Product Terms and Conditions Rules - Swap Execution Facilities

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Organization Filing Description Products Affected Receipt Date Status Date Remarks Documents
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
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
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
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
TWSEF The Rulebook has been amended to delist various swaps contracts Swaps 02/03/2022 Certified 02/03/2022 4
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
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
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
ICE SEF Modification of Contract Names APAC LNG Derivatives; APAC WIM LNG Derivatives 09/15/2021 Notified 09/15/2021 4
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
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 (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
ICE SEF Delisting 59 Contracts Financial Gas and Power Contracts 04/19/2021 Certified 04/19/2021 7
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
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
LGX Revised Rulebook All LedgerX Products 02/19/2021 Certified 03/05/2021 1
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
ICE SEF Product Name Change & Terms Modification USAC HSFO vs USGC HSFO Fuel Oil Swap 01/05/2021 Notified 01/05/2021 4
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
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
ICE SEF Delisting One Swap Contract Singapore Mogas 95 Unleaded vs Singapore Mogas 92 Unleaded Swap 08/13/2020 Certified 08/13/2020 4
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 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
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
NEXSEF Market Regulation Advisory Notice 2019-02 Non Deliverable Forwards 07/02/2019 Certified 07/17/2019 3
NEXSEF Weekly Notification of Rule Amendments Non Deliverable Forwards and FX Options 04/30/2019 Notified 04/30/2019 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
TRAD Revised formula for calculating actual realized daily volatility of Volatility Swaps. Volatility Swaps. 04/01/2019 Certified 04/15/2019 3
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
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
ICE SEF Amendments to certain contract reference codes. Various oil balmo swap contracts 10/01/2018 Notified 10/01/2018 4
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
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
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
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
TDERIV amendment of maximum tenor for MXN denominated IRS cleared at LCH Fixed Floating IRS 01/30/2018 Certified 02/12/2018 1
TDERIV Amending overnight index rate on CHF OIS Overnight index swaps 12/31/2017 Certified 01/16/2018 1
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
ICE SEF ICE Swap Trade, LLC ("IST") is amending its Rulebook in order to affect certain administrative/clerical revisions, clarify the scope of certain Rules, and respond to upcoming changes by the index provider for certain Commodity Contracts. All Commodity Contracts that referenced the Singapore Gasoil 500ppm and 10ppm sulfur Gasoil grades. 12/12/2017 Certified 12/27/2017 5
LGX Rule modification to extend exchange hours to 24/7 As per product specifications (none affected as of now) 10/20/2017 Certified 11/03/2017 1
CMESEF Delisting of the Transco Zone 6 Natural Gas (Platts IFERC) Fixed Price Swap Contract Without Open Interest. See filing. 10/16/2017 Certified 10/16/2017 1
LGX Amended operations manual Operations manual 09/21/2017 Certified 10/05/2017 2
LGX Amended Rulebook USDBTC OptionsPrepaid Day-Ahead Bitcoin Swaps 09/19/2017 Certified 10/03/2017 1
LGX Amended Operations Manual Operations Manual 09/19/2017 Certified 10/03/2017 3
RF SEF Thomson Reuters (SEF) LLC ("TR SEF") wishes to amend certain rules in its Rulebook Non-Deliverable Forwards and Cross-Currency NDFs 09/18/2017 Certified 10/02/2017 2
TDERIV amendment of maximum tenors for certain fixed/floating IRS Fixed For Floating Interest Rate Swaps 08/02/2017 Certified 08/16/2017 1
TDERIV Added language to clarify that interest rate swaps covered by this rule can be traded as Cleared Transactions or Uncleared Transactions on the SEF Trading System. Schedule 1001 - added the specific terms applicable for each Currency. Fixed for Floating Interest Rate Swap Contracts 02/05/2017 Certified 02/17/2017 2
CBOESEF Notice, pursuant to 40.6(a), of delisting of interest rate swap products with no open interest. 1. Australian Dollar, Canadian Dollar, Swiss Franc, Euro Dollar, British Pound, and Japanese Yen. 2. All tenors IRS US Dollar (CME & LCH cleared) except for tenors in 2, 3, 5, 7 and 10 years. 3. Package, basis, IMM, MAC & spreads for all IRS. 12/09/2016 Certified 12/09/2016 1