Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHSA LCH SA is submitting for self-certification the proposed amendments to LCH SA's CDS Clearing Rules required by (i) the need to comply with CFTC Regulation 39.13(g)(8)(ii) and (ii) the proposal to enhance the CDSClear service. 03/07/2022 Certified 03/21/2022 1
LCHSA LCH SA is submitting for self-certification the proposed amendments to its Liquidity Risk Modelling Framework. 02/25/2020 Certified 03/10/2020 2
LCHSA LCH SA is submitting for self-certification the proposed amendments to its fee grid as part of the extension of the Triparty Collateral mechanism to CDSClear. 07/13/2023 Certified 07/27/2023 1
LCHSA LCH SA is submitting for self-certification the proposed amendments to its CDS Clearing Rules to incorporate new terms and to make conforming, clarifying and clean-up changes to offer the triparty collateral solution to CDSClear clearing members. 05/30/2023 Certified 06/13/2023 3
LCHSA LCH SA is submitting for self-certification the proposed amendments to expand its services to the iTraxx Asia ex Japan Index, Markit CDX Emerging Markets Index and single names that comprise each index, as well as a list of additional sovereign SN. 09/12/2022 Certified 09/26/2022 4
LCHSA LCH SA is submitting for self-certification the new fee grid related to the proposed extension of the CDSClear services to the clearing of options on index credit default swaps. 09/22/2017 Certified 10/06/2017 1
LCHSA LCH SA is submitting for self-certification the new CDSClear fee grid proposed for all account structures, including those introduced to reflect the indirect clearing requirements under EMIR and MiFIR for authorized CCPs. 12/15/2017 Certified 01/02/2018 1
LCHSA LCH SA is submitting for self-certification the changes related to the proposed extension of the CDSClear services to the clearing of options on index credit default swaps. 09/22/2017 Certified 10/06/2017 2
LCHSA LCH SA is submitting for self-certification the amendments to the CDSClear fee grid in order to introduce a fee rebate regarding the CDSClear Index Swaptions clearing service. 04/01/2019 Certified 04/12/2019 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDSClear fee grid in order to extend to CDSClear clients the current fee applicable by other LCH SA business lines. 06/20/2019 Certified 07/05/2019 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rules to extend the weekly backloading process to Index Swaptions and amend the structure of the documentation in respect of the backloading process. 08/08/2019 Certified 08/21/2019 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rule Book, Supplement, and Procedures in order mainly to implement a "settled-to-market" treatment of variation margin with a few other initiative amendments. 02/26/2019 Certified 03/12/2019 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rule Book, Procedures and a Clearing Notice to make conforming and clarifying changes necessary to implement relevant provisions of the European Markets in Financial Instrument 12/15/2017 Certified 01/02/2018 2
LCHSA LCH SA is submitting for self-certification the amendments to its Rules to allow the clearing of iTraxx MSCI ESG Screened Europe index contracts and add a number of clarifications and enhancements to some aspects of the CDSClear risk framework. 07/31/2020 Certified 08/14/2020 2
LCHSA LCH SA is submitting for self-certification the amendments to its Rules to allow the clearing of iTraxx MSCI ESG Screened Europe index contracts and add a number of clarifications and enhancements to some aspects of the CDSClear risk framework. 06/25/2020 Certified 07/09/2020 2
LCHSA LCH SA is submitting for self-certification the amendments to its rules in order to incorporate new terms and to make conforming, clarifying and changes to permit the clearing of options on index credit default swap in respect of North American indices. 11/16/2020 Certified 11/30/2020 4
LCHSA LCH SA is submitting for self-certification the amendments to its Liquidity Risk Modelling Framework to extend the scope of instruments eligible to margin collateral to EUR bonds issued by Supranational and Agency entities and the relevant fee changes. 10/18/2019 Certified 10/31/2019 2
LCHSA LCH SA is submitting for self-certification the amendments to its Liquidity Risk Modelling Framework in order to address more accurately the liquidity requirements in the event of the assignment and exercise of Equity American options. 11/30/2020 Certified 12/11/2020 2
LCHSA LCH SA is submitting for self-certification some amendments to its Liquidity Risk Modeling Framework (Operational Target...). 02/23/2023 Certified 03/08/2023 2
LCHSA LCH SA is submitting for self-certification proposed changes to its rules relating to its governance documents. 08/18/2020 Certified 09/01/2020 1
LCHSA LCH SA is submitting for self-certification an incentive fee programme (CCPSwitch Programme) proposed to existing and new potential clearing members andclients of its CDSClear service. 09/09/2022 Certified 09/22/2022 1
LCHSA LCH SA is submitting for self-certification an incentive fee programme (CCP Switch Programme) proposed to existing and new potential clearing members and clients of its CDSClear service. 08/10/2022 Certified 08/23/2022 1
LCHSA LCH SA is submitting for self-certification amendments to the "Rules" related to the implementation of the (i) Split of Calls & Pays initiative, (ii) the removal of the buffer collateral account and (iii) other changes for clarification purposes. 09/06/2016 Certified 09/20/2016 1
LCHSA LCH SA is submitting for self-certification amendments to its CDS Clearing Rule Book related to recovery and resolution. 12/14/2023 Certified 12/29/2023 1
LCHSA LCH SA is submitting for self-certification amendments to its Board and Board Sub-Committee Terms of Reference. 06/25/2024 Certified 07/10/2024 1
LCHSA LCH SA is submitting for self certification the amendments to the CDSClear client clearing fee grid. 10/17/2018 Certified 10/31/2018 2
LCHSA LCH SA is submiting for self-certification the amendments to the CDSClear fee grid to be effective from Januray 1st, 2020 12/13/2019 Certified 12/30/2019 2
LCHSA LCH SA is proposing to expand the eligible non-cash collateral by amending its CDSClear Clearing Rulebook and publishing a new Clearing Notice. LCH SA is also amending its Liquidity Risk Modelling Framework. 10/08/2021 Certified 10/25/2021 5
LCHSA LCH SA is proposing to expand the eligible collateral (CADES...) to be posted by a clearing member to satisfy the margin requirements. 07/17/2023 Certified 07/28/2023 2
LCHSA LCH SA is proposing to amend its rules to allow the clearing of single name credit default swap trades referencing a monolineinsurer and to implement the changes required by the update of LCH Group risk policies 09/23/2020 Certified 10/07/2020 2
LCHSA LCH SA is proposing to amend its Reference Guide: CDSClear Margin Framework in order to allow Index BasisPackages margining as single instrument 12/03/2019 Certified 12/17/2019 2
LCHSA LCH SA is proposing to amend its CDS Clearing Rules to permit the clearing of Markit iTraxx Australia indices and the associated single names consistituents and provide a remediation regarding the WWR margin instability. 07/01/2022 Certified 07/18/2022 3
LCHSA LCH SA is proposing to amend its CDS Clearing Rules to implement a delegation mechanism for clients of CDSClear clearing members that would apply in the context of the restructuring notification process for swaptions. 04/19/2022 Certified 05/03/2022 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rules in order to address narrowly tailored credit events (NTCE). 01/06/2020 Certified 01/17/2020 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rules and Liquidity Risk Modelling Framework. 08/29/2023 Certified 09/13/2023 9
LCHSA LCH SA is proposing to amend its CDS Clearing Rule Book, Supplement and Procedures to incorporate new terms and to make conforming, clarifying and clean-up changes to implement a new electronic exercise platform or EEP for the exercise of options by clear 07/19/2018 Certified 08/02/2018 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rule Book in order to offer client clearing services in respect of single name CDS to US customers of its clearing members. 04/09/2021 Certified 04/23/2021 8
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
LCHSA LCH SA is proposing to amend and reorganize the structure of its Liquidity Risk Modelling Framework to be consistent with the LSEG template. 05/26/2023 Certified 06/12/2023 2
LCHSA LCH SA as a DCO is submitting for CFTC self-certification the proposed amendments to the Terms of Reference of its Board of Directors and of the Nomination Committee. 10/07/2021 Certified 10/22/2021 1
LCHLTD LCH Rulebook change to enable the ForexClear Service to offer clearing of Bunched Orders for FCM clients. 04/07/2017 Certified 04/21/2017 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
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 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 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 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 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 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 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 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