Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
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
LCHLTD LCH notification is in respect to the addition of LatAm SEF to the list of Approved Trade Source Systems connected to SwapClear. 11/02/2017 Notified 11/02/2017 1
LCHLTD Weekly Notification of Rule Amendments - Margin Collateral Haircut Schedule 09/28/2021 Notified 09/28/2021 4
LCHLTD Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited London Deposit Rate and RepoClear Deposit Rate effective from 22 December 2021. 12/15/2021 Notified 12/15/2021 1
LCHLTD LCH Limited is submitting for self-certification changes to its Rulebook required to implement a new ForexClear initiative that offers portfolio margining between deliverable and non-deliverable segments. 01/26/2023 Certified 02/09/2023 1
LCHLTD Amendment to introduce new Collateral Management System 02/09/2012 Certified 02/25/2012 1
LCHLTD LCH Ltd self certification of changes to its rules to offer eligibility of Swiss Franc denominated overnight index swaps referencing the SARON index, which replaces the TOIS index. 09/29/2017 Certified 10/13/2017 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 14 Jan 2022. 01/10/2022 Notified 01/10/2022 1
LCHLTD Weekly Notification of Rule Amendment for the Week of 06 January 2020 01/09/2020 Notified 01/09/2020 1
LCHLTD Changes to certain parameters of the Forexclear service Initial Margin model. 01/31/2014 Certified 02/15/2014 1
LCHLTD LCH is submitting for self-certification revisions to align the provisions that address the change of interest rate for determining the Price Alignment Amount in the LCH FCM Procedures with those under LCH Procedure 2C. 11/08/2021 Certified 11/23/2021 3
LCHLTD SwapClear Members & Dealers 11/25/2002 Certified 11/25/2002 0
LCHLTD Procedural Amendments 11/01/2002 Certified 11/01/2002 0
LCHLTD Amendment to the LCH Rulebook to clarify that a branch of a ForexClear member submits a trade on behalf of the ForexClear clearing member. 11/03/2017 Certified 11/20/2017 1
LCHLTD LCH Limited is submitting for self-certification changes to the ForexClear fee schedule to allow Clearing Members clearing deliverable FX products to receive a fee holiday in their first four months of joining the service. 07/17/2019 Certified 07/30/2019 1
LCHLTD Collateral Rules 11/08/2002 Certified 11/08/2002 0
LCHLTD Changes related to implementation of SwapClear's Strategic Initial Margin Methodology. 04/15/2013 Certified 04/30/2013 1
LCHLTD SwapClear Fees & Charges 11/01/2002 Certified 11/01/2002 0
LCHLTD Rulebook changes to accommodate straight-through processing. 04/15/2013 Certified 04/30/2013 1
LCHLTD Circular to FCM SwapClear, ForexClear, and EnClear Clearing Members clarifying how FCM Clearing Member requests for the return of excess amounts will be treated where the request does not specify whether the FCM clearing member seeks the return of Unal 11/12/2013 Certified 11/27/2013 1
LCHLTD LCH.Clearnet Limited is announcing the transition from 'linked' to 'unlinked' model of trade booking workflow; which will mean that the original executing party is no longer visible on LCH.Clearnet Limited member reporting. 09/16/2014 Certified 09/29/2014 1
LCHLTD LCH Ltd intends to extend the contracts eligible for portfolio margining with SwapClear products. 10/02/2017 Certified 10/16/2017 1
LCHLTD LCH Limited Self-Certification: minor amendments to the ForexClear fee schedule 12/06/2019 Certified 12/20/2019 1
LCHLTD LCH Limited is submitting for self-certification revisions to its rules to withdraw eligibility for certain swaps denominated in Singapore Dollar. 09/23/2022 Certified 10/07/2022 3
LCHLTD Endex Clearing (Dutch Electricity) 12/16/2002 Certified 12/16/2002 0
LCHLTD The LCH.Clearnet SwapClear service will be adding to its fees a straight through pass through of the fees charged to LCH.Clearnet by ICE Benchmark Administration Limited, which is payable for each new trade which references ICE LIBOR index. 01/13/2016 Certified 01/28/2016 1
LCHLTD EnClear Natural Gas 09/12/2002 Certified 09/12/2002 0
LCHLTD Changes to the LCH Rulebook to allow the ForexClear service to accept for clearing NDFs with a minimum maturity of two business days. 03/31/2017 Certified 04/14/2017 1
LCHLTD LCH Limited Self-Certification: Listed Rates fee holiday 09/16/2020 Certified 09/30/2020 1
LCHLTD LCH is submitting for self-certification fee changes in the SwapClear service. 11/02/2023 Certified 11/17/2023 1
LCHLTD Changes to LCH Limiteds London Deposit Rate, Client Deposit Rate, FCM London Deposit Rate, and RepoClear Deposit Rate. 12/15/2023 Notified 12/15/2023 1
LCHLTD A new set of rules relating to the clearing of OTC interest rate swaps ("FCM SwapClear Contracts) through LCH by registered FCMs that are clearing members of LCH. 02/15/2011 Certified 02/15/2011 1
LCHLTD Weekly notification which outlines that the SwapClear service will amend its fees in relation to the Swiss Average Rate Overnight ("SARON") index administrator fees. 05/09/2024 Notified 05/09/2024 1
LCHLTD LCH Limited is submitting for self-certification the proposed rule changes to which LCH can change the London Deposit Rate for clearing members collateral cash balances. 11/17/2022 Certified 12/02/2022 1
LCHLTD LCH.Clearnet Limited is providing notice to FCM Members regarding an additional process available for the allocation of Unallocated FCM SwapClear Contracts. 01/31/2014 Certified 02/15/2014 1
LCHLTD LCH Limited self certifies changes to its rules to enable SwapClear Clearing Members ("SCMs") to register SwapClear Contracts subject to post-registration allocation, subject to certain conditions. 08/10/2017 Certified 08/24/2017 1
LCHLTD Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited London Deposit Rate and the RepoClear Deposit Rate. 09/27/2022 Notified 09/27/2022 1
LCHLTD Following the launch of Inflation Swaps a number of improvements to the rules surrounding the provision of Market Data have been identified to reflect operational requirements of submitting prices and to provide further clarity to Clearing Members. 07/30/2015 Certified 08/13/2015 1
LCHLTD LCH Amendment to the ForexClear fees applied to its major currency (G10) NDF product. 11/06/2017 Certified 11/21/2017 1
LCHLTD LCH Limited is submitting for self-certification revisions to the LCH rules to clarify that LCH will cease clearing of new NDF transactions denominated in the US Dollar-Russian Ruble ("USD-RUB") currency pair on or after 5 December 2022. 11/17/2022 Certified 12/02/2022 1
LCHLTD LCH Limited Self-Certification: SwapClear Tradesharer fees 03/21/2024 Certified 04/04/2024 1
LCHLTD LCH Limited Self-Certification: Clarification Change on Default Fund Additional Margin (DFAM) for the SwapClear and ForexClear Services 04/21/2020 Certified 05/05/2020 1
LCHLTD LCH is submitting revisions to its rules to accommodate updates to templates provided by the trade association for emerging markets ("EMTA"). These templates include terms for inclusion in NDF and NDO Contract transactions. 09/30/2021 Certified 10/15/2021 3
LCHLTD Weekly Notification of addition of a new SwapClear trading venue - TradeAgent 03/21/2024 Notified 03/21/2024 1
LCHLTD LCH Limited Self-Certification: Open Access 01/08/2021 Certified 01/22/2021 1
LCHLTD Notification of changes to the LCH Limited London Deposit Rate and RepoClear Deposit Rate for cash balances held for clearing members. 04/19/2021 Notified 04/19/2021 1
LCHLTD Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited'sLondon Deposit Rate, RepoClear Deposit Rate and the ForexClear default fund effective from 22 Aug 2022. 08/12/2022 Notified 08/12/2022 1
LCHLTD General Regulations 01/31/2006 Certified 12/31/2006 0