Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLLC Rules 908 and 909 incorporate the contract specifications of two new futures contracts to be cleared by IDCH - the IDEX USD Defined Roll Interest Rate Swap Futures Contract and the IDEX USD Forward Start Defined Roll Interest Rate Swap Futures Contract. 08/05/2010 Certified 08/05/2010 1
LCHLLC Amendment to Rule 1101 to correct typographical error re: minimum notional principal for US interest rate swap 06/14/2011 Certified 06/14/2011 1
LCHLLC Re-introduction of a backload discount plan for client clearing activity to SwapClear's client fee structure. 11/20/2013 Certified 12/06/2013 1
LCHLLC Changes to the SwapClear service amending its product eligibility criteria to allowfor acceptance of swaps with stub periods at both the start and the end of a contract. 10/31/2013 Certified 11/16/2013 1
LCHLLC Self-certification pursuant to 40.6(a) to implement changes to the trade registration process for backloaded trades in LCH.Clearnet's SwapClear service. 11/21/2013 Certified 12/07/2013 1
LCHLLC LCH.Clearnet LLC is amending its Rulebook to provide for a new workflow in respect of the registration of transactions that are executed on swap execution facilities or designated contract markets that have been approved by LCH.Clearnet. 11/21/2013 Certified 12/07/2013 1
LCHLLC Amendments to ticker symbol formats 05/03/2010 Certified 05/17/2010 1
LCHLLC LCH.Clearnet LLC is extending the eligible maturity of Overnight Index Swaps denominated in USD, EUR and GBP from 2 to 30 years. 06/12/2013 Certified 06/27/2013 1
LCHLLC Add defined term "Clearinghouse Approved Depositories" and amend Rule 509 to clarify ownership and control over clearing member's securities deposited to meet margin requirements and the depository custody accounts 12/16/2009 Certified 12/24/2009 1
LCHLLC Amend risk management procedures to modify stress test parameters, quarterly risk monitoring, and clarify construction of revaluation curves. 07/13/2011 Certified 07/13/2011 1
LCHLLC Amendments to Rule 101 - definition of "Clearing Hours" and addition of new Rules 901and 902 to incporporate existing interest rate swap and new forward start interest rate swap futures specs, respectively. 11/09/2009 Certified 02/26/2010 1
LCHLLC Remove IDEX Futures Contracts from the rulebook 12/01/2011 Certified 12/16/2011 1
LCHLLC Emergency rule certification to extend the SwapClear Tolerance to 7pm on each Business Day. 11/05/2013 Certified 11/21/2013 1
LCHLLC Amendments to Risk Management Procedures to (i) incorporate price alignment interest (PAI) into variation performance bond for OTC contracts; and (ii) amend list of currently acceptable Collateral 11/10/2010 Certified 11/10/2010 1
LCHLLC Amendment to Rule 421 to correct a typographical error 01/22/2009 Certified 01/26/2009 1
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
LCHLTD Amendments to rules to admit Futures Commission Merchants to join the EnClear and Nodal service and clear transactions on behalf of their clients. 09/25/2012 Certified 10/11/2012 1
LCHLTD Rule changes to include provisions for Custodial Segregated Accounts, a new type of client account being offered under LCH's EMIR Client account model. 12/15/2016 Certified 12/30/2016 1
LCHLTD LCH is submitting for self-certification changes to the ForexClear fee schedule. 12/15/2021 Certified 12/30/2021 1
LCHLTD In exceptional circumstances, LCH.Clearnet will manually accept a SwapClear Transaction on behalf of a Clearing Member that is unable to do so itself, rule changes are being implemented to describe the acceptance process. 07/23/2015 Certified 08/06/2015 1
LCHLTD LCH is submitting for self-certification corrections to the ForexClear Product Specific Contract Terms and Eligibility Criteria Manual and FCM Product Specific Contract Terms and Eligibility Criteria Manual. 01/06/2022 Certified 01/21/2022 3
LCHLTD Pursuant to CFTC, LCH Limited is submitting for self-certification changes to its Rulebook required to implement a new initiative permitting ForexClear Clearing Members to contribute to the default fund in EUR cash. 05/03/2023 Certified 05/16/2023 1
LCHLTD LCH proposes adding a provision limiting use of Information received by Potential Transferees in default scenarios for the purpose of assessing the transfer of one or more of the Defaulter's FCM Contract(s) / collateral, to be used for this purpose only. 12/14/2023 Certified 12/29/2023 1
LCHLTD LCH.Clearnet Limited has self-certified changes to its General Default Fund, to be effective on November 6, 2013. 10/17/2013 Certified 11/01/2013 1
LCHLTD Changes to the LCH Margin Collateral Haircut Schedule 11/21/2016 Withdrawn 11/29/2016 2
LCHLTD LCH Limited Self-Certification: SwapClear Messaging Service fee and fee holiday for Pension Funds related to backloaded trades 04/16/2021 Certified 04/29/2021 1
LCHLTD LCH plans to begin accepting Caisse D'amort Dette Soc (Cades) securities as collateral to meet initial margin requirements. 11/05/2021 Certified 11/19/2021 2
LCHLTD Self-certification of rulebook changes due to industry modifications to the EURIBOR, CIBOR, and NIBOR index rates. 10/17/2013 Certified 11/01/2013 1
LCHLTD LCH notification is in respect to non-substantive amendments to various parts of its Rulebook. These include correction of minor errors and to section references as well as addition of clarification wording. 10/27/2017 Notified 10/27/2017 1
LCHLTD LCH Limited Self-Certification: FCM - Treatment of Accounts under Common Beneficial Ownership 12/04/2019 Certified 12/18/2019 1
LCHLTD Pursuant to the CFTC Regulation §40.6(a), LCH Limited ("LCH"), a derivatives clearing organization registered with the CFTC, is submitting for self-certification changes to the ForexClear fees that will be published on the LCH website. 12/14/2023 Certified 12/29/2023 1
LCHLTD LCH is submitting for self-certification proposed amendments to the Terms of Reference for certain committees of its Board of Directors. 12/16/2022 Certified 12/30/2022 1
LCHLTD Circular to SwapClear Clearing Members which provides detailed information on payment and margin arrangements over the 2015 Christmas and New Year period 11/05/2015 Certified 11/20/2015 1
LCHLTD In order to ensure the LCH rules align with the scope of LCH's Japanese license requirements, LCH is amending its rulebook Procedures Section 1 and FCM Procedures, where required, to provide for the restrictions on Japanese Clearing Members. 06/16/2023 Certified 07/03/2023 1
LCHLTD LCH Limited Self-Certification: SwapClear R4 Service Release 11/20/2020 Certified 12/07/2020 1
LCHLTD LCH proposes changes to its rules to allow a FCM Clearing Member to take certain actions to reduce the risk arising from the default of one or more FCM customers. 04/18/2018 Certified 05/02/2018 1
LCHLTD LCH Limited Self-Certification: Rates Reform - USD LIBOR fallback and conversion fees 01/20/2023 Certified 02/03/2023 3
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 LCH Limited Self-Certification: Listed Rates fee discount 07/15/2019 Certified 07/29/2019 1
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 09/06/2023 Certified 09/19/2023 2
LCHLTD Emergency rule certification to provide for a post-registration margin determination for trades below block size. 11/07/2013 Certified 11/23/2013 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 changes to its London Deposit Rate (LDR) paid on clearing member cash balances held within the SwapClear and ForexClear services. These changes became effective on 14 December 2016. 12/16/2016 Notified 12/16/2016 1
LCHLTD LCH Limited Self-Certification: Complaints Procedure 04/17/2020 Certified 05/01/2020 1
LCHLTD Changes to LCH Limited's London Deposit Rate, Client Deposit Rate, FCM London Deposit Rate and RepoClear Deposit Rate 06/19/2023 Notified 06/19/2023 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
LCHLTD LCH is submitting for self-certification changes to its rules regarding the payment of USD denominated Variation Margin by Futures Commission Merchants of its SwapClear service. 11/01/2017 Certified 11/16/2017 1
LCHLTD LCH Limited Self-Certification: LCH application of its "Fallback Reference Price" to ForexClear G10 NDF Contracts. 04/17/2020 Certified 05/01/2020 1
LCHLTD Amendments to admit Futures Commission Merchants to join ForexClear service and clear transactions on behalf of their clients. 06/06/2012 Certified 06/21/2012 1
LCHLTD Self-certification to re-introduce multilateral compression services in LCH.Clearnet's SwapClear service. 11/12/2013 Certified 11/27/2013 1