Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
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 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 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 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 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'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 Weekly Notification of Connectivity Fee Amendment. No changes to LCH Rulebook apply. 03/06/2020 Notified 03/06/2020 1
LCHLTD LCH Limited temporary change to its Margin Collateral Haircut Schedule 04/02/2019 Certified 04/15/2019 2
LCHLTD LCH Limited Self-Certification: Variable Notional OIS - remaining currencies extension 04/12/2021 Certified 04/23/2021 1
LCHLTD LCH Limited self-certification: Variable elements of a swap 01/09/2024 Certified 01/24/2024 1
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: UK Criminal Finances Act amendment rule changes 09/12/2018 Certified 09/26/2018 1
LCHLTD LCH Limited Self-Certification: SwapClear Transfers 11/26/2019 Certified 12/11/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear Tradesharer fees 03/21/2024 Certified 04/04/2024 1
LCHLTD LCH Limited Self-Certification: SwapClear tenor extensions for Fed Funds and CDOR Indexes 05/02/2019 Certified 05/16/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear tenor extensions 02/01/2019 Certified 02/15/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear Service Opening - 24x5 07/17/2023 Certified 07/28/2023 1
LCHLTD LCH Limited Self-Certification: SwapClear R4 Service Release 11/20/2020 Certified 12/07/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear Pre-cessation triggers 12/01/2020 Certified 12/15/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear Opening Hours 08/22/2019 Certified 09/06/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear NZD Clearing, AUD and ZAR tenor extensions 10/30/2019 Certified 11/14/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear new variable notional swaps and tenor extensions 08/26/2020 Certified 09/10/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear new basis swaps and tenor extension 07/05/2019 Certified 07/19/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear Messaging Service fee and fee holiday for Pension Funds related to backloaded trades 04/16/2021 Certified 04/29/2021 1
LCHLTD LCH Limited Self-Certification: SwapClear Initial Margin parameter update 06/14/2019 Certified 06/28/2019 1
LCHLTD LCH Limited Self-Certification: SwapClear Inflation Swaps Fee Tariff 03/18/2020 Certified 03/31/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear fee holiday for Pension Funds related to backloaded trades 04/30/2020 Certified 05/13/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear decompression 10/16/2020 Certified 10/29/2020 1
LCHLTD LCH Limited Self-Certification: SwapClear block trade allocations 09/06/2019 Certified 09/20/2019 1
LCHLTD LCH Limited Self-Certification: Supplementary client clearing requirements 03/10/2021 Certified 03/24/2021 1
LCHLTD LCH Limited Self-Certification: stress loss exposure notice period 09/20/2018 Certified 10/04/2018 1
LCHLTD LCH Limited Self-Certification: Standard Coupon Inflation Swaps 03/06/2020 Certified 03/20/2020 1
LCHLTD LCH Limited Self-Certification: SGD SORA tenor extension from 5.5Y to 21Y for OIS and Basis swaps 02/05/2021 Certified 02/22/2021 1
LCHLTD LCH Limited Self-Certification: Rulebook Miscellaneous Amendments 05/07/2019 Certified 05/21/2019 1
LCHLTD LCH Limited Self-Certification: Rulebook amendments related to the UK withdrawal from the EU 12/16/2020 Certified 12/31/2020 1
LCHLTD LCH Limited Self-Certification: Rule changes concerning the early termination rights of LCH Clearing Members 03/15/2019 Certified 03/28/2019 1
LCHLTD LCH Limited Self-Certification: Rule Change related to PPS bank accounts maintained by Clearing Members 10/23/2019 Certified 11/06/2019 1
LCHLTD LCH Limited Self-Certification: RFR PAI and discounting transition 06/18/2020 Certified 07/02/2020 1
LCHLTD LCH Limited Self-Certification: Removing clearing eligibility for EONIA/EuroSTR basis swap 01/29/2021 Certified 02/12/2021 1
LCHLTD LCH Limited Self-Certification: Removal of Clearstream Frankfurt as a settlement location 03/06/2019 Certified 03/20/2019 1
LCHLTD LCH Limited Self-Certification: Rates Service Default Fund Cap Increase 07/05/2019 Certified 07/19/2019 1
LCHLTD LCH Limited Self-Certification: Rates Reform - USD LIBOR fallback and conversion fees 01/20/2023 Certified 02/03/2023 3
LCHLTD LCH Limited Self-Certification: Rates Reform - SGD SOR and THB THBFIX Fallback and Conversion Fees 02/24/2023 Certified 03/09/2023 1
LCHLTD LCH Limited Self-Certification: Rates Reform - LIBOR Fallback and Conversion Fees 08/06/2021 Certified 08/20/2021 1
LCHLTD LCH Limited Self-Certification: Rates Reform - 2024 Fallback and Conversion Fees 02/22/2024 Certified 03/07/2024 1
LCHLTD LCH Limited Self-Certification: Open Access 01/08/2021 Certified 01/22/2021 1
LCHLTD LCH Limited Self-Certification: NZD maturity extension to 21 Years 10/31/2018 Certified 11/15/2018 1
LCHLTD LCH Limited Self-Certification: Non-Standard Fixing Offsets 03/06/2020 Certified 03/20/2020 1
LCHLTD LCH Limited Self-Certification: New Margin Collateral Haircut Schedule 07/31/2019 Certified 08/14/2019 4
LCHLTD LCH Limited Self-Certification: New Margin Collateral Haircut Schedule 09/19/2019 Certified 10/03/2019 2