCC Proposed rule change to make administrative updates to The Options Clearing Corporation's Risk Management Policies. 06/11/2020 Certified 06/25/2020 2
ICLREU2 ICE Clear Europe Lts is amending its Auction Terms for CDS Default Auctions and CDS Default Management Policy. 06/12/2020 Certified 06/25/2020 3
ICECC ICC hereby submits notification of non-substantive changes to the ICC Rules. 06/26/2020 Notified 06/26/2020 2
EUREX Proposed rule amendments in Eurex Clearing Circular 050-20 related to allowing USD OIS with a maximum remaining term of 50 years and 10 business days, SOFR-based OIS, SOFR-USD LIBOR basis swaps and SOFR-EFFR basis swaps, and other 06/15/2020 Certified 06/29/2020 2
LCHLTD LCH Ltd proposes to invest Euro-denominated cash collateral in sovereign debt issued by the French Republic and the Federal Republic of Germany. 06/16/2020 Certified 06/29/2020 1
LCHLTD LCH Limited is submitting for self-certification amendments to its rules regarding an extension to the payment window in the LCH-CLS settlement session used for the deliverable FX products cleared via the ForexClear service. 06/16/2020 Certified 06/30/2020 1
CME Weekly Notification of Rule Amendments - Week of June 22, 2020 06/30/2020 Notified 06/30/2020 1
LCHLTD LCH Limited Self-Certification: RFR PAI and discounting transition 06/18/2020 Certified 07/02/2020 1
ICECC ICE Clear Credit LLC ("ICC") proposes to formalize the ICC Exercise Procedures and amend the ICC Clearing Rules. 06/18/2020 Certified 07/02/2020 3
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. 07/02/2020 Notified 07/02/2020 2
ICLREU2 ICE Clear Europe is proposing to amend its Investment Management Procedures and its Treasury and Banking Services Policy, which would be renamed the Liquidity and Investment Management Policy. 06/19/2020 Certified 07/06/2020 2
CME Modifications to Euro-Denominated Interest Rate Swap Products to Support Transition to ?STR Price Alignment and Discounting 05/22/2020 Approved 07/06/2020 1
LCHLTD LCH Limited Self Certification: Weekly Notification of Rule Amendments 07/06/2020 Notified 07/06/2020 1
CME Weekly Notification of Rule Amendments - Week of June 29, 2020 07/06/2020 Notified 07/06/2020 1
ICE NGX Change the Clearing Fees for U.S. delivery points at assigned delivery points and convert Michcon delivery point to assigned delivery. 06/22/2020 Certified 07/07/2020 1
ICLREU2 ICE Clear Europe is amending its Model Risk Governance Framework. 06/23/2020 Certified 07/08/2020 3
LCHSA LCH SA is submitting for self-certification the amendments to its Rules to allow the clearing of iTraxx MSCI ESG Screened Europe index contracts and add a number of clarifications and enhancements to some aspects of the CDSClear risk framework. 06/25/2020 Certified 07/09/2020 2
EUREX Weekly Notification of Rule Amendments - Week of July 6, 2020 07/10/2020 Notified 07/10/2020 1
EUREX Proposed rule amendments in Eurex Clearing Circular 051-20 related to Eurex Deutschland's introduction of options on Euro Buxl Futures 06/26/2020 Certified 07/13/2020 2
EUREX Proposed rule amendments in Eurex Clearing Circular 052-20 related to public notice of a default on the website, clarifying amendments to the FCM Regulations, buy-in procedures for securities lending transactions, and other 06/26/2020 Certified 07/13/2020 3
CME Weekly Notification of Rule Amendments - Week of July 6, 2020 07/13/2020 Notified 07/13/2020 1
EUREX Proposed rule amendments in Eurex Clearing Circular 053-20 related to amending the Price List to introduce a fee for non-disclosed block trades in in weekly index options on DAXr, EURO STOXXr 50, EURO STOXXr Banks, or SMIr 06/30/2020 Certified 07/14/2020 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. 07/17/2020 Notified 07/17/2020 2
CME Weekly Notification of Rule Amendments - Week of July 13, 2020 07/21/2020 Notified 07/21/2020 1
EUREX Proposed rule amendments in Eurex Clearing Circular 059-20 related to the delisting of Inter-Product Spreads listed on Eurex Deutschland and a fee waiver on certain products listed on Eurex Deutschland 07/08/2020 Certified 07/22/2020 2
LCHLTD LCH Limited Self-Certification: Updated close out process for SOFR transition 07/10/2020 Certified 07/23/2020 1