| CME |
Weekly Notification of Rule Amendments - Week of June 29, 2020 |
07/06/2020 |
Notified |
07/06/2020 |
|
1 |
| LCHLTD |
LCH Limited Self-Certification: RFR PAI and discounting transition |
06/18/2020 |
Certified |
07/02/2020 |
|
1 |
| ICECC |
ICE Clear Credit LLC ("ICC") proposes to formalize the ICC Exercise Procedures and amend the ICC Clearing Rules. |
06/18/2020 |
Certified |
07/02/2020 |
|
3 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
07/02/2020 |
Notified |
07/02/2020 |
|
2 |
| LCHLTD |
LCH Limited is submitting for self-certification amendments to its rules regarding an extension to the payment window in the LCH-CLS settlement session used for the deliverable FX products cleared via the ForexClear service. |
06/16/2020 |
Certified |
06/30/2020 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of June 22, 2020 |
06/30/2020 |
Notified |
06/30/2020 |
|
1 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 050-20 related to allowing USD OIS with a maximum remaining term of 50 years and 10 business days, SOFR-based OIS, SOFR-USD LIBOR basis swaps and SOFR-EFFR basis swaps, and other |
06/15/2020 |
Certified |
06/29/2020 |
|
2 |
| LCHLTD |
LCH Ltd proposes to invest Euro-denominated cash collateral in sovereign debt issued by the French Republic and the Federal Republic of Germany. |
06/16/2020 |
Certified |
06/29/2020 |
|
1 |
| ICECC |
ICC hereby submits notification of non-substantive changes to the ICC Rules. |
06/26/2020 |
Notified |
06/26/2020 |
|
2 |
| OCC |
Proposed rule change to make administrative updates to The Options Clearing Corporation's Risk Management Policies. |
06/11/2020 |
Certified |
06/25/2020 |
|
2 |
| ICLREU2 |
ICE Clear Europe Lts is amending its Auction Terms for CDS Default Auctions and CDS Default Management Policy. |
06/12/2020 |
Certified |
06/25/2020 |
|
3 |
| CME |
Weekly Notification of Rule Amendments - Week of June 15, 2020 |
06/24/2020 |
Notified |
06/24/2020 |
|
1 |
| OCC |
Proposed changes to The Options Clearing Corporation's framework for liquidity risk management. |
06/09/2020 |
Certified |
06/23/2020 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 047-20 related to the contribution factor to contributions to the Default Fund and removing the clause that the calculation methodology for the Default Fund Contribution forms part of the Clearing Condit |
06/09/2020 |
Certified |
06/23/2020 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 046-20 related to withdrawing the admission of three equity index futures, two equity index options, and nine property index futures listed on Eurex Deutschland |
06/08/2020 |
Certified |
06/22/2020 |
|
2 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
06/19/2020 |
Notified |
06/19/2020 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of June 8, 2020 |
06/17/2020 |
Notified |
06/17/2020 |
|
1 |
| ICECC |
ICE Clear Credit LLC proposes changes to the Risk Management Model Description, Stress Testing Framework, Liquidity Risk Management Framework, Back-Testing Framework and Risk Parameter Setting and Review Policy. |
01/14/2020 |
Certified |
06/15/2020 |
|
2 |
| ICE NGX |
To make amendments relating to the ability to facilitate the listing for trading and clearing of a full load regulated rate option ("RRO") product. |
05/29/2020 |
Certified |
06/12/2020 |
|
1 |
| CME |
Modifications to CME Risk Management Framework |
05/29/2020 |
Certified |
06/12/2020 |
|
2 |
| LCHLTD |
The Proposal is for LCH to change the call currency from GBP to EUR when there is a USD Bank Holiday. |
06/01/2020 |
Certified |
06/12/2020 |
|
1 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
06/12/2020 |
Notified |
06/12/2020 |
|
2 |
| MGEX |
Amendments to Bylaws |
05/28/2020 |
Certified |
06/11/2020 |
|
1 |
| LCHLTD |
The Proposal is for LCH to invest Euro-denominated cash collateral, which FCMs provide to LCH, in Euro denominated sovereign debt issued by the French Republic and the Federal Republic of Germany. |
06/01/2020 |
Withdrawn |
06/08/2020 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of June 1, 2020 |
06/08/2020 |
Notified |
06/08/2020 |
|
1 |
| ICLREU2 |
Amendments to Auction Terms for Futures and Options Default Auctions |
06/05/2020 |
Notified |
06/05/2020 |
|
2 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
06/05/2020 |
Notified |
06/05/2020 |
|
2 |
| OCC |
Proposed rule change to extend the deadline for Clearing Members to provide an Actionable Identifier on customer and non-customer securities options trades other than Market Maker trades. |
05/19/2020 |
Certified |
06/03/2020 |
|
1 |
| ICE NGX |
Changes to how ICE NGX determines a CPs Risk Limit and an initial category on initial margin or "short fall margin". |
05/19/2020 |
Certified |
06/03/2020 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of May 25, 2020 |
06/01/2020 |
Notified |
06/01/2020 |
|
1 |
| NODALCL |
CFTC Regulation 40.6(a) Certification: Amendments to the Exchange and ClearingTransaction Fee Schedules for Nodal Exchange Environmental Futures and Options |
05/15/2020 |
Certified |
06/01/2020 |
|
3 |
| EUREX |
Weekly Notification of Rule Amendments - Week of May 25, 2020 |
05/29/2020 |
Notified |
05/29/2020 |
|
1 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
05/29/2020 |
Notified |
05/29/2020 |
|
2 |
| ICECC |
ICC proposes amendments to its Clearing Rules relating to membership requirements. |
05/14/2020 |
Certified |
05/29/2020 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 041-20 related to decommissioning the Enhanced Risk Solution due to the implementation of Portfolio Based Margining |
05/13/2020 |
Certified |
05/28/2020 |
|
2 |
| LCHLTD |
New Margin Collateral Haircut Schedule |
05/11/2020 |
Certified |
05/26/2020 |
|
2 |
| ICLR US |
Amendments to the ICE Clear U.S., Inc. Rules related to the physical settlement of certain currency contracts. |
05/11/2020 |
Certified |
05/26/2020 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of May 18, 2020 |
05/26/2020 |
Notified |
05/26/2020 |
|
1 |
| ICECC |
ICC proposes amending Chapter 26 of the ICC Rulebook to provide for the clearance of an additional Standard Emerging Market Sovereign CDS contract and additional Standard Western European Sovereign CDS contracts. |
05/08/2020 |
Certified |
05/22/2020 |
|
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 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
05/22/2020 |
Notified |
05/22/2020 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of May 11, 2020 |
05/19/2020 |
Notified |
05/19/2020 |
|
1 |
| ICECC |
ICE Clear Credit proposes updates to the Treasury Operations Policies and Procedures. |
05/04/2020 |
Certified |
05/18/2020 |
|
2 |
| LCHLTD |
Clarification Change on the Allocation of the ForexClear Default Fund to ForexClear Clearing Members |
05/01/2020 |
Certified |
05/15/2020 |
|
2 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Group and/or Risk Working Group. |
05/15/2020 |
Notified |
05/15/2020 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 036-20 related to the introduction of the March 2021 contracts (as of 9 June 2020) to include those green twin bonds of the Federal Republic of Germany to be deliverable into the German Euro-Fixed Income |
04/30/2020 |
Certified |
05/14/2020 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 035-20 related to removing obsolete transitional ICM provisions, clarifying pledges over excess collateral, liquidity surveys, clarifying auction participation, and remote access for DMC meetings |
04/29/2020 |
Certified |
05/13/2020 |
|
2 |
| ICLREU2 |
ICE Clear Europe Limited is amending its Auction Terms for F&O Default Auctions (the "Auction Terms") and F&O Default Management Policy (the "Policy"). |
04/30/2020 |
Certified |
05/13/2020 |
|
3 |
| LCHLTD |
LCH Limited Self-Certification: SwapClear fee holiday for Pension Funds related to backloaded trades |
04/30/2020 |
Certified |
05/13/2020 |
|
1 |
| ICECC |
ICE Clear Credit proposes updates to its Clearing Participant Default Management Procedures |
04/27/2020 |
Certified |
05/11/2020 |
|
2 |
