ICE SEF |
ICE Swap Trade, LLC ("IST") is amending its 2018 Trading and Holiday Schedule in order to affect certain administrative/clerical revisions regarding observed holidays. |
2018 Trading and Holiday Schedule |
01/05/2018 |
Notified |
01/05/2018 |
|
5 |
TDERIV |
Amending overnight index rate on CHF OIS |
Overnight index swaps |
12/31/2017 |
Certified |
01/16/2018 |
|
1 |
TDERIV |
amendment of maximum tenor for MXN denominated IRS cleared at LCH |
Fixed Floating IRS |
01/30/2018 |
Certified |
02/12/2018 |
|
1 |
ICE SEF |
Weekly Notification of Rule Amendments |
Daily CFD - Dated Brent vs First Month BFOE Swap; Weekly CFD - Dated Brent vs First Month BFOE Swap; Weekly CFD - Dated Brent vs Second Month BFOE Swap |
02/16/2018 |
Notified |
02/16/2018 |
|
4 |
CBOESEF |
Changes to Minimum Tick Size on KRW Contracts, and addition of trading months in respect of Contracts available in each currency pair |
All Contracts (NDFs) |
03/05/2018 |
Certified |
03/19/2018 |
|
1 |
BGC |
BGC is amending the terms and conditions of "BGC SEF Contract Specifications Attachment A" to reflect the availability of swap contracts using as a reference price the Secured Overnight Financing Rate (SOFR). |
Fixed-to-Floating Swap Class; Basis Swap Class; Forward Rate Agreement Class; Overnight Index Swap Class; Fixed-to-Floating Interest Rate Swap (USD); Interest Rate Swap, Fixed/Float; Current Basis Swap, Float/Float; other products as described herein. |
06/07/2018 |
Certified |
06/21/2018 |
|
1 |
CMESEF |
Amendments to CME SEF Chapter 10 - U.S. Midwest #1 Busheling Ferrous Scrap (AMM) Swap Contract to Increase Minimum Price Fluctuation and Related Amendments to the Globex Non Reviewable Trading Ranges Table. |
See filing. |
07/11/2018 |
Certified |
07/25/2018 |
|
1 |
ICE SEF |
Amendments to certain contract reference codes. |
Various oil balmo swap contracts |
10/01/2018 |
Notified |
10/01/2018 |
|
4 |
LATAM |
CFTC Reg 40.6(a) certification of amendments to LatAm SEF Rulebook |
Chapter 12. IRS Contract Terms and Conditions |
12/20/2018 |
10 Day Review |
12/20/2018 |
|
1 |
LGX |
Amending fee schedule for new participants. |
USD-BTC day-ahead options, USD-BTC weekly options, USD-BTC monthly options, USD-BTC day-ahead swaps |
01/03/2019 |
Notified |
01/03/2019 |
|
2 |
TRAD |
Revised formula for calculating actual realized daily volatility of Volatility Swaps. |
Volatility Swaps. |
04/01/2019 |
Certified |
04/15/2019 |
|
3 |
CBOESEF |
Amendments to add additional Tenors to available Contracts. |
NDFs in BRL, CLP, CNY, COP, INR, IDR, KRW, MYR, PEN, PHP, RUB and TWD, each settling in USD. |
04/08/2019 |
Certified |
04/22/2019 |
|
1 |
NEXSEF |
Weekly Notification of Rule Amendments |
Non Deliverable Forwards and FX Options |
04/30/2019 |
Notified |
04/30/2019 |
|
3 |
NEXSEF |
Market Regulation Advisory Notice 2019-02 |
Non Deliverable Forwards |
07/02/2019 |
Certified |
07/17/2019 |
|
3 |
TDERIV |
Notice to delist Interest Rate Swap products from the trueEX SEF |
Fixed Floating Interest Rate Swaps, Swaptons on Fixed Floating Interest Rate Swaps, Market Agreed Coupon Swaps, Overnight Index Swaps, Forward Rate Agreements |
07/18/2019 |
Certified |
07/18/2019 |
|
1 |
ICE SEF |
Delisting two (2) swap contracts |
Singapore Jet Kero vs Singapore Gasoil Swap;Singapore Jet Kero vs Singapore Gasoil Balmo Swap |
07/13/2020 |
Certified |
07/13/2020 |
|
5 |
TRAD |
Amendments to Tradition SEF, Inc. Rulebook- Platform Supplement 1: Trad-X USD IRS Trading System to amend minimum tick size increments to 0.0625 basis points. |
USD Interest Rate Swaps |
07/07/2020 |
Certified |
07/21/2020 |
|
1 |
ICE SEF |
Delisting One Swap Contract |
Singapore Mogas 95 Unleaded vs Singapore Mogas 92 Unleaded Swap |
08/13/2020 |
Certified |
08/13/2020 |
|
4 |
CBOESEF |
Cboe SEF has made certain amendments to its rulebook to modify Rule 510(3)(b) as it relates to the Minimum Tick Size and Fair Trade Range in respect of the USD/PEN Currency Pair |
USD/PEN Currency Pair (NDF) |
10/21/2020 |
Notified |
10/21/2020 |
|
1 |
BGC |
BGC Derivative Markets, L.P. is amending the terms and conditions of "BGC SEF Contract Specifications Attachment A" to add ICE Clear Europe as a Clearinghouse for credit iTraxx transactions. |
Credit Default Swap IndexMarkit CDX and Markit iTraxx Swaption |
12/14/2020 |
Certified |
12/29/2020 |
|
1 |
ICE SEF |
Product Name Change & Terms Modification |
USAC HSFO vs USGC HSFO Fuel Oil Swap |
01/05/2021 |
Notified |
01/05/2021 |
|
4 |
CBOESEF |
Cboe SEF is submitting this rule amendment to modify the Minimum Tick Size and Fair Trade Range in respect of the USD/PEN Currency Pair. |
NDFs, Currency Pair USD/PEN |
02/23/2021 |
Notified |
02/23/2021 |
|
1 |
LGX |
Revised Rulebook |
All LedgerX Products |
02/19/2021 |
Certified |
03/05/2021 |
|
1 |
LGX |
This is a duplicate filing to what was already filed on Friday, February 19, 2021. We are submitting this exact copy again to the Commission in support of LedgerX product terms and conditions so that it is routed correctly. |
USD/ETH Deci Futures, USD/ETH Deci Options, and all other LedgerX products referencing digital currency. |
02/23/2021 |
Certified |
03/09/2021 |
|
1 |
CBOESEF |
Modification of the Minimum Tick Size and Fair Trade Range in respect of the USD/PEN Currency Pair. |
USD/PEN NDF |
03/26/2021 |
Notified |
03/26/2021 |
|
1 |
ICE SEF |
Delisting 59 Contracts |
Financial Gas and Power Contracts |
04/19/2021 |
Certified |
04/19/2021 |
|
7 |
CBOESEF |
Cboe SEF has made certain amendments to its rulebook to (a) add additional Tenors to Contracts having the Brazilian Real as their Reference Currency, and (b) modify the Minimum Tick Size applicable in respect of USD/MYR Currency Pair. |
NDFs (USD/BRL and USD/MYR) |
06/11/2021 |
Certified |
06/25/2021 |
|
1 |
MKAXSEF |
MarketAxess SEF Corporation intends to delist these products at the close of business onAugust 31, 2021. |
CDX and iTraxx CDS indices. |
08/19/2021 |
Certified |
08/19/2021 |
|
1 |
CBOESEF |
Cboe SEF has made certain amendments to its rulebook to modify the Minimum Tick Size applicable in respect of USD/PHP Currency Pair. |
USD/PHP NDFs |
08/09/2021 |
Certified |
08/23/2021 |
|
1 |
ICE SEF |
Modification of Contract Names |
APAC LNG Derivatives; APAC WIM LNG Derivatives |
09/15/2021 |
Notified |
09/15/2021 |
|
4 |
BGC |
BGC is amending the terms and conditions of "BGC SEF Contract Specifications" to reflect the most recent Mandatorily Cleared Products, most recent Made Available to Trade Products, addition of SOFR and BSBY, and addition of Inflation-Linked Swaps. |
Mandatorily Cleared, Made Available to Trade, Interest Rate Swap (IRS) Fixed/Float, Overnight Index Swap (OIS) Fixed/Float, Currency Basis Swap Float/Float, Cross-Currency Basis Swap Float/Float, Cross-Currency Swap Fixed/Float, Inflation-Linked Swap. |
01/06/2022 |
Certified |
01/18/2022 |
|
1 |
GFISEF |
Change in contract specifications to accommodate the transition from LIBOR to SOFR. Amended language on two rules to add SOFR. |
Attached |
01/04/2022 |
Certified |
01/19/2022 |
|
1 |
TWSEF |
TWSEF Fee Update - CDS |
CDS |
01/19/2022 |
Certified |
02/02/2022 |
|
2 |
TWSEF |
Fully Integrated API Services Fee Schedule (Rate Swaps Currencies - Tokyo Hours Only) |
Rates Swaps |
01/19/2022 |
Certified |
02/02/2022 |
|
2 |
TWSEF |
The Rulebook has been amended to delist various swaps contracts |
Swaps |
02/03/2022 |
Certified |
02/03/2022 |
|
4 |
DWSEF |
DW SEF LLC Amendment of Rule 205 (Regulatory Oversight Committee) and Rule 901 (Swap Specifications) |
Regulatory Oversight Committee and Swap Specifications |
02/02/2022 |
Certified |
02/16/2022 |
|
4 |
DWSEF |
DW SEF LLC Amendment of Rule 901 (Swap Specifications) |
Swap Specifications |
02/04/2022 |
Certified |
02/18/2022 |
|
4 |
DWSEF |
Commission Regulations 40.2(a) and 40.2(d): Class Certification of Basis Swaps - USD 3-Month BSBY vs. 1-Month BSBY; Basis Swaps - USD SOFR vs. 3-Month BSBY; and Basis Swaps - USD SOFR vs. 1-Month BSBY |
Basis Swaps - USD 3-Month BSBY vs. 1-Month BSBY; Basis Swaps - USD SOFR vs. 3-Month BSBY; and Basis Swaps - USD SOFR vs. 1-Month BSBY |
02/04/2022 |
Certified |
02/18/2022 |
|
2 |
LGX |
Updates to Participant Agreement, User Agreement, and Privacy Policy |
Updates to Participant Agreement, User Agreement, and Privacy Policy |
03/10/2022 |
Certified |
03/24/2022 |
|
2 |
TRAD |
CFTC Regulation 40.2 and 40.6(a) Certification. Request for New Product Certification of Tradition SEF's Interest Rate Swap Asset Class Product Listing and non-substantive changes to IRS Product ListingTradition SEF Submission No. 2022-02 |
Interest Rate Swap Asset Class Product Listing Terms and ConditionsTrad-X Platform Supplement |
03/14/2022 |
Certified |
03/28/2022 |
|
5 |
TWSEF |
TWSEF Fee Schedule Update for EMEA , Rate Swaps, and Rate Swaps (EU and Asian Hours)Effective date is June 9th as there were issues with the CFTC portal upload- confirmed with CFTC Tech Support |
Rate Swaps , EMA Swaps |
05/26/2022 |
Certified |
06/10/2022 |
|
1 |
TWSEF |
TWSEF Fee Schedule Update- part of Submission Number 2205-2611-2023-74 |
TWSEF Fee Schedule Update- part of Submission Number 2205-2611-2023-74 |
05/26/2022 |
Certified |
06/10/2022 |
|
2 |
TWSEF |
TWSEF rulebook update in response to rule 411 |
Rulebook Update - 411 Block Trades |
06/02/2022 |
Certified |
06/16/2022 |
|
4 |
DWSEF |
DW SEF Rulebook update - Rule 411 |
Rule 411- Block Trades |
06/02/2022 |
Certified |
06/16/2022 |
|
4 |
TWSEF |
Fee Schedule Update for Rate Swaps ( Tokyo Hours Only) |
TW SEF Fee Update |
07/06/2022 |
Certified |
07/20/2022 |
|
2 |
SWAPX |
Clarifying changes have been made to the description of current trading protocols on SwapEx. |
Non-Deliverable Forwards |
07/14/2022 |
Certified |
07/28/2022 |
|
6 |
TRAD |
Modifications to Tradition SEF - Trad-X USD IRS Liquidity Provider Program |
Tradition SEF - Trad-X USD IRS Liquidity Provider Program |
07/18/2022 |
Certified |
08/01/2022 |
|
1 |
ICE SEF |
ICE Swap Trade, LLC's weekly notification of rule changes |
APAC LNG Derivatives Swap, APAC LNG Derivatives Swap Balmo, 3.5% CIF Med Cargoes vs 3.5% FOB Med Cargoes Balmo Swap, Marine Fuel 0.5% FOB Rotterdam Barges Balmo Swap, Marine Fuel 0.5% FOB Singapore Balmo Swap |
08/22/2022 |
Notified |
08/22/2022 |
|
4 |
TWSEF |
Fee Schedule Update- Fully Integrated API Services Fee Schedule (Rate Swaps) |
TW SEF Fee Schedule Update |
08/31/2022 |
Certified |
09/15/2022 |
|
2 |
AEGIS |
Contract Accountability Levels Table |
AEGIS SEF Product Listings Rule 1000-1508 |
09/01/2022 |
Certified |
09/16/2022 |
|
2 |