| LCHLTD |
Please accept this notification pursuant to CFTC regulation 40.6(d) of the below-described changesto the LCH Limited's ("LCH") London Deposit Rate, Client Deposit Rate, FCM LondonDeposit Rate and RepoClear Deposit Rate. |
02/16/2023 |
Notified |
02/16/2023 |
|
1 |
| CCH |
Policy and procedure for Public Director qualification as "market participant" |
06/07/2024 |
Certified |
06/24/2024 |
|
1 |
| CME |
Portfolio margining program for CME Eurodollar futures together with Eris Exchange Interest Rate Swap futures, for both customer and house accounts; 12-114 |
04/12/2012 |
Certified |
04/27/2012 |
|
1 |
| KCC |
Power of Board to suspend or revoke privileges of clearing members |
08/21/2003 |
Certified |
08/21/2003 |
|
1 |
| OCC |
Price Adjustments Dividends Distributions |
10/25/2004 |
Certified |
10/25/2004 |
|
0 |
| ICLR US |
Price Limits Margining |
12/15/2003 |
Certified |
12/15/2003 |
|
0 |
| LX |
Privacy Policy updates |
06/07/2024 |
Certified |
06/24/2024 |
|
2 |
| OCC |
Private auction process by which OCC may liquidate all or any part of a suspended Clearing Member's account; SR-OCC-2012-11 |
07/03/2012 |
Certified |
07/18/2012 |
|
1 |
| LCHLTD |
Procedural Amendments |
11/01/2002 |
Certified |
11/01/2002 |
|
0 |
| ICLREU2 |
Procedure and policy changes relating to intraday margining. |
09/17/2018 |
Certified |
10/01/2018 |
|
3 |
| ECC |
Product, Member Rules |
07/09/2002 |
Certified |
07/09/2002 |
|
0 |
| EUREX |
Propose amendments to the Clearing Conditions, FCM Regulations, EMIR Risk Committee Statutes, and other documents of the legal framework in Eurex Clearing Circular 065-21 |
07/21/2021 |
Certified |
08/03/2021 |
|
6 |
| CME |
Proposed Addition of iShares S&P 100 Index Fund to Cross-Margining Program |
02/09/2001 |
Certified |
02/09/2001 |
|
0 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 001-22 relating to the introduction of Eurex Daily Futures on KOSPI 200 Weekly Options |
02/04/2022 |
Certified |
02/17/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 002-22 relating to the Partnership Program 2022, the OTC IRD Basic Pack, EURO STOXX 50 Total Return Futures, termination of clients and the clarification of certain rules within the legal framework |
02/08/2022 |
Certified |
02/22/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 004-22 to the Price List relating to certain fees for Frankfurter Wertpapierbrse transactions |
02/09/2022 |
Certified |
02/23/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 005-22 relating to the transaction and post-trade fees in selected Equity Index and Fixed Income Futures and the annual review of volume rebates |
02/09/2022 |
Certified |
02/23/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 007-24 related to exemptions provisions and creditworthiness requirement for Public Entities, Termination Events, disclosure rights in case of a suspension and transfer provisions reg. WR Credits |
02/09/2024 |
Certified |
02/26/2024 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 012-22 relating to the portfolio transfer functionality and 2021 ISDA Definition updates |
03/09/2022 |
Certified |
03/23/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 016-22 relating to updating the daily settlement price determination provisions for future contracts |
03/16/2022 |
Certified |
03/30/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 022-22 to the Clearing Conditions and Price List relating to discontinuation of clearing services for equity and equity index on derivatives on Russian underlyings. |
04/06/2022 |
Certified |
04/20/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 025-22 related to the composition of the Equity (Index) Derivatives Liquidation Group and the discontinuation of the MSCI Dividend Futures Liquidation Group within the Default Management Process |
04/09/2022 |
Certified |
04/22/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 031-22 to the Clearing Conditions and Auction Terms regarding the discontinuation of the services of Eurex Securities Transactions Services GmbH. |
05/04/2022 |
Certified |
05/18/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 034-22 relating to the introduction of the ISA Direct Indemnified Model, which expands the current ISA Direct Model to an additional client scope |
05/12/2022 |
Certified |
05/26/2022 |
|
20 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 035-23 to reflect the introduction of Eurex Daily Futures on KOSPI 200 Monday Weekly Options on Eurex Deutschland |
06/05/2023 |
Certified |
06/20/2023 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 036-22 to the Clearing Conditions and the Price List with regard to the implementation of a new equity index derivatives. |
05/20/2022 |
Certified |
06/06/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 037-22 relating to clarifying the Hedging Auction Default Management Tool. |
06/01/2022 |
Certified |
06/15/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 038-22 to Eurex Clearing's annual review and recalibration of the parameters of the Stress Period Value-at-Risk ("VaR") margin component for ETD and OTC Derivatives. |
06/02/2022 |
Certified |
06/16/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 042-22 to the Clearing Conditions and FCM Regulations relating to service enhancements for OTC IRD, NDF, and SONIA-based OTC transactions, and updating ISDA definition references |
06/02/2022 |
Certified |
06/16/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 043-22 to the Clearing Conditions, DM Auction Rules, and Price List to reflect the Management Board of Eurex Clearing's decision to terminate certain OTC Currency Clearing Services |
06/03/2022 |
Certified |
06/17/2022 |
|
4 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 048-22 and 049-22 to the Clearing Conditions relating to the reclassification of US OTC CM, to the "US Person" definition, to the delivery of Fixed Income Futures Contracts and other minor changes. |
07/07/2022 |
Certified |
07/21/2022 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 050-22 related to implementation of the European Regulation on a framework for the recovery and resolution of CCPs (Regulation (EU) 2021/23) |
07/13/2022 |
Certified |
07/27/2022 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 050/23 relating to the EMIR Risk Committee's flexibility to conduct hybrid meetings and inclusion of the annual update of the Recovery Plan in the list of topics |
08/03/2023 |
Certified |
08/17/2023 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 053-22 to the Clearing Conditions, Pledge Agreement relating to pledges by an ISA Direct Light License Holder and Price List in relation to C7 SCS; Xemac Decommissioning Project and further measures. |
08/04/2022 |
Certified |
08/18/2022 |
|
19 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 058/23 relating to, for FWB, Eurex Exchange, and Repo transactions, Failure to Deliver Rights and invoicing of certain fees |
09/15/2023 |
Certified |
09/29/2023 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 059/23 relating to the introduction of multiple Clearing Agent relationships for the General ISA Direct Provisions and Automatic Clearing Agent Default Trigger Event for the ISA Direct Indemnified Provisions |
09/15/2023 |
Certified |
09/29/2023 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 068/21 related to the launch of clearing services for seven new FX Futures on Scandinavian currency pairs (EUR/NOK, EUR/SEK, EUR/DKK, USD/NOK, USD/SEK, USD/DKK, NOK/SEK) at Eurex Deutschland. |
08/02/2021 |
Certified |
08/16/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 074-19 related to extending the LSOC service offering to a pure LSOC Without Excess model, extension of swaps product currencies offered under LSOC, and continuing certain fee waivers |
07/29/2019 |
Certified |
08/12/2019 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 075/21 pertaining to the introduction of Futures on BTCetc - ETC Group Physical Bitcoin introduced at Eurex Deutschland. |
08/23/2021 |
Certified |
09/07/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 076/21 relating to a new contract naming convention for 3M SARON Futures (FSR3). |
08/26/2021 |
Certified |
09/10/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 079/21 relating to the introduction of a Pair-Off Service in response to the introduction of C7 Securities Clearing Service (C7 SCS) applying Trade Date Netting. |
09/14/2021 |
Certified |
09/28/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 080/21 re: a reduction of the service fees for Eligible Margin Assets in the form of cash delivered in CHF and a Security Collateral Fee discount for certain U.S. persons subject to the FCM Regulations |
09/14/2021 |
Certified |
09/28/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 081/21 relating to the transition of cleared OTC transactions referencing EONIA or LIBOR and the support of OTC transactions concluded under the 2021 ISDA Definitions. |
09/16/2021 |
Certified |
09/29/2021 |
|
12 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 082/21 relating to the introduction of new group IDs IE22, IE23, CH23, DE23 and NL22 for single stock dividend futures. |
09/15/2021 |
Certified |
09/28/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 083/21 relating to the transition of the reference Funding Rate for EURO STOXX 50 Index Total Return Futures from `?STR + EONIA transition spread' to ?STR flat. |
09/21/2021 |
Certified |
10/04/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 088/21 re: (1) reducing the FX Swap Line Contractual Penalty (OTC Cross Currency Swaps and OTC FX products) and (2) admitting Disclosed Direct Clients domiciled in Qubec (OTC IRD transactions). |
09/28/2021 |
Certified |
10/13/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 090-19 related to amending the Price List to discontinue the monetary incentive in options for the Stress Presence Building Block (SBB) |
10/01/2019 |
Certified |
10/16/2019 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 092-21 relating to the revision of the initial-margin model-parameters of the stress period VaR floor |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 093-21 relating to inclusion of requirements for proof of own fund requirements for entities subject to IFD and IFR, migration of collateral management for Repo and alignment of FCM Default Rules |
11/01/2021 |
Certified |
11/16/2021 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 095-21 relating to amending the Price List to allow for FX Derivatives with quote currency Australian Dollar, and minor changes to the Eurex Clearing GTC technical connection agreement |
11/01/2021 |
Certified |
11/16/2021 |
|
2 |
