ICLR US |
ICE Clear US proposes to adopt a Rule 509, which is intended to mitigate liquidity risks (and related liquidity management costs of the clearing house) in connection with foreign currency variation margin settlements. |
06/18/2015 |
Certified |
07/02/2015 |
|
1 |
CCH |
This Rule change amends the bank account requirements for applicants. |
06/11/2015 |
Certified |
06/25/2015 |
|
1 |
LCHLTD |
Minor amendments to the LCH.Clearnet Limited Rulebook to clarify Clearing Member PPS contingency testing requirements. |
06/09/2015 |
Certified |
06/22/2015 |
|
1 |
LCHLTD |
LCH.Clearnet is clarifying rights exercised under Regulation 46A and Regulation 45, the Clearing House makes a recovery in respect of the Treasury Default, the Clearing House will (after replenishing its own expenses). |
06/09/2015 |
Certified |
06/22/2015 |
|
1 |
CME |
Self-certification of CME Clearing Advisory Notice Expanding Performance Bond Collateral Program to Include Ontario and Quebec Canadian Provincial Debt |
06/08/2015 |
Certified |
06/22/2015 |
|
4 |
CME |
Self-certification of CME Clearing Advisory Notice Expanding Performance Bond Collateral Program to Include Australian Government Debt |
06/08/2015 |
Certified |
06/22/2015 |
|
4 |
CME |
Self-certification of CME Clearing Advisory Notice Expanding Performance Bond Collateral Program to Include Singapore Government Debt |
06/08/2015 |
Certified |
06/22/2015 |
|
6 |
ICLREU2 |
ICE Clear Europe is adopting amendments to its Clearing Rules and Procedures in order for it to commence clearing natural gas spot contracts traded on the ICE Endex UK and ICE Endex Continental markets. |
06/02/2015 |
Certified |
06/16/2015 |
|
2 |
CME |
Delisting of Corn Calendar Swaps (Clearing Only), Soybean Calendar Swaps (Clearing Only), Wheat Calendar Swaps (Clearing Only) and KC HRW Wheat Calendar Swaps (Clearing Only) Contracts |
06/01/2015 |
Certified |
06/01/2015 |
|
2 |
ICECC |
ICC proposes organizational and clarifying edits to the Risk Management Framework and the Treasury Operations Policies and Procedures, and proposes adopting a new Risk Management Model Description Document. |
05/29/2015 |
Withdrawn |
06/09/2015 |
|
2 |
LCHSA |
Amendments to CDS Clearing Rules relatedto extension of the CDS clearing service to Markit iTraxx Europe Senior Financials Index (Implementation date 2 June 201 and the information provided to clearing members subject to a cross trade on a firm day. |
05/18/2015 |
Certified |
06/01/2015 |
|
1 |
LCHSA |
Amendments of the Clearing Notice linked to the "Means of Accessand Reporting mechanism" available for CDSClear clearing members. |
05/07/2015 |
Certified |
05/21/2015 |
|
1 |
MIAX |
Certification of amendments made to clarify certain default procedures. |
05/06/2015 |
Certified |
05/20/2015 |
|
1 |
OCC |
Proposed rule change by OCC concerns the implementation of new risk models in order to support the clearance and settlement of Asian-style flexibily structured options and flexibly structured Cliquet options. |
05/01/2015 |
Certified |
05/15/2015 |
|
1 |
OCC |
This change revises OCC's By-Laws and Rules relating to deposits in lieu of margin. |
05/01/2015 |
Certified |
05/15/2015 |
|
1 |
LCHLLC |
Change to Client Deposit and Default Fund Rates |
04/30/2015 |
Certified |
05/14/2015 |
|
1 |
LCHLTD |
Client Clearing Fee waiver program for the ForexClear service is being extended and expanded. |
04/29/2015 |
Certified |
05/13/2015 |
|
1 |
ICECC |
The purpose of the proposed rule change is to amend ICC rules to modify the terms and conditions for physical settlement of cleared CDS contracts, and to adopt certain new delivery procedures relating to physical settlement. |
04/28/2015 |
Certified |
06/29/2015 |
|
5 |
ICLREU2 |
Proposed changes to adopt a new Collateral and Haircut Policy applicable to Permitted Cover posted by Clearing Members to meet the Clearing House's Margin and Guaranty Fund requirements. |
04/24/2015 |
Certified |
05/08/2015 |
|
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 |
ICECC |
ICC proposes amending Subchapter 26I of its Rules to provide for the clearance of additional Standard Western European Sovereign CDS contracts. |
04/20/2015 |
Certified |
05/04/2015 |
|
3 |
ICECC |
ICC proposes changes to ICC Clearing Rule 401 in order to provide additional clarity regarding settlement finality with respect to Mark-to-Market Margin. |
04/16/2015 |
Certified |
04/30/2015 |
|
2 |
LCHLLC |
Minimum Non-Tolerance Contribution has been reduced from $15mm to $10mm, minimum threshold for the Tolerance Contribution Amount has been reduced from $10mm to $5mm. |
04/16/2015 |
Certified |
04/30/2015 |
|
1 |
SGX-DC |
Amendments have been promulgated in order to align the SGX-DC Clearing Rules to the IAS 32 that prescribes rules for the offsetting of financial assets and financial liabilities. |
04/13/2015 |
Certified |
04/24/2015 |
|
1 |
ICLR US |
ICUS is amending its Risk Management Framework to modify certain aspects of its margin setting parameters |
04/08/2015 |
Certified |
04/22/2015 |
|
2 |
LCHSA |
The replacement of e-CCW technology thus enhancing security, capability and maintenance willbe effective from 21 April 2015. Therefore the fees grid has to be updated. |
04/07/2015 |
Certified |
04/20/2015 |
|
1 |
CME |
Delisting of AUD Chicago Soft Red Winter Wheat Swap (Cleared Only) and AUD KC Hard Red Winter Wheat Swap (Cleared Only) Contracts on March 30, 2015 |
03/30/2015 |
Certified |
03/30/2015 |
|
2 |
LCHLTD |
LCH.Clearnet has identified a number of minor rule changes which it intends to make to its Rulebook, the rule changes have been identified during reviews of the Rulebook and are corrections and clarifications. |
03/25/2015 |
Certified |
04/08/2015 |
|
1 |
ICECC |
The purpose of the proposed rule change is to amend ICC rules to modify the terms and conditions for physicalsettlement of cleared CDS contracts, and to adopt certain new delivery procedures relating to physical settlement. |
03/25/2015 |
Withdrawn |
04/07/2015 |
|
5 |
LCHLTD |
Amendments to the LCH.Clearnet Limited Rulebook Procedures Section 3 (Financial Transactions) |
03/20/2015 |
Certified |
04/02/2015 |
|
1 |
ICLREU2 |
Amendments to Finance Procedures Relating to FATCA Reporting and Information Requirements |
03/16/2015 |
Certified |
03/30/2015 |
|
1 |
ICLREU2 |
ICE Clear Europe is adopting amendments to its Delivery Procedures in connection with certain ICE Endex natural gas futures contracts. |
03/16/2015 |
Certified |
03/30/2015 |
|
1 |
LCHSA |
LCH Clearnet SA is submitting for self-certification a change of Euro Default Fund remuneration rate as of 1st of April 2015. |
03/10/2015 |
Certified |
03/24/2015 |
|
1 |
CME |
Maintaining List on CME Group Website of Indices for Cleared CDX Index Untranched CDS Contracts |
03/10/2015 |
Certified |
03/24/2015 |
|
1 |
LCHLTD |
LCH.Clearnet is submitting for self certification changes to its rules with respect to the introduction of Zero Coupon Inflation-Indexed Swaps clearing in the SwapClear service. |
03/09/2015 |
Certified |
03/20/2015 |
|
1 |
CME |
Expansion of Modified Split Methodology |
03/09/2015 |
Certified |
03/23/2015 |
|
1 |
ICLREU2 |
Amendments to CDS Procedures to incorporate terms for the CDX North America Index CDS Contracts to be cleared by ICE Clear Europe. |
03/06/2015 |
Certified |
03/19/2015 |
|
1 |
CME |
Amendments to Six (6) CBOT Fertilizer Cleared Swap Contracts |
03/06/2015 |
Certified |
03/20/2015 |
|
1 |
OCC |
The Options Clearing Corporation proposes to amend its By-Laws and rules in order to enhance the measurement used to establish minimum capital requirements for banks approved to issue letters of credit. |
03/06/2015 |
Certified |
03/20/2015 |
|
1 |
OCC |
This proposed rule change would amend OCC's Schedule of Fees in accordance with its Fee Policy. |
03/06/2015 |
Withdrawn |
03/17/2015 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 23, 2015 |
03/05/2015 |
Notified |
03/05/2015 |
|
1 |
OCC |
The proposed rule change concerns certain new risk models designed to risk manage energy futures contracts and options on energy futures contracts. |
03/02/2015 |
Certified |
03/16/2015 |
|
1 |
LCHLTD |
Submission of rule change to modify the ForexClear section of the FCM Procedures to require a FCM member that is a registered investment company, to include provisions in its agreement with a FCM client for FCM client assets to be held at the CCP. |
02/27/2015 |
Certified |
03/12/2015 |
|
1 |
OCC |
This proposed rule change concerns the account from which certain clearing members may fund the Additional Margin requirement associated with overnight trading sessions. |
02/27/2015 |
Notified |
02/27/2015 |
|
1 |
NADEX |
Amending definition of Financial Institution for acceptable deposits, broadening means of deposit in Agreement, clarifying procedure for non-US resident members to make withdrawals. |
02/27/2015 |
Certified |
03/13/2015 |
|
1 |
CME |
Weekly Notification of Rule Amendments - Week of February 16, 2015 |
02/27/2015 |
Notified |
02/27/2015 |
|
1 |
LCHLTD |
Correction of an error in the provisions governing the way in which variation margin is characterised. The current drafting erroneously treats variation margin as collateral, this rule change corrects the treatment to be that of a settlement payment. |
02/26/2015 |
Certified |
03/12/2015 |
|
1 |
NADEX |
Nadex reduces the required notice period to Members prior to imposing dues or increasing fees from 30 days, to a period of at least as long as the Commission's required filing period for self-certifications according to Reg. 40.6(a). Also affects as DCM. |
02/20/2015 |
Certified |
03/06/2015 |
|
1 |
LCHLTD |
LCH.Clearnet propose to offer, at the request of its Clearing Members, ad-hoc compression cycles. These will allow a member to perform compression at a time to suit it, rather than in the regularly scheduled and advertised LCH.Clearnet compression runs. |
02/19/2015 |
Certified |
03/05/2015 |
|
1 |
CME |
Notification Regarding the Establishment of the Base OTC Default Management Committee and Associated New Rule and Rule Amendments |
02/18/2015 |
Certified |
03/04/2015 |
|
2 |