Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
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 Certified 07/11/2024 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
LCHLTD LCH will make one correction to its ForexClear Fee Schedule. Additionally, LCH will correct an error in its Rules related to the maximum settlement date for a ForexClear non-deliverable option contract. 10/21/2021 Certified 11/04/2021 3
LCHLTD LCH Limited Self Certification: Rule Changes on Intraday Portfolio Transfers with Collateral 06/26/2018 Certified 07/11/2018 1
LCHLTD Correction of cross-references relating to the LCH Limited Prescribed Language in the relevant part of the rulebook. 03/01/2019 Notified 03/01/2019 1
LCHLTD LCH Limited Self Certification: Rule Changes on the addition of SOFR Swaps as eligible SwapClear products 06/26/2018 Certified 07/11/2018 1
LCHLTD LCH Limited Self Certification: rule changes related to tenors and currency pairs extensions of NDFs cleared in the ForexClear service. 01/29/2021 Certified 02/12/2021 1
LCHLTD LCH is submitting for self-certification corrections to the ForexClear fee schedule. 06/29/2021 Certified 07/14/2021 1
LCHLTD Amending regulations and procedurse to: eliminate its credit exposure to its Protected Payment System banks, permit the collection of interest from members where a negative interest rate is in effect on cash margin, and add Buffer Accounts. 08/17/2012 Certified 09/01/2012 1
LCHLTD Amendments to Definitions and Regulation 62 to allow for the co-clearing of specific contracts on behalf of members with other clearing houses where one clearinghouse acts for the buyer and the other acts for the seller. 01/28/2009 Certified 02/26/2009 1
LCHLTD Introduction of a schedule of fees for Compression Services offered by the SwapClear service. 02/11/2014 Certified 02/27/2014 1
LCHLTD Submission of rule change to modify the ForexClear section of the FCM Procedures to require a FCM member that is a registered investment company, to include provisions in its agreement with a FCM client for FCM client assets to be held at the CCP. 02/27/2015 Certified 03/12/2015 1
LCHLTD LCH Limited Self-Certification: MXN Swaps fee holiday 03/01/2019 Certified 03/15/2019 2
LCHLTD LCH Limited's rule changes related to the distribution of losses to Clearing Members in a default event. 12/14/2020 Certified 12/29/2020 1
LCHLTD Addition of two new Approved Trade Source Systems for SwapClear. 02/12/2014 Withdrawn 02/25/2014 1
LCHLTD Change to functionality, product enhancements, removal of prescribed SwapClear language 11/16/2011 Certified 12/02/2011 1
LCHLTD Self-certification of the SwapClear service Client Deposit Rate (CDR) change. 09/16/2015 Certified 09/29/2015 1