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. |
03/12/2021 |
Notified |
03/12/2021 |
|
2 |
LCHLTD |
Change to margin collateral haircut schedule. Certain Issuers that were only able to be pledged as collateral on a bi-lateral basis can, from 15 March 2021, be pledged as collateral on a tri-party basis. |
03/12/2021 |
Notified |
03/12/2021 |
|
1 |
ICLREU2 |
ICE Clear Europe is amending its F&O Risk Policy and F&O Risk Procedures. |
02/25/2021 |
Certified |
03/11/2021 |
|
2 |
MIAX |
Amendment of Rule 2106.00. |
02/25/2021 |
Certified |
03/11/2021 |
|
1 |
CME |
Modifications to Discounting and Price Alignment for Emerging Markets Interest Rate Swaps ("IRS") and Over the Counter Foreign Exchange ("OTC FX") Products to Transition to the Secured Overnight Financing Rate ("SOFR") and Euro Short Term Rate ("?STR") |
03/10/2021 |
Withdrawn |
03/10/2021 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of March 1, 2021 |
03/08/2021 |
Notified |
03/08/2021 |
|
1 |
ICE NGX |
Amendments to ICE NGX's Risk Management Framework |
02/19/2021 |
Certified |
03/05/2021 |
|
2 |
LX |
LedgerX Revised Rulebook |
02/19/2021 |
Certified |
03/05/2021 |
|
1 |
ICLREU2 |
ICE Clear Europe is amending Part 12 of the Rules to implement certain account and settlement finality arrangements applicable to the settlement of Euro-denominated payments by the Clearing House through the European Union ("EU") TARGET2 payment system. |
02/18/2021 |
Certified |
03/04/2021 |
|
2 |
CME |
Weekly Notification of Rule Amendments - Week of February 22, 2021 |
03/01/2021 |
Notified |
03/01/2021 |
|
1 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 011-21 related to amending the Price List to reflect the extension of product scope available on Eurex EnLight |
02/15/2021 |
Certified |
03/01/2021 |
|
2 |
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 |
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 |
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 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 |
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 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 |
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 |
ICECC |
ICC proposes updates to its Governance Playbook. |
02/02/2021 |
Certified |
02/17/2021 |
|
2 |
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 |
CME |
Modifications to the Fee Schedule for Over-the-Counter ("OTC") Interest Rate Swaps ("IRS") |
01/28/2021 |
Certified |
02/11/2021 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 1, 2021 |
02/09/2021 |
Notified |
02/09/2021 |
|
1 |
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 |
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 |
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 |
CME |
Weekly Notification of Rule Amendments - Week of January 25, 2021 |
02/01/2021 |
Notified |
02/01/2021 |
|
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 |
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 |
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 |