Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLTD LCH is submitting to the LCH rules to accommodate accepting Singapore Dollar cash and securities as collateral to meet initial margin requirements. 10/01/2021 Certified 10/18/2021 4
LCHLTD LCH Limited ("LCH") self-certification: Index cessation event and index disruption event 02/28/2024 Certified 03/13/2024 1
LCHLTD LCH Limited ("LCH") self-certification: LCH rulebook amendments related to Clearing Members in Resolution 02/02/2024 Certified 02/16/2024 1
LCHLTD LCH Limited ("LCH") self-certification: Sale of collateral in default management 02/02/2024 Certified 02/16/2024 1
LCHLTD LCH Limited a new schedule of securities acceptable for margin cover purposes. 11/08/2022 Certified 11/23/2022 2
LCHLTD LCH Limited Change to its London Deposit Rate (LDR) applied to cash balances held on SwapClear and ForexClear clearing member accounts. 01/16/2019 Notified 01/16/2019 1
LCHLTD LCH Limited change to its London Deposit Rate (LDR) applied to cash balances on clearing member accounts in the ForexClear and SwapClear services. 03/27/2018 Notified 03/27/2018 1
LCHLTD LCH Limited change to its Margin Collateral Haircut Schedule. 07/18/2018 Certified 07/31/2018 2
LCHLTD LCH Limited files a self certification of rule changes concerning the ForexClear service to:i)extend clearing eligibility to USD-HKD NDFs and ii)amend terminology related to NDFs and NDOs. 05/26/2021 Certified 06/10/2021 1
LCHLTD LCH Limited has introduced two new paragraphs to its Rulebook to reflect the requirements in the Japanese Act on Book-Entry Transfer of Corporate Bonds and Shares (Act No. 75 of 2001). 01/16/2023 Certified 01/27/2023 3
LCHLTD LCH Limited has made changes to the LDR and RDR. 01/16/2023 Notified 01/16/2023 1
LCHLTD LCH Limited is amending its Margin Collateral Haircut Schedule to add new eligible collateral. 10/02/2018 Certified 10/17/2018 1
LCHLTD LCH Limited is amending its Rulebook Procedures, specifically the order in which collateral posted is applied against clearing member liabilities. The order will be based on the least expensive collateral group and thereafter in ascending order of fees. 07/20/2018 Certified 08/03/2018 1
LCHLTD LCH Limited is amending its rules to allow ForexClear Clearing Members to convert their contracts to "Settled to Market" ("STM") at account level. The changes do not apply to Futures Commission Merchants or US-incorporated Clearing Members. 05/22/2019 Certified 06/06/2019 1
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 is notifying of changes to the London Deposit Rate, FCM London Deposit Rate, RepoClear Deposit Rate and to the Client Deposit Rate. 11/14/2022 Notified 11/14/2022 1
LCHLTD LCH Limited is self-certifying rule changes to reflect a reporting obligation of certain non-Yen SwapClear transactions to the Japanese Financial Services Agency and to add a reference to the appointment of an administrator in its Default Rules. 06/09/2016 Certified 06/23/2016 1
LCHLTD LCH Limited is submitting for self certification changes to its rules relating to its governance documents ("Governance Documents"). 08/18/2020 Certified 09/01/2020 1
LCHLTD LCH Limited is submitting for self-certification a change to its rules allowing ForexClear Clearing Members to set their respective Settlement Position Limits, under certain conditions. 09/18/2019 Certified 10/02/2019 1
LCHLTD LCH Limited is submitting for self-certification a change to its rules allowing ForexClear to offer clearing of FX Spot and Forwards in their own right, rather than only as hedges of FX Options contracts. 05/13/2019 Certified 05/24/2019 1
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 10/02/2024 Certified 10/16/2024 2
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin collateral. 03/08/2024 Certified 03/21/2024 2
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 09/06/2023 Certified 09/19/2023 2
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 06/01/2023 Certified 06/14/2023 2
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 03/14/2023 Certified 03/28/2023 2
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
LCHLTD LCH Limited is submitting for self-certification amendments to its rules regarding the contributions ForexClear Clearing Members make to the ForexClear Default Fund, and how the amount of these contributions are allocated between such Clearing Members. 01/07/2020 Certified 01/21/2020 1
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
LCHLTD LCH Limited is submitting for self-certification changes to its non-cash collateral concentration limits and corresponding changes to the LCH website. 02/13/2023 Certified 02/28/2023 1
LCHLTD LCH Limited is submitting for self-certification changes to its rulebook provisions to ensure such provisions align with the current SwapClear environment. 05/29/2018 Certified 06/12/2018 1
LCHLTD LCH Limited is submitting for self-certification changes to its rulebook regarding non cash collateral acceptability criteria. 01/20/2020 Certified 01/31/2020 1
LCHLTD LCH Limited is submitting for self-certification changes to its Rulebook required to implement a new ForexClear initiative that offers portfolio margining between deliverable and non-deliverable segments. 01/26/2023 Certified 02/09/2023 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules regarding enhancements to the trade registration process in the ForexClear service. 01/30/2019 Certified 02/13/2019 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules regarding the metric used by the ForexClear service to allocate the default fund contributions across Clearing Members. 09/14/2018 Certified 09/27/2018 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules to enable the offering of the ForexClear Settlement Reduction Service to FX Options Clearing Members. 06/21/2019 Certified 07/05/2019 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules to offer clearing of Non-Deliverable Forwards ("NDFs") in the USD/New Zealand Dollar (NZD) currency pair. 03/12/2021 Certified 03/26/2021 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules to stop the provision of the Initial Margin Management Service (IMMES). 12/10/2018 Certified 12/24/2018 1
LCHLTD LCH Limited is submitting for self-certification changes to the ForexClear fee schedule to allow Clearing Members clearing deliverable FX products to receive a fee holiday in their first four months of joining the service. 07/17/2019 Certified 07/30/2019 1
LCHLTD LCH Limited is submitting for self-certification changes to the ForexClear fee schedule to allow Clearing Members to receive a volume based discount on the applicable monthly fees. 04/01/2019 Certified 04/12/2019 1
LCHLTD LCH Limited is submitting for self-certification clarification changes to its rules related to its international client clearing model. The changes do not apply to Clearing Members that are Future Commission Merchants ("FCMs"). 03/31/2021 Certified 04/14/2021 1
LCHLTD LCH Limited is submitting for self-certification minor amendments to its rules regarding the automatic expiration of FX Option Contracts cleared via the ForexClear service. 01/24/2020 Certified 02/06/2020 1
LCHLTD LCH Limited is submitting for self-certification of the ForexClear fee holiday for NDOs and compression service, as well as a removal of a monthly fee discount related to non-deliverable products. 11/18/2022 Certified 12/02/2022 1
LCHLTD LCH Limited is submitting for self-certification revisions to its rules to withdraw eligibility for certain swaps denominated in Singapore Dollar. 09/23/2022 Certified 10/07/2022 3
LCHLTD LCH Limited is submitting for self-certification revisions to the LCH rules to clarify that LCH will cease clearing of new NDF transactions denominated in the US Dollar-Russian Ruble ("USD-RUB") currency pair on or after 5 December 2022. 11/17/2022 Certified 12/02/2022 1
LCHLTD LCH Limited is submitting for self-certification several minor proposed rule changes within its Rulebook. 01/02/2024 Certified 01/17/2024 1
LCHLTD LCH Limited is submitting for self-certification the proposed rule changes to which LCH can change the London Deposit Rate for clearing members collateral cash balances. 11/17/2022 Certified 12/02/2022 1
LCHLTD LCH Limited is submitting for self-certification updates to the ForexClear fee schedule that will be effective not earlier than April 1, 2021. 03/17/2021 Certified 03/31/2021 2
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
LCHLTD LCH Limited Margin Collateral Haircut Schedule Change 10/09/2017 Certified 10/23/2017 2
LCHLTD LCH Limited proposes to make changes to its rules to provide the option to non-US ForexClear Clearing Members to treat variation margin payments as settlement payments ("STM Contracts"). 11/07/2018 Certified 11/23/2018 1