| 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. |
02/23/2024 |
Notified |
02/23/2024 |
|
2 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 008-24 related to the introduction of Index Total Return Futures on MSCI World, EAFE and EM indices denominated in USD on Eurex Deutschland |
02/09/2024 |
Certified |
02/23/2024 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - February 12, 2024 |
02/22/2024 |
Notified |
02/22/2024 |
|
1 |
| ICLREU2 |
ICE Clear Europe is now retiring its CDS Documents, which consist of policies and procedures that were relevant only to CDS clearing and are no longer applicable following the termination of the CDS clearing service. |
02/07/2024 |
Certified |
02/22/2024 |
|
2 |
| LCHLTD |
Notification pursuant to CFTC regulation 40.6(d) of changes to LCH Limited's ("LCH") London Deposit Rate ("LDR"), Client Deposit Rate ("CDR"), FCM London Deposit Rate ("FCM LDR"), and RepoClear Deposit Rate ("RDR") |
02/20/2024 |
Notified |
02/20/2024 |
|
1 |
| ICLR US |
Amendments to the ICE Clear U.S., Inc. Risk Management Framework - Shortfall Margin Model & Stress Loss Charge Parameters |
02/05/2024 |
Certified |
02/20/2024 |
|
2 |
| ICLR US |
Weekly Notification of Rule Amendments |
02/19/2024 |
Notified |
02/19/2024 |
|
1 |
| MIAX |
Amendments to MGEX Bylaws |
02/02/2024 |
Certified |
02/16/2024 |
|
2 |
| LCHLTD |
LCH Limited ("LCH") self-certification: Sale of collateral in default management |
02/02/2024 |
Certified |
02/16/2024 |
|
1 |
| LCHLTD |
LCH Limited ("LCH") self-certification: LCH rulebook amendments related to Clearing Members in Resolution |
02/02/2024 |
Certified |
02/16/2024 |
|
1 |
| ICLREU2 |
ICE Clear Europe is retiring its Liquidity Stress Testing Procedures, which the Clearing House has determined are unnecessary in light of other Clearing House documentation and practices. |
02/01/2024 |
Certified |
02/15/2024 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - February 5, 2024 |
02/13/2024 |
Notified |
02/13/2024 |
|
1 |
| CME |
Amendments to the Credit Risk Management Assessment Methodology and Counterparty Exposure Methodology |
01/24/2024 |
Certified |
02/07/2024 |
|
2 |
| NODALCL |
Amendments to Nodal Clear Risk Policies and Risk Management Framework |
01/24/2024 |
Certified |
02/07/2024 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - January 29, 2024 |
02/06/2024 |
Notified |
02/06/2024 |
|
1 |
| LCHLTD |
Weekly Notification of addition of an indirect trading venue to SwapClear |
02/06/2024 |
Notified |
02/06/2024 |
|
1 |
| NODALCL |
Transaction Fee Schedule Amendment |
01/23/2024 |
Certified |
02/06/2024 |
|
2 |
| ICLREU2 |
ICE Clear Europe is updating its Model Risk Policy to clarify that the timeframe for re-validation of existing models is at least annually. |
01/19/2024 |
Certified |
02/02/2024 |
|
2 |
| OCC |
Rule Certification Concerning Updates to OCC Rules, By-Laws, and Clearing Member Documents in Connection with a Shortened Settlement Cycle |
01/18/2024 |
Certified |
02/01/2024 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - January 22, 2024 |
01/31/2024 |
Notified |
01/31/2024 |
|
1 |
| CME |
Withdrawal of Clearing Support for Cleared Over-the-Counter ("OTC") CAD-Canadian Dollar Offered Rate ("CDOR") Forward Rate Agreement ("FRA") Products Referencing CAD-CDOR as the Floating Rate |
01/31/2024 |
Certified |
01/31/2024 |
|
1 |
| CME |
Modifications to the Fee Schedule for Over-the-Counter ("OTC") Interest Rate Swaps ("IRS") |
01/17/2024 |
Certified |
01/31/2024 |
|
1 |
| LCHLTD |
LCH Limited self-certification: New Brazilian national holiday |
01/12/2024 |
Certified |
01/29/2024 |
|
1 |
| ICLREU2 |
ICE Clear Europe is amending its clearing fees for ICE Futures U.S. RIN and RVO Futures and Option on Futures Contracts. |
01/15/2024 |
Certified |
01/29/2024 |
|
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. |
01/26/2024 |
Notified |
01/26/2024 |
|
2 |
| EUREX |
Weekly Notification of Rule Amendments - Week of January 22, 2024 |
01/26/2024 |
Notified |
01/26/2024 |
|
1 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circular 096-23 related to the introduction of Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index Futures and Sterling Liquid Corporate Bond Index Futures on Eurex Deutschland |
01/12/2024 |
Certified |
01/26/2024 |
|
2 |
| LCHLTD |
LCH Limited self-certification: Variable elements of a swap |
01/09/2024 |
Certified |
01/24/2024 |
|
1 |
| ICLR US |
Proposed amendments to the ICE Clear U.S. Clearing Member Default Management Procedures and Default Auction Procedures |
01/08/2024 |
Certified |
01/23/2024 |
|
2 |
| CME |
Weekly Notification of Rule Amendments - January 15, 2024 |
01/22/2024 |
Notified |
01/22/2024 |
|
1 |
| EUREX |
Weekly Notification of Rule Amendments - Week of January 15, 2024 |
01/19/2024 |
Notified |
01/19/2024 |
|
1 |
| ICLREU2 |
ICE Clear Europe is amending its Articles to reflect the termination of its credit default swap ("CDS") clearing service, as previously announced. |
01/03/2024 |
Certified |
01/18/2024 |
|
2 |
| CME |
Extension of the FEX Strip Option Expiration Fee Waiver Program |
01/02/2024 |
Certified |
01/17/2024 |
|
1 |
| LCHLTD |
LCH Limited is submitting for self-certification several minor proposed rule changes within its Rulebook. |
01/02/2024 |
Certified |
01/17/2024 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - January 8, 2024 |
01/16/2024 |
Notified |
01/16/2024 |
|
1 |
| LCHSA |
LCH SA is submitting this Weekly Notification of CDS Clearing rule amendments made during the week ending January 12, 2024, in order to update the CDSClear Fee Grid for 2024. |
01/16/2024 |
Notified |
01/16/2024 |
|
1 |
| LCHLTD |
LCH is submitting for self-certification changes to its non-cash collateral concentration limits. |
01/02/2024 |
Certified |
01/16/2024 |
|
1 |
| LCHLTD |
Changes to LCH Limited's ("LCH") London Deposit Rate ("LDR"), Client Deposit Rate ("CDR"), FCM London Deposit Rate ("FCM LDR") and RepoClear Deposit Rate ("RDR"). |
01/15/2024 |
Notified |
01/15/2024 |
|
1 |
| CME |
Notice of Emergency Action - Modification to BRL-CDI IRS Holiday Calendar and Fixed Rate |
12/28/2023 |
Certified |
01/12/2024 |
|
1 |
| LCHLTD |
LCH Ltd revised collateral haircut schedule. |
12/27/2023 |
Certified |
01/10/2024 |
|
2 |
| ICLR US |
Amendment to the ICE Clear U.S. Rules |
12/22/2023 |
Certified |
01/09/2024 |
|
1 |
| ICLREU2 |
ICE Clear Europe is amending Part GG of its Delivery Procedures to clarify certain notification procedures relating to Murban Crude Oil Future Contracts. |
12/22/2023 |
Certified |
01/09/2024 |
|
2 |
| ROTHDCO |
Amendment to Rule 13.3.2 conforming to prior amendment to Rule 7.2. |
12/21/2023 |
Certified |
01/08/2024 |
|
3 |
| CME |
Weekly Notification of Rule Amendments - January 1, 2024 |
01/08/2024 |
Notified |
01/08/2024 |
|
1 |
| EUREX |
Proposed rule amendments in Eurex Clearing Circulars 089-23,092-23,093-23,094-23 related to the introduction of Euroclear as an additional securities collateral location and other amendments related to products cleared outside Eurex Clearings DCO lic |
12/21/2023 |
Certified |
01/05/2024 |
|
3 |
| ICLREU2 |
ICE Clear Europe is amending its Clearing Rule 106 relating to Confidentiality and Information. |
12/19/2023 |
Certified |
01/04/2024 |
|
2 |
| CME |
Extension of the OTC FX Options Fee Waiver Program |
12/15/2023 |
Certified |
01/02/2024 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of December 25, 2023 |
01/02/2024 |
Notified |
01/02/2024 |
|
1 |
| LCHSA |
LCH SA is submitting for self-certification amendments to its CDS Clearing Rule Book related to recovery and resolution. |
12/14/2023 |
Certified |
12/29/2023 |
|
1 |
| CME |
Weekly Notification of Rule Amendments - Week of December 18, 2023 |
12/29/2023 |
Notified |
12/29/2023 |
|
1 |
