Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
LCHLTD LCH Limited Self-Certification: SGD SORA tenor extension from 5.5Y to 21Y for OIS and Basis swaps 02/05/2021 Certified 02/22/2021 1
LCHLTD LCH Limited is submitting for self-certification a new schedule of securities acceptable for margin cover purposes. 06/01/2023 Certified 06/14/2023 2
LCHLTD The LCH.Clearnet Limited rulebook is amended to conform to the industry-wide change resulting in the introduction of the SGD-SOR-VWAP index rate (and discontinuation of the SGD-SOR index rate). 09/20/2013 Certified 10/22/2013 1
LCHLTD New schedule of Securities Acceptable for Margin Cover Purposes due to changes to the haircuts applied to margin collateral. 02/12/2014 Withdrawn 02/25/2014 1
LCHLTD LCH Limited Self-Certification: Client Buffer 03/25/2020 Certified 04/08/2020 1
LCHLTD Self-certification pursuant to 40.6(a) to implement changes to LCH.Clearnet Limited's Rules and Regulations in relation to margin-taking, payment netting and close-out netting. 12/13/2013 Certified 12/31/2013 1
LCHLTD LCH is submitting for self-certification changes to its rules to ensure compliance with the UK's new corporate criminal offence of failure to prevent the facilitation of tax evasion. 09/08/2017 Certified 09/22/2017 1
LCHLTD LCH Ltd is submitting for self-certification changes to the participation choices available to Approved Compression Service Providers ("ACSPs") 12/11/2018 Certified 01/28/2019 1
LCHLTD Notification of changes to the LCH Limited London Deposit Rate, FCM London Deposit Rate, RepoClear Deposit Rate and to the Client Deposit Rate. 12/09/2022 Notified 12/09/2022 1
LCHLTD Liffe will take over the clearing role from LCH for Liffe contracts and then outsource back to LCH many of the clearing functions. LCH will continue to maintain the guarantee fund and risk management program. This will reduce LCH's risk exposure 08/04/2009 Certified 08/11/2009 1
LCHLTD The SwapClear service has onboarded Tradeweb EU B.V. as a new trading venue 03/08/2019 Notified 03/08/2019 1
LCHLTD LCH Ltd is submitting for self-certification changes to its rules in the Procedures Section 4 ("Margin and Collateral") and FCM Procedures regarding the submission of instructions from Clearing Members to LCH in relation to collateral. 08/28/2020 Certified 09/14/2020 2
LCHLTD These changes will allow SwapClear Clearing Members to provide LC H of notice to compress SwapClear Contracts via an Approved Trade Source System ("ATSS"). The changes will also all an ATSS to amend or assign trade identifies of FCM SwapClear Contracts. 09/21/2015 Certified 10/05/2015 1
LCHLTD LCH Limited is amending its Margin Collateral Haircut Schedule to add new eligible collateral. 10/02/2018 Certified 10/17/2018 1
LCHLTD LCH is submitting proposed amendments to the Terms of Reference of the Nomination Committee, which is a committee of the LCH Board. 09/14/2021 Certified 09/28/2021 1
LCHLTD Update to the LCH Margin Collateral Haircut Schedule 07/27/2017 Certified 08/10/2017 2
LCHLTD LCH.Clearnet's SwapClear service plan implement rule change extend existing risk-free compression service allow compression of trades that have differing fixed rate, LCH.Clearnet submitting changes to the fees for the risk free compression service. 07/25/2014 Certified 08/08/2014 1
LCHLTD LCH Limited Self-Certification: Launch of SONIA Futures 04/10/2018 Certified 04/24/2018 1
LCHLTD LCH Limited proposes to make changes to its rules to provide the option to non-US ForexClear Clearing Members to treat variation margin payments as settlement payments ("STM Contracts"). 11/07/2018 Certified 11/23/2018 1
LCHLTD Self-certification pursuant to 40.6(a) notifying of the introduction of the ForexClear Client Clearing fees deferral program. 01/22/2014 Certified 02/06/2014 1
LCHLTD LCH proposes to change its rules so that where a new FX Option Clearing Member is on-boarded, and the respective contributions to the Liquidity Fund decrease as a result, 2 calendar days' notice will be given to existing FX Option Clearing Members 03/11/2019 Certified 03/25/2019 1
LCHLTD LCH Limited Self-Certification: Rates Service Default Fund Cap Increase 07/05/2019 Certified 07/19/2019 1
LCHLTD LCH.Clearnet Limited is adding TrueEx as an approved trade source system for the SwapClear service. 10/25/2013 Certified 11/08/2013 1
LCHLTD LCH Limited Self-Certification: SwapClear new basis swaps and tenor extension 07/05/2019 Certified 07/19/2019 1
LCHLTD Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited concentration limit for non-cash margin collateral in Singapore government bonds. 09/14/2022 Notified 09/14/2022 1
LCHLTD LCH Limited self-certification: New Brazilian national holiday 01/12/2024 Certified 01/29/2024 1
LCHLTD Changes to Benchmark currency fixing rates for MYR and IDR used by ForexClear Service 07/19/2013 Certified 08/03/2013 1
LCHLTD New Rule for IMMES Service 07/28/2014 Certified 08/11/2014 1
LCHLTD LCH is submitting for self-certification revisions to its rules related to extension of the opening hours for the SwapClear Service and the introduction of a new overnight funding account. 04/01/2022 Certified 04/15/2022 7
LCHLTD LCH.Clearnet is submitting for self certification changes to its rules with respect to the introduction of Zero Coupon Inflation-Indexed Swaps clearing in the SwapClear service. 03/09/2015 Certified 03/20/2015 1
LCHLTD LCH LTD changes to its London Deposit Rate (LDR) applied to cash balances (excluding default fund) held on SwapClear and ForexCler services clearing member accounts. 12/22/2017 Notified 12/22/2017 1
LCHLTD LCH Limited is submitting for self-certification clarification changes to its rules related to its international client clearing model. The changes do not apply to Clearing Members that are Future Commission Merchants ("FCMs"). 03/31/2021 Certified 04/14/2021 1
LCHLTD LCH is submitting for self-certification revisions to its rules to extend the maximum tenors for certain swaps and to add additional swaps. 04/01/2022 Certified 04/15/2022 3
LCHLTD Changes to the LCH Rulebook in relation to the ForexClear service to remove EMTA Template table extracts from the Rulebook and replace with website links. 02/11/2016 Certified 02/26/2016 1
LCHLTD LCH Limited Self-Certification: Rulebook amendments related to the UK withdrawal from the EU 12/16/2020 Certified 12/31/2020 1
LCHLTD LCH Limited, a derivatives clearing organization registered with the CFTC, is submitting for self-certification revisions to the Terms of Reference ("ToR") of the Risk Committee of the Board of Directors. 05/30/2024 Certified 06/13/2024 1
LCHLTD LCH Limited is submitting for self-certification changes to its rules regarding enhancements to the trade registration process in the ForexClear service. 01/30/2019 Certified 02/13/2019 1
LCHLTD LCH is submitting for self-certification revisions to its rules to clarify that the use of electronic signatures is permissible for LCH business. 08/24/2021 Certified 09/08/2021 3
LCHLTD ForexClear Compression fees are being published and added to the existing fee waiver program. Also language to clarify that changing of the main tariff if not permissible. 06/20/2016 Certified 07/01/2016 1
LCHLTD LCH.Clearnet Limited changes to Rulebook Section 4 Procedures to allow non-FCM Clearing Members to lodge AUD securities onshore at Austraclear, a CSD located in Australia. There are also some non-material changes being made. 03/24/2016 Certified 04/07/2016 1
LCHLTD LCH Ltd change to its London Deposit Rate (LDR)applicable to cash balances held on clearing member accounts for the SwapClear and ForexClear services. 03/24/2017 Notified 03/24/2017 1
LCHLTD Capitalab, a division of BGC Brokers LP, has been added as an eligible provider of third party compression services to the participants of LCH Ltd's ("LCH") SwapClear service. 12/26/2017 Notified 12/26/2017 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 22 February 2022. 02/21/2022 Notified 02/21/2022 1
LCHLTD Changes to LCH Limited's ("LCH") London Deposit Rate ("LDR"), Client Deposit Rate ("CDR"), FCM London Deposit Rate ("FCM LDR") and RepoClear Deposit Rate ("RDR"). 01/15/2024 Notified 01/15/2024 1
LCHLTD Rule amendments to introduce "real time registration" ("RTR") for its ForexClear service as required under 17 C.F.R. 39.12(b)(7)(i). Changes include the addition of Minimum Excess Requirement and Mutualized Credit Extension. 02/13/2013 Certified 03/01/2013 1
LCHLTD LCH.Clearnet Limited will commence clearing new PJM zonal contracts traded on the Nodal Exchange. 07/13/2015 Withdrawn 07/15/2015 1
LCHLTD LCH.Ltd self certifies changes its rules to add MXN IRS and VNS in NOK, PLN and SEK to the list of SwapClear eligible products. Also, the self certification includes rule changes to reflect the new NOK benchmark index name of NOK-NIBOR-OIBOR. 09/19/2016 Certified 10/03/2016 1
LCHLTD LCH Limited Weekly Notification of Connectivity Fee Amendment. No changes to LCH Rulebook apply. 03/06/2020 Notified 03/06/2020 1
LCHLTD LCH Limited Self-Certification: ForexClear fees update 12/16/2020 Certified 12/31/2020 1
LCHLTD The rulebook has been amended to provide an express reference to the sub-accounts LCH will open on behalf of a clearing member and to reflect that LCH may open and close operational accounts for clearing members at its sole discretion. 04/01/2020 Certified 04/14/2020 1