LCH circular number: | 4238 |
Date: | November 21, 2022 |
To: | All SwapClear clearing members |
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:
- The LCH secure website at https://secure-area.lchclearnet.com/secure_area/Default.asp under the folder “Rulebook”; and
- 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.