LCH SA Rulemaking

We encourage the public to submit comments on the following LCH SA filings during the comment period. For detailed instructions, please read How to Submit Comments. We strongly encourage you to send your comments electronically. They will be posted on this website.

Chronological List
Fourth Quarter |  Third Quarter |  Second Quarter |  First Quarter

LCH SA File Number List for 2019

Additional Archives

Chronological List for 2019

Release No. Date Details
Fourth Quarter
SR-LCH SA-2019-007
34-87655 Dec. 4, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to LCH SA's Liquidity Risk Modelling framework
Comments due: 21 days after publication in the Federal Register
SR-LCH SA-2019-011
34-87649 Dec. 3, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to CDS Clearing Supplement to reflect the ISDA NTCE Protocol and Supplement
Comments due: 21 days after publication in the Federal Register
Additional Materials: Exhibit 5
SR-LCH SA-2019-010
34-87536 Nov. 14, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to amendments to LCH SA's Fee Grid for Non Cash Collateral
Comments due: December 11, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-009
34-87522 Nov. 13, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to CDSClear Reference Guide to allow Index Basis Packages margining
Comments due: December 10, 2019
SR-LCH SA-2019-005
34-87485 Nov. 7, 2019 Order Approving Proposed Rule Change Relating to (i) Introduction of Clearing of the New Markit iTraxx Subordinated Financials Index CDS and the Related Single Name CDS Constituents; (ii) Enhancements to Wrong Way Risk Margin; and (iii) Modification to Default Fund Additional Margin
SR-LCH SA-2019-008
34-87388 Oct. 23, 2019 Notice of Filing of a Proposed Rule Change Relating to the Updated 2018 Version of the Recovery Plan
Comments due: November 19, 2019
SR-LCH SA-2019-006
34-87296 Oct. 11, 2019 Order Approving Proposed Rule Change Relating to Extension of Weekly Backloading Cycle to Index Swaptions
Third Quarter
SR-LCH SA-2019-006
34-86858 Sep. 3, 2019 Notice of Filing of Proposed Rule Change Relating to Extension of Weekly Backloading Cycle to Index Swaptions
Comments due: September 30, 2019
Additional Materials: Exhibit 5a; Exhibit 5b; Exhibit 5c
SR-LCH SA-2019-005
34-86834 Aug. 30, 2019 Notice of Designation of Longer Period for Commission Action on Proposed Rule Change Relating to Introduction of clearing of the new Markit iTraxx Subordinated Financials Index CDS and the related single name CDS constituents and enhancements to Wrong Way Risk margin
Second Quarter
SR-LCH SA-2019-005
34-86576 Aug. 6, 2019 Notice of Filing of Proposed Rule Change Relating to Introduction of Clearing of the New Markit iTraxx Subordinated Financials Index CDS and the Related Single Name CDS Constituents and Enhancements to Wrong Way Risk Margin
Comments due: August 30, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-004
34-86457 Jul. 24, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change, as Modified by Amendments No. 1 and No. 2, Relating to the Extension to clients of CDSClear of the fee applicable by LCH SA on the amount of allocated securities collateral
Comments due: August 20, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-003
34-86376 Jul. 15, 2019 Order Approving Proposed Rule Change, as Modified by Amendments No. 1 and 2, to Implement Settled-to-Market Treatment of Variation Margin, Permit the Creation of Multiple Account Structures, Permit Select Members to Provide Clearing Services to Affiliated Firms, and Update the Onboarding Procedures
SR-LCH SA-2019-003
34-85940 May 24, 2019 Notice of Filing of Proposed Rule Change, as Modified by Amendments No. 1 and 2, to Implement Settled-to-Market Treatment of Variation Margin, Permit the Creation of Multiple Account Structures, Permit Select Members to Provide Clearing Services to Affiliated Firms, and Update the Onboarding Procedures
Comments due: June 21, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-002
34-85763 May 2, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the Extension of the Onboarding Fee Waiver and Introduction of a Fee Rebate Scheme for CDSClear Index Swaptions Clearing Activities
Comments due: May 29, 2019
Additional Materials: Exhibit 5
First Quarter
SR-LCH SA-2019-001
34-85554 Apr. 8, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change to amend the CDS and Options fee grid for CDSClear Clearing Members Effective Retroactively from January 1st, 2019
Comments due: May 3, 2019
Additional Materials: Exhibit 5

LCH SA File Number List for 2019

Release No. Date Details
SR-LCH SA-2019-011
34-87649 Dec. 3, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to CDS Clearing Supplement to reflect the ISDA NTCE Protocol and Supplement
Comments due: 21 days after publication in the Federal Register
Additional Materials: Exhibit 5
SR-LCH SA-2019-010
34-87536 Nov. 14, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to amendments to LCH SA's Fee Grid for Non Cash Collateral
Comments due: December 11, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-009
34-87522 Nov. 13, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to CDSClear Reference Guide to allow Index Basis Packages margining
Comments due: December 10, 2019
SR-LCH SA-2019-008
34-87388 Oct. 23, 2019 Notice of Filing of a Proposed Rule Change Relating to the Updated 2018 Version of the Recovery Plan
Comments due: November 19, 2019
SR-LCH SA-2019-007
34-87655 Dec. 4, 2019 Notice of Filing of Proposed Rule Change Relating to amendments to LCH SA's Liquidity Risk Modelling framework
Comments due: 21 days after publication in the Federal Register
SR-LCH SA-2019-006
34-87296 Oct. 11, 2019 Order Approving Proposed Rule Change Relating to Extension of Weekly Backloading Cycle to Index Swaptions
34-86858 Sep. 3, 2019 Notice of Filing of Proposed Rule Change Relating to Extension of Weekly Backloading Cycle to Index Swaptions
Comments due: September 30, 2019
Additional Materials: Exhibit 5a; Exhibit 5b; Exhibit 5c
SR-LCH SA-2019-005
34-87485 Nov. 7, 2019 Order Approving Proposed Rule Change Relating to (i) Introduction of Clearing of the New Markit iTraxx Subordinated Financials Index CDS and the Related Single Name CDS Constituents; (ii) Enhancements to Wrong Way Risk Margin; and (iii) Modification to Default Fund Additional Margin
34-86834 Aug. 30, 2019 Notice of Designation of Longer Period for Commission Action on Proposed Rule Change Relating to Introduction of clearing of the new Markit iTraxx Subordinated Financials Index CDS and the related single name CDS constituents and enhancements to Wrong Way Risk margin
34-86576 Aug. 6, 2019 Notice of Filing of Proposed Rule Change Relating to Introduction of Clearing of the New Markit iTraxx Subordinated Financials Index CDS and the Related Single Name CDS Constituents and Enhancements to Wrong Way Risk Margin
Comments due: August 30, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-004
34-86457 Jul. 24, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change, as Modified by Amendments No. 1 and No. 2, Relating to the Extension to clients of CDSClear of the fee applicable by LCH SA on the amount of allocated securities collateral
Comments due: August 20, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-003
34-86376 Jul. 15, 2019 Order Approving Proposed Rule Change, as Modified by Amendments No. 1 and 2, to Implement Settled-to-Market Treatment of Variation Margin, Permit the Creation of Multiple Account Structures, Permit Select Members to Provide Clearing Services to Affiliated Firms, and Update the Onboarding Procedures
34-85940 May 24, 2019 Notice of Filing of Proposed Rule Change, as Modified by Amendments No. 1 and 2, to Implement Settled-to-Market Treatment of Variation Margin, Permit the Creation of Multiple Account Structures, Permit Select Members to Provide Clearing Services to Affiliated Firms, and Update the Onboarding Procedures
Comments due: June 21, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-002
34-85763 May 2, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the Extension of the Onboarding Fee Waiver and Introduction of a Fee Rebate Scheme for CDSClear Index Swaptions Clearing Activities
Comments due: May 29, 2019
Additional Materials: Exhibit 5
SR-LCH SA-2019-001
34-85554 Apr. 8, 2019 Notice of Filing and Immediate Effectiveness of Proposed Rule Change to amend the CDS and Options fee grid for CDSClear Clearing Members Effective Retroactively from January 1st, 2019
Comments due: May 3, 2019
Additional Materials: Exhibit 5