| LCHLTD |
Notification pursuant to CFTC regulation 40.6(d) of changes to the LCH Limited London Deposit Rate and RepoClear Deposit Rate effective from 22 December 2021. |
12/15/2021 |
Notified |
12/15/2021 |
|
1 |
| CME |
Extension of the OTC FX Options Fee Waiver Program |
12/01/2021 |
Certified |
12/15/2021 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification revisions to its rules related to the attribution of: (i) market profits or losses in a client default management account ("DMA"), and (ii) auction losses during the management of a clearing member default. |
12/01/2021 |
Certified |
12/15/2021 |
|
4 |
| ICLREU2 |
ICEU Limited proposes to modify its Delivery Procedures to add a new Part N1 to address ICE Futures US Emissions Futures Contracts which would be settled by delivery through the account of the Clearing House with the relevant registry. |
12/01/2021 |
Certified |
12/15/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 105-21 relating to the discontinuation of clearing services for certain futures, fee reduction for MSCI Index Futures, and harmonizing contractual penalties under Fixed Income Futures Contracts |
12/02/2021 |
Certified |
12/15/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of December 6, 2021 |
12/13/2021 |
Notified |
12/13/2021 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of November 29, 2021 |
12/10/2021 |
Notified |
12/10/2021 |
|
1 |
| 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. |
12/10/2021 |
Notified |
12/10/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 103-21 relating to harmonizing the Default Management Committee convention rules, the Default Management Process for the Bond Liquidation Group, and the Default Management Process for FX Rolling Spot Futures |
11/24/2021 |
Certified |
12/08/2021 |
|
2 |
| CME |
Delisting of Four (4) Commodity Index Forward Swap Contracts |
12/06/2021 |
Certified |
12/06/2021 |
|
2 |
| LCHLTD |
LCH Limited Self-Certification: Benchmark Reform - Additional Rates Conversion Rule Changes |
11/18/2021 |
Certified |
12/03/2021 |
|
1 |
| CME |
Modifications to CME Clearing's Investment Policy |
11/22/2021 |
Withdrawn |
12/03/2021 |
|
2 |
| CME |
Modification of Cleared OTC GBP, JPY and CHF Interest Rate Swap Products Referencing LIBOR and Limitation of Acceptance for Clearing |
11/17/2021 |
Certified |
12/02/2021 |
|
1 |
| EUREX |
Weekly Notification of Rule Amendments - Week of November 29, 2021 |
12/02/2021 |
Notified |
12/02/2021 |
|
1 |
| MGEX |
Revisions to Risk Manual |
11/15/2021 |
Certified |
11/30/2021 |
|
2 |
| ICE NGX |
RMF Changes re Banking & Treasury Improvement Project |
11/12/2021 |
Certified |
11/29/2021 |
|
2 |
| CME |
Amendments to the Bloomberg Commodity Index Swaps (Cleared OTC) and the Bloomberg Commodity Index Futures Contracts and Amendments to Related CBOT Transaction Fees. |
11/12/2021 |
Certified |
11/29/2021 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of November 22, 2021 |
11/29/2021 |
Notified |
11/29/2021 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification revisions to its rules related to clearing Bloomberg Short-Term Bank Yield swaps. |
11/11/2021 |
Certified |
11/26/2021 |
|
4 |
| CME |
Administrative Modifications to CME Clearing's Liquidity Risk Management Framework |
11/09/2021 |
Certified |
11/24/2021 |
|
2 |
| CME |
Modifications to the Fee Schedule for Over-the-Counter ("OTC") Interest Rate Swaps ("IRS") |
11/09/2021 |
Certified |
11/24/2021 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification revisions to align the provisions that address the change of interest rate for determining the Price Alignment Amount in the LCH FCM Procedures with those under LCH Procedure 2C. |
11/08/2021 |
Certified |
11/23/2021 |
|
3 |
| CME |
Modifications to CME Clearing's Collateral Policy |
11/08/2021 |
Certified |
11/23/2021 |
|
2 |
| CME |
Modifications to CME Clearing's Schedule of Acceptable Performance Bond |
11/08/2021 |
Certified |
11/23/2021 |
|
1 |
| ICECC |
ICC proposes changes to the ICC End-of-Day Price Discovery Policies and Procedures. |
11/05/2021 |
Certified |
11/22/2021 |
|
2 |
| CME |
Modifications to CME Clearing's Risk Management Framework |
11/05/2021 |
Certified |
11/22/2021 |
|
2 |
| CME |
Modifications to CME Clearing's Credit Risk Assessment Methodology Policy |
11/05/2021 |
Certified |
11/22/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of November 15, 2021 |
11/22/2021 |
Notified |
11/22/2021 |
|
1 |
| LCHLTD |
LCH plans to begin accepting Caisse D'amort Dette Soc (Cades) securities as collateral to meet initial margin requirements. |
11/05/2021 |
Certified |
11/19/2021 |
|
2 |
| ICLR US |
Amendments to the ICE Clear U.S. Risk Management Framework |
09/01/2021 |
Approved |
11/19/2021 |
|
2 |
| ICECC |
ICC proposes to formalize the Counterparty Monitoring Procedures and the Credit Rating System Model Description and Parameterization. |
11/04/2021 |
Certified |
11/19/2021 |
|
2 |
| ICLREU2 |
ICE Clear Europe Limited proposes to amend its Liquidity Management Procedures and Investment Management Procedures to make certain clarifications and updates |
11/04/2021 |
Certified |
11/19/2021 |
|
2 |
| OCC |
Certification of Updates to the Service Level Agreement Between OCC and CME under the Second Amended and Restated Cross-Margining Agreement |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
| OCC |
Certification to correct The Options Clearing Corporation's schedule of fees |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
| CME |
Revisions to the Service Level Agreement between Options Clearing Corporation and Chicago Mercantile Exchange Inc. |
11/03/2021 |
Certified |
11/18/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 098-21 relating to the clearing introduction for the risk-free reference rate based OTC XCCY Transactions in the currency pair GBP/USD |
11/04/2021 |
Certified |
11/18/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 093-21 relating to inclusion of requirements for proof of own fund requirements for entities subject to IFD and IFR, migration of collateral management for Repo and alignment of FCM Default Rules |
11/01/2021 |
Certified |
11/16/2021 |
|
3 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 095-21 relating to amending the Price List to allow for FX Derivatives with quote currency Australian Dollar, and minor changes to the Eurex Clearing GTC technical connection agreement |
11/01/2021 |
Certified |
11/16/2021 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - Week of November 8, 2021 |
11/15/2021 |
Notified |
11/15/2021 |
|
1 |
| ICLREU2 |
ICEU proposes to modify its Collateral and Haircut Procedures to include explicitly the formula used for calculating Permitted Cover value, and provide further details on the ICEU's procedures for monitoring data related to collateral valuations |
10/29/2021 |
Certified |
11/15/2021 |
|
2 |
| LX |
Weekly notification, withdrawal fee change |
11/12/2021 |
Notified |
11/12/2021 |
|
1 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 092-21 relating to the revision of the initial-margin model-parameters of the stress period VaR floor |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| EUREX |
Proposed amendments in Eurex Clearing Circular 096-21 relating to conversion of GBP, CHF, and JPY trades referencing LIBOR benchmarks, OIS with four Interest Rate Stub Periods, due date changes for cash settlements under options contracts on shares |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| OCC |
Proposed Rule Change Concerning Revisions to the Titles of Certain Options Clearing Corporation Personnel. |
10/28/2021 |
Certified |
11/12/2021 |
|
2 |
| EUREX |
Weekly Notification of Rule Amendments - Week of November 8, 2021 |
11/11/2021 |
Notified |
11/11/2021 |
|
1 |
| MGEX |
Notice of margin changes |
11/11/2021 |
Notified |
11/11/2021 |
|
1 |
| LX |
Compliance Manual Amendments |
10/27/2021 |
Certified |
11/10/2021 |
|
3 |
| CME |
Weekly Notification of Rule Amendments - Week of November 1, 2021 |
11/08/2021 |
Notified |
11/08/2021 |
|
1 |
| 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. |
11/05/2021 |
Notified |
11/05/2021 |
|
2 |
| LX |
Updated Operations Manual |
10/23/2021 |
Certified |
11/05/2021 |
|
3 |
