| LCHLTD |
Changes to default rules re: clearing of futures. |
12/09/2013 |
Certified |
12/24/2013 |
|
1 |
| LCHLTD |
Changes to Default Rules affecting Rates and ForexClear services, applying to all Clearing Members. |
12/23/2016 |
Certified |
01/09/2017 |
|
1 |
| ICECC |
Changes to comply with CFTC Reg. 39.13(g)(8)(ii) |
04/23/2012 |
Certified |
05/08/2012 |
|
1 |
| ICLREU2 |
Changes to comply with CFTC Reg 39.13(g)(8)(ii) collection of margin by clearing members |
04/20/2012 |
Certified |
05/05/2012 |
|
1 |
| MIAX |
Changes to comply with CFTC Part 39 DCO rules effective May 7, 2012. |
04/19/2012 |
Certified |
05/04/2012 |
|
1 |
| CME |
Changes to Collateral Haircut Model |
07/28/2017 |
Certified |
08/11/2017 |
|
2 |
| CME |
Changes to CME's offering for cleared interest rate swaps; 12-204 |
06/15/2012 |
Certified |
06/30/2012 |
|
2 |
| CME |
Changes to CME Rule 820 concerning performance bonds in connection with CME/CBT/NYMEX rulebook harmonization |
10/30/2009 |
Certified |
11/02/2009 |
|
1 |
| LCHLTD |
Changes to client fee schedule to reflect fees for multilateral compression facility for clients |
08/19/2016 |
Certified |
09/02/2016 |
|
1 |
| ICLREU2 |
Changes to Clearing Rules (Part 7 & 8) - EDSP/ERCOT Rule changes |
06/17/2022 |
Certified |
07/01/2022 |
|
2 |
| LCHLTD |
Changes to certain parameters of the Forexclear service Initial Margin model. |
01/31/2014 |
Certified |
02/15/2014 |
|
1 |
| CME |
Changes to CDS Product Terms for Acceptance of iTraxx |
11/20/2014 |
Certified |
12/05/2014 |
|
3 |
| CME |
Changes to CDS Product Definitions to Incorporate the ISDA 2014 Credit Derivatives Definitions |
09/05/2014 |
Certified |
09/19/2014 |
|
2 |
| CME |
Changes to CDS Manual of Operations; Changes to CDS Price Quality Auction Parameter. 13-299 |
07/25/2013 |
Certified |
08/09/2013 |
|
1 |
| CBT |
Changes to CBT Rule 820 concerning performance bonds in connection with CME/CBT/NYMEX rulebook harmonization |
10/30/2009 |
Certified |
11/02/2009 |
|
0 |
| OCC |
Changes to By-Laws to reflect the separation of the Chairman into two offices, Executive Chairman and President; SR-OCC-2013-09. |
06/04/2013 |
Certified |
06/19/2013 |
|
2 |
| LCHLTD |
Changes to Benchmark currency fixing rates for MYR and IDR used by ForexClear Service |
07/19/2013 |
Certified |
08/03/2013 |
|
1 |
| OCC |
Changes to accomodate introduction by ELX Futures of a transaction type called Price Differential Spread |
06/24/2011 |
Certified |
06/24/2011 |
|
1 |
| OCC |
Changes to accomodate clearing of cash-settled Agricultural Futures; Euribor Futures; and German Interest Rate Futures for ELX Futures exchange; 2011-16R |
11/22/2011 |
Certified |
12/08/2011 |
|
2 |
| ICLR US |
Changes to acceptable collateral |
03/30/2017 |
Certified |
04/13/2017 |
|
2 |
| CME |
Changes related to introduction of new IRS contracts and additional specs to existing IRS contracts within CME's rulebook and Manual of Operations for CME Cleared Interest Rate Swaps; 13-164. |
04/28/2013 |
Certified |
05/11/2013 |
|
1 |
| LCHLTD |
Changes related to implementation of SwapClear's Strategic Initial Margin Methodology. |
04/15/2013 |
Certified |
04/30/2013 |
|
1 |
| ICLREU2 |
Changes is to amend ICEU Rules to address certain requirements under the European Union General Data Protection Regulation (GDPR) upon the UK ceasing to be an EU member state. |
02/25/2019 |
Certified |
03/11/2019 |
|
2 |
| LCHLTD |
Changes in the start and end dates of accrual periods to calculate interest - default fund interest will align to this new calendar based accrual |
04/21/2015 |
Certified |
05/05/2015 |
|
1 |
| LCHLTD |
Changes correcting references within the Default Fund Rules, clarifying definitions, eliminating ambiguities and making other minor amendments. |
11/26/2012 |
Certified |
12/11/2012 |
|
1 |
| OCC |
Changes clarify when OCC may refuse a margin withdrawal request or request additional intra-day margin. SR-OCC-2012-21. |
11/13/2012 |
Certified |
11/29/2012 |
|
1 |
| ICE NGX |
Changes around scheduling procedures for Yesterday ("YD") products at Alliance delivery points. |
10/06/2020 |
Certified |
10/21/2020 |
|
1 |
| LCHLTD |
Change to the SwapClear service European Client Account Fees |
10/24/2014 |
Certified |
11/06/2014 |
|
1 |
| LCHLTD |
Change to the LCH LTD London Deposit Rate (LDR) applicable to cash balances held on SwapClear and ForexClear services clearing member accounts. |
02/23/2018 |
Notified |
02/23/2018 |
|
1 |
| LCHLTD |
Change to the LCH London Deposit Rate (LDR) applicable to cash balances held on SwapClear and ForexClear service Clearing Member accounts. |
01/13/2017 |
Notified |
01/13/2017 |
|
1 |
| LCHLTD |
Change to the LCH Client Deposit Rate (CDR) applicable to cash balances held on SwapClear clearing member client accounts. |
02/03/2017 |
Notified |
02/03/2017 |
|
1 |
| ICLREU2 |
Change to the Finance Procedures in relation to the USD Cash Instruction Deadline Amendments. |
03/20/2020 |
Notified |
03/20/2020 |
|
2 |
| CME |
Change to the Collateral Categorization for Treasury Inflation Protected Securities; 13-049. |
02/14/2013 |
Certified |
03/02/2013 |
|
1 |
| LCHLTD |
Change to Section 1 Procedures to clarify Clearing Member obligations in relation to providing regulatory returns to the Clearing House. |
07/16/2015 |
Certified |
07/29/2015 |
|
1 |
| CCH |
Change to rules in relation to Participant Clearing Accounts to reflect that funds are Member Property, and to prevent confusion as the current term ("segregation") implies customer property. |
04/08/2013 |
Certified |
04/23/2013 |
|
1 |
| CME |
Change to procedures for facilitating physical delivery of CLS-eligible foreign currencies. CME #14-165R and #14-165RS |
06/05/2014 |
Certified |
06/18/2014 |
|
2 |
| CME |
Change to procedures for facilitating physical delivery of CLS-eligible foreign currencies. CME # 14-165 |
05/29/2014 |
Withdrawn |
06/04/2014 |
|
2 |
| MIAX |
Change to outright margin rates |
10/26/2017 |
Notified |
10/26/2017 |
|
1 |
| MIAX |
Change to outright and spread margin rates and to volatility scan range. |
09/21/2017 |
Notified |
09/21/2017 |
|
1 |
| NYMEX |
Change to NYMEX Brent Block Trade Broker Rebate Program |
05/16/2012 |
Certified |
06/01/2012 |
|
1 |
| CMECE |
Change to Minimum IRS Clearing Member IRS Guarantee Fund Contribution |
02/07/2017 |
Certified |
02/22/2017 |
|
1 |
| OCC |
Change to method by which clearing fund size is determined |
08/03/2011 |
Certified |
08/18/2011 |
|
1 |
| LCHLTD |
Change to margin collateral haircut schedule. Certain Issuers that were only able to be pledged as collateral on a bi-lateral basis can, from 15 March 2021, be pledged as collateral on a tri-party basis. |
03/12/2021 |
Notified |
03/12/2021 |
|
1 |
| CME |
Change to log shocks of the Over-The-Counter ("OTC") Interest Rate Swaps ("IRS") margin model. #14-129 and #14-129SR |
04/14/2014 |
Certified |
04/29/2014 |
|
2 |
| LCHLTD |
Change to LCH Rulebook Procedures Section 3 (Financial Transactions) to include the new Australian PPS arrangements. |
08/12/2016 |
Certified |
08/25/2016 |
|
1 |
| CME |
Change to IRS Clearing Member Minimum IRS Guaranty Fund Contribution |
08/03/2015 |
Certified |
08/17/2015 |
|
1 |
| ICLREU2 |
Change to initial payment date on CDS Contracts to be T+1; change to daily calculation and payment of interest on mark to market margin on CDS Contracts |
04/17/2012 |
Certified |
05/02/2012 |
|
1 |
| ICECC |
Change to initial payment date of CDS contracts to T+1 |
03/06/2012 |
Certified |
03/21/2012 |
|
1 |
| ICLREU2 |
Change to ICE OTC Wet Freight contract specifications |
12/22/2011 |
Certified |
01/10/2012 |
|
1 |
| LCHLTD |
Change to functionality, product enhancements, removal of prescribed SwapClear language |
11/16/2011 |
Certified |
12/02/2011 |
|
1 |
