Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLTD LCH Limited Self Certification: Clarifying Rule Changes related to the Provisions on the Treatment of Variation Margin for FCMs 03/15/2018 Certified 03/29/2018 1
LCHLTD LCH will change the address of its registered office to 10 Paternoster Square, London EC4M 7LS and will reflect this change in certain parts of the Rulebook. 01/21/2022 Certified 02/04/2022 5
LCHLTD Acceptance for clearing of FRAs with upfront fees by the LCH.Clearnet Ltd SwapClear service. 02/04/2014 Certified 02/20/2014 1
LCHLTD LCH Limited Self Certification: Criminal Finance Act amendment rule changes. This amendment clarifies that the Clearing Member warranty is limited in scope to those activities in relation to its status as a CM. 03/15/2018 Certified 03/29/2018 1
LCHLTD LCH is self certifying minor rule changes on the ForexClear Service Procedures regarding Calendar Adjustments and the Automatic Exercise of FX Options Contracts 11/21/2018 Certified 12/06/2018 1
LCHLTD Conforming change to the FCM Procedures 07/29/2019 Notified 07/29/2019 1
LCHLTD Enable multiple Client "C" accounts to be created by Clearing Members to enable them to segregate their business ahead of the introduction of EMIR ISA and OSA accounts. 02/04/2014 Certified 02/20/2014 1
LCHLTD Rule changes clarifying ForexClear and EnClear's rights to eject cleared contracts. 04/29/2013 Certified 05/14/2013 1
LCHLTD Rulebook changes in support of the LCH LTD ForexClear service launch of clearing for FX Options. 03/15/2018 Certified 03/29/2018 1
LCHLTD LCH is submitting for self-certification revisions to its rules to expand its eligible SwapClear transactions as well as make an operational enhancement related to basis swap splitting. 11/25/2022 Certified 12/09/2022 7
LCHLTD Amendments to post-default rules and methodology. 11/14/2012 Certified 11/14/2012 1
LCHLTD Changes to onboarding process related to the provision of pricing and market data. Claryifing amendments also made. 05/01/2013 Certified 05/16/2013 1
LCHLTD Inclusion of Traiana, Inc. as a matcher in addition to the existing matcher, MarkitSERV. 05/01/2013 Certified 05/16/2013 1
LCHLTD Weekly Notification - MXN rate change notice 11/19/2024 Notified 11/19/2024 1
LCHLTD LCH.Clearnet Limited is proposing rule changes to include a definition of the term `Applicable Law' and a requirementfor Clearing Members with clearing clients incorporated in Singapore to provide a disclosure notice tothose clients. 01/21/2016 Certified 02/04/2016 1
LCHLTD LCH Limited Self-Certification: SwapClear Initial Margin parameter update 06/14/2019 Certified 06/28/2019 1
LCHLTD Changes to the LCH Limited's London Deposit Rate, Client Deposit Rate, FCM London Deposit Rate and RepoClear Deposit Rate 05/15/2023 Notified 05/15/2023 1
LCHLTD Changes to default rules re: clearing of futures. 12/09/2013 Certified 12/24/2013 1
LCHLTD LCH Limited Self-certification of a new Schedule of Securities Acceptable for Margin Cover Purposes (Margin Collateral Haircut Change) 02/12/2019 Certified 02/27/2019 2
LCHLTD LCH Limited Self-Certification: Amendments to the Rates and ForexClear Default Management Groups 06/14/2019 Certified 06/28/2019 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules to offer clearing of Non-Deliverable Forwards ("NDFs") in the USD/New Zealand Dollar (NZD) currency pair. 03/12/2021 Certified 03/26/2021 1
LCHLTD LCH proposes changes to its rulebook to expand the possible actions available to a SwapClear Clearing Member after the early termination of one or more transaction(s) between such SwapClear Clearing Member and its SwapClear Clearing Client. 02/09/2024 Withdrawn 03/07/2024 1
LCHLTD Changes to the Rulebook Procedures Section 4 and FCM Procedures in relation to collateral arrangements, acceptance and settlement,as well as a small number of clarifying amendments. 02/28/2014 Certified 03/15/2014 1
LCHLTD Rulebook amendments to provide for LCH's change to pricing used when valuing securities collateral delivered to it by clearing members. 03/01/2017 Certified 03/15/2017 1
LCHLTD LCH Ltd is self certifying changes to its rules allowing a Clearing Member (who is not a Futures Commission Merchant) to request that LCH automatically replays any Collateral that has been posted in excess of the margin requirement by that Clearing Member 12/14/2017 Certified 12/28/2017 1
LCHLTD Change to margin collateral haircut schedule. Certain Issuers that were only able to be pledged as collateral on a bi-lateral basis can, from 15 March 2021, be pledged as collateral on a tri-party basis. 03/12/2021 Notified 03/12/2021 1
LCHLTD LCH is revising its rules in order to extend the opening hours of the SwapClear Service. 09/08/2021 Certified 09/22/2021 3
LCHLTD SwapClear service new standard pricing plan for client clearing fees 06/18/2012 Certified 07/03/2012 1
LCHLTD LCH Ltd is self certifying minor changes to its rule regarding the payment of USD denominated variation settlement by Futures Commissions Merchants of its SwapClear service. 12/14/2017 Certified 12/28/2017 1
LCHLTD LCH Limited Self-Certification: UK Criminal Finances Act amendment rule changes 09/12/2018 Certified 09/26/2018 1
LCHLTD LCH Limited Self-Certification: Inflation Swaps - Reporting Threshold Amounts 09/12/2018 Certified 09/26/2018 1
LCHLTD Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited's ("LCH") London Deposit Rate ("LDR") and RepoClear Deposit Rate ("RDR\"). 03/29/2023 Notified 03/29/2023 1
LCHLTD Introduction of a discount scheme for SwapClear Clearing Members joining the service in 2014 and with regards to the registration fees for the first 1000 backloaded trades. 03/04/2014 Certified 03/19/2014 1
LCHLTD LCH Limited Self-Certification: Mexican Peso as a same day value currency 09/12/2018 Certified 09/26/2018 1
LCHLTD LCH is submitting for self-certification revisions to its rules to extend the maximum tenors for certain Canadian Dollar ("CAD"), Hong Kong Dollar ("HKD") and Norwegian Krone ("NOK") related swaps. 01/25/2022 Certified 02/08/2022 3
LCHLTD LCH proposes to alter or remove several broken web links in the rulebook to replace them with more generic references where appropriate, avoiding future situations where the links become unusable, as well as updating email contact addresses. 03/29/2023 Certified 04/12/2023 1
LCHLTD Changes to General Regulations and Default Fund Rules to support clearing of the Nodal Exchange 04/01/2009 Certified 04/16/2009 1
LCHLTD Weekly Notification of change to the London Deposit Rate (LDR) which is applied to cash balances held on SwapClear and ForexClear services clearing member accounts. This change took effect from 21 October 2016. 10/25/2016 Notified 10/25/2016 1
LCHLTD Introduction of the extension of the eligible maturity of Japanese yen interest rate swaps from 30 years to 40 years. Additionally, the introduction of the extension of the eligible maturity of Overnight Index Swaps from denominated in USD, EUR and GBP 03/16/2012 Certified 04/02/2012 1
LCHLTD Changes to Rules 15 and 19 to support clearing Nodal Exchange transactions 04/01/2009 Certified 04/16/2009 1
LCHLTD LCH Limited self-certification: Listed Interest Rates clearing service 08/14/2024 Certified 08/28/2024 1
LCHLTD LCH self certifies a Circular to SwapClear Clearing Members on the implementation of an update to the liquidity margin calculation (IMMFP) for the Rates Service incorporating OIS indices and LIBOR like indices risk. 09/02/2016 Certified 09/16/2016 1
LCHLTD New Margin Collateral Haircut Schedule 05/11/2020 Certified 05/26/2020 2
LCHLTD LCH is submitting for self-certification revisions to the LCH rules to provide for unique features of swap contracts that reference the Israeli Shekel. 01/27/2022 Certified 02/10/2022 3
LCHLTD Changes to the ForexClear service Reference Data Sections of the Rulebook and Procedures. 04/02/2014 Certified 04/17/2014 1
LCHLTD LCH is submitting for self-certification a Circular to SwapClear Clearing Members noting upcoming trade eligibility changes for SwapClear Contracts based on the TOM Next Index Swaps ("TOIS") fixing. 12/01/2016 Certified 12/14/2016 1
LCHLTD LCH is self-certifying to allow amendment of terms of SwapClear and/or FCM SwapClear Contracts when LCH determines public statements or publications of information will affect netting or risk management. LCH do this in light of Circular 4308. 06/20/2024 Certified 07/05/2024 1
LCHLTD LCH Limited Self-Certification: New Margin Collateral Haircut Schedule 07/31/2019 Certified 08/14/2019 4
LCHLTD LCH Ltd revised collateral haircut schedule. 12/27/2023 Certified 01/10/2024 2
LCHLTD LCH is self certifying changes to its rules to clarify the circumstances in which Clearing Members, their Customers and service providers may be permitted, or prohibited, to use LCH's data, as defined in the rules. 12/14/2017 Certified 12/29/2017 1