| LCHLTD |
LCH Limited Self-Certification: Updated close out process for SOFR transition |
07/10/2020 |
Certified |
07/23/2020 |
|
1 |
| LCHLTD |
LCH Limited self-certification: Variable elements of a swap |
01/09/2024 |
Certified |
01/24/2024 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: Variable Notional OIS - remaining currencies extension |
04/12/2021 |
Certified |
04/23/2021 |
|
1 |
| LCHLTD |
LCH Limited temporary change to its Margin Collateral Haircut Schedule |
04/02/2019 |
Certified |
04/15/2019 |
|
2 |
| LCHLTD |
LCH Limited Weekly Notification of Connectivity Fee Amendment. No changes to LCH Rulebook apply. |
03/06/2020 |
Notified |
03/06/2020 |
|
1 |
| LCHLTD |
LCH Limited's change to its London Deposit Rate (LDR) applicable to cash balances (excluding default fund) held on SwapClcear and ForexClear services clearing member accounts. |
01/25/2018 |
Notified |
01/25/2018 |
|
1 |
| LCHLTD |
LCH Limited's rule changes related to the distribution of losses to Clearing Members in a default event. |
12/14/2020 |
Certified |
12/29/2020 |
|
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 |
| LCHLTD |
LCH LTD adds Australian Dollar cash to the list of eligible collateral that will be accepted as initial margin collateral. |
11/14/2017 |
Certified |
11/29/2017 |
|
1 |
| LCHLTD |
LCH LTD change to its London Deposit Rate (LDR) applicable to cleared cash balances of clearing members of the SwapClear and ForexClear services. |
05/25/2018 |
Notified |
05/25/2018 |
|
1 |
| LCHLTD |
LCH Ltd change to its London Deposit Rate (LDR)applicable to cash balances held on clearing member accounts for the SwapClear and ForexClear services. |
03/24/2017 |
Notified |
03/24/2017 |
|
1 |
| LCHLTD |
LCH LTD changes to its London Deposit Rate (LDR) applied to cash balances (excluding default fund) held on SwapClear and ForexCler services clearing member accounts. |
12/22/2017 |
Notified |
12/22/2017 |
|
1 |
| LCHLTD |
LCH LTD changes to its Margin Collateral Haircut Schedule. |
03/27/2018 |
Certified |
04/09/2018 |
|
2 |
| LCHLTD |
LCH LTD fees for indirect clearing accounts and trade venue access, for the ForexClear, SwapClear and Listed Interested Rates services. |
12/13/2017 |
Certified |
12/28/2017 |
|
1 |
| LCHLTD |
LCH Ltd intends to extend the contracts eligible for portfolio margining with SwapClear products. |
10/02/2017 |
Certified |
10/16/2017 |
|
1 |
| LCHLTD |
LCH LTD is filing a self certification for changes to the ForexClear tariffs. |
02/01/2019 |
Certified |
02/15/2019 |
|
1 |
| LCHLTD |
LCH LTD is issuing a new Margin Collateral Haircut Schedule and removing the FX Haircut Floor. |
10/24/2018 |
Certified |
11/07/2018 |
|
2 |
| LCHLTD |
LCH Ltd is notifying the CFTC of the addition of a new Approved Compression Service Provider (ACSP), which will be eligible to provide compression services to LCH's SwapClear service. |
10/10/2017 |
Notified |
10/10/2017 |
|
1 |
| LCHLTD |
LCH Ltd is self certifying changes to its rules allowing a Clearing Member (who is not a Futures Commission Merchant) to request that LCH automatically replays any Collateral that has been posted in excess of the margin requirement by that Clearing Member |
12/14/2017 |
Certified |
12/28/2017 |
|
1 |
| LCHLTD |
LCH Ltd is self certifying minor changes to its rule regarding the payment of USD denominated variation settlement by Futures Commissions Merchants of its SwapClear service. |
12/14/2017 |
Certified |
12/28/2017 |
|
1 |
| LCHLTD |
LCH LTD is self-certifying changes to its rules to clarify that all variation margin payments associated with Contracts of all FCMs and US SCMs of the SwapClear service are settlement payments. |
12/28/2017 |
Certified |
01/12/2018 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self certification an extension to its discount plan for Approved Proprietary Trading Firms to 30th June 2019, for its Listed Rates Clearing Service. |
06/15/2018 |
Certified |
06/28/2018 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification amendments to its rules in respect of business as usual ("BAU") portfolio transfers within the ForexClear clearing service. |
02/20/2020 |
Certified |
03/04/2020 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification amendments to its rules, the effect of which is to increase the minimum default fund contribution of the Listed Rates service for Clearing Members of the combined Rates service from 0.5m to 7.5m. |
05/14/2018 |
Certified |
05/29/2018 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to its rules in the Procedures Section 4 ("Margin and Collateral") and FCM Procedures regarding the submission of instructions from Clearing Members to LCH in relation to collateral. |
08/28/2020 |
Certified |
09/14/2020 |
|
2 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to its rules to include a process for a clearing member (SCM only) to request a client account migration. |
12/10/2018 |
Certified |
12/24/2018 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to the participation choices available to Approved Compression Service Providers ("ACSPs") |
12/11/2018 |
Certified |
01/28/2019 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to the tariffs applicable to SwapClear members. |
12/14/2018 |
Certified |
01/28/2019 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to the tariffs applicable to the ForexClear clearing service. |
12/14/2018 |
Certified |
01/28/2019 |
|
1 |
| LCHLTD |
LCH LTD is submitting for self-certification clarifying rule changes related to the FX Options product cleared via the ForexClear service. |
06/25/2018 |
Certified |
07/09/2018 |
|
1 |
| LCHLTD |
LCH LTD Margin Collateral Haircut Change |
12/19/2017 |
Certified |
01/04/2018 |
|
2 |
| LCHLTD |
LCH LTD Margin Collateral Haircut Schedule Update |
03/15/2017 |
Certified |
03/28/2017 |
|
2 |
| LCHLTD |
LCH Ltd notification of non-substantive rule changes in various section of its Rulebook. |
02/28/2020 |
Notified |
02/28/2020 |
|
1 |
| LCHLTD |
LCH Ltd proposes to invest Euro-denominated cash collateral in sovereign debt issued by the French Republic and the Federal Republic of Germany. |
06/16/2020 |
Certified |
06/29/2020 |
|
1 |
| LCHLTD |
LCH Ltd revised collateral haircut schedule. |
12/27/2023 |
Certified |
01/10/2024 |
|
2 |
| LCHLTD |
LCH LTD Rulebook changes in respect of MiFID II |
11/20/2017 |
Certified |
12/04/2017 |
|
1 |
| LCHLTD |
LCH Ltd self certification of changes to its rules to offer eligibility of Swiss Franc denominated overnight index swaps referencing the SARON index, which replaces the TOIS index. |
09/29/2017 |
Certified |
10/13/2017 |
|
1 |
| LCHLTD |
LCH Ltd self certifies changes to its rules clarifying its right to determine alternative reference rates, in the event those used in respect to SwapClear and ForexClear contracts are no longer available, or suitable. |
01/16/2018 |
Certified |
01/30/2018 |
|
1 |
| LCHLTD |
LCH Ltd self-certifies changes to its rules to support LCH's compliance with the revised requirement on Swap Data Reporting Requirements under Part 45. |
06/30/2017 |
Certified |
07/17/2017 |
|
1 |
| LCHLTD |
LCH Ltd. is submitting for self-certification amendments to its rules related to the termination of outstanding Bloomberg Short-Term Bank Yield Index ("BSBY") positions. |
06/21/2024 |
Certified |
07/08/2024 |
|
3 |
| LCHLTD |
LCH notification is in respect to non-substantive amendments to various parts of its Rulebook. These include correction of minor errors and to section references as well as addition of clarification wording. |
10/27/2017 |
Notified |
10/27/2017 |
|
1 |
| LCHLTD |
LCH notification is in respect to the addition of LatAm SEF to the list of Approved Trade Source Systems connected to SwapClear. |
11/02/2017 |
Notified |
11/02/2017 |
|
1 |
| LCHLTD |
LCH plans to begin accepting Caisse D'amort Dette Soc (Cades) securities as collateral to meet initial margin requirements. |
11/05/2021 |
Certified |
11/19/2021 |
|
2 |
| LCHLTD |
LCH proposes adding a provision limiting use of Information received by Potential Transferees in default scenarios for the purpose of assessing the transfer of one or more of the Defaulter's FCM Contract(s) / collateral, to be used for this purpose only. |
12/14/2023 |
Certified |
12/29/2023 |
|
1 |
| LCHLTD |
LCH proposes changes to its rulebook to expand the possible actions available to a SwapClear Clearing Member after the early termination of one or more transaction(s) between such SwapClear Clearing Member and its SwapClear Clearing Client. |
02/09/2024 |
Withdrawn |
03/07/2024 |
|
1 |
| LCHLTD |
LCH proposes changes to its rules to allow a FCM Clearing Member to take certain actions to reduce the risk arising from the default of one or more FCM customers. |
04/18/2018 |
Certified |
05/02/2018 |
|
1 |
| LCHLTD |
LCH proposes to alter or remove several broken web links in the rulebook to replace them with more generic references where appropriate, avoiding future situations where the links become unusable, as well as updating email contact addresses. |
03/29/2023 |
Certified |
04/12/2023 |
|
1 |
| LCHLTD |
LCH proposes to amend its rules to allow the transfer of positions between FCM Clearing Members' Proprietary accounts and from an FCM Clearing Member to a SCM, provided that the SCM and FCM Clearing Member are affiliated. |
07/15/2016 |
Withdrawn |
07/26/2016 |
|
1 |
| LCHLTD |
LCH proposes to change its rules so that where a new FX Option Clearing Member is on-boarded, and the respective contributions to the Liquidity Fund decrease as a result, 2 calendar days' notice will be given to existing FX Option Clearing Members |
03/11/2019 |
Certified |
03/25/2019 |
|
1 |
| LCHLTD |
LCH rule changes allow Clearing Members to request that LCH requires additional collateral from a SwapClear Client in order to reduce the stress loss exposure generated by the Client account. |
08/26/2016 |
Certified |
09/12/2016 |
|
1 |
