| LCHLLC |
This submission reflects changes to the LCH.Clearnet LLC rulebook since 23 August 2012. |
10/26/2012 |
Certified |
11/10/2012 |
|
1 |
| LCHLLC |
Rule amendment to reflect changes to the Risk Committee charter, the creation of a Nominating committee, and to make other conforming changes. |
05/28/2010 |
Certified |
06/04/2010 |
|
1 |
| LCHLLC |
Introduction of SwapClear US's annual clearing member fees, client fee structure, and the volume discount plan. |
04/19/2013 |
Certified |
05/04/2013 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC 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 |
| LCHLLC |
Change to Client Deposit and Default Fund Rates |
04/30/2015 |
Certified |
05/14/2015 |
|
1 |
| LCHLLC |
Changes to governing documents as a result of the acquisition by London Stock Exchange Group |
08/01/2013 |
Certified |
08/16/2013 |
|
1 |
| LCHLLC |
Security Interest Amendments, Ballot Removal, Bankruptcy Representations and other ancillary changes. |
06/30/2014 |
Certified |
07/16/2014 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC is making a number of changes to the Clearing House Rulebook in order to provide it with additional tools in the event of a liquidity shortfall. |
11/13/2014 |
Certified |
11/28/2014 |
|
2 |
| LCHLLC |
Circular - Changes to fee structure for the LCH.Clearnet LLC SwapClear US service |
01/20/2016 |
Certified |
02/03/2016 |
|
1 |
| LCHLLC |
Rule changes to comply with CFTC Rules applicable to DCOs that become effective May 7, 2012 |
04/20/2012 |
Certified |
05/05/2012 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC is submitting for self-certification a new schedule of Securities Acceptable for Margin Cover Purposes due to changes to the haircuts applied to margin collateral. |
02/25/2014 |
Certified |
03/12/2014 |
|
1 |
| LCHLLC |
Acceptance for clearing of FRAs with upfront fees by LCH.Clearnet LLC's SwapClear service. |
02/04/2014 |
Certified |
02/20/2014 |
|
1 |
| LCHLLC |
Self-certification in support of the introduction of the LSOC with Excess model. |
02/27/2014 |
Certified |
03/14/2014 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC's submission of rule changes concern, among other things, LSOC terminology, settlement of variation margin, and the initial date for rebalancing the default fund. |
07/02/2013 |
Certified |
07/18/2013 |
|
1 |
| LCHLLC |
Self Certification of Circular and Rulebook Change Return of Default Fund Contributions to LLC Clearing Members |
06/02/2016 |
Certified |
06/16/2016 |
|
1 |
| LCHLLC |
Changes to rules related to straight-through processing, LSOC, insolvency and initial margin methodology, among other changes. |
05/10/2013 |
Certified |
05/25/2013 |
|
1 |
| LCHLLC |
Amendment to Rule 405 providing for the offset of certain contracts with same settlement date, fixed rate payment, and account . |
06/23/2010 |
Certified |
06/28/2010 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC rule change related to the securities that are considered acceptable for margin at SwapClear U.S. The schedule, along with a list of applicable haircuts will be available on LCH's website. |
05/16/2013 |
Certified |
06/01/2013 |
|
1 |
| LCHLLC |
Self-certification to align the rulebook with recent operational changes resulting inthe decommissioning of the declear and termination by automated service functionalities. |
03/07/2014 |
Certified |
03/22/2014 |
|
1 |
| LCHLLC |
LCH.Clearnet is amending its rulebook for the SwapClear US service to provide that the SwapClear Tolerance will not be available to any Clearing Member after the final Initial Margin call on any business day which precedes a day that is not a business day |
05/24/2013 |
Certified |
06/11/2013 |
|
1 |
| LCHLLC |
Self Certification of a new schedule of Securities Acceptable for Margin Cover Purposes with associated haircut information. |
09/04/2014 |
Certified |
09/18/2014 |
|
3 |
| LCHLLC |
Amendments to risk methodology, include swap execution facilities, increase minimum deposit to guaranty fund, decrease captial requirement, specify transfers of customer positions and amend criteria for determining default |
12/21/2011 |
Certified |
01/07/2012 |
|
1 |
| LCHLLC |
Amendments to Rules 901 and 902 to rename existing contracts and addition of new Rules 903 to 907 to add five new contracts to be cleared. |
04/15/2010 |
Certified |
04/20/2010 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC is implementing PPS fees for funds transferred to the clearing house to recover charges from PPS banks. |
12/12/2013 |
Certified |
12/28/2013 |
|
1 |
| LCHLLC |
Addition of two new Approved Trade Source Systems for SwapClear. |
02/12/2014 |
Withdrawn |
02/25/2014 |
|
1 |
| LCHLLC |
Amendment to Rule 415 to expand circumstances in which clearing member may transfer contract from one account to another, and to Rule 514 to modify form of acceptable performance bond deposit clearing member may accept from customers |
07/20/2010 |
Certified |
07/20/2010 |
|
1 |
| LCHLLC |
Self certification of clarifying changes regarding the transfer of client and proprietary contracts. |
03/18/2014 |
Certified |
04/02/2014 |
|
1 |
| LCHLLC |
Circular to send to SwapClear Clearing Members = describes changes to Client Deposit Rate ("CDR"). |
09/18/2015 |
Certified |
10/02/2015 |
|
1 |
| LCHLLC |
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 |
| LCHLLC |
The LCH.Clearnet LLC 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 |
| LCHLLC |
Changes to the Portfolio Transfer Process. |
06/05/2013 |
Certified |
06/20/2013 |
|
1 |
| LCHLLC |
Rule amendments to Risk Procedures, OTC terms and conditions and other definitions |
06/08/2011 |
Certified |
06/08/2011 |
|
1 |
| LCHLLC |
Amendment to Risk Management Procedures Manual to modify the method for calculating original performance bond requirements |
04/22/2010 |
Certified |
05/03/2010 |
|
1 |
| LCHLLC |
New Rule for IMMES Service |
07/28/2014 |
Certified |
08/11/2014 |
|
1 |
| LCHLLC |
Rules 908 and 909 incorporate the contract specifications of two new futures contracts to be cleared by IDCH - the IDEX USD Defined Roll Interest Rate Swap Futures Contract and the IDEX USD Forward Start Defined Roll Interest Rate Swap Futures Contract. |
08/05/2010 |
Certified |
08/05/2010 |
|
1 |
| LCHLLC |
Amendment to Rule 1101 to correct typographical error re: minimum notional principal for US interest rate swap |
06/14/2011 |
Certified |
06/14/2011 |
|
1 |
| LCHLLC |
Re-introduction of a backload discount plan for client clearing activity to SwapClear's client fee structure. |
11/20/2013 |
Certified |
12/06/2013 |
|
1 |
| LCHLLC |
Changes to the SwapClear service amending its product eligibility criteria to allowfor acceptance of swaps with stub periods at both the start and the end of a contract. |
10/31/2013 |
Certified |
11/16/2013 |
|
1 |
| LCHLLC |
Self-certification pursuant to 40.6(a) to implement changes to the trade registration process for backloaded trades in LCH.Clearnet's SwapClear service. |
11/21/2013 |
Certified |
12/07/2013 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC is amending its Rulebook to provide for a new workflow in respect of the registration of transactions that are executed on swap execution facilities or designated contract markets that have been approved by LCH.Clearnet. |
11/21/2013 |
Certified |
12/07/2013 |
|
1 |
| LCHLLC |
Amendments to ticker symbol formats |
05/03/2010 |
Certified |
05/17/2010 |
|
1 |
| LCHLLC |
LCH.Clearnet LLC is extending the eligible maturity of Overnight Index Swaps denominated in USD, EUR and GBP from 2 to 30 years. |
06/12/2013 |
Certified |
06/27/2013 |
|
1 |
| LCHLLC |
Add defined term "Clearinghouse Approved Depositories" and amend Rule 509 to clarify ownership and control over clearing member's securities deposited to meet margin requirements and the depository custody accounts |
12/16/2009 |
Certified |
12/24/2009 |
|
1 |
| LCHLLC |
Amend risk management procedures to modify stress test parameters, quarterly risk monitoring, and clarify construction of revaluation curves. |
07/13/2011 |
Certified |
07/13/2011 |
|
1 |
| LCHLLC |
Amendments to Rule 101 - definition of "Clearing Hours" and addition of new Rules 901and 902 to incporporate existing interest rate swap and new forward start interest rate swap futures specs, respectively. |
11/09/2009 |
Certified |
02/26/2010 |
|
1 |
| LCHLLC |
Remove IDEX Futures Contracts from the rulebook |
12/01/2011 |
Certified |
12/16/2011 |
|
1 |
| LCHLLC |
Emergency rule certification to extend the SwapClear Tolerance to 7pm on each Business Day. |
11/05/2013 |
Certified |
11/21/2013 |
|
1 |
| LCHLLC |
Amendments to Risk Management Procedures to (i) incorporate price alignment interest (PAI) into variation performance bond for OTC contracts; and (ii) amend list of currently acceptable Collateral |
11/10/2010 |
Certified |
11/10/2010 |
|
1 |
| LCHLLC |
Amendment to Rule 421 to correct a typographical error |
01/22/2009 |
Certified |
01/26/2009 |
|
1 |
| LCHLLC |
Minimum Non-Tolerance Contribution has been reduced from $15mm to $10mm, minimum threshold for the Tolerance Contribution Amount has been reduced from $10mm to $5mm. |
04/16/2015 |
Certified |
04/30/2015 |
|
1 |
