CME |
Weekly Notification of Rule Amendments - Week of March 6, 2017 |
03/16/2017 |
Notified |
03/16/2017 |
|
1 |
ICLR US |
Margin related rule changes |
03/16/2017 |
Withdrawn |
03/21/2017 |
|
2 |
LCHLTD |
LCH LTD Margin Collateral Haircut Schedule Update |
03/15/2017 |
Certified |
03/28/2017 |
|
2 |
ICLR US |
Requirement to meet EMIR top up margin requirement with USD cash only |
03/15/2017 |
Withdrawn |
03/21/2017 |
|
2 |
CME |
Amendments to Various CME/CBOT/NYMEX/COMEX Rules in Connection with CME Group, Inc. Senior Management Changes |
03/13/2017 |
Certified |
03/27/2017 |
|
1 |
CME |
Amendments to CME/CBOT/NYMEX/COMEX Rule 770. ("Delivery Obligation Transfer Procedures") |
03/13/2017 |
Certified |
03/27/2017 |
|
1 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 025-17 relating to settlement processing during three holiday dates |
03/13/2017 |
Certified |
03/27/2017 |
|
2 |
SGX-DC |
Weekly notification of rule amendments for the week of 6 March 2017. |
03/13/2017 |
Notified |
03/13/2017 |
|
2 |
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 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 |
CMECE |
Change to CMECE Clearing Procedures - Italian Natural Gas Daily Futures Account Assignments |
03/10/2017 |
Certified |
03/24/2017 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 27, 2017 |
03/10/2017 |
Notified |
03/10/2017 |
|
1 |
EUREX |
Weekly Notification of Rule Amendments - Week of March 6, 2017 |
03/10/2017 |
Notified |
03/10/2017 |
|
1 |
ICLREU2 |
To modify certain aspects of the ICE Clear Europe CDS End-of-Day Price Discovery Policy to implement a new direct price submission process for Clearing Members. |
03/10/2017 |
Certified |
03/24/2017 |
|
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. |
03/10/2017 |
Notified |
03/10/2017 |
|
2 |
SGX-DC |
Self-certification for amendments to SGX-DC clearing rules due to introduction of new petrochemical swaps. |
03/09/2017 |
Certified |
03/22/2017 |
|
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 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 |
ICECC |
ICC proposes revising its End-of-Day Price Discovery Policies and Procedures to make changes related to the implementation of ICC's new Clearing Participant direct price submission process. |
03/08/2017 |
Certified |
03/22/2017 |
|
2 |
SGX-DC |
Weekly notification of rule amendments for the week of 27 February 2017. |
03/06/2017 |
Notified |
03/06/2017 |
|
2 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 022-17 relating to amending the fees for Eurex Daily Futures on KOSPI-200 derivatives and announcing a one day trading and clearing suspension |
03/06/2017 |
Certified |
03/20/2017 |
|
2 |
EUREX |
Weekly Notification of Rule Amendments - Week of February 27, 2017 |
03/03/2017 |
Notified |
03/03/2017 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 20, 2017 |
03/02/2017 |
Notified |
03/02/2017 |
|
1 |
LCHLTD |
Rulebook amendments to provide for LCH's change to pricing used when valuing securities collateral delivered to it by clearing members. |
03/01/2017 |
Certified |
03/15/2017 |
|
1 |
LCHLTD |
Rule Changes to extend the Listed Interest Rate Derivatives service and the PortfolioMargining service to FCMs and their clients |
02/27/2017 |
Certified |
03/13/2017 |
|
2 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 018-17 relating to introducing a minimum size for block trades and flexible options in Options Contracts on Euro-OAT Futures |
02/27/2017 |
Certified |
03/13/2017 |
|
2 |
OCC |
Proposed rule change concerning changes to OCC's management structure. |
02/27/2017 |
Certified |
03/13/2017 |
|
2 |
SGX-DC |
Weekly notification of rule amendments for the week of 20 February 2017. |
02/27/2017 |
Notified |
02/27/2017 |
|
2 |
CMECE |
Weekly Notification of Rule Amendments - Week of February 13, 2017 |
02/24/2017 |
Notified |
02/24/2017 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 13, 2017 |
02/24/2017 |
Notified |
02/24/2017 |
|
1 |
LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the proposed minor change for CDSClear not to apply the recovery risk margin to indices going forward. |
02/20/2017 |
Certified |
03/06/2017 |
|
1 |
LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification a minor change in the methodology between CDX IG and CDX HY releases to handle the offsets between currencies in the Wrong Way Risk margin. |
02/20/2017 |
Certified |
03/06/2017 |
|
2 |
LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for CFTC self-certification the proposed change by CDSClear services to adapt the ISDA pricer in case of extreme spread curves. |
02/20/2017 |
Certified |
03/06/2017 |
|
2 |
SGX-DC |
Weekly notification of rule amendments for the week of 13 February 2017. |
02/19/2017 |
Notified |
02/19/2017 |
|
2 |
CMECE |
Weekly Notification of Rule Amendments - Week of February 6, 2017 |
02/17/2017 |
Notified |
02/17/2017 |
|
1 |
CME |
Amendments to CME/CBOT/NYMEX/COMEX/SEF Rule 230. ("General") |
02/16/2017 |
Certified |
03/03/2017 |
|
1 |
MIAX |
Weekly notification of rule amendments regarding spot month margin add-on charges. |
02/16/2017 |
Notified |
02/16/2017 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 6, 2017 |
02/16/2017 |
Notified |
02/16/2017 |
|
1 |
CME |
Revision to Liquidity Charge Computation in IRS Guaranty Fund Stress Testing |
02/16/2017 |
Withdrawn |
03/02/2017 |
|
1 |
SGX-DC |
Weekly notification of rule amendments for the week of 6 February 2017. |
02/13/2017 |
Notified |
02/13/2017 |
|
2 |
CMECE |
Weekly Notification of Rule amendments for week of January 30, 2017. |
02/10/2017 |
Notified |
02/10/2017 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of January 30, 2017 |
02/09/2017 |
Notified |
02/09/2017 |
|
1 |
EUREX |
Proposed rule amendments in Eurex Clearing Circular 016-17 related to timing and overnight trading terms for repo transactions and the delivery of margin in execeptional situations |
02/09/2017 |
Certified |
02/24/2017 |
|
2 |
CME |
Notification Regarding Changes to the OTC FX Risk Model for OTC FX Options |
02/09/2017 |
Certified |
06/20/2017 |
|
2 |
LCHLTD |
Rule changes to reflect SwapClear service being operational at 5 am, in LCH's discretion, and to clarify certain provisions applicable to the Rates service |
02/08/2017 |
Certified |
02/22/2017 |
|
1 |
CME |
Notification Regarding Revisions to the Concentration Margin Program |
02/08/2017 |
Certified |
02/23/2017 |
|
1 |
CMECE |
Change to Minimum IRS Clearing Member IRS Guarantee Fund Contribution |
02/07/2017 |
Certified |
02/22/2017 |
|
1 |
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. |
02/03/2017 |
Notified |
02/03/2017 |
|
2 |
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 |