Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHSA LCH SA is submitting for self-certification some amendments to its Liquidity Risk Modeling Framework (Operational Target...). 02/23/2023 Certified 03/08/2023 2
LCHSA LCH SA is submitting for self-certification the amendments to the CDSClear fee grid in order to extend to CDSClear clients the current fee applicable by other LCH SA business lines. 06/20/2019 Certified 07/05/2019 1
LCHSA CDSClear Collateral Deposit cut off times extension 01/16/2015 Certified 02/02/2015 2
LCHSA Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the issuance of a Clearing Notice related to the connection to a new trading venue (Tradeweb Europe Ltd) 08/04/2016 Certified 08/17/2016 1
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 SA ISDA New CDS Definitions 09/04/2014 Certified 09/18/2014 7
LCHSA LCH SA is submitting for self-certification proposed changes to its rules relating to its governance documents. 08/18/2020 Certified 09/01/2020 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rules to extend the weekly backloading process to Index Swaptions and amend the structure of the documentation in respect of the backloading process. 08/08/2019 Certified 08/21/2019 1
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rule Book, Supplement, and Procedures in order mainly to implement a "settled-to-market" treatment of variation margin with a few other initiative amendments. 02/26/2019 Certified 03/12/2019 1
LCHSA LCH SA is proposing to amend its rules to allow the clearing of single name credit default swap trades referencing a monolineinsurer and to implement the changes required by the update of LCH Group risk policies 09/23/2020 Certified 10/07/2020 2
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. 06/25/2020 Certified 07/09/2020 2
LCHSA LCH SA is submitting for self-certification the amendments to the CDS Clearing Rule Book, Procedures and a Clearing Notice to make conforming and clarifying changes necessary to implement relevant provisions of the European Markets in Financial Instrument 12/15/2017 Certified 01/02/2018 2
LCHSA LCH SA is submitting for self-certification the new CDSClear fee grid proposed for all account structures, including those introduced to reflect the indirect clearing requirements under EMIR and MiFIR for authorized CCPs. 12/15/2017 Certified 01/02/2018 1
LCHSA LCH SA is proposing to amend and reorganize the structure of its Liquidity Risk Modelling Framework to be consistent with the LSEG template. 05/26/2023 Certified 06/12/2023 2
LCHSA LCH SA is proposing to amend its CDS Clearing Rule Book and CDS Clearing Procedures to incorporate new terms and to make conforming, clarifying and clean-up changes to implement the new model of CDSClear select membership. 04/15/2024 Certified 04/29/2024 1
LCHSA LCH SA is submitting for self-certification the proposed amendments to its fee grid as part of the extension of the Triparty Collateral mechanism to CDSClear. 07/13/2023 Certified 07/27/2023 1
LCHSA LCH SA is submitting for self-certification the proposed amendments to its CDS Clearing Rules to incorporate new terms and to make conforming, clarifying and clean-up changes to offer the triparty collateral solution to CDSClear clearing members. 05/30/2023 Certified 06/13/2023 3
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
LCHSA LCH SA is submitting for self-certification the proposed amendments to the CDSClear Risk Methodology and CDS Clearing Rules to allow clearing of the new Markit iTraxx Subordinated Financials Index CDS and the related single name CDS constituents 10/11/2019 Certified 10/28/2019 2
LCHSA See attached document. 07/02/2019 Certified 07/17/2019 1
LCHSA LCH SA is submitting for self-certification an incentive fee programme (CCPSwitch Programme) proposed to existing and new potential clearing members andclients of its CDSClear service. 09/09/2022 Certified 09/22/2022 1
LCHSA LCH SA is submitting for self-certification the proposed amendments to expand its services to the iTraxx Asia ex Japan Index, Markit CDX Emerging Markets Index and single names that comprise each index, as well as a list of additional sovereign SN. 09/12/2022 Certified 09/26/2022 4
LCHSA Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the amendments to the CDS Clearing Rules related to the LCH's application for registration with the US SEC as a clearing agency. 12/13/2016 Certified 12/28/2016 1
LCHSA LCH SA is submitting for self-certification the amendments to its Liquidity Risk Modelling Framework to extend the scope of instruments eligible to margin collateral to EUR bonds issued by Supranational and Agency entities and the relevant fee changes. 10/18/2019 Certified 10/31/2019 2
LCHSA LCH SA is submitting for self-certification the proposed amendments to the CDSClear fee grid for 2021. 12/16/2020 Certified 12/31/2020 1
LCHSA LCH SA is proposing to expand the eligible collateral (CADES...) to be posted by a clearing member to satisfy the margin requirements. 07/17/2023 Certified 07/28/2023 2
LCHSA CDSClear currently applies an identical rate to cash EUR deposited on both house and client accounts. As from January 2015, CDSClear will apply a different rate to the cash EUR collateral deposited on behalf of clients. 12/19/2014 Certified 01/05/2015 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
LCHSA As a result of an independent model review performed in 2014, LCH.Clearnet isproposing a number of refinements aimed at correcting certain features of its CDS Risk model. 12/19/2014 Certified 01/06/2015 2
LCHSA CDSClear fee schedule change 07/30/2014 Certified 08/13/2014 3
LCHSA LCH SA is submitting for self-certification the proposed amendments to LCH SA's CDS Clearing Supplement required to mainly reflect the new iTraxx and CDX swaption documentation, published recently by the relevant Markit entity. 12/29/2021 Certified 01/12/2022 1
LCHSA LCH SA is submitting this Weekly Notification of CDS Clearing rule amendments made during the week ending January 12, 2024, in order to update the CDSClear Fee Grid for 2024. 01/16/2024 Notified 01/16/2024 1
LCHSA LCH SA is submitting for self-certification the proposed changes necessary to implement a new end of day price contribution window for CDX North American indices and related single names. 02/14/2018 Certified 03/01/2018 1
LCHSA LCH SA submits this Weekly Notification of CDS Clearing rule amendments 05/02/2019 Notified 05/02/2019 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rules and Liquidity Risk Modelling Framework. 08/29/2023 Certified 09/13/2023 9
LCHSA LCH SA is proposing to amend its CDS Clearing Rule Book in order to offer client clearing services in respect of single name CDS to US customers of its clearing members. 04/09/2021 Certified 04/23/2021 8
LCHSA Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification the changes related to the proposed acceptation of clients' self-referencing transactions on their clearing broker. 01/02/2018 Certified 01/16/2018 4
LCHSA LCH.Clearnet SA is submitting for self-certification some amendments to the Section 4 of the CDS Clearing Procedures to take into account the ISDA Semi-Annual Roll initiative lead by ISDA. 12/02/2015 Certified 12/15/2015 1
LCHSA LCH SA is submitting for self-certification the amendments to its rules in order to incorporate new terms and to make conforming, clarifying and changes to permit the clearing of options on index credit default swap in respect of North American indices. 11/16/2020 Certified 11/30/2020 4
LCHSA LCH SA is submitting for self-certification the proposed amendments to the CDSClear fee grid (Unlimitted Tariff and Options clearing service). 12/20/2018 Certified 01/28/2019 1
LCHSA LCH.Clearnet SA is submitting for self-certification some amendments to the CDS Clearing Rules and the Access Agreement related to (i) the automation of the auto-repay function in the CDSClear treasury system and (ii)the access to the CDS reports. 11/02/2015 Certified 11/17/2015 1
LCHSA LCH.Clearnet SA will be subject to the reporting obligation introduced by the EU regulations as of 12 February 2014. 01/28/2014 Certified 02/12/2014 1
LCHSA The purpose of this change aims at adding to the list of Authorised Matching Platform Bloomberg Global Ltd for intraday clearing service. 11/03/2015 Certified 11/18/2015 1
LCHSA LCH SA is proposing to amend its CDS Clearing Rules in order to address narrowly tailored credit events (NTCE). 01/06/2020 Certified 01/17/2020 1
LCHSA LCH SA is submitting for self-certification the changes related to the proposed extension of the CDSClear services to the clearing of options on index credit default swaps. 09/22/2017 Certified 10/06/2017 2
LCHSA LCH SA is proposing to amend its Reference Guide: CDSClear Margin Framework in order to allow Index BasisPackages margining as single instrument 12/03/2019 Certified 12/17/2019 2
LCHSA LCH SA is submitting for self-certification the proposed amendments to LCH SA's CDS Clearing Rules required by (i) the need to comply with CFTC Regulation 39.13(g)(8)(ii) and (ii) the proposal to enhance the CDSClear service. 03/07/2022 Certified 03/21/2022 1
LCHSA LCH SA is submitting for self-certification the Rule Book changes related to the proposed extension of the CDSClear services to the clearing of options on index credit default swaps. 09/22/2017 Certified 10/06/2017 3
LCHSA LCH SA is submitting for self-certification the new fee grid related to the proposed extension of the CDSClear services to the clearing of options on index credit default swaps. 09/22/2017 Certified 10/06/2017 1
LCHSA CDSClear Risk refinements Phase 2 seeks to refine further CDSClear margins while ensuring that LCH.Clearnet risk standards continue to be met. This Submission relates to Lot 1 for which implementation date is expected early August 2015. 07/21/2015 Certified 08/03/2015 2