| LX |
Amended Operations Manual |
09/21/2017 |
Certified |
10/05/2017 |
|
2 |
| LX |
LedgerX Revised Rulebook |
02/19/2021 |
Certified |
03/05/2021 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification amendments to its CDS Clearing Rule Book related to recovery and resolution. |
12/14/2023 |
Certified |
12/29/2023 |
|
1 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification tCDS Clearing Rule Book, Procedures and Clearing Notices as specified in the attached document. |
07/08/2016 |
Certified |
07/22/2016 |
|
1 |
| LCHSA |
LCH.Clearnet SA has modified its fee schedule for CDSClear in line with recent service developments (introduction of clearing fees for Client Clearing activities and introduction of clearing fees for self clearing activities on CDS single names). |
04/15/2014 |
Certified |
04/30/2014 |
|
1 |
| LCHSA |
Submission for self-certification the addition of the new trade name "LCH SA" |
05/19/2016 |
Certified |
06/02/2016 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification the proposed amendments to its Liquidity Risk Modelling Framework. |
02/25/2020 |
Certified |
03/10/2020 |
|
2 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the refinement of the CDS Liquidity Margin initiative (Lot 3) to be implemented on 26 July 2016 |
07/12/2016 |
Certified |
07/26/2016 |
|
1 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an incentive fee rebate program. |
10/05/2016 |
Certified |
10/20/2016 |
|
1 |
| LCHSA |
The LCH.Clearnet SA LMC has approved a change in Default fund remuneration. |
05/14/2014 |
Certified |
05/29/2014 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification an incentive fee programme (CCP Switch Programme) proposed to existing and new potential clearing members and clients of its CDSClear service. |
08/10/2022 |
Certified |
08/23/2022 |
|
1 |
| LCHSA |
Pursuant to CFTC Regulation 40.6(d), LCH SA is submitting a Weekly Notification of a clearing notice amendment made effective during the week of April 23rd, 2018 in order to update the list of ATSS participants. |
04/23/2018 |
Notified |
04/23/2018 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification the amendments to its Liquidity Risk Modelling Framework in order to address more accurately the liquidity requirements in the event of the assignment and exercise of Equity American options. |
11/30/2020 |
Certified |
12/11/2020 |
|
2 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the Monte Carlo Bootstrap Replacement to be implemented on 29 July 2016. |
07/15/2016 |
Certified |
07/29/2016 |
|
1 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an update of CDSClear fees as a consequence of the launch of the Select Membership initiative to take effect no earlier than 7th September 2016. |
08/23/2016 |
Certified |
09/07/2016 |
|
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 |
LCH SA is submitting for self-certification the amendments to the CDSClear fee grid in order to introduce a fee rebate regarding the CDSClear Index Swaptions clearing service. |
04/01/2019 |
Certified |
04/12/2019 |
|
1 |
| 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 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the changes to the CDSClear services related to the extension of the CDSClear activities to the clearing of CDX.NA.HY indices |
12/22/2016 |
Certified |
01/06/2017 |
|
1 |
| LCHSA |
Changes to the CDS Clearing Supplement following the introduction of the FCM Clearing Membership. |
12/30/2013 |
Certified |
01/15/2014 |
|
1 |
| LCHSA |
LCH SA is proposing to amend its CDS Clearing Rule Book, Supplement and Procedures to incorporate new terms and to make conforming, clarifying and clean-up changes to implement a new electronic exercise platform or EEP for the exercise of options by clear |
07/19/2018 |
Certified |
08/02/2018 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification the updated CDSClear fee grid to be applicable in 2022. |
12/17/2021 |
Certified |
01/03/2022 |
|
2 |
| LCHSA |
Notification under CFTC regulation 40.6(d) in order to correct a minor typographical error in the change to the CDS products fee grid. |
04/15/2016 |
Notified |
04/15/2016 |
|
1 |
| LCHSA |
LCH SA submits this Weekly Notification of CDS Clearing rule amendments |
04/05/2019 |
Notified |
04/05/2019 |
|
1 |
| LCHSA |
LCH SA is proposing to amend its CDS Clearing Rules to permit the clearing of Markit iTraxx Australia indices and the associated single names consistituents and provide a remediation regarding the WWR margin instability. |
07/01/2022 |
Certified |
07/18/2022 |
|
3 |
| LCHSA |
Amendments to CDS Clearing Rules mainly related to implementation of Gross Omnibus Segregated Account Structure |
03/03/2016 |
Certified |
03/17/2016 |
|
1 |
| LCHSA |
LCH SA is submitting for self certification the amendments to the CDSClear client clearing fee grid. |
10/17/2018 |
Certified |
10/31/2018 |
|
2 |
| LCHSA |
LCH Clearnet SA is submitting some amendments to the Section 5 of the CDS Clearing Procedures to reflect the change made to the update of the Trade Information Warehouse ("TIW"). |
11/18/2015 |
Certified |
12/03/2015 |
|
1 |
| LCHSA |
In order to comply with EMIR requirements, LCH.Clearnet has developed a new credit risk add-on framework. |
01/12/2015 |
Certified |
01/27/2015 |
|
2 |
| LCHSA |
LCH SA is submiting for self-certification the amendments to the CDSClear fee grid to be effective from Januray 1st, 2020 |
12/13/2019 |
Certified |
12/30/2019 |
|
2 |
| LCHSA |
LCH SA is submitting for self-certification the updated CDSClear fee grid to be applicable in 2024. |
11/09/2023 |
Certified |
11/27/2023 |
|
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 |
| LCHSA |
The LCH.Clearnet SA Board of Directors has approved new terms of reference for the Remunerations Committee. |
04/25/2014 |
Certified |
05/10/2014 |
|
1 |
| 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 |
| LCHSA |
LCH SA is submitting for self-certification the amendments to its Rules to allow the clearing of iTraxx MSCI ESG Screened Europe index contracts and add a number of clarifications and enhancements to some aspects of the CDSClear risk framework. |
07/31/2020 |
Certified |
08/14/2020 |
|
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 proposing to amend its CDS Clearing Rules to implement a delegation mechanism for clients of CDSClear clearing members that would apply in the context of the restructuring notification process for swaptions. |
04/19/2022 |
Certified |
05/03/2022 |
|
1 |
| 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 |
| LCHSA |
Clearing Notices linked to management systems change and related amendments to CDS Clearing Rules |
11/19/2014 |
Certified |
12/04/2014 |
|
1 |
| LCHSA |
Self Certification of amendments to CDS clearing rules relating to extension of CDS clearing service to the clearing of CDX investment grade indices and related US Single Names |
03/09/2016 |
Certified |
03/23/2016 |
|
1 |
| LCHSA |
LCH.Clearnet SA and the CDS Dealers have modified the CDS Agreement in order to comply with Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories ("EMIR") |
03/28/2014 |
Certified |
04/12/2014 |
|
1 |
| LCHSA |
Changes to: 1) global netting of House Termination Amounts; 2) disclosure of confidential information; 3) clarification of certain definitions; 4) allowable methods for transfer of collateral; 5) conforming changes re: reporting flow for SDRs. |
03/03/2014 |
Certified |
03/18/2014 |
|
1 |
| LCHSA |
Update of SA's fees grid as a consequence of the extension of the CDS clearing service to the clearing of US instruments starting with CDX indices and related US Single Names constituents at the end of March 2016, subject to the final regulatory approval |
03/10/2016 |
Certified |
03/24/2016 |
|
1 |
| LCHSA |
Bulletin to CDSClear Clearing Members which describes certain changes to its Client Deposit Rate ("CDR"). |
02/13/2015 |
Certified |
03/02/2015 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification the updated CDSClear fee grid to be applicable in 2023. |
12/20/2022 |
Certified |
01/05/2023 |
|
1 |
| LCHSA |
LCH SA submits this Weekly Notification of CDS Clearing rule amendments made during the week ending January 8, 2021 in order to update the list of ATSS with 2 new SEFs. |
01/19/2021 |
Notified |
01/19/2021 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification amendments to the "Rules" related to the implementation of the (i) Split of Calls & Pays initiative, (ii) the removal of the buffer collateral account and (iii) other changes for clarification purposes. |
09/06/2016 |
Certified |
09/20/2016 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification amendments to its Board and Board Sub-Committee Terms of Reference. |
06/25/2024 |
Certified |
07/10/2024 |
|
1 |
| LCHSA |
The clearing notice "Means of Access and Reporting mechanism" is being modified to remove the mentionto LCAP technology as a mean of access to CDS Clearing System reports and files. |
05/09/2016 |
Certified |
05/20/2016 |
|
1 |
