Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
ICLR US ICE Clear US is amending the Rules to provide for certain limitations on default resource contributions from Listing Exchanges. 04/30/2018 Certified 05/14/2018 1
ICLR US ICE Clear US is amending the Rules to provide for contributions from Listing Exchanges as additional default resources. 03/15/2018 Certified 03/29/2018 1
ICLR US ICE Clear US proposes to adopt a Rule 509, which is intended to mitigate liquidity risks (and related liquidity management costs of the clearing house) in connection with foreign currency variation margin settlements. 06/18/2015 Certified 07/02/2015 1
ICE NGX ICE NGX Canada Inc. is submitting this self-certification to amend the ICE NGX Contracting Party Agreement 01/28/2022 Certified 02/11/2022 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
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
ICLREU2 ICEU 40.5 commingling request for IFAD 07/03/2020 Approved 08/18/2020 4
ICLREU2 ICEU hereby submits notification of a non-substantive revision to ICE Clear Europe's Business Continuity Procedures. 11/30/2018 Notified 11/30/2018 2
ICLREU2 ICEU is adopting a new Procyclicality Framework, in order to establish an overall framework for the risk appetite, model design, monitoring and assessment and management of procyclicality in the risk models used by ICEU to manage default risk. 12/11/2017 Certified 12/26/2017 2
ICLREU2 ICEU is amending its CDS End-of-Day Price Discovery Policy to make certain enhancements to the end-of-day submission and firm trade process for CDS contracts. ICEU is adopting a new Price Submission Disciplinary Framework. 08/17/2015 Certified 08/31/2015 2
ICLREU2 ICEU is amending its Collateral and Haircut Procedures to make clarifying changes to the use of forward-looking scenarios for stressed market conditions in its model and to add a new section regarding cash in eligible currencies as permitted cover. 08/21/2024 Certified 09/04/2024 2
ICLREU2 ICEU is amending its Counterparty Credit Risk Policy and Procedures to clarify some requirements applicable to \r\nfinancial services providers and custodians, remove provisions and references, the termination of CDS and update to governance procedures. 08/21/2024 Certified 09/04/2024 2
ICLREU2 ICEU is amending its Outsourcing Policy to clarify its overall strategy in regard to the use of third party services, requirements for exit planning for critical or important functions, and the role of executive oversight of outsourcing arrangements. 03/28/2024 Certified 04/11/2024 2
ICLREU2 ICEU is amending its Rules to address more consistently the treatment of certain losses that do not arise from the default of a Clearing Member, generally referred to as non-default losses, including certain investment losses and custodial losses. 07/19/2023 Certified 08/02/2023 2
ICLREU2 ICEU is amending the charges to Clearing Members and rates of return paid to Clearing Members in respect of margin and guaranty fund deposits 01/24/2017 Certified 02/06/2017 2
ICLREU2 ICEU is amending the Collateral and Haircut policy to incorporate certain changes to the calculation of absolute collateral limits for bonds provided as Permitted Cover by Clearing Members. 12/19/2017 Certified 01/04/2018 2
ICLREU2 ICEU is amending the Investment Management Procedures in the Table of Authorised Investments and Concentration Limits for ICEU's Regulatory Capital to change the maximum maturity of certain investments in sovereign and government agency bonds. 04/25/2023 Certified 05/09/2023 2
ICLREU2 ICEU is making certain changes to the Rules and Procedures to add two new types of customer accounts, the Standard Private Omnibus Indirect Account for F&O and the Standard TTFCA Private Omnibus Indirect Account for F&O. 11/12/2024 10 Day Review 11/12/2024 3
ICLREU2 ICEU is modifying its CDS Procedures to support clearing of a new single-name CDS transaction type. ICEU is also amending its CDS Risk Policy and CDS Risk Model Description to better address certain risks associated with CDS referencing EU banks. 02/14/2018 Certified 03/01/2018 3
ICLREU2 ICEU is modifying its CDS Stress Testing Policy, among other matters, to recategorize certain CDS stress testing scenarios, address specific wrong way risk, introduce new forward looking credit event scenarios. 05/18/2018 Certified 06/04/2018 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
ICLREU2 ICEU Limited proposes to modify its Delivery Procedures to add a new Part N1 to address ICE Futures US Emissions Futures Contracts which would be settled by delivery through the account of the Clearing House with the relevant registry. 12/01/2021 Certified 12/15/2021 2
ICLREU2 ICEU proposes to adopt a new Counterparty Credit Risk Policy and adopt a new Counterparty Credit Risk Procedures and retire its existing Futures and Options Capital to Margin and Shortfall Margin Policy and the Unsecured Credit Limits Procedures. 12/17/2021 Certified 01/04/2022 2
ICLREU2 ICEU proposes to adopt amendmendments to the CDS Risk Policy related to portfolio margining. 09/12/2017 Certified 09/26/2017 2
ICLREU2 ICEU proposes to change the interest rates used for computing CDS Price Alignment Amounts on CDS Notional Margin Balances under paragraph 3 of the CDS Procedures. 04/28/2021 Certified 05/11/2021 1
ICLREU2 ICEU proposes to formalize its F&O Stress Testing Policy. 11/28/2018 Certified 12/12/2018 5
ICLREU2 ICEU proposes to modify its Clearing Rules, Collateral and Haircut Procedures, Collateral and Haircut Policy and Finance Procedures to provide for the acceptance of certain emission allowances provided by Clearing Members. 10/17/2022 Certified 10/31/2022 4
ICLREU2 ICEU proposes to modify its Collateral and Haircut Procedures to include explicitly the formula used for calculating Permitted Cover value, and provide further details on the ICEU's procedures for monitoring data related to collateral valuations 10/29/2021 Certified 11/15/2021 2
ICLREU2 ICEU proposes to modify its Delivery Procedures to add a new Part HH to address new ICE Endex French PEG Natural Gas Futures and ICE Endex French PEG Natural Gas Daily Futures which are futures contracts traded on ICE Endex and cleared through ICEU 12/23/2021 Certified 01/10/2022 2
ICLREU2 ICEU proposes to modify its Delivery Procedures to revise the delivery specifications related to Midland West Texas Intermediate American Gulf Coast Crude Oil Futures consistent with changes to contract terms made by ICE Future Europe and other changes 12/23/2021 Certified 01/10/2022 2
ICLREU2 ICEU proposes to modify its Operational Risk Management Policy to make certain clarifications and updates and add to its rule framework a Risk Identification Framework to provide ICE Clear Europe with a structure to explore identify and monitor risks. 05/24/2022 Certified 06/07/2022 2
ICLREU2 ICEU Self-Certification in respect of the F&O Concentration Charge Policy v1.6 02/28/2018 Certified 03/14/2018 2
ICLR US ICUS has determined to move to a direct settlement model that allows clearing members to utilize Qualified Financial Institutions (QFIs) which may or may not be related to the Approved Financial Institutions (AFIs) utilized by ICUS. 03/22/2018 Withdrawn 04/04/2018 2
ICLR US ICUS is amending Chapter 2 of the Rules to revise, reorganize and clarify various membership requirements 06/26/2017 Withdrawn 07/10/2017 2
ICLR US ICUS is amending Chapter 2 of the Rules to revise, reorganize andclarify various membership requirementsRule Numbers: 07/10/2017 Certified 07/24/2017 2
ICLR US ICUS is amending its Risk Management Framework in order to clarify its original margin calculation, harmonize its internal rating models and codifying many factors it considers when exercising its discretion to increase the original margin requirement. 10/15/2018 Certified 10/29/2018 2
ICLR US ICUS is amending its Risk Management Framework in order to implement revised margin statistics. 09/02/2015 Certified 09/17/2015 2
ICLR US ICUS is amending its Risk Management Framework to enhance the calculation of shortfall margin. ICUS is refining the stress scenarios used to determine the shortfall margin, as well as how it sets the shortfall margin minimum. 09/18/2018 Certified 10/02/2018 2
ICLR US ICUS is amending its Risk Management Framework to ensure compliance with regulatory liquidity requirements by requiring clearing members to maintain 35% of house margin in cash. 02/22/2018 Certified 03/08/2018 2
ICLR US ICUS is amending its Risk Management Framework to modify certain aspects of its margin setting parameters 04/08/2015 Certified 04/22/2015 2
ICLR US ICUS is amending its Risk Management Framework to modify certain aspects of its margin setting parameters. 10/08/2014 Certified 10/23/2014 2
ICLR US ICUS is amending its Risk Management Framework to provide for enhancements related to butterfly spreads for agricultural products. 05/15/2017 Certified 05/30/2017 2
ICLR US ICUS is amending its Risk Management Framework to provide for enhancements related to concentration charges for agricultural products. 01/09/2018 Certified 01/24/2018 2
ICLR US ICUS is amending its Risk Management Framework to provide for enhancements related to the calculation of shortfall margin; increasing the size of the guaranty fund; and changing the methodology for allocating the guaranty fund to clearing members. 02/22/2018 Certified 03/08/2018 2
ICLR US ICUS is amending its Rulebook to incorporate use of a direct banking model and to clarify governing law. ICUS is amending its Default Management Procedures to make certain clarifying changes. 12/16/2014 Certified 12/31/2014 3
ICLR US ICUS is amending Rule 203(c) to provide discretion in determining when an approved but not fully activated application to become a Clearing Member is deemed to have been withdraw. 09/26/2018 Certified 10/11/2018 1
ICLR US ICUS is amending Rule 605 in connection with the commencement of clearing of the Silver Daily Futures Contract 08/04/2017 Certified 08/18/2017 2
ICLR US ICUS is changing the method by which Clearing Members are charged (or credited) with respect to the deposit of USD and non-USD cash collateral held by ICUS 12/16/2014 Certified 12/31/2014 1
ICLR US ICUS is proposing to amend existing ICUS Rules 302 and 807 in order to refine and clarify how the proceeds from any Clearing Member default insurance policy it may elect to carry would be used. 11/14/2019 Certified 11/29/2019 1
ICLR US ICUS proposes to adopt amendments to its Rules relating to default management, recovery and wind-down following a clearing member default. 06/26/2017 Withdrawn 07/10/2017 3