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
CME Weekly Notification of Rule Amendments - June 10, 2024 06/18/2024 Notified 06/18/2024 1
ICECC Weekly notification of changes to risk parameters. 06/14/2024 Notified 06/14/2024 2
LCHLTD LCH Limited is filing rule changes to extend clearing eligibility to overnight interest rate swaps that (i) are denominated in South African Rand, (ii) have a maximim tenor of 31 years, and (iii) reference the ZAR-ZARONIA-OIS compound floating index. 05/31/2024 Certified 06/14/2024 1
LCHLTD LCH Limited, a derivatives clearing organization registered with the CFTC, is submitting for self-certification revisions to the Terms of Reference ("ToR") of the Risk Committee of the Board of Directors. 05/30/2024 Certified 06/13/2024 1
EUREX Proposed rule amendments in Eurex Clearing Circulars 035-24, 036-24 related to the introduction of EurexOTC Clear Release 17.0 and OTC SCIS and their integration into OTC IRD Pricing Pack subscriptions and multilateral compression services 05/29/2024 Certified 06/12/2024 2
ICE NGX Amendments relating to Early Delivery and Physical Invoice Available Date. 05/29/2024 Certified 06/12/2024 3
CME Weekly Notification of Rule Amendments - June 3, 2024 06/11/2024 Notified 06/11/2024 1
OCC Rule Certification by The Options Clearing Corporation Concerning Updates to its Schedule of Fees. 05/24/2024 Certified 06/10/2024 2
CME Delisting of the Polish Zloty ("PLN") Warsaw Interest Rate Overnight ("WIRON") Interest Rate Swaps ("WIRON OIS") Contract for Clearing 05/24/2024 Certified 06/10/2024 1
EUREX Weekly Notification of Rule Amendments - Week of June 3, 2024 06/07/2024 Notified 06/07/2024 1
LX Rulebook updates to reflect new d/b/a MIAX Derivatives Exchange 06/07/2024 Notified 06/07/2024 1
CME Weekly Notification of Rule Amendments - May 27, 2024 06/05/2024 Notified 06/05/2024 1
LCHLTD LCH is submitting for self-certification revisions to its rules related to the CAD Canadian Dollar Offered Rate ("CDOR") conversion for benchmark reform. 05/21/2024 Certified 06/05/2024 1
CME Amendments to the Listing Schedule of Certain CME and CBOT Commodity Index Futures and Swap Contracts and Amendments to the Related Exchange Fees 05/20/2024 Certified 06/04/2024 2
ICLREU2 ICE Clear Europe is amending its F&O Risk Procedures principally to reflect the introduction of the ICE Risk Model 2 for certain products, consistent with the current ICE Clear Europe F&O Risk Policy. 05/15/2024 Certified 05/30/2024 2
ICLREU2 ICE Clear Europe is adopting a new Anti-Procyclicality Policy, which will supersede in its entirety the current policy. 05/15/2024 Certified 05/30/2024 2
CCD CCD amends certain CCD policies and procedures to align with the new role and responsibilities of the Cboe Clear Digital Risk Management Committee and makes certain other updates specifically to the CCD Risk Management Procedures. 05/14/2024 Certified 05/29/2024 2
MIAX Weekly Notification advising of approved changes to Bitnomial Hashrate (HUP) outright margin rates, Bitnomial Bitcoin (BUS) spread margin rates, and Bitnomial Bitcoin (BUI) spread margin rates. 05/28/2024 Notified 05/28/2024 1
CME Weekly Notification of Rule Amendments - May 20, 2024 05/28/2024 Notified 05/28/2024 1
ICECC Weekly notification of changes to risk parameters. 05/24/2024 Notified 05/24/2024 2
OCC Rule Certification by The Options Clearing Corporation Concerning Modifications to its Board Charter and Risk Committee Charter to Align with Recently Adopted CFTC Governance Requirements for Derivatives Clearing Organizations. 05/08/2024 Certified 05/22/2024 3
MIAX Amendments to MGEX Rulebook and Risk Manual re: Bitnomial Bitcoin Hashrate US Dollar Petahash Futures 05/07/2024 Certified 05/21/2024 2
ICE NGX Submission to implement changes to ICE NGX RMF to document annual updates. 05/07/2024 Certified 05/21/2024 2
EUREX Proposed rule amendments in Eurex Clearing Circulars 032-24, 033-24 related to exemption for the "Penalty Amount" in case of non-deliveries for Fixed Income Futures and EMIR Risk Committee Member rotation 05/08/2024 Certified 05/21/2024 2
EUREX Proposed rule amendments in Eurex Clearing Circular 034-24 related to the launch of FTSE?All-World Index Futures denominated in USD on Eurex Deutschland 05/08/2024 Certified 05/21/2024 2
CME Weekly Notification of Rule Amendments - May 13, 2024 05/21/2024 Notified 05/21/2024 1
EUREX Proposed rule amendments in Eurex Clearing Circular 029-24 related to the introduction of a new juniorisation scheme for Interest Rate Derivative Transactions and OTC NDF Transactions in DM Auctions 05/07/2024 Certified 05/20/2024 2
CME Weekly Notification of Rule Amendments - May 6, 2024 05/15/2024 Notified 05/15/2024 1
MIAX Weekly Notification advising of approved changes to Hard Red Spring Wheat (HRSW) outright and spread margin rates. 05/14/2024 Notified 05/14/2024 1
ICLREU2 ICE Clear Europe is amending its delivery fee for ICE Futures Europe Carbon Credit Futures Contracts. 04/30/2024 Certified 05/14/2024 2
ICECC The principal purpose of the purposed rule change is to make changes to the ICC Collateral Risk Managment Framework. 04/29/2024 Certified 05/13/2024 2
LCHLTD Weekly notification which outlines that the SwapClear service will amend its fees in relation to the Swiss Average Rate Overnight ("SARON") index administrator fees. 05/09/2024 Notified 05/09/2024 1
LCHLTD LCH Limited is submitting this emergency self-certification to suspend clearing eligibility for Overnight Interest Rate Swaps denominated in Polish Zloty and referencing the PLN-WIRON-OIS Compound floating rate. 04/24/2024 Certified 05/08/2024 1
CME Weekly Notification of Rule Amendments - April 29, 2024 05/07/2024 Notified 05/07/2024 1
CME Modification of Cleared Over-the-Counter ("OTC") Canadian Dollar ("CAD") Denominated Interest Rate Swap Products Referencing the Canadian Dollar Offered Rate ("CDOR") and Limitation of Acceptance for Clearing 04/23/2024 Certified 05/07/2024 1
EUREX Weekly Notification of Rule Amendments - Week of April 29, 2024 05/03/2024 Notified 05/03/2024 1
CCD Update to CCD Operating Agreement 04/18/2024 Certified 05/02/2024 1
CCD Update to Margin Model and Margin Model Governance Policy 04/18/2024 Certified 05/02/2024 2
ICLREU2 ICEU is updating Part N2 of its Delivery Procedures to update provisions relating to the delivery timetable for ICE Deliverable Carbon Contracts and Part Q to update certain requirements relating to delivery of hard copies of relevant delivery documents. 04/17/2024 Certified 05/01/2024 3
LCHLTD LCH Limited is submitting for self-certification amendments to its rules related to the termination of outstanding Bloomberg Short-Term Bank Yield Index ("BSBY") positions. 04/30/2024 Withdrawn 05/01/2024 1
CME Weekly Notification of Rule Amendments - April 22, 2024 04/30/2024 Notified 04/30/2024 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rule Book and CDS Clearing Procedures to incorporate new terms and to make conforming, clarifying and clean-up changes to implement the new model of CDSClear select membership. 04/15/2024 Certified 04/29/2024 1
MIAX Clearing Member Parent Guarantee Requirement; Committees 04/11/2024 Certified 04/25/2024 1
EUREX Proposed rule amendments in Eurex Clearing Circular 026-24 related to updated reporting according to Article 9 of EMIR for ETD contracts 04/10/2024 Certified 04/24/2024 2
CCD Cboe Clear Digital submits amendments to its Member Participation Requirements Policy and Procedures. 04/09/2024 Certified 04/23/2024 2
CME Weekly Notification of Rule Amendments - April 15, 2024 04/23/2024 Notified 04/23/2024 1
CCD Cboe Clear Digital make minor, non-substantive updates to various policies and procedures. 04/05/2024 Certified 04/19/2024 2
ICE NGX CPA Amendments - Omnibus et al 04/05/2024 Certified 04/19/2024 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. 04/19/2024 Notified 04/19/2024 2