| 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 |
| CME |
Amendments to CME Chapters 900 ("Interest Rate Products") and 901 ("Interest Rate Swaps Contract Terms") in Connection with the Implementation of 2021 ISDA Definitions for Over-the-Counter Interest Rate Swap Products |
09/17/2021 |
Certified |
10/01/2021 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of September 13, 2021 |
09/20/2021 |
Notified |
09/20/2021 |
|
1 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 083/21 relating to the transition of the reference Funding Rate for EURO STOXX 50 Index Total Return Futures from `?STR + EONIA transition spread' to ?STR flat. |
09/21/2021 |
Certified |
10/04/2021 |
|
2 |
| CME |
Administrative Amendments to CME, CBOT, NYMEX/COMEX Rule 816. ("Guaranty Fund Deposit") |
09/21/2021 |
Certified |
10/05/2021 |
|
1 |
| LCHLTD |
Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited London Deposit Rate and RepoClear Deposit Rate effective from 22 September. |
09/22/2021 |
Notified |
09/22/2021 |
|
1 |
| ICECC |
ICC proposes changes to the ICC Back-Testing Framework. |
09/22/2021 |
Certified |
10/06/2021 |
|
2 |
| CME |
Modifications to the Post-Trade Fee Schedule for FEX Iron Ore Products |
09/23/2021 |
Certified |
10/07/2021 |
|
2 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
09/24/2021 |
Notified |
09/24/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of September 20, 2021 |
09/27/2021 |
Notified |
09/27/2021 |
|
1 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 088/21 re: (1) reducing the FX Swap Line Contractual Penalty (OTC Cross Currency Swaps and OTC FX products) and (2) admitting Disclosed Direct Clients domiciled in Qubec (OTC IRD transactions). |
09/28/2021 |
Certified |
10/13/2021 |
|
2 |
| OCC |
Certification of Proposed Change to Revise The Options Clearing Corporation's Schedule of Fees |
09/28/2021 |
Certified |
10/13/2021 |
|
1 |
| LCHLTD |
Weekly Notification of Rule Amendments - Margin Collateral Haircut Schedule |
09/28/2021 |
Notified |
09/28/2021 |
|
4 |
| CME |
Modification of Cleared Euro Overnight Index Average ("EONIA") Overnight Index Swaps to Reference Euro Short Term Rate ("?STR") Ahead of Scheduled Discontinuation of EONIA |
09/29/2021 |
Certified |
10/14/2021 |
|
1 |
| LCHLTD |
LCH is submitting revisions to its rules to accommodate updates to templates provided by the trade association for emerging markets ("EMTA"). These templates include terms for inclusion in NDF and NDO Contract transactions. |
09/30/2021 |
Certified |
10/15/2021 |
|
3 |
| MIAX |
Revisions to MGEX Risk Manual to incorporate clearing of BRIXX Index futures contracts |
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. |
10/01/2021 |
Certified |
10/18/2021 |
|
2 |
| LCHLTD |
LCH is submitting to the LCH rules to accommodate accepting Singapore Dollar cash and securities as collateral to meet initial margin requirements. |
10/01/2021 |
Certified |
10/18/2021 |
|
4 |
| ICE NGX |
Amendments re Banking & Treasury - Step 1 and 2 |
10/01/2021 |
Certified |
10/18/2021 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of September 27, 2021 |
10/04/2021 |
Notified |
10/04/2021 |
|
1 |
| ICECC |
ICC proposes changes to the ICC CDS Instrument On-boarding Policies and Procedures. |
10/05/2021 |
Certified |
10/20/2021 |
|
2 |
| OCC |
Proposed rule change concerning the interest rates used for options pricing in the STANS Methodology Description |
10/06/2021 |
Certified |
10/21/2021 |
|
2 |
| 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 |
| MIAX |
Lien on Collateral Rule Addition |
10/07/2021 |
Certified |
10/22/2021 |
|
1 |
| ICECC |
ICC proposes changes to the Stress Testing Framework and to formalize the Indirect Participant Risk Monitoring and Review Policy. |
10/07/2021 |
Certified |
10/22/2021 |
|
2 |
| LCHSA |
LCH SA is proposing to expand the eligible non-cash collateral by amending its CDSClear Clearing Rulebook and publishing a new Clearing Notice. LCH SA is also amending its Liquidity Risk Modelling Framework. |
10/08/2021 |
Certified |
10/25/2021 |
|
5 |
| LCHSA |
LCH SA is updating its fee grid following the proposed extension of the scope of instruments eligible to margin collateral |
10/08/2021 |
Certified |
10/25/2021 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of October 4, 2021 |
10/11/2021 |
Notified |
10/11/2021 |
|
1 |
| EUREX |
Proposed rule amendments in Eurex Cleraing Circular 090-21 related to the introduction of the Non-Deliverable Forwards (NDF) Clearing Service |
10/12/2021 |
Certified |
10/26/2021 |
|
4 |
| ICE NGX |
Self-certification to amendments to RMF |
10/14/2021 |
Certified |
10/28/2021 |
|
2 |
| NADEX |
Nadex plans to launch a promotion, whereby applicants will be able to make an initial deposit of less than the standard $250 minimum deposit as required by Rule 3.1(b) to become a Trading Member. |
10/14/2021 |
Certified |
10/28/2021 |
|
1 |
| ICLREU2 |
ICE Clear Europe Limited proposes to amend Part GG of its Delivery Procedures to update certain documentation timing and other requirements relating the delivery under ICE Futures Abu Dhabi Murban Crude Oil Futures Contracts |
10/15/2021 |
Certified |
10/28/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of October 11, 2021 |
10/18/2021 |
Notified |
10/18/2021 |
|
1 |
| ICLREU2 |
ICE Clear Europe proposes to add a new Part 24 to the ICE Clear Europe Clearing Rules which would set out certain procedures relating to LIBOR transition for affected interest rate futures and option contracts cleared by the Clearing House |
10/20/2021 |
Certified |
11/03/2021 |
|
2 |
| LCHLTD |
LCH will make one correction to its ForexClear Fee Schedule. Additionally, LCH will correct an error in its Rules related to the maximum settlement date for a ForexClear non-deliverable option contract. |
10/21/2021 |
Certified |
11/04/2021 |
|
3 |
| LX |
Compliance Manual Version Control |
10/22/2021 |
Notified |
10/22/2021 |
|
3 |
| LX |
Updated Operations Manual |
10/23/2021 |
Certified |
11/05/2021 |
|
3 |
| CME |
Weekly Notification of Rule Amendments - Week of October 18, 2021 |
10/25/2021 |
Notified |
10/25/2021 |
|
1 |
| LX |
Compliance Manual Amendments |
10/27/2021 |
Certified |
11/10/2021 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 092-21 relating to the revision of the initial-margin model-parameters of the stress period VaR floor |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 096-21 relating to conversion of GBP, CHF, and JPY trades referencing LIBOR benchmarks, OIS with four Interest Rate Stub Periods, due date changes for cash settlements under options contracts on shares |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| OCC |
Proposed Rule Change Concerning Revisions to the Titles of Certain Options Clearing Corporation Personnel. |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| ICLREU2 |
ICEU proposes to modify its Collateral and Haircut Procedures to include explicitly the formula used for calculating Permitted Cover value, and provide further details on the ICEU's procedures for monitoring data related to collateral valuations |
10/29/2021 |
Certified |
11/15/2021 |
|
2 |
| MIAX |
Initial margin rate change |
10/29/2021 |
Notified |
10/29/2021 |
|
1 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 093-21 relating to inclusion of requirements for proof of own fund requirements for entities subject to IFD and IFR, migration of collateral management for Repo and alignment of FCM Default Rules |
11/01/2021 |
Certified |
11/16/2021 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 095-21 relating to amending the Price List to allow for FX Derivatives with quote currency Australian Dollar, and minor changes to the Eurex Clearing GTC technical connection agreement |
11/01/2021 |
Certified |
11/16/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of October 25, 2021 |
11/01/2021 |
Notified |
11/01/2021 |
|
1 |
| OCC |
Certification of Updates to the Service Level Agreement Between OCC and CME under the Second Amended and Restated Cross-Margining Agreement |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
| OCC |
Certification to correct The Options Clearing Corporation's schedule of fees |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
| CME |
Revisions to the Service Level Agreement between Options Clearing Corporation and Chicago Mercantile Exchange Inc. |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
