LCHSA |
LCH SA submits this Weekly Notification of CDS Clearing rule amendments made during the week ending January 8, 2021 in order to update the list of ATSS with 2 new SEFs. |
01/19/2021 |
Notified |
01/19/2021 |
|
1 |
CME |
Weekly Notification of RuleAmendments - Week of January 11, 2021 |
01/20/2021 |
Notified |
01/20/2021 |
|
1 |
OCC |
Proposed rule change to update The Options Clearing Corporation's Operational Loss Fee pursuant to its Capital Management Policy |
01/06/2021 |
Certified |
01/21/2021 |
|
3 |
ICECC |
ICC proposes amendments to its Clearing Rules. |
01/07/2021 |
Certified |
01/22/2021 |
|
2 |
LCHLTD |
LCH Limited Self-Certification: Open Access |
01/08/2021 |
Certified |
01/22/2021 |
|
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. |
01/22/2021 |
Notified |
01/22/2021 |
|
2 |
ICLR US |
Proposed amendments to ICUS's Risk Management Framework in order to address newly applicable amendments to Part 39 of the CFTC's regulations. |
01/08/2021 |
Certified |
01/25/2021 |
|
2 |
ICLR US |
Proposed amendments to ICUS's Rules in order to address newly applicable amendments to Part 39 of the CFTC's regulations. |
01/08/2021 |
Certified |
01/25/2021 |
|
1 |
OCC |
Proposed rule change to amend the Interpretations and Policies to OCC Rules 602 and 1103. |
01/08/2021 |
Certified |
01/25/2021 |
|
4 |
ICE NGX |
Self Certification of amendment to rule: ICE NGX Canada Inc. Risk Management Framework |
01/11/2021 |
Withdrawn |
01/25/2021 |
|
2 |
CME |
Modifications to Interest Rate Swap Products to Implement IBOR Fallbacks |
12/08/2020 |
Approved |
01/25/2021 |
|
1 |
LCHLTD |
LCH Limited Self Certification of rule changes related to the CFTC regulatory amendments under 17 CFR 39 ("Part 39 Regulations"). |
01/11/2021 |
Certified |
01/26/2021 |
|
1 |
LX |
LederX Operations Manual Revision |
01/11/2021 |
Certified |
01/26/2021 |
|
2 |
NODALCL |
CFTC Regulation 40.6(a) Certification: Various Amendments to Nodal Clear Rules to Address Amendments to Part 39 of the Commission's Regulations |
01/11/2021 |
Certified |
01/26/2021 |
|
3 |
CME |
Weekly Notification of Rule Amendments - Week of January 18, 2021 |
01/26/2021 |
Notified |
01/26/2021 |
|
1 |
LCHLTD |
The Proposal is for LCH to make a number of administrative changes to Procedures Section 4 (Margin and Collateral) rules. |
01/12/2021 |
Certified |
01/27/2021 |
|
1 |
ICECC |
ICC proposes updates to its Clearing Participant Default Management Procedures. |
01/13/2021 |
Certified |
01/28/2021 |
|
2 |
ICE NGX |
ICE NGX is removing the provisions related to crude products from the ICE NGX Contracting Party Agreement. ICE NGX has not offered trading or clearing in its crude products for several years and has no outstanding open interest in crude oil products. |
01/13/2021 |
Certified |
01/28/2021 |
|
1 |
ICE NGX |
ICE NGX is implementing certain changes to:(a) amend the definition of "Event of Default"(b) amendments related to Contracting Party Suspension(c) amendments relating to NAFTA/USMCA(d) amendments relating to Alliance Heat Rate |
01/13/2021 |
Certified |
01/28/2021 |
|
2 |
MIAX |
Notification of margin changes |
01/28/2021 |
Notified |
01/28/2021 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of January 25, 2021 |
02/01/2021 |
Notified |
02/01/2021 |
|
1 |
ICLR US |
ICUS Rule Amendments |
01/19/2021 |
Withdrawn |
02/02/2021 |
|
3 |
ICLR US |
Rule Amendments |
01/19/2021 |
Certified |
02/02/2021 |
|
2 |
ICLREU2 |
Delivery Procedures amendments in connection with the ICE Futures Abu Dhabi Murban Crude Oil Futures contracts. |
01/21/2021 |
Certified |
02/03/2021 |
|
2 |
OCC |
Proposed rule change concerning The Options Clearing Corporation's System for Theoretical Analysis and Numerical Simulation ("STANS") Methodology Documentation. |
01/22/2021 |
Certified |
02/05/2021 |
|
2 |
ICLREU2 |
ICE Clear Europe Limited is amending its CDS Procedures and CDS Default Management Policy. |
01/25/2021 |
Certified |
02/05/2021 |
|
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. |
02/05/2021 |
Notified |
02/05/2021 |
|
2 |
CME |
Weekly Notification of Rule Amendments - Week of February 1, 2021 |
02/09/2021 |
Notified |
02/09/2021 |
|
1 |
CME |
Modifications to the Fee Schedule for Over-the-Counter ("OTC") Interest Rate Swaps ("IRS") |
01/28/2021 |
Certified |
02/11/2021 |
|
1 |
ICLREU2 |
ICE Clear Europe is amending Part BB of its Delivery Procedures to clarify the delivery specifications relating to Containerised White Sugar contracts. |
01/29/2021 |
Certified |
02/12/2021 |
|
2 |
LCHLTD |
LCH Limited Self-Certification: Removing clearing eligibility for EONIA/EuroSTR basis swap |
01/29/2021 |
Certified |
02/12/2021 |
|
1 |
LCHLTD |
LCH Limited Self Certification: rule changes related to tenors and currency pairs extensions of NDFs cleared in the ForexClear service. |
01/29/2021 |
Certified |
02/12/2021 |
|
1 |
LX |
LedgerX Updated Rulebook |
01/31/2021 |
Certified |
02/12/2021 |
|
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. |
02/12/2021 |
Notified |
02/12/2021 |
|
2 |
ICECC |
ICC proposes updates to its Governance Playbook. |
02/02/2021 |
Certified |
02/17/2021 |
|
2 |
ICLR US |
Amendments to (i) the ICE Clear U.S. Risk Management Framework related to Bitcoin futures shortfall and (ii) the ICE Clear U.S. Default Management Procedures. |
02/03/2021 |
Certified |
02/18/2021 |
|
2 |
CME |
Weekly Notification of Rule Amendments - Week of February 8, 2021 |
02/18/2021 |
Notified |
02/18/2021 |
|
1 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 004-21 related to amending the transaction and post-trade fees in EURO STOXXr Banks Futures (FESB) and STOXXr Europe 600 Banks Futures (FSTB) |
02/04/2021 |
Certified |
02/19/2021 |
|
2 |
LCHLTD |
Notification of changes to London Deposit Rate applicable to cash balances held on SwapClear and ForexClear services clearing member accounts. |
02/19/2021 |
Notified |
02/19/2021 |
|
1 |
LCHLTD |
LCH Limited Self-Certification: SGD SORA tenor extension from 5.5Y to 21Y for OIS and Basis swaps |
02/05/2021 |
Certified |
02/22/2021 |
|
1 |
CME |
Modifications to CME's Operational Risk Management Framework |
02/05/2021 |
Certified |
02/22/2021 |
|
2 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 005/21 related to recalibrating the rebate levels and thresholds for volume rebates in equity index futures and interest rate futures |
02/05/2021 |
Certified |
02/22/2021 |
|
2 |
EUREX |
Proposed stated policy in Eurex Clearing Circular 006/21 related to change the calculation of Default Fund contributions from a percentage of Initial Margin approach to a Stress Loss-over-Margin (SLOM) based methodology |
02/08/2021 |
Certified |
02/23/2021 |
|
2 |
CME |
Weekly Notification of Rule Amendments - Week of February 15, 2021 |
02/24/2021 |
Notified |
02/24/2021 |
|
1 |
ICECC |
ICC proposes amending Chapter 26 of the ICC Rulebook to provide for the clearance of an additional Standard Emerging Market Sovereign CDS contract. |
02/09/2021 |
Certified |
02/24/2021 |
|
2 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 008-21 related to launch of Daily Futures on KOSPI 200 Futures on Eurex Deutschland |
02/10/2021 |
Certified |
02/25/2021 |
|
2 |
ICECC |
ICC proposes updates to its Operational Risk Management Framework. |
02/10/2021 |
Certified |
02/25/2021 |
|
2 |
LCHLTD |
LCH Limited Self-Certification: Discontinuation of Economic Amendments functionality |
02/10/2021 |
Certified |
02/25/2021 |
|
1 |
LCHLTD |
Accommodation Fee for Non-Cash Collateral held in SwapClear Client Accounts |
02/11/2021 |
Certified |
02/26/2021 |
|
1 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 010-21 related to the introduction of Clearstream Banking S.A., Luxembourg (CBL) as an additional settlement location for Eurex Clearing for the settlement of Repo transactions |
02/11/2021 |
Certified |
02/26/2021 |
|
2 |