| EUREX |
Weekly Notification of Rule Amendments - Week of October 31, 2016 |
11/04/2016 |
Notified |
11/04/2016 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of October 24, 2016 |
11/03/2016 |
Notified |
11/03/2016 |
|
1 |
| OCC |
This proposed rule change addresses implementation of Section 871(m) of the Internal Revenue Code of 1986. |
10/19/2016 |
Certified |
11/02/2016 |
|
1 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 126-16 relating to introduction of an option on VSTOXX futures |
10/18/2016 |
Certified |
11/01/2016 |
|
2 |
| LCHLTD |
LCH is proposing to change its rules to recognise unallocated excess collateral as FCM's buffer and to recognise margin posted by the FCM as FCM's buffer, subject to certain conditions. |
10/19/2016 |
Certified |
11/01/2016 |
|
1 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 124-16 relating to Eurex Clearing Prisma Release 5.0 |
10/17/2016 |
Certified |
10/31/2016 |
|
2 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 125-16 relating to new currencies for Eurex Repo, allowing give-ups to m-accounts, clarifying the Price List, clarifying settlement finality, conversion of flex contracts, TES migration, and waiving a fee |
10/17/2016 |
Certified |
10/31/2016 |
|
2 |
| SGX-DC |
Weekly notification of rule amendments for the week of 24 October 2016. |
10/31/2016 |
Notified |
10/31/2016 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of October 17, 2016 |
10/28/2016 |
Notified |
10/28/2016 |
|
1 |
| LCHLTD |
Changes to LCH Rulebook to provide for later cutoff times for Clearing Members to post GBP cash or non-cash collateral to the Clearing House. |
10/13/2016 |
Certified |
10/26/2016 |
|
1 |
| SGX-DC |
The Amendments are to update the contract name and reflect editorial changes to the Final Settlement Price ("FSP") provision of the LNG Swaps contract in Appendix 1 of the SGX-DC Clearing Rules, which pertains to the FSP of Non-Relevant Market Contracts. |
10/12/2016 |
Certified |
10/25/2016 |
|
1 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 122-16 related to the introduction of a new product, Eurex Daily Futures on Mini-KOSPI200-Futures |
10/12/2016 |
Certified |
10/25/2016 |
|
2 |
| LCHLTD |
Weekly Notification of change to the London Deposit Rate (LDR) which is applied to cash balances held on SwapClear and ForexClear services clearing member accounts. This change took effect from 21 October 2016. |
10/25/2016 |
Notified |
10/25/2016 |
|
1 |
| SGX-DC |
Weekly notification of rule amendments for the week of 17 October 2016. |
10/24/2016 |
Notified |
10/24/2016 |
|
2 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an incentive fee rebate program. |
10/05/2016 |
Certified |
10/20/2016 |
|
1 |
| ICECC |
ICC proposes to formalize a Liquidity Risk Management Framework that describes ICC's liquidity monitoring program, liquidity resources, and the methodology for testing the sufficiency of these liquidity resources. |
10/06/2016 |
Certified |
10/20/2016 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of October 10, 2016 |
10/20/2016 |
Notified |
10/20/2016 |
|
1 |
| OCC |
Proposed rule change to revise OCC's Schedule of Fees. |
09/30/2016 |
Certified |
10/17/2016 |
|
1 |
| ICLR US |
Amendment to internal Default Management Procedures |
09/29/2016 |
Certified |
10/14/2016 |
|
3 |
| SGX-DC |
Weekly notification of rule amendments for the week of 3 October 2016. |
10/14/2016 |
Notified |
10/14/2016 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of October 3, 2016 |
10/13/2016 |
Notified |
10/13/2016 |
|
1 |
| LCHLTD |
LCH self certifies changes to its rules on LCH delivery account details and opening hours related to the Listed Interest Rates clearing service |
09/28/2016 |
Certified |
10/12/2016 |
|
1 |
| SGX-DC |
Self certification of amendments to SGX-DC Clearing Rules in relation to OTC Financial Derivatives for implementation in 2017. |
09/27/2016 |
Certified |
10/11/2016 |
|
1 |
| OCC |
Weekly Notification of Rule Amendments Pursuant to CFTC Regulation 40.6(d)(2)(i)--OCC Rule Filing SR-OCC-2016-010 |
10/10/2016 |
Notified |
10/10/2016 |
|
2 |
| ICECC |
ICC hereby submits notification of changes to risk parameters established by ICC in consultation with the ICC Risk Committee, Trading Advisory Committee and/or Risk Working Group. |
10/07/2016 |
Notified |
10/07/2016 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of September 26, 2016 |
10/07/2016 |
Notified |
10/07/2016 |
|
1 |
| ICECC |
Advance notice of proposed rule change: New provisions addressing ICC's recovery and resolution following the exhaustion of resources available to it after the default of a clearing participant or a series of clearing participant defaults. |
03/06/2013 |
Withdrawn |
10/07/2016 |
|
1 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 199-16 relating to a new collateralization type for Specific Lenders and clarification of the publication time period for Clearing Condition amendments |
09/23/2016 |
Certified |
10/07/2016 |
|
2 |
| LCHLTD |
Self-certification to 1) amend ForexClear fees to provide for existing Clearing Members to move from the current variable tariff to the current fixed tariff, by giving notice to LCH, and 2) publication of the ForexClear fees for 2017. |
09/20/2016 |
Certified |
10/04/2016 |
|
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 |
| SGX-DC |
Weekly notification of rule amendments for the week of 26 September 2016. |
10/02/2016 |
Notified |
10/02/2016 |
|
2 |
| LCHLTD |
Tenor extensions to Norwegian, Polish and Danish (NOK, PLN and DKK) currencies |
09/16/2016 |
Certified |
09/30/2016 |
|
1 |
| EUREX |
Proposed rule changes in Eurex Clearing Circular 117-16 related to amendments to the Price List, a Form for using market-making accounts for proprietary trading activities, Clearing Agreements, and a Connection Agreement |
09/16/2016 |
Certified |
09/30/2016 |
|
2 |
| ICECC |
ICC proposes changes to the ICC Rulebook to provide for the clearance of additional credit default swap contracts. |
09/14/2016 |
Certified |
09/28/2016 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing circular 113-16 relating to offer clearing services for equity index options with weekly expirations on the SMIr introduced at Eurex Exchange |
09/12/2016 |
Certified |
09/26/2016 |
|
2 |
| LCHLTD |
LCH self-certifies clarification changes to the rules applicable to its Listed Interest Rates clearing service and SwapClear BAU transfers. |
09/09/2016 |
Certified |
09/23/2016 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of September 12, 2016 |
09/23/2016 |
Notified |
09/23/2016 |
|
1 |
| ICE NGX |
NGX is making this submission to advise the Commission that it is establishing, on a temporary basis, discounted transaction fees for certain physically settled gas futures products. |
09/07/2016 |
Certified |
09/21/2016 |
|
2 |
| LCHSA |
LCH SA is submitting for self-certification amendments to the "Rules" related to the implementation of the (i) Split of Calls & Pays initiative, (ii) the removal of the buffer collateral account and (iii) other changes for clarification purposes. |
09/06/2016 |
Certified |
09/20/2016 |
|
1 |
| LCHLTD |
LCH.Ltd self certifies rule changes on the termination of trades with small notional amounts and hence a negligible Net Present Value (NPV). |
09/06/2016 |
Certified |
09/20/2016 |
|
1 |
| LCHLTD |
LCH is amending its Rulebook to implement its PPS Reform initiative which is - 1) make more currencies same-day value (1st changes are to CHF and NOK); and 2) PPS calls in an alternative same-day currency when another currency has a currency holiday. |
09/07/2016 |
Certified |
09/20/2016 |
|
1 |
| NODALCL |
CFTC Regulation 40.6(a) Certification: Amendments to Nodal Clear Rule 3.23.4, and Adoption of New Nodal Clear Rules 3.24.3, 8.1, 8.2, and 8.3 |
09/02/2016 |
Certified |
09/19/2016 |
|
2 |
| SGX-DC |
The Amendment is to remove the Euroyen Futures contract from the list of contracts under Appendix 2 - Contracts of Other Relevant Markets Accepted by the Clearing House - of the SGX-DC Clearing Rules, arising from its delisting on the CME. |
09/01/2016 |
Certified |
09/16/2016 |
|
1 |
| LCHLTD |
LCH self certifies a Circular to SwapClear Clearing Members on the implementation of an update to the liquidity margin calculation (IMMFP) for the Rates Service incorporating OIS indices and LIBOR like indices risk. |
09/02/2016 |
Certified |
09/16/2016 |
|
1 |
| OCC |
Proposed rule change concerning The Options Clearing Corporation's escrow deposit program. |
08/30/2016 |
Certified |
09/14/2016 |
|
1 |
| SGX-DC |
SGX will be introducing a new derivatives trading and clearing system, Titan. While there are no substantial changes to the SGX-DC Clearing Rules in respect of the introduction of Titan, amendments have been proposed for greater clarity. |
08/30/2016 |
Certified |
09/14/2016 |
|
1 |
| ICLREU2 |
Modifications to the ICEU Clearing Rules to clarify the timing of certain default management procedures in light of requirements under the European Market Infrastructure Regulation |
08/30/2016 |
Certified |
09/13/2016 |
|
2 |
| LCHLTD |
LCH rule changes allow Clearing Members to request that LCH requires additional collateral from a SwapClear Client in order to reduce the stress loss exposure generated by the Client account. |
08/26/2016 |
Certified |
09/12/2016 |
|
1 |
| ICLREU2 |
Revision to ICE Clear Europe's Intraday Margin Policy to incorporate an overall clearing member limit for uncollateralized exposure. |
08/25/2016 |
Certified |
09/09/2016 |
|
3 |
| LCHSA |
Pursuant to CFTC regulation 40.6(a), LCH SA is submitting for self-certification an update of CDSClear fees as a consequence of the launch of the Select Membership initiative to take effect no earlier than 7th September 2016. |
08/23/2016 |
Certified |
09/07/2016 |
|
1 |
