Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
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
LCHLTD LCH Limited Self-Certification: New Margin Collateral Haircut Schedule 09/19/2019 Certified 10/03/2019 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
LCHLTD Self-certification for the Audit Committee and Remuneration Committee terms of reference 02/22/2019 Certified 03/08/2019 4
LCHLTD LCH Limited is submitting for self-certification minor amendments to its rules regarding the automatic expiration of FX Option Contracts cleared via the ForexClear service. 01/24/2020 Certified 02/06/2020 1
LCHLTD Notification pursuant to CFTC regulation §40.6(d) of changes to LCH Limited's ("LCH") London Deposit Rate ("LDR"), Client Deposit Rate ("CDR"), FCM London Deposit Rate ("FCM LDR"), and RepoClear Deposit Rate ("RDR") 02/20/2024 Notified 02/20/2024 1
LCHLTD Self-certification pursuant to 40.6(a) relating to rule changes with respect to the ForexClear service. 07/15/2014 Certified 07/28/2014 1
LCHLTD LCH is submitting for self-certification changes to the fee structure of the Listed Rates Clearing Service 07/13/2017 Certified 07/27/2017 1
LCHLTD LCH.Clearnet Limited is implementing changes to the Nodal Clearing Service in anticipation of Nodal Exchange LLC's registration as a DCM. 09/13/2013 Certified 09/28/2013 1
LCHLTD Self-certification of the extention of the ForexClear fee waiver program with respect to FCM & International client clearing. 12/16/2015 Certified 12/30/2015 1
LCHLTD LCH Limited Self-Certification: RFR PAI and discounting transition 06/18/2020 Certified 07/02/2020 1
LCHLTD LCH Limited Self-Certification: Rates Reform - SGD SOR and THB THBFIX Fallback and Conversion Fees 02/24/2023 Certified 03/09/2023 1
LCHLTD Amendments to General Rules and OTC EnClear Procedures related to the introduction of two new freight route contracts and one new fertilizer contract. 11/23/2012 Certified 12/08/2012 1
LCHLTD clarifying obligation of Clearing Members to provide LCH with responses to due diligence requests, to comply with applicable AML rules re: Know Your Customer due diligence and underlying clients 08/03/2016 Certified 08/17/2016 1
LCHLTD LCH is submitting for self-certification revisions to its rules related to the attribution of: (i) market profits or losses in a client default management account ("DMA"), and (ii) auction losses during the management of a clearing member default. 12/01/2021 Certified 12/15/2021 4
LCHLTD Self-certification of rule changes to extend multilateral compression service to clients of SCMs and FCMs; And to add AUD, CAD and JPY denominated VNS products as eligible to be cleared through SwapClear. 08/03/2016 Certified 08/17/2016 1
LCHLTD Harmonization of SCM and FCM client clearing operating models. 10/04/2012 Certified 10/20/2012 1
LCHLTD LCH is submitting for self-certification revisions to its rules to move definitions currently located in multiple procedures to be represented consistently in its Default Rules. 09/01/2022 Certified 09/16/2022 5
LCHLTD LCH Limited Self-Certification: Rates Reform - 2024 Fallback and Conversion Fees 02/22/2024 Certified 03/07/2024 1
LCHLTD Changes correcting references within the Default Fund Rules, clarifying definitions, eliminating ambiguities and making other minor amendments. 11/26/2012 Certified 12/11/2012 1
LCHLTD Terms of Reference for the LCH.Clearnet Risk Committee has been amended to reflect and clarify changes in operation. 10/16/2015 Certified 10/29/2015 2
LCHLTD LCH Limited Self-Certification: Extension of LCH Spider 10/31/2018 Certified 11/15/2018 1
LCHLTD LCH Limited Self-Certification: Benchmark Reform - SGD SOR and THB THBFIX conversion 05/17/2023 Certified 06/01/2023 1
LCHLTD LCH Ltd is submitting for self-certification amendments to its rules, the effect of which is to increase the minimum default fund contribution of the Listed Rates service for Clearing Members of the combined Rates service from 0.5m to 7.5m. 05/14/2018 Certified 05/29/2018 1
LCHLTD LCH Limited Self-Certification: NZD maturity extension to 21 Years 10/31/2018 Certified 11/15/2018 1
LCHLTD LCH Limited Self-Certification: SwapClear Inflation Swaps Fee Tariff 03/18/2020 Certified 03/31/2020 1
LCHLTD Weekly Notification of addition of Approved Trade Source System to SwapClear 03/26/2018 Notified 03/26/2018 1
LCHLTD Changes to the LCH.Clearnet LTD Haircut Schedule for Acceptable Collateral. 09/04/2014 Certified 09/18/2014 2
LCHLTD Changes to the SwapClear initial margin methodology. 01/22/2013 Certified 02/06/2013 1
LCHLTD Introduction of client clearing fees for ForexClear service. 07/15/2013 Certified 07/30/2013 1
LCHLTD LCH Limited change to its London Deposit Rate (LDR) applied to cash balances on clearing member accounts in the ForexClear and SwapClear services. 03/27/2018 Notified 03/27/2018 1
LCHLTD LCH LTD changes to its Margin Collateral Haircut Schedule. 03/27/2018 Certified 04/09/2018 2
LCHLTD LCH Limited Self Certification: Rule Changes Related to the Clearing House Prescribed Language and the obligations of LCH to each Clearing Member. 03/27/2018 Certified 04/10/2018 1
LCHLTD LCH Limited is submitting for self certification changes to its rules relating to its governance documents ("Governance Documents"). 08/18/2020 Certified 09/01/2020 1
LCHLTD LCH Limited self-certification: Clearing of Israeli Shekel overnight interest rate swaps that reference the ILS-SHIR-OIS Compound floating rate option 09/28/2023 Certified 10/13/2023 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 21 May 2021. 05/19/2021 Notified 05/19/2021 1
LCHLTD LCH changes its London Deposit Rate (LDR) applicable to cash balances of clearing members for ForexClear and SwapClear 04/24/2017 Notified 04/24/2017 1
LCHLTD LCH LTD is submitting for self-certification clarifying rule changes related to the FX Options product cleared via the ForexClear service. 06/25/2018 Certified 07/09/2018 1
LCHLTD LCH Limited Self-Certification: ?STR Swaps 10/02/2019 Certified 10/17/2019 1
LCHLTD Chanages to the LCH.Clearnet Ltd Rulebook to clarify language in Procedures Section 6 (Business Continuity), and to remove the EnClear FCM model from the FCM Regulations and FCM Procedures, as this has been discontinued following futurisation of EnClear. 09/15/2015 Certified 09/29/2015 1
LCHLTD Introduction of forward rate agreements into LCH.Clearnet Ltd.'s SwapClear Futures Commission Merchant Model. 08/15/2012 Certified 08/30/2012 1
LCHLTD Extension of eligible maturity for New Zealand Dollar BKBM Interest Rate Swap from ten years to fifteen years. 08/15/2012 Certified 08/30/2012 1
LCHLTD LCH Limited Self-Certification: Removing clearing eligibility for EONIA/EuroSTR basis swap 01/29/2021 Certified 02/12/2021 1
LCHLTD LCH is submitting for self-certification a new schedule of securities acceptable for margin collateral. 06/27/2024 10 Day Review 06/27/2024 2
LCHLTD Amending rules to (i) clarify netting procedures, (ii) update its Deed of Assignment, and (iii) clarify SwapClear fees. 08/16/2012 Certified 08/31/2012 1
LCHLTD Self-Certification of changes to LCH.Clearnet Ltd Audit Committee Terms of Reference. 01/22/2015 Certified 02/05/2015 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
LCHLTD LCH is submitting for self-certification amendments to its rules and procedures related to improvements being made to the SwapClear portal. 06/26/2018 Certified 07/11/2018 1