Clearing Organization Rules : 52942

Organization: LCHLTD

Description: LCH Limited is filing rule changes to extend clearing eligibility to overnight interest rate swaps that (i) are denominated in South African Rand, (ii) have a maximim tenor of 31 years, and (iii) reference the ZAR-ZARONIA-OIS compound floating index.

Official Receipt Date: 2024-05-31 00:00:00

Status: Certified

Date: 2024-06-14 00:00:00


Associated Documents
Eligibility of ZAR OIS - CFTC Self-Certification