LCH Limited (“LCH”) Rule Change Committee Meeting dated 23 April 2024 - Proposed Changes to the LCH Rulebook

LCH circular number:  4309
Date: 23 May 2024
To:  All SwapClear clearing members 



Following LCH’s Rule Change Committee meeting on 23 April 2024, LCH is proposing the following rulebook changes, which are available on the LCH portal at; 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


Services Impacted

Item 189 – Generic conversion to a risk-free rate




Clearing members that wish to comment on the proposed rulebook changes should email 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.