LCH Limited (“LCH”) Rule Change Committee of 18 November 2022 - Proposed Changes to the LCH Rulebook

Report date
Summary
Circular number: 4238
Date: 21 November 2022
To: All SwapClear clearing members
Body

Following LCH’s Rule Change Committee meeting on 18 November 2022, LCH is proposing the following rulebook changes, which are available in two separate places:

  1. The LCH secure website at https://secure-area.lchclearnet.com/secure_area/Default.asp under the folder “Rulebook”; and
  2. The LCH portal at https://clearingservices.lch.com/portal/login. Please look in the Document Library within the Knowledge Centre section of the portal under the folder “LCH – General Ltd – Member” and then the sub-folder “Rulebook”.

 

Rulebook Changes – Notification

Title

Services Impacted

Item 147 - Eligibility for SOFR-USD Fed Funds and SOFR-SOFR basis swaps in SwapClear

SwapClear 

Clearing members that wish to comment on the proposed rulebook changes should email rulebook@lch.com. If you have any general questions on rulebook changes, please contact your usual LCH contact.  Please note that all rulebook changes remain subject to regulatory approval and internal LCH risk approval.