Clearing Organization Rules

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Organization Filing Description Receipt Date Status Date Remarks Documents
ICECC ICC proposes revisions to ICC's End-of-Day Price Discovery Policies and Procedures to remove the ability for Clearing Participants to submit end-of-day submissions for Single Name instruments in terms of spread and associated recovery rate. 01/05/2015 Certified 01/20/2015 2
LCHLTD LCH Limited change to its Margin Collateral Haircut Schedule. 07/18/2018 Certified 07/31/2018 2
LCHLTD LCH Limited temporary change to its Margin Collateral Haircut Schedule 04/02/2019 Certified 04/15/2019 2
SGX-DC Weekly notification of rule amendments for the week of 26 August 2019. 09/05/2019 Notified 09/05/2019 2
LX Submission of revised fee schedule. 03/04/2020 Certified 03/18/2020 2
NYMEX Modifications to existing NYMEX Energy Products Cross-Venue Incentive Program; 12-167 06/11/2012 Certified 06/26/2012 2
NODALCL CFTC Regulation 40.6(a) Certification: Amendments to Nodal Clear Rules 3.35(g), 3.37.5, 3.37.7, and 3.38.4 11/12/2015 Certified 11/27/2015 2
ICLR US Amendment to Collateral Policy 12/22/2016 Withdrawn 01/06/2017 2
EUREX Proposed rule amendments in Eurex Clearing Circular 028-18 related to futures and options on the Sensex Index 03/06/2018 Certified 03/20/2018 2
CME Amendments to CME Chapter 8G ("Interest Rate Derivative Clearing") and Chapter iii. ("CME Definitions") Regarding End of Waterfall Rules for Interest Rate Swaps 09/06/2019 Certified 11/04/2019 2
ICE NGX Self Certification of amendment to rule: ICE NGX Canada Inc. Risk Management Framework 01/11/2021 Withdrawn 01/25/2021 2
ICLREU2 ICE Clear Europe is amending Part Q of its Delivery Procedures to clarify certain provisions relating to delivery specifications for ICE Futures Europe Financial and Softs White Sugar futures contracts. 02/06/2023 Certified 02/21/2023 2
MGEX MGEX Board and Exchange Committee Charters 03/25/2024 Certified 04/08/2024 2
NYMEX Modifications to Cross-Venue Energy & Metals Products Incentive Program for High Volume Contributors; 12-192 06/11/2012 Certified 06/26/2012 2
OCC Proposed rule change to provide OCC with authority in emergency circumstances to extend, waive or suspend the operation of its By-Laws, Rules, policies and procedures or any other rules issued by OCC. 12/27/2013 Withdrawn 01/09/2014 2
ICLR US Changes to Risk Management Framework 12/22/2016 Certified 01/09/2017 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. 10/12/2018 Notified 10/12/2018 2
EUREX Proposed rule amendments in Eurex Clearing Circular 086-19 related to an additional internal margin account for the booking of Supplementary Margin, updating the RBM and Prisma methodology language, and M-position account pricing 09/06/2019 Certified 09/20/2019 2
EUREX Proposed rule amendments in Eurex Clearing Circular 118-19 related to the contribution factor for the default fund and updating the website relating to the PRISMA margining methodology 12/10/2019 Certified 12/24/2019 2
EUREX Proposed amendments in Eurex Clearing Circular 110-21 relating to the implementation of Article 9 of Regulation (EU) 2021/23 into the Clearing Conditions and FCM Regulations of Eurex Clearing AG 12/17/2021 Certified 01/03/2022 2
CME Modifications to CME's Collateral Policy 08/16/2022 Certified 08/30/2022 2
OCC OCC Rule Certification to Update Its Operational Loss Fee for 2023 02/06/2023 Certified 02/21/2023 2
NYMEX Diverse Trading Non-Member International Commercial Firms Energy Incentive Program; 12-162 06/12/2012 Certified 06/27/2012 2
ICLREU2 The principal purpose of the changes is to amend certain ICE Clear Europe Risk policies relating to the CDS product category to incorporate enhancements to the existing CDS risk model. 07/31/2015 Withdrawn 08/13/2015 2
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
LCHLTD Update to the LCH Margin Collateral Haircut Schedule. 11/29/2016 Certified 12/13/2016 2
ICLREU2 ICE Clear Europe is adopting the amendments to the Framework in order to ensure that the Framework remains consistent with the Rules in light of recent amendments to address default management, recovery and wind-down for the CDS Contract Category 07/18/2019 Withdrawn 07/29/2019 2
EUREX Proposed rule amendments in Eurex Clearing Circular 005-20 relating to the introduction of futures contracts on the STOXXr USA 500 ESG-X Index 01/14/2020 Certified 01/29/2020 2
ICLREU2 In connection with the merger of the market areas of the German gas transmission system operators with GASPOOL and NCG, ICE Clear Europe is amending its Delivery Procedures relating to German natural gas futures contracts traded on ICE Endex. 09/01/2021 Certified 09/16/2021 2
LCHSA LCH SA is submitting for self-certification the updated CDSClear fee grid to be applicable in 2022. 12/17/2021 Certified 01/03/2022 2
ICLREU2 ICE Clear Europe Limited proposes to amend its Delivery Procedures on the basis of certain settlement discipline requirements under the European Union's Central Securities Depositories Regulation and Settlement Discipline Regulatory Technical Standards 01/14/2022 Certified 01/28/2022 2
ICLREU2 ICE Clear Europe Limited proposes to rename and modify its Operational Risk Management Policy which will now be known as the Operational Risk and Resilience Policy 10/04/2022 Certified 10/19/2022 2
ICLR US Amendments to the ICE Clear U.S., Inc. Risk Management Framework - ICE Risk Model 1 and ICE Risk Model 2 Concentration Charges - Submission Pursuant to Section 5c(c)(1) of the Commodity Exchange Act and Commission Regulation 40.6(a) 09/12/2023 Certified 09/26/2023 2
EUREX Proposed rule amendments in Eurex Clearing Circular 097-18 related to Eurex Deutschland and Eurex Clearing's plan to launch extended trading and clearing hours for selected equity index futures listed on Eurex Deutschland into the Asian time zone 11/15/2018 Certified 11/30/2018 2
LCHLTD LCH Limited Self Certification 02/01/2019 Certified 02/15/2019 2
OCC Proposed rule change related to the introduction of a new Liquidation Cost Model in The Options ClearingCorporation's margin methodology. 07/18/2019 Certified 08/01/2019 2
LX LederX Operations Manual Revision 01/11/2021 Certified 01/26/2021 2
ICLREU2 ICEU proposes to adopt a new Counterparty Credit Risk Policy and adopt a new Counterparty Credit Risk Procedures and retire its existing Futures and Options Capital to Margin and Shortfall Margin Policy and the Unsecured Credit Limits Procedures. 12/17/2021 Certified 01/04/2022 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. 03/11/2022 Notified 03/11/2022 2
ICECC ICC proposes amending the Risk Management Framework and the Risk Management Model Description. 06/30/2022 Certified 07/15/2022 2
ICLREU2 ICE Clear Europe Limited proposes to modify its Clearing Membership Procedures to make certain clarifications and updates. 10/04/2022 Certified 10/19/2022 2
SGX-DC Weekly notification of rule amendments for the week of 5 November 2018. 11/16/2018 Notified 11/16/2018 2
ICECC ICE Clear Credit proposes updates to its Clearing Participant Default Management Procedures 04/27/2020 Certified 05/11/2020 2
ICECC ICC is revising its End of Day Price Discovery Policies and Procedures to accommodate industry changes regarding the reduction of the frequency for which Single Name credit default swap contracts roll to the new on the run contract. 11/17/2015 Certified 12/02/2015 2
SGX-DC Weekly notification of rule amendments for the week of 16 July 2018. 07/23/2018 Notified 07/23/2018 2
ICLR US ICUS is amending its Risk Management Framework in order to clarify its original margin calculation, harmonize its internal rating models and codifying many factors it considers when exercising its discretion to increase the original margin requirement. 10/15/2018 Certified 10/29/2018 2
ICLREU2 ICE Clear Europe is amending its F&O Risk Procedures to enhance certain procedures for monitoring and addressing potential uncollateralized exposure to Clearing Members during overnight hours. 11/16/2018 Certified 12/03/2018 2
EUREX Proposed rule amendments in Eurex Clearing Circular 049-19 related to the liquidity management framework for the OTC currency clearing service. (These are not applicable to U.S. participants, and OTC currency is currently outside the scope of the DCO.) 05/20/2019 Certified 06/04/2019 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. 09/06/2019 Notified 09/06/2019 2
EUREX Proposed rule amendments in Eurex Clearing Circular 015-21 related to the launch of FTSEr 100 Index Total Return Futures, FTSEr 100 Declared Dividend Index Futures, FTSEr 100 Index Futures, and FTSEr 100 Index Options on Eurex Deutschland 03/06/2021 Certified 03/19/2021 2