| LCHLTD |
LCH LTD Margin Collateral Haircut Schedule Update |
03/15/2017 |
Certified |
03/28/2017 |
|
2 |
| LCHLTD |
Minor changes to the Rulebook in respect of the ForexClear service to ensure alignment between the Procedures and the Product Specific Contract & Eligibility Manuals |
07/21/2017 |
Certified |
08/04/2017 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: stress loss exposure notice period |
09/20/2018 |
Certified |
10/04/2018 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: Hong Kong Dollar (HKD) peg with the US Dollar |
09/20/2018 |
Certified |
10/04/2018 |
|
1 |
| LCHLTD |
Tenor extensions to Norwegian, Polish and Danish (NOK, PLN and DKK) currencies |
09/16/2016 |
Certified |
09/30/2016 |
|
1 |
| LCHLTD |
LCH Amendment to its Margin Collateral Haircut Schedule |
04/27/2017 |
Certified |
05/10/2017 |
|
2 |
| LCHLTD |
Correcting the maximum notional for JPY, correcting a typographical error and removing of ZAR basis swaps as an eligible product |
05/22/2020 |
Notified |
05/22/2020 |
|
1 |
| LCHLTD |
LCH.Clearnet Limited and the SwapClear and ForexClear dealers have modified the SwapClear and ForexClear Agreements, respectively, in order to comply with EMIR. |
04/04/2014 |
Certified |
04/19/2014 |
|
1 |
| LCHLTD |
The SwapClear service has onboarded HPA SA (OTCex Group) as a new trading venue |
03/04/2019 |
Notified |
03/04/2019 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification revisions to its rules to provide for additional fees related to Bloomberg Short-Term Bank Yield swaps ("BSBY Swaps"). |
12/08/2021 |
Certified |
12/22/2021 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: ForexClear - USD LIBOR Decommission |
05/30/2023 |
Certified |
06/12/2023 |
|
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 20 Aug. |
08/17/2021 |
Notified |
08/17/2021 |
|
1 |
| LCHLTD |
LCH.Clearnet Ltd is making a minor change to its rules to extend the opening hours of the SwapClear service. Following the implementation of this change the service will open at 5.00am GMT and close at 7.00pm EST, providing a 19 by 5 service model. |
10/10/2014 |
Certified |
10/24/2014 |
|
1 |
| LCHLTD |
LCH self certifies a Circular to LCH Clearing Members advising them of the implementation of a portfolio margining floor for initial margin, effective from 2nd October 2017. |
09/01/2017 |
Certified |
09/18/2017 |
|
1 |
| LCHLTD |
Changes to the LTD Rulebook to provide for the offering of both omnibus and individually segregated accounts at the CSD as required by the EU CSD Regulation and the introduction of fee structure for such accounts. |
11/02/2018 |
Certified |
11/16/2018 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification changes to its rules regarding periodic surveys of swaps and FX transactions to calculate margin requirements. |
10/03/2023 |
Certified |
10/18/2023 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification revisions to its rules regarding ForexClear's use of the EMTA Inc. template terms within certain contracts. |
05/12/2022 |
Certified |
05/26/2022 |
|
3 |
| LCHLTD |
LCH Limited Self Certification: Rule Changes amending the GBP-WMBA-OIS-COMPOUND reference rate to GBP-SONIA-COMPOUND. |
04/05/2018 |
Certified |
04/18/2018 |
|
1 |
| LCHLTD |
LCH ForexClear service amends its clearing fees. |
11/29/2017 |
Certified |
12/12/2017 |
|
1 |
| LCHLTD |
LCH Limited Self Certification: Rule Changes allowing members to determine the index final for an Inflation Contract |
06/28/2018 |
Certified |
07/13/2018 |
|
1 |
| LCHLTD |
Weekly Notification of Rule Amendment for Week of 21 June 2019 |
07/01/2019 |
Notified |
07/01/2019 |
|
1 |
| LCHLTD |
LCH Limited files a self certification of rule changes concerning the ForexClear service to:i)extend clearing eligibility to USD-HKD NDFs and ii)amend terminology related to NDFs and NDOs. |
05/26/2021 |
Certified |
06/10/2021 |
|
1 |
| LCHLTD |
LCH Limited self-certification: Variable elements of a swap |
01/09/2024 |
Certified |
01/24/2024 |
|
1 |
| LCHLTD |
LCH.Clearnet Limited new Schedule of Securities Acceptable for Margin Cover Purposes. |
02/05/2016 |
Certified |
02/19/2016 |
|
2 |
| LCHLTD |
LCH self-certifies changes to its rules related to i) the processing of ancillary Compression fees and ii) the requirement for Clearing Members to make payments related to portfolio transfers. |
06/13/2017 |
Certified |
06/27/2017 |
|
1 |
| LCHLTD |
LCH self-certifies changes to its rules to clarify that all variation margin payments associated with US-incorporated ForexClear Clearing Members ("US FXCCM Clearing Members") are treated as settlement payments. |
05/16/2018 |
Certified |
05/31/2018 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: SwapClear new variable notional swaps and tenor extensions |
08/26/2020 |
Certified |
09/10/2020 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification clarifications to its Business Continuity Procedures. These revisions are in Section 6 (Business Continuity) of the LCH Procedures and the Section 5 (Business Continuity) of the LCH FCM Procedures. |
08/17/2021 |
Certified |
08/31/2021 |
|
3 |
| LCHLTD |
Self-certification relating to implementation of a Liquidity and Concentration Risk Model for the EnClear Clearing Service. |
04/04/2014 |
Certified |
04/19/2014 |
|
1 |
| LCHLTD |
Certain references in the Default Rules, which form part of the Rulebook, have been corrected. |
12/12/2016 |
Notified |
12/12/2016 |
|
1 |
| LCHLTD |
LCH LTD Margin Collateral Haircut Change |
12/19/2017 |
Certified |
01/04/2018 |
|
2 |
| LCHLTD |
LCH Limited Self-Certification: ILS Clearing |
08/26/2020 |
Certified |
09/10/2020 |
|
1 |
| LCHLTD |
Restrictions on Clearing Members and their clients operating in Japan, establishment of Hedged Accounts, Clearing Member responsibilities towards the Clearing House and providing risk disclosure to clients operating through a branch in Singapore |
11/10/2016 |
Certified |
11/28/2016 |
|
1 |
| LCHLTD |
LCH Limited ("LCH") self-certification: Index cessation event and index disruption event |
02/28/2024 |
Certified |
03/13/2024 |
|
1 |
| LCHLTD |
LCH Limited is submitting for self-certification changes to its rules to stop the provision of the Initial Margin Management Service (IMMES). |
12/10/2018 |
Certified |
12/24/2018 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: GCM suspension of a NCP |
03/06/2019 |
Certified |
03/20/2019 |
|
1 |
| LCHLTD |
LCH Ltd is submitting for self-certification changes to its rules to include a process for a clearing member (SCM only) to request a client account migration. |
12/10/2018 |
Certified |
12/24/2018 |
|
1 |
| LCHLTD |
The LCH.Clearnet Limited ForexClear service Risk-free Compression offering. |
08/24/2015 |
Certified |
09/04/2015 |
|
1 |
| LCHLTD |
LCH self certifies changes to its rules for SwapClear to:i.remove certain market standard definitions ii.correct the maximum tenors for certain contracts iii.allow Clearing Members to use excess collateral to register Backloaded Trade(s) |
05/01/2017 |
Certified |
05/15/2017 |
|
1 |
| LCHLTD |
LCH.Clearnet is submitting for self certification changes to its rules related to confidentiality during the default management of an FCM and to remove ambiguity around its rules related to the allocation of losses related to a Treasury Default. |
02/08/2016 |
Certified |
02/22/2016 |
|
1 |
| LCHLTD |
Changes to the LCH LTD London Deposit Rate ("LDR") applied to cash balances held on SwapClear and ForexClear services clearing member accounts. |
07/24/2017 |
Notified |
07/24/2017 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification changes to its rules in order to remove LCH's discretion to increase the Mandatory ForexClear Swap Limit above the relevant cap in the context of FX Options clearing. |
08/14/2018 |
Certified |
08/28/2018 |
|
1 |
| LCHLTD |
LCH Limited Self Certification: Rule changes related to clearing of Non-Deliverable Options ("NDOs") and the calculation of the Sovereign Risk Margin ("SRM") add-on in the ForexClear service. |
09/30/2020 |
Certified |
10/14/2020 |
|
1 |
| LCHLTD |
Addition of precious metals as margin collateral, Extension of use of Collateral Management System to include third party collateral |
05/02/2012 |
Certified |
05/17/2012 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. |
05/16/2022 |
Certified |
05/31/2022 |
|
2 |
| LCHLTD |
LCH Limited Self-Certification: Removal of Clearstream Frankfurt as a settlement location |
03/06/2019 |
Certified |
03/20/2019 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification the proposed amendments to the Terms of Reference of the Remuneration Committee, which is a committee of the LCH Board. |
05/16/2022 |
Certified |
05/31/2022 |
|
2 |
| LCHLTD |
LCH Limited self-certification: Clearing of Polish Zloty overnight interest rate swaps that reference the PLN-WIRON-OIS Compound floating rate option |
10/06/2023 |
Certified |
10/23/2023 |
|
1 |
| LCHLTD |
New client clearing fee structure |
03/16/2012 |
Certified |
03/31/2012 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification changes to its rules regarding the identification to LCH of a client's backup Clearing Member(s). The change does not apply to Clearing Members which are Futures Commission Merchants ("FCMs") and their clients. |
08/15/2018 |
Certified |
08/28/2018 |
|
1 |
