Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLTD LCH is submitting for self-certification revisions to its rules to expand its eligible SwapClear transactions as well as make an operational enhancement related to basis swap splitting. 11/25/2022 Certified 12/09/2022 7
LCHLTD LCH is submitting for self-certification revisions to its rules to clarify that the use of electronic signatures is permissible for LCH business. 08/24/2021 Certified 09/08/2021 3
LCHLTD LCH is submitting for self-certification revisions to its rules related to the USD LIBOR conversion for benchmark reform 04/05/2023 Certified 04/19/2023 1
LCHLTD LCH is submitting for self-certification revisions to its rules related to the rates conversion for benchmark reform. 09/17/2021 Certified 10/01/2021 8
LCHLTD LCH is submitting for self-certification revisions to its rules related to the CAD Canadian Dollar Offered Rate ("CDOR") conversion for benchmark reform. 05/21/2024 Certified 06/05/2024 1
LCHLTD LCH is submitting for self-certification revisions to its rules related to the attribution of: (i) market profits or losses in a client default management account ("DMA"), and (ii) auction losses during the management of a clearing member default. 12/01/2021 Certified 12/15/2021 4
LCHLTD LCH is submitting for self-certification revisions to its rules related to extension of the opening hours for the SwapClear Service and the introduction of a new overnight funding account. 04/01/2022 Certified 04/15/2022 7
LCHLTD LCH is submitting for self-certification revisions to its rules related to clearing Bloomberg Short-Term Bank Yield swaps. 11/11/2021 Certified 11/26/2021 4
LCHLTD LCH is submitting for self-certification revisions to its rules regarding ForexClear's use of the EMTA Inc. template terms within certain contracts. 05/12/2022 Certified 05/26/2022 3
LCHLTD LCH is submitting for self-certification revisions to align the provisions that address the change of interest rate for determining the Price Alignment Amount in the LCH FCM Procedures with those under LCH Procedure 2C. 11/08/2021 Certified 11/23/2021 3
LCHLTD LCH is submitting for self-certification proposed amendments to the Terms of Reference for certain committees of its Board of Directors. 12/16/2022 Certified 12/30/2022 1
LCHLTD LCH is submitting for self-certification fee changes in the SwapClear service. 11/02/2023 Certified 11/17/2023 1
LCHLTD LCH is submitting for self-certification corrections to the ForexClear Product Specific Contract Terms and Eligibility Criteria Manual and FCM Product Specific Contract Terms and Eligibility Criteria Manual. 01/06/2022 Certified 01/21/2022 3
LCHLTD LCH is submitting for self-certification corrections to the ForexClear fee schedule. 06/29/2021 Certified 07/14/2021 1
LCHLTD LCH is submitting for self-certification clarifications to its Business Continuity Procedures. These revisions are in Section 6 (Business Continuity) of the LCH Procedures and the Section 5 (Business Continuity) of the LCH FCM Procedures. 08/17/2021 Certified 08/31/2021 3
LCHLTD LCH is submitting for self-certification changes to the ForexClear fee schedule. 12/15/2021 Certified 12/30/2021 1
LCHLTD LCH is submitting for self-certification changes to the fee structure of the Listed Rates Clearing Service 07/13/2017 Certified 07/27/2017 1
LCHLTD LCH is submitting for self-certification changes to its rules to remove certain market standard definitions. 01/13/2017 Certified 01/27/2017 1
LCHLTD LCH is submitting for self-certification changes to its rules to ensure compliance with the UK's new corporate criminal offence of failure to prevent the facilitation of tax evasion. 09/08/2017 Certified 09/22/2017 1
LCHLTD LCH is submitting for self-certification changes to its rules to allow portfolio margining between its SwapClear and Listed Rates clearing services. 04/28/2016 Certified 05/11/2016 1
LCHLTD LCH is submitting for self-certification changes to its rules regarding the payment of USD denominated Variation Margin by Futures Commission Merchants of its SwapClear service. 11/01/2017 Certified 11/16/2017 1
LCHLTD LCH is submitting for self-certification changes to its rules regarding the identification to LCH of a client's backup Clearing Member(s). The change does not apply to Clearing Members which are Futures Commission Merchants ("FCMs") and their clients. 08/15/2018 Certified 08/28/2018 1
LCHLTD LCH is submitting for self-certification changes to its rules regarding the extension of open access to Approved Compression Service\r\nProviders. 10/24/2023 Certified 11/07/2023 1
LCHLTD LCH is submitting for self-certification changes to its rules regarding periodic surveys of swaps and FX transactions to calculate margin requirements. 10/03/2023 Certified 10/18/2023 1
LCHLTD LCH is submitting for self-certification changes to its rules in order to remove LCH's discretion to increase the Mandatory ForexClear Swap Limit above the relevant cap in the context of FX Options clearing. 08/14/2018 Certified 08/28/2018 1
LCHLTD LCH is submitting for self-certification changes to its Rulebook required to implement a new ForexClear proposal to enhance the ForexClear trade registration workflow for eligible products traded on trading venues. 08/31/2023 Certified 09/15/2023 1
LCHLTD LCH is submitting for self-certification changes to its Rulebook required to implement a new ForexClear initiative called "Smart Clearing", that will introduce a workflow to enable selective bulk clearing of FX Forwards transactions. 08/31/2023 Certified 09/15/2023 1
LCHLTD LCH is submitting for self-certification changes to its non-cash collateral concentration limits. 01/02/2024 Certified 01/16/2024 1
LCHLTD LCH is submitting for self-certification amendments to its Rules. 01/13/2022 Certified 01/28/2022 6
LCHLTD LCH is submitting for self-certification amendments to its rules and procedures related to improvements being made to the SwapClear portal. 06/26/2018 Certified 07/11/2018 1
LCHLTD LCH is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 10/01/2021 Certified 10/18/2021 2
LCHLTD LCH is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 05/16/2022 Certified 05/31/2022 2
LCHLTD LCH is submitting for self-certification a new schedule of securities acceptable for margin collateral. 06/27/2024 Certified 07/11/2024 2
LCHLTD LCH is submitting for self-certification a Circular to SwapClear Clearing Members noting upcoming trade eligibility changes for SwapClear Contracts based on the TOM Next Index Swaps ("TOIS") fixing. 12/01/2016 Certified 12/14/2016 1
LCHLTD LCH is submitting for self certification a) clarification amendments to the Rulebook and b) the fees related to the FX Options service. 04/27/2018 Certified 05/11/2018 1
LCHLTD LCH is submitting changes to its rulebook related to rate changes for the ForexClear service. 07/09/2021 Certified 07/23/2021 5
LCHLTD LCH is self-certifying to allow amendment of terms of SwapClear and/or FCM SwapClear Contracts when LCH determines public statements or publications of information will affect netting or risk management. LCH do this in light of Circular 4308. 06/20/2024 Certified 07/05/2024 1
LCHLTD LCH is self-certifying changes to its rules to support LCH's compliance with Swap Data Reporting Requirements under Part 45 of the CFTC rules. 09/19/2017 Certified 10/03/2017 1
LCHLTD LCH is self-certifying changes to its rules to offer updated post trade synchronization facility with ATSS in SwapClear. 03/10/2017 Certified 03/24/2017 1
LCHLTD LCH is self-certifying changes to its rules to allow updates to a limited set of economic attributes of a cleared trade in the SwapClear service. 03/10/2017 Certified 03/24/2017 1
LCHLTD LCH is self-certifying changes to its rules to add Variable Notional Swaps ("VNS") denominated in certain additional currencies (CHF, CZK, DKK, HKD, HUF, NZD, SGD and ZAR) to the list of SwapClear eligible products. 03/10/2017 Certified 03/24/2017 1
LCHLTD LCH is self certifying rules enabling the SwapClear service to i) operationally combine the processing of individual events to create a "Multiple Bulk Event" process; and ii) enhance the Duo Compression offering for Clearing Members. 03/09/2017 Certified 03/23/2017 1
LCHLTD LCH is self certifying rule changes to enhance the current arrangements for Collateralisation to Stress Loss for clients 03/09/2017 Certified 03/23/2017 1
LCHLTD LCH is self certifying minor rule changes on the ForexClear Service Procedures regarding Calendar Adjustments and the Automatic Exercise of FX Options Contracts 11/21/2018 Certified 12/06/2018 1
LCHLTD LCH is self certifying changes to its rules to clarify the circumstances in which Clearing Members, their Customers and service providers may be permitted, or prohibited, to use LCH's data, as defined in the rules. 12/14/2017 Certified 12/29/2017 1
LCHLTD LCH is revising its rules in order to extend the opening hours of the SwapClear Service. 09/08/2021 Certified 09/22/2021 3
LCHLTD LCH is re-filing proposed 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. 03/07/2024 Certified 03/21/2024 2
LCHLTD LCH is proposing to change its rules to recognise unallocated excess collateral as FCM's buffer and to recognise margin posted by the FCM as FCM's buffer, subject to certain conditions. 10/19/2016 Certified 11/01/2016 1
LCHLTD LCH is amending its Rulebook to implement its PPS Reform initiative which is - 1) make more currencies same-day value (1st changes are to CHF and NOK); and 2) PPS calls in an alternative same-day currency when another currency has a currency holiday. 09/07/2016 Certified 09/20/2016 1
LCHLTD LCH has amended Procedure 1 (Clearing Member, Non-Member Market Participant and Dealer Status) to correct a previously incorrect references to clearing member's status in the different categories for net capital requirements. 12/06/2023 Notified 12/06/2023 1