Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLTD LCH.Ltd is submitting for self-certification a Circular to SwapClear Clearing Members describing the changes to the SwapClear margining times and Backload Registration Cycles times 08/10/2016 Certified 08/24/2016 1
ICECC ICC proposes revising the ICC Risk Management Model Description document to incorporate risk model enhancements. 08/10/2016 Certified 08/24/2016 2
LCHLTD The LCH's Listed Interest Rates service will soon clear for a new trading venue(Curve Global)-Currently the rules are specific to NLX. The changes make the rules applicable to any trading venue eligible to be cleared by this service. 08/10/2016 Certified 08/24/2016 1
SGX-DC Self-Certification of Amendments to SGX-DC Clearing Rules in relation to the cessation of clearing of half day forward freight agreements 08/12/2016 Certified 08/25/2016 1
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
LCHLTD Extension of Variation Margin settlement to client contracts and allowing partial conversion of contracts from Collateralised-to-Market ("CTM") to Settled-to-Market ("STM") 08/15/2016 Certified 08/29/2016 1
LCHLTD Allocation of SwapClear contracts: changes to rules to allow an unallocated Futures Commission Merchant ("FCM") SwapClear Contract to be allocated from a suspension sub-account of an FCM to the Client account of another Clearing Member which is not an FCM 08/15/2016 Certified 08/29/2016 1
LCHLTD Changes to rules related to the treatment of trades to be registered for clearing depending upon the execution venue and availability of the required margin. 08/15/2016 Certified 08/29/2016 1
LCHLTD BAU Portfolio Transfer processes in SwapClear 08/15/2016 Certified 08/29/2016 1
EUREX Proposed rule changes in Eurex Clearing Circular 104-06 relating to the introduction of new MSCI index futures and a designated market making agreement for these futures 08/16/2016 Certified 08/30/2016 2
EUREX Proposed rule changes in Eurex Clearing Circular 106-16 related to the settlement cycle for Spanish equities, allowable currencies for multicurrency cash accounts, an additional collaterization type for specific lenders, and publication of rule changes 08/19/2016 Certified 09/02/2016 2
LCHLTD Correction to SwapClear opening hours and support for additional financial centres 08/19/2016 Certified 09/02/2016 1
LCHLTD Changes to client fee schedule to reflect fees for multilateral compression facility for clients 08/19/2016 Certified 09/02/2016 1
LCHSA Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an update of CDSClear fees as a consequence of the launch of the Select Membership initiative to take effect no earlier than 7th September 2016. 08/23/2016 Certified 09/07/2016 1
ICLREU2 Revision to ICE Clear Europe's Intraday Margin Policy to incorporate an overall clearing member limit for uncollateralized exposure. 08/25/2016 Certified 09/09/2016 3
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
ICLREU2 Modifications to the ICEU Clearing Rules to clarify the timing of certain default management procedures in light of requirements under the European Market Infrastructure Regulation 08/30/2016 Certified 09/13/2016 2
OCC Proposed rule change concerning The Options Clearing Corporation's escrow deposit program. 08/30/2016 Certified 09/14/2016 1
SGX-DC SGX will be introducing a new derivatives trading and clearing system, Titan. While there are no substantial changes to the SGX-DC Clearing Rules in respect of the introduction of Titan, amendments have been proposed for greater clarity. 08/30/2016 Certified 09/14/2016 1
CME Addition of Portfolio Gains Haircuts,Tear-Ups, and Limited Recourse to the Financial Safeguards Package for Base 08/31/2016 Certified 12/20/2016 10
SGX-DC The Amendment is to remove the Euroyen Futures contract from the list of contracts under Appendix 2 - Contracts of Other Relevant Markets Accepted by the Clearing House - of the SGX-DC Clearing Rules, arising from its delisting on the CME. 09/01/2016 Certified 09/16/2016 1
LCHLTD LCH self certifies a Circular to SwapClear Clearing Members on the implementation of an update to the liquidity margin calculation (IMMFP) for the Rates Service incorporating OIS indices and LIBOR like indices risk. 09/02/2016 Certified 09/16/2016 1
NODALCL CFTC Regulation 40.6(a) Certification: Amendments to Nodal Clear Rule 3.23.4, and Adoption of New Nodal Clear Rules 3.24.3, 8.1, 8.2, and 8.3 09/02/2016 Certified 09/19/2016 2
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
LCHLTD LCH.Ltd self certifies rule changes on the termination of trades with small notional amounts and hence a negligible Net Present Value (NPV). 09/06/2016 Certified 09/20/2016 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
ICE NGX NGX is making this submission to advise the Commission that it is establishing, on a temporary basis, discounted transaction fees for certain physically settled gas futures products. 09/07/2016 Certified 09/21/2016 2
LCHLTD LCH self-certifies clarification changes to the rules applicable to its Listed Interest Rates clearing service and SwapClear BAU transfers. 09/09/2016 Certified 09/23/2016 1
EUREX Proposed rule amendments in Eurex Clearing circular 113-16 relating to offer clearing services for equity index options with weekly expirations on the SMIr introduced at Eurex Exchange 09/12/2016 Certified 09/26/2016 2
ICECC ICC proposes changes to the ICC Rulebook to provide for the clearance of additional credit default swap contracts. 09/14/2016 Certified 09/28/2016 2
LCHLTD Tenor extensions to Norwegian, Polish and Danish (NOK, PLN and DKK) currencies 09/16/2016 Certified 09/30/2016 1
EUREX Proposed rule changes in Eurex Clearing Circular 117-16 related to amendments to the Price List, a Form for using market-making accounts for proprietary trading activities, Clearing Agreements, and a Connection Agreement 09/16/2016 Certified 09/30/2016 2
LCHLTD LCH.Ltd self certifies changes its rules to add MXN IRS and VNS in NOK, PLN and SEK to the list of SwapClear eligible products. Also, the self certification includes rule changes to reflect the new NOK benchmark index name of NOK-NIBOR-OIBOR. 09/19/2016 Certified 10/03/2016 1
LCHLTD Self-certification to 1) amend ForexClear fees to provide for existing Clearing Members to move from the current variable tariff to the current fixed tariff, by giving notice to LCH, and 2) publication of the ForexClear fees for 2017. 09/20/2016 Certified 10/04/2016 1
CME Weekly Notification of Rule Amendments - Week of September 12, 2016 09/23/2016 Notified 09/23/2016 1
EUREX Proposed rule changes in Eurex Clearing Circular 199-16 relating to a new collateralization type for Specific Lenders and clarification of the publication time period for Clearing Condition amendments 09/23/2016 Certified 10/07/2016 2
SGX-DC Self certification of amendments to SGX-DC Clearing Rules in relation to OTC Financial Derivatives for implementation in 2017. 09/27/2016 Certified 10/11/2016 1
LCHLTD LCH self certifies changes to its rules on LCH delivery account details and opening hours related to the Listed Interest Rates clearing service 09/28/2016 Certified 10/12/2016 1
ICLR US Amendment to internal Default Management Procedures 09/29/2016 Certified 10/14/2016 3
OCC Proposed rule change to revise OCC's Schedule of Fees. 09/30/2016 Certified 10/17/2016 1
SGX-DC Weekly notification of rule amendments for the week of 26 September 2016. 10/02/2016 Notified 10/02/2016 2
LCHSA Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an incentive fee rebate program. 10/05/2016 Certified 10/20/2016 1
ICECC ICC proposes amendments to its Clearing Rules (and the adoption of related procedures) involving clearing house default management, recovery and wind-down. 10/06/2016 Certified 12/23/2016 9
ICECC ICC proposes to formalize a Liquidity Risk Management Framework that describes ICC's liquidity monitoring program, liquidity resources, and the methodology for testing the sufficiency of these liquidity resources. 10/06/2016 Certified 10/20/2016 2
ICECC ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Committee and/or Risk Working Group. 10/07/2016 Notified 10/07/2016 2
CME Weekly Notification of Rule Amendments - Week of September 26, 2016 10/07/2016 Notified 10/07/2016 1
OCC Weekly Notification of Rule Amendments Pursuant to CFTC Regulation 40.6(d)(2)(i)--OCC Rule Filing SR-OCC-2016-010 10/10/2016 Notified 10/10/2016 2
SGX-DC The Amendments are to update the contract name and reflect editorial changes to the Final Settlement Price ("FSP") provision of the LNG Swaps contract in Appendix 1 of the SGX-DC Clearing Rules, which pertains to the FSP of Non-Relevant Market Contracts. 10/12/2016 Certified 10/25/2016 1
EUREX Proposed rule changes in Eurex Clearing Circular 122-16 related to the introduction of a new product, Eurex Daily Futures on Mini-KOSPI200-Futures 10/12/2016 Certified 10/25/2016 2
LCHLTD Changes to LCH Rulebook to provide for later cutoff times for Clearing Members to post GBP cash or non-cash collateral to the Clearing House. 10/13/2016 Certified 10/26/2016 1