Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
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 is proposing additional amendments to 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. 11/01/2024 Certified 11/18/2024 1
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
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 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 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 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 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 Rulebook changes in respect of MiFID II 11/20/2017 Certified 12/04/2017 1
LCHLTD LCH Ltd revised collateral haircut schedule. 12/27/2023 Certified 01/10/2024 2
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 notification of non-substantive rule changes in various section of its Rulebook. 02/28/2020 Notified 02/28/2020 1
LCHLTD LCH LTD Margin Collateral Haircut Schedule Update 03/15/2017 Certified 03/28/2017 2
LCHLTD LCH LTD Margin Collateral Haircut Change 12/19/2017 Certified 01/04/2018 2
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 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 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 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 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 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 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 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 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 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 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 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 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 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 filing a self certification for changes to the ForexClear tariffs. 02/01/2019 Certified 02/15/2019 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 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 changes to its Margin Collateral Haircut Schedule. 03/27/2018 Certified 04/09/2018 2
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