Proposed Rule Changes

The following submissions in relation to proposed rule changes have been filed with the CFTC on the date indicated, under the self-certification procedure.

LTD SA LLC

The following submissions in relation to proposed rule changes have been filed with the Commodity Futures Trading Commission (CFTC) on the date indicated, under the self-certification procedures.

ForexClear Self Certification (04/11/2011)

SwapClear Self Certification – FCM Rulebook (16/11/2011)

Clearing House Procedures - Disciplinary and amended Appeal Procedures – Self-certification (20/12/2011)

Clearing House & FCM Procedures – Section 4 – Introduction of a Collateral Management system (09/02/2012)

Addition of two new World Container Index Contracts (14/02/2012)

Fee incentive scheme for Iron Ore options and Coal swaps contracts (15/02/2012)

Clearing House and FCM Procedures – Section 3 – Financial Transactions (16/02/2012)

ForexClear procedures Margin Multiplier Amendment (01/03/2012)

SwapClear Client Fees Self Certification (16/03/2012)

Overnight Index Swap and Japanese Yen Interest Rate Swap Maturity Extension (16/03/2012)

SwapClear GBP FRAs Self Certification (16/03/2012)

Amendments to the SwapClear Service – Segregated Default Fund, Changes to DMP and Membership criteria (16/04/2012)

Amendments to LCH.Clearnet Limited's Rules and Regulations to Reflect Changes to Comply with Incoming CFTC Regulations (20/04/2012)

Rule changes to Section 1 (01/05/2012)

Amendment to rules to add procedures for the delivery of precious metals as margin collateral (02/05/2012)

ForexClear Self Certification - Introduction of ForexClear FCM Client Clearing (06/06/2012)

SwapClear Client Fees Self Certification (18/06/2012)

SwapClear Self Certification – Default Fund Rules, Clearing House Procedures and FCM Procedures (17/07/2012)

ForexClear Self Certification - New Currencies (19/07/2012)

Precious metals - correction - self certification (24/07/2012)

SwapClear Self Certification - NZD IRS Maturity Extension (15/08/2012)

SwapClear Self Certification - Introduction of FRAs into the FCM Model (15/08/2012)

SwapClear Self Certification: Fees Clarification, General Regulations and Clearing House Procedures (16/08/2012)

Amendment to procedures for accounts and payments (17/08/2012)

EnClear & Nodal Self Certification – Default Fund Rules, Clearing House Procedures, FCM Procedures (26/09/2012)

SwapClear Self Certification – FCM/SCM harmonisation (04/10/2012)

SwapClear Self Certification - LSOC and Bunched Order Allocation (18/10/2012)

EnClear & ForexClear LSOC and Nodal FCM model self-certification (19/10/2012)

ForexClear and EnClear Service - LSOC Language Revision (05/11/2012)

SwapClear Service - LSOC Language Revision (05/11/2012)

SwapClear, ForexClear, and EnClear Services – Allocation of Gains or Losses (13/11/2012)

EnClear freight route contracts & Fertilizer self-certification (23/11/2012)

Default Fund Rules - Amendments (26/11/2012)

EnClear - Mandatory Clearing Determination. New Freight and Fertiliser contracts (03/12/2012)

Changes to the SwapClear Margin Methodology (23/01/2013)

ForexClear - Real Time Registration (14/02/2013)

SwapClear Self-Certification - Clearing Member Tariff (Fee) Changes (13/03/2013)

SwapClear Strategic Initial Margin model changes (15/04/2013)

SwapClear - Real Time Trade Registration (RTTR) (15/04/2013)

SwapClear - Volume Discount Plan (19/04/2013)

SwapClear - Clarifying Language Regarding Ejection of Trades (26/04/2013)

ForexClear and EnClear - Clarifying Language Regarding Ejection of Trades (29/04/2013)

ForexClear CFTC SC Submission - Amendment to Market Data provisions of the Rules (30/04/2013)

ForexClear CTFC SC Submission - Additional Matcher (01/05/2013)

BAU Portability Change and Circular (10/06/2013)

Corrections to Voting Provisions in Default Fund Rules (13/06/2013)

ForexClear IM Model Change (12/07/2013)

ForexClear Client Clearing Fees (15/07/2013)

ForexClear Changes to MYR & IDR Fixing Rates (19/07/2013)

SwapClear - Requirements for Participation in Business Continuity Planning Coordination and Testing Programs (29/07/2013)

LCH.Clearnet Limited Self-Certification of Governing Documents (01/08/2013)

LCH.Clearnet Limited Rulebook Changes for Nodal FCM Model (12/09/2013)

LCH.Clearnet Limited - LSOC with Excess & other rule amendments (17/09/2013)

SwapClear Change in SGD-SOR Index Rate (SGD-SOR-VWAP) (20/09/2013)

LCH.Clearnet Limited Removal of Provisions from LSOC with Excess Submission (25/09/2013)

CFTC Self-Certification - ForexClear Revised Fees (26/09/2013)

CFTC Self-Certification - Bilateral Termination Process (26/09/2013)

CFTC Self-Certification - General Default Fund Re-strike (15/10/2013)

LCH.Clearnet Ltd - Change to Index Rates EURIBOR, CIBOR and NIBOR (15/10/2013)

LCH.Clearnet Ltd - Self-Certification of TrueEx as an Approved Trade Source System (24/10/2013)

CFTC Self-Certification - Acceptance of Contracts with Start and End of Contract Stub Periods (31/10/2013)

LCH.Clearnet Ltd - Extension of SwapClear Tolerance (04/11/2013)

LCH.Clearnet Ltd Self Certification - Registration of Non-Block Trades (06/11/2013)

LCH.Clearnet Ltd Self Certification - Return of Unallocated Excess (08/11/2013)

LCH.Clearnet Ltd Self Certification - Multilateral Compression Services re-introduced in SwapClear (11/11/2013)

LCH.Clearnet Ltd Self-Certification - SwapClear - backload discount for client clearing activity (20/11/2013)

LCH.Clearnet Ltd Self Certification - Backloading Changes (21/11/2013)

LCH.Clearnet Ltd Self Certification - SEF-DCM Workflow (21/11/2013)

LCH.Clearnet Ltd self-certification - Nodal Default Rule amendments (09/12/2013)

LCH.Clearnet Ltd Self-Certification - Rule changes in relation to margin-taking, payment netting and close-out netting (13/12/2013)

ForexClear Client Clearing Incentive Program Self-certifcation (21/01/2014)

FXC IM Model Parameter Changes (30/01/2014)

LCH.Clearnet Ltd Self-Certification - Direct Provision of Allocation (31/01/2014)

Self-certification of FRAs with Upfront Fees (04/02/2014)

LCH.Clearnet Limited CFTC Self-Certification – EnClear Rulebook changes to enable multiple Client accounts (04/02/2014)

SwapClear fee schedule for compression services (11/02/2014)

LCH.Clearnet LTD Self Certification - new ATSSs (12/02/2014)

LCH Clearnet Limited Self Certifictaion - Nodal LCRM model (18/02/2014)

Self-Certification of Haircut Changes to the Securities Acceptable for Margin Cover Purposes (25/02/2014)

Self-Certification of changes to Rulebook Procedures Section 4 and FCM Procedures (28/02/2014)

LCH.Clearnet Limited Self-certification - discount plan (04/03/2014)

Rulebook changes for the ForexClear Service Discontinuation of Settlement Rate Option events and the IDR fixing rate (06/03/2014)

Self-Certification to Remove Declear Functionality (07/03/2014)

LCH.Clearnet Limited self-certification - Rulebook changes in relation to collateral management processes (25/03/2014)

ForexClear - Changes to Reference Data Sections of the Rulebook and Procedures (02/04/2014)

Enclear - LCRM Add-on (04/04/2014)

LCH.Clearnet Limited Self-Certification of SwapClear and ForexClear Agreements (04/04/2014)

LCH.Clearnet Ltd Self Certification - Rulebook changes for the migration to the nodal clearing system (22/04/2014)

LCH.Clearnet Ltd Self Certification - Allocation of non-default losses (23/04/2014)

LCH.Clearnet Ltd Self-Certification - T+ 1 changes (01/05/2014)

LCH.Clearnet Ltd Self-Certification - SwapClear margin floor (02/05/2014)

LCH.Clearnet Ltd Self-Certification - Governance Documents (02/05/2014)

LCH.Clearnet Limited Self Certification - EnClear margin floor (08/05/2014)

LCH.Clearnet - Confidential Submission (12/05/2014)

LCH.Clearnet Ltd Self Certification – Removal of BDI product from EnClear (21/05/2014)

LCH.Clearnet Ltd - Governance Documents (23/05/2014)

LCH.Clearnet Ltd - Rulebook Changes (30/05/2014)

LCH.Clearnet Self-Certification - SwapClear's Bunched order enhancements (13/06/2014)

LCH.Clearnet Limited Self-certification - Rulebook corrections (13/06/2014)

ForexClear Client Clearing Fees Waiver Extension (16/06/2014)

SwapClear Self-certification (11/07/2014) – JPY OIS up to 30yrs

SwapClear Self-certification (11/07/2014) – OIS-IBOR Swaps

ForexClear Rulebook Changes (15/07/14)

LCH.Clearnet Limited self-certification - Blended Rate Compression (28/07/2014)

LCH.Clearnet Ltd Self-Certification - Implementation of the Initial Margin Management Events Service ("IMMES") (28/07/2014)

ForexClear New Currency USD/PEN - (20/08/2014)

Change to Haircut Schedule for Acceptable Collateral (04/09/2014)

SwapClear change to Trade Booking Model (16/09/2014)

SwapClear Extended Hours (10/10/2014)

Change to SwapClear European Client Account Fees (23/10/2014)

EnClear Futurisation (14/11/14)

LCH Clearnet Limited Self Certification - SCM Transfer Corrections (10/12/14)

LCH.Clearnet Limited Self Sertification - Compression Fee Change (11/12/14)

LCH.Clearnet Limited Self Certification - Change to Swapclear CDR (12/12/14)

LCH.Clearnet Limited Self Certification - Fund to Fund Transfers (02/01/15)

Self-certification of changes to Rulebook Procedures Section 4 (06/01/15)

LCH.Clearnet Limited Self Certification - Revised ToR for Audit Committee (22/01/15)

LCH.Clearnet Limited Self Certification - SwapClear 2015 Discount (09/02/15)

LCH.Clearnet Limited Self Certification - SwapCear Packages (10/02/15)

LCH.Clearnet Limited Self Certification - Transfer Correction (16/02/2015)

LCH Clearnet Limited Self Certification - Client Buffer (17/02/2015)

LCH Clearnet Limited Self Certification - SwapClear Compression Fees for Ad Hoc Runs (19/02/2015)

LCH.Clearnet Limited Self Certification - VM Classification (26/02/15)

LCH.Clearnet Limited - FCM Procedures Rule Change (26/02/15)

LCH.Clearnet Limited Self Certification - Inflation Swaps (09/03/15)

LCH.Clearnet Limited - Rules Change to Procedure Section 3 (20/03/15)

LCH.Clearnet Limited Self Certification - Assorted Rule Change (25/03/15)

LCH.Clearnet Ltd Self Certification - Calendar Day Changes for Interest Accrual Period (22/04/2015)

Self-certification of the ForexClear Client Clearing Fees Waiver Program (29/04/15)

LCH.Clearnet Ltd Self-Certification - Reg 46a Reg 45 Changes (08/06/15)

LCH.Clearnet Ltd Self-Certification Letter - PPS Contingency Rulebook Changes (08/06/15)

Rulebook Changes to Procedures Section 1 (15/07/2015)

LCH.Clearnet Ltd Self Certification - Manual Acceptance (23/07/2015)

LCH.Clearnet Ltd Self Certification - Inflation Swaps Market Data (30/07/2015)

CFTC Self-certification of ForexClear Solo Compression Initiative (24/08/2015)

LCH.Clearnet Ltd Self Certification - VMGH (04/09/2015)

LCH.Clearnet Ltd Self Certification - Swapclear Fee Change (04/09/2015)

LCH.Clearnet Ltd Self Certification - ForexClear Package Trades Initiative Rulebook Changes (09/09/15)

Rulebook changes to amend Procedures Section 6, FCM Regulations and FCM Procedures (15/09/15)

SwapClear Client Deposit Rate (CDR) change (16/09/15)

LCH.Clearnet Ltd Self Certification - Post Trade Synchronisation (21/09/15)

LCH.Clearnet Ltd Self Certification - Bunched Orders Clarification (15/10/15)

CFTC Self-certification of Terms of Reference for Risk Committee (16/10/15)

LCH.Clearnet Ltd Self Certification - SwapClear AUD OIS(30/10/15)

LCH.Clearnet LTD - Christmas and New Year 2015/16 Margin Calls & Margin Management (05/11/15)

SwapClear Variation Margin Settlement Rulebook Changes self-certification (18/11/15)

LCH.Clearnet Limited Self Certification - SwapClear fee change (02/12/15)

ForexClear Client Fee Waiver Program Self-Certification (16/12/15)

LCH.Clearnet Limited self certification - SwapClear tenor extensions (31/12/15)

LCH.Clearnet Limited Self Certification – SwapClear ICE LIBOR fee change (13/01/16)

LCH.Clearnet Limited Self Certification - SwapClear duo compression rulebook change (20/01/16)

LCH.Clearnet Limited Self-Certification - Addition of definition of 'Applicable Law' and Singapore disclosure Notice (21/01/16)

LCH.Clearnet LTD Margin Collateral Haircut Change (04/02/16)

LCH.Clearnet LTD Self Certification - Treasury Default and Default Confidentiality (05/02/16)

LCH.Clearnet LTD - ForexClear EMTA Template Rulebook Changes (11/02/16)

LCH.Clearnet LTD - Rulebook Section 4 Changes (24/03/16)

LCH.Clearnet Limited Self Certification - LCH Spider (28/04/16)

LCH.Clearnet LTD Self Certification - Election of Eligible SwapClear Contracts (23/05/16)

LCH.Clearnet LTD Self Certification - Spider, Default Rules Schedule 10 (08/06/2016)

LCH Clearnet LTD Self Certification - amendment to Japanese trade reporting and addition of reference to an 'Administrator' in Default Rules (09/06/2016)

ForexClear Compression Fees & tariff clarification (20/06/16)

LCH Rulebook changes for LDR & CDR (27/06/16)

LCH Clearnet LTD Self Certification - SwapClear transfers (29/07/16)

LCH Clearnet Limited Self Certification - Change to Additional Requirements (03/08/16)

LCH Clearnet Limited Self Certification - Multilateral compression for clients and addition of new VNS products (04/08/16)

LCH.Clearnet Ltd Self Certification - Changes to SwapClear MDRs times and Backload Registration Cycle times (10/08/16)

LCH.Clearnet Ltd Self Certification - expansion of Listed Interest Rates service (11/08/16)

LCH.Clearnet Ltd Self Certification - AUD PPS Rule Changes (11/08/16)

Extension of Variation Margin as Settlement (15/08/16)

Allocation of SwapClear Contracts (15/08/16)

Enhancements to the trade registration process (15/08/16)

Enhancements to BAU portfolio transfer processes in SwapClear (15/08/16)

Client fees for Multi-lateral compression (19/08/16)

Opening hours and new financial centres (19/08/16)

LCH.Clearnet Ltd - Collateralization to Stress Loss for Clients (26/08/16)

LCH.Clearnet self certification - Circular to SwapClear Members on IMMFP model change (02/09/16)

LCH Ltd self certification - rule change on termination of small notional trades (06/09/16)

LCH PPS Reform Rulebook Changes (07/09/16)

LCH.Clearnet Ltd self certification - rule changes on clarifications related to Listed Rates service and BAU SwapClear transfers (09/09/16)

Tenor extensions to Norwegian, Polish and Danish currency swaps (16/09/16)

LCH.Ltd self certification - rule changes on MXN IRS, VNS in PLN/NOK/SEK and new NOK index name (16/09/16)

ForexClear Fee Changes Self-certification (20/09/16)

LCH Self Cert - Listed Rates opening hrs and CSD account details (29/09/2016)

LCH Rulebook Changes to Procedures Section 3 & 4 (13/10/16)

LCH LTD Self Cert - Japanese rest, Hedged Accounts, Applicable Law and Singapore disclosures (11/11/2016)

LCH.Ltd Self certification - rule change related to the characterisation of unallocated Excess as FCM buffer (18/11/16)

LCH Ltd Margin Collateral Haircut Schedule Change (29/11/16)

LCH.Ltd Self Certification - SwapClear Member Circular on Discontinuation of TOIS index (1/12/16)

LCH Custodial Segregation Account Rule Changes (15/12/16)

LCH Limited Self Certification - Changes to Default Rules (23/12/16)

LCH Limited Self Certification - Rule Change on removal of market standard definitions (13/01/17)

LCH Limited Self Certification - Rule Change on SwapClear opening hours and conforming changes for the Rates service (8/02/17)

LCH Limited Self Certification - Rule Change allowing Listed Rates and Portfolio Margining for FCMs and their clients (27/02/2017)

LCH Limited Self Certification - Dirty pricing (01/03/2017)

LCH Limited Self Certification - Enhancements to Collateralisation to Stress Loss (8/03/17)

LCH Limited Self Certification - Rule Changes on Duo Compression and Bulk Events (09/03/17)

LCH Limited Self Certification - Rule Changes to introduce Variable Notional Swaps in additional currencies (10/03/17)

LCH Limited Self Certification - Rule Changes related to ATSS synchronisation (10/03/17)

LCH Limited Self Certification - Rule Changes to facilitate economic amendments (10/03/17)

LCH LTD Margin Collateral Haircut Schedule Change (15/03/17)

ForexClear (NDF) Minimum Tenor Acceptance (31/03/17)

ForexClear Bunched Orders Self-certification Letter (7/04/17)

Margin Collateral Haircut Change (27/04/17)

LCH Ltd Self Cert - Removal of market standard definitions, conforming changes to tenors and amendments to use of excess margin (SwapClear) (01/05/2017)

ForexClear Default Fund Remuneration Change (08/05/2017)

LCH Limited Self Certification - Rule Change allowing use of alternative interest rate source for PAI or PAA calculation, invoicing back of non-performing contracts and use of market data by LCH Group companies (15/05/2017)

LCH Limited Self Certification - Closure of the NLX platform, removing restrictions on clearing STM contracts in Japan and conforming changes to the rulebook (23/05/2017)

LCH Limited Self-Certification: Rule Changes on Compression Services Fees and Payments for Portfolio Transfers (13/06/2017)

LCH Limited Self Certification - Part 45 Related Rule Changes (30/06/17)

LCH Limited Self Certification - Canadian Client Account Restriction (30/06/17)

LCH Limited Self Certification - Listed rates volume based fees structure (13/07/17)

LCH Rulebook changes in relation to ForexClear minimum acceptable tenor (21/07/17)

Margin Collateral Haircut Schedule (27/07/17)

LCH Limited Self Certification - SCM bunched Orders (10/08/17)

LCH Limited Self Certification: Member Circular on Implementation of Portfolio Margining Floor (01/09/17)

LCH Limited Self Certification: Tax Evasion Warranty from Clearing Members (08/09/17)

LCH Limited Self Certification: Rule changes related to Part 45 (19/09/17)

LCH Limited Self Certification - SARON OIS eligibility (31) (29/09/17)

LCH Limited Self Certification Extension of LCH Spider (29/09/17)

Margin Collateral Haircut Schedule Change (09/10/17)

ForexClear Major Currency NDFs Self-certification (17/10/17)

LCH Limited Self Certification: rule changes on the use of FCM Buffer as Variation Margin (02/11/17)

ForexClear Branches Clarification Rulebook Change (03/11/17)

Forexclear amendment to G10 NDF fees (06/11/17)

LCH Limited self certification custodial segregation account fees (13/11/17)

LCH Limited self certification swapclear IBOR OIS and tenor extensions (13/11/17)

LCH Limited self certification - AUS as IM (14/11/17)

LCH Ltd self-certification of MiFID II Rulebook changes (20/11/17)

LCH Ltd self certification - ForexClear Fee Changes (29/11/17)

LCH LTD Indirect Clearing Accs & Trade Venue fees - (14/12/2017)

LCH Ltd Self Certification Auto Repay Service (14/12/17)

LCH Ltd Self Certification Amendments to EoD FCM Double Funding (14/12/17)

LCH Self Cert – rule changes on use of LCH’s data (14/12/17)

LCH Ltd Margin Collateral Haircut Schedule Change (19/12/17)

LCH Ltd Self Certification Variation Settlement for FCMs and US SCMs (27/12/2017)

LCH Limited Self Certification: Rule Changes on LCH’s Discretion to Determine Alternative Reference Rates (16/01/2018)

LCH LTD ForexClear FX Options Clearing Service Rulebook Changes (15/03/2018)

LCH Limited Self Certification: Rule Changes on Criminal Financial Act (16/03/2018)

LCH Limited Self Certification: Rule Changes on VM Settlement clarification (16/03/2018)

LCH LTD Non-Cash Collateral Fee Change (21/03/2018)

LCH Limited Self Certification: Prescribed Language changes (27/03/2018)

LCH Limited Self Certification: SONIA Futures (29/03/2018)

LCH Limited Self Certification: SONIA Reform (5/04/2018)

LCH Limited Self Certification: Non deliverable IRS (13/04/2018)

LCH Limited Self Certification: FCM close out changes (18/04/2018)

LCH Limited Self Certification: ForexClear change to IM floor (27/04/2018)

LCH Limited Self Certification: FX Options related rule changes and fee structure

LCH Limited Self Certification: Listed Rates Minimum Default Fund Contribution (14/05/2018)

LCH Limited Self Certification: VM settlement changes for US ForexClear Clearing Members (16 May 2018)

LCH Limited Self Certification: SwapClear Rulebook clean up changes (29 May 2018)

LCH Limited Self Certification: Listed Rates fee change (15 June 2018)

LCH Limited Self Certification: SwapClear Portal Enhancements ( 26 June 2018)

LCH Limited Self Certification: Intraday Portfolio Transfers with Collateral (26 June 2018)

LCH Limited Self Certification: SOFR Swaps (26 June 2018)

LCH Limited Self Certification: Inflation Swaps (28 June 2018)

LCH Limited Self-Certification: Margin Collateral Haircut Change (18 July 2018)

LCH Limited Self-Certification: Change to Rulebook Procedures Section 3 (20 July 2018)

LCH Limited Self-Certification: rule changes on FX Options swaps limit cap (14 August 2018)

LCH Limited Self-Certification: rule changes on identification of back-up Clearing Member (15 August 2018)

LCH Limited Self-Certification: MXN as a same day value currency (12 September 2018)

LCH Limited Self-Certification: Inflation Swaps - Reporting Threshold Amounts (12 September 2018)

LCH Limited Self-Certification: UK Criminal Finance Act amendments rule changes (12 September 2018)

LCH Limited Self Certification: ForexClear Default Fund Allocation rule changes (14 September 2018)

LCH Limited Self Certification: Hong Kong Dollar (HKD) peg with the US Dollar (20 September 2018)

LCH Limited Self Certification: Stress loss exposure notice period (20 September 2018)

LCH Limited Self Certification: Margin Collateral Haircut Schedule Change (2 October 2018)

LCH Limited Self Certification: Margin Collateral Haircut Schedule Change and Removal of FX Haircut Floor (24 October 2018)

LCH Limited Self Certification: NZD Swaps maturity extension to 21 years (31 October 2018)

LCH Limited Self Certification: New Contract Eligibility for LCH Spider (31 October 2018)

LCH Limited Self-Certification: CSDR Rule Changes and Fees (2 November 2018)

LCH Limited Self-Certification: STM Optionality for ForexClear Clearing Members (7 November 2018)

LCH Limited Self Certification: FXO auto-exercise and ForexClear Calendar Changes (21 November 2018)

LCH Limited Self Certification: Removal of the IMMES Service (10 December 2018)

LCH Limited Self Certification: Client Account Migration (10 December 2018)

LCH Limited Self Certification: ACSPs changes (11 December 2018)

LCH Limited Self Certification: ForexClear fee changes (13 December 2018)

LCH Limited Self Certification: SwapClear fee changes (14 December 2018)

LCH Limited Self certification: ForexClear TR enhancements (30 January 2019)

LCH Limited Self certification: ForexClear additional fee changes (1 February 2019)

LCH Limited Self Certification: Approved Compression Service Providers process changes (1 February 2019)

LCH Limited Self Certification: Additional NDIRS Swaps (1 February 2019)

LCH Limited Self Certification: SwapClear Tenor Extensions (1 February 2019)

LCH Limited Self Certification: Rates Default Fund Allocation Changes (1 February 2019)

LCH Limited Self Certification (1 February 2019)

LCH Limited Self-Certification: Margin Collateral Haircut Changes (12 February 2019)

LCH Limited Self- Certification: Terms of Reference of Audit Committee (22 February 2019)

LCH Limited Self-Certification: Term of Reference of Remuneration Committee (22 February 2019)

LCH Limited Self Certification: MXN swaps fee holiday (01 March 2019)

LCH Limited Self Certification: GCM suspension of a NCP (06 March 2019)

LCH Limited Self Certification: Removal of Clearstream Frankfurt as a settlement location (06 March 2019)

LCH Limited Self Certification: FX Options liquidity fund notice period (11 March 2019)

LCH Limited Self Certification: Early Termination Rights of LCH Clearing members (15 March 2019)

LCH Limited Self Certification: Polish Bankruptcy Law (16 March 2019)

LCH Limited Self Certification: UK Statutory Instruments related changes (19 March 2019)

LCH Limited Self Certification: ForexClear Fee Discount (1 April 2019)

LCH Limited Self Certification: Temporary Change to the Margin Collateral Haircut Schedule (2 April 2019)

LCH Limited Self Certification: SwapClear tenor extensions for Fed Funds and CDOR Indexes (2 May 2019)

LCH Limited Self Certification: Excess Sub-Account (7 May 2019)

LCH Limited Self Certification: Rulebook Miscellaneous Amendments (7 May 2019)

LCH Limited Self Certification: ForexClear clearing of outright FX Spots/Forwards (13 May 2019)

LCH Limited Self Certification: ForexClear STM treatment at Account Level (22 May 2019)

LCH Limited Self-Certification: Rulebook Amendment to remove HKD Payment Facility (6 June 2019)

LCH Limited Self-Certification: SwapClear initial margin parameter update (14 June 2019)

LCH Limited Self Certification: Amendments to the Rates and ForexClear Default Management Groups (14 June 2019)

LCH Limited Self Certification: ForexClear Settlement Reduction Service (21 June 2019)

LCH Limited Self Certification: SwapClear new basis swaps and tenor extension (5 July 2019)

LCH Limited Self Certification: Rates Service default fund cap increase (5 July 2019)

LCH Limited Self Certification: Listed Rates fee discount (15 July 2019)

LCH Limited Self Certification: ForexClear fee discount on deliverable FX (17 July 2019)

LCH Limited Self Certification: Margin Collateral Haircut Change (31 July 2019)

LCH Limited Self Certification: SwapClear Opening Hours (22 August 2019)

LCH Limited Self Certification: Rates and ForexClear DMG changes (22 August 2019)

LCH Limited Self Certification: ForexClear changes to fee schedule on FX Forwards (06 September 2019)

LCH Limited Self Certification: SwapClear block trade allocations (06 September 2019)

LCH Limited Self Certification: MXN and ND IRS swaps fee holiday (16 September 2019)

LCH Limited Self Certification: ForexClear Members Self-Defined Limits for FX deliverable trades (18 September 2019)

LCH Limited Self Certification: New Margin Collateral Haircut Schedule (19 September 2019)

LCH Limited Self Certification: EURSTR Swaps (2 October 2019)

LCH Limited Self Certification: Rule changes related to PPS accounts (23 October 2019)

LCH Limited Self Certification: SwapClear NZD Clearing and Tenor Extensions (30 October 2019)

LCH Limited Self Certification: Amendments to LCH Limited's Compression Rules (31 October 2019)

LCH limited Self Certification: SwapClear Transfers (26 November 2019)

LCH Limited Self Certification: FCMs - Treatment of accounts under common beneficial ownership (4 December 2019)

LCH Limited Self Certification: ForexClear fee changes (6 December 2019)

LCH Limited Self Certification: ForexClear Default Fund Allocation (7 January 2020)

LCH Limited Self Certification: non-cash collateral acceptability criteria (20 January 2020)

LCH Limited Self Certification: Clearing Membership and Non-Clearing Participant Requirements (21 January 2020)

LCH Limited Self Certification: Automatic Expiry of FX Option Contracts (24 January 2020)

LCH Limited Self Certification: ForexClear Portfolio Transfers (19 February 2020)

LCH Limited Self Certification: Non-Standard Fixing Offsets (6 March 2020)

LCH Limited Self Certification: Standard Coupon Inflation Swaps (6 March 2020)

LCH Limited Self Certification: Misc amendments - Collateral Charges and Net Capital Requirements (6 March 2020)

LCH Limited Self Certification: HKD and SGD Clearing (13 March 2020)

LCH Limited Self Certification: Client Buffer (25 March 2020)

CFTC Filings

LCH SA_CFTC Self-certification_Liquidity Risk Modelling Framework (26 Feb 2020)

LCH SA_CDSClear_CFTC Self Certification_ISDA NTCE (6 Jan 2020)

LCH SA_CDSClear_CFTC Self Certification_Fee grid changes (16/12/2019)

LCH SA_CDSClear_CFTC Self Certification_IBP (03 Dec 2019)

LCH SA_Eligible Non Cash Collat Extension and CDSClear Fee changes (18/10/2019)

LCH SA_ CDSClear CFTC Self certification Subfins & WWR (11/10/2019)

LCH SA_CDSClear CFTC Self certification_Backloading Swaptions (08/08/2019)

LCH SA_CDSClear_CFTC Self certification_STM (Rule changes) (03/07/2019)

LCH SA_CDSClear CFTC Self certification Clients Fees Non Cash Collateral (20/06/2019)

LCH SA_CDSClear_CFTC Self certification Options Clearing Fee Rebate Scheme (01/04/2019)

LCH SA_CDSCLear_CFTC Self-certfication_STM Treatment (26 Feb 2019)

LCH SA_CDSClear_CFTC Self certification Fee grid changes (20/12/2018)

LCH SA_CDSClear_CFTC Self certification_Client Fee Scheme (17/10/2018)

LCH SA_CDSClear_CFTC Self certification_EEP (19/07/2018)

LCH SA_CDSClear_CFTC Self Certification_US EoD Price Contribution (14/02/2018)

LCH SA CDSClear - CFTC Self Certification - Self-referencing transactions (02/01/2018)

LCH SA CDSClear_CFTC Self Certification_Fee Grid Account Structures (15/12/2017)

LCH SA CDSClear_CFTC Self Certification_MiFIR implementation (15/12/2017)

LCH SA CDSClear - CFTC Self Certification - Credit Index Options (Risk changes) (25/09/17)

LCH SA CDSClear - CFTC Self-certification - Credit Index Options (Rule Book changes ) (25/09/17)

SA CDSClear - CFTC Self Certification - Credit Index Options (Fee grid) (25/09/17)

LCH SA CDSClear_CFTC Self Certification - Recovery Risk Margin (Indices) (20/02/17)

LCH SA CDSClear_CFTC Self Certification - Wrong Way Risk Margin (Offsets between currencies). (20/02/17)

LCH SA CDSClear CFTC Self Certification - Pricing for extreme spread curves (20/02/17)

LCHSA CDSClear_CFTC Self Certification_CDX.NA.HY Indices (22/12/16)

LCH SA_Self Certification_CDSClear fee grid changes (14/12/16)

LCH SA_Self Certification_CDSClear RB SEC compliant (12/12/16)

LCH SA Self Certification_Client Clearing Incentive Rebate (05/10/16)

LCH SA Self Certification modification Split of Calls & Pays initiative (06/09/16)

LCH SA Self Certification - Fee grid for Select Membership (23/08/16)

LCH SA Self Certification Tradeweb (04/08/16)

LCH SA Self Cetification_VaR MC Replacement (15/07/16)

LCH SA Self Certification CDS Liquidity Charge Refinement (11/07/16)

LCH SA Self Certification Select Membership (08/07/16)

LCH SA CFTC Self-Certification process - Trade name (18/05/16)

LCH Clearnet SA - CDSClear - LCAP Decommissioning - (06/05/16)

LCH.Clearnet SA Self Certification - Updated Fee Schedule for the CDSClear Service (10/03/16)

LCH.Clearnet SA Self Certification – CDX.NA.IG products (09/03/16)

LCH.Clearnet SA Self Certification – Gross Omnibus Account Structure (03/03/16)

CDSClear Self Certification ISDA SN 6 month roll (01/12/15)

CDSClear connection to Novation Consent Module (18/11/15)

LCH.Clearnet SA Self Certification- additional AMP (03/11/15)

LCH.Clearnet SA Self Certification Automation Auto-Repay Function and SFTP (02/11/15)

LCH Clearnet SA - self certification - CDSClear Risk refinements 2- Lot 1 (21/07/2015)

LCH.Clearnet SA Self Certification - Senior Financials (18/05/2015)

LCH.Clearnet SA Self Certification - Collateral Management System and Notice Period (13/05/2015- Amended 22/05/2015)

LCH Clearnet SA - CDSClear - eCCW Decommissioning (07/05/2015)

LCH Clearnet SA - eCCW Decomissioning - Fees grid update (07/04/2015)

LCH.Clearnet SA - Self Certification Change Default Fund remuneration rate (10/03/15)

CDSClear Self Certification - CDSClear CDR changes implementation (13/02/2015)

LCH Clearnet SA - Self Certification - CDS Cut off times extension (16/01/2015)

LCH Clearnet SA . Self Certification . New credit risk add-on (12/01/2015)

LCH Clearnet SA - Self Certification - CDS Risk Model Change (19/12/2014)

LCH Clearnet SA - Self Certification - CDR Implementation (19/12/2014)

LCH Clearnet SA - Self Certification CFTC - Collateral Management Tool and Migration eCCW to Portal (19/11/2014)

LCH.Clearnet SA Self Certification CFTC . 2014 ISDA New CDS Definitions (17/09/2014)

LCH.Clearnet SA Self Certification CFTC . 2014 ISDA New CDS Definitions (04/09/2014)

LCH.Clearnet SA Self-Certification - Default Fund Renumeration Changes (12/05/2014)

LCH.Clearnet SA Self-Certification - Updated Remuneration Committee Terms of Reference (25/04/2014)

LCH.Clearnet SA Self-Certification - Updated Fee Schedule for the CDSClear Service (15/04/2014)

LCH.Clearnet SA Self-Certification of Changes to CDS Agreement (28/03/2014)

CDSClear Self-Certification of Changes to Rulebook and Section 3 and 5 of the Procedures (03/03/2014)

CDSClear Self Certification-Section 5 of the CDS Clearing Procedures (28/01/2014)

CDSClear Self Certification - CDS Clearing Supplement (30/12/2013)

SEC Filings

LCH SA-2020-001_Wind Down Plan (19/02/2020)

LCH SA-2019-012_CDSClear fee grid (27/12/2019)

LCH SA-2019-007_Liquidity Risk Modeling Framework (03/12/2019)

LCH SA-2019-011_CDSClear_ISDA NTCE Protocol (21/11/2019)

LCH SA-2019-010_ Non Cash Collateral Fee Grid (31/10/2019)

LCH SA-2019-009_ Index Based Swaps (29/10/2019)

LCH SA-2019-008_Recovery Plan (09/10/2019)

LCH SA-2019-006_CDSClear_Backloading Swaptions (20/08/2019)

LCH SA-2019-005_CDSClear_SubFinancials+WWR (02/08/2019)

LCH SA-2019-004_CDSClear_Client Fee Non Cash Collateral (10/07/2019)

LCH SA-2019-003_CDSClear_STM Treatment (24/05/2019)

LCH SA-2019-002 CDSClear Options Clearing Service Fee rebate (29/04/2019)

LCH SA-2019-001_CDSClear fee grid (25/03/2019)

LCH-SA-2018-005_CDSClear Client Fee Grid (31/10/2018)

LCH SA-2018-004_CDSClear EEP (24/08/2018)

LCH SA_2018-003_Liquidity Risk Modeling Framework (04/06/2018)

LCH SA_2018-002_US End of Day Price Contribution (08/03/2018)

LCH SA 2018-001 Self referencing transactions(31/01/18)

LCH SA_2017-013_Wind-down Plan (08/12/17)

LCH SA_2017-012_Recovery Plan (01/12/17)

LCH SA_2017-011_CDSClear Fee Grid for Accounts Structures (20/12/17)

LCH SA_2017-010_CDSClear_MiFIR Implementation (22/11/17)

LCH SA_2017-009_CDSClear_WWR currency offset amendment (02/11/17)

LCH SA_2017-008_CDSClear_CIO fees (06/11/17)

LCH SA_2017-007_CDSClear_CIO (Risk changes) (01/08/17)

LCH SA_2017-006_CDSClear_CIO (RB changes) (18/08/17)

LCH SA 2017-005 CDSClear CDX.NA.HY Index (28/04/17)

LCH SA_2017-004_CDSClear Pricer Extreme Spread Curves (05/04/17)

LCH SA_2017-003_CDSClear Recovery Rate Risk Margin change (05/04/17)

LCH SA_2017-002_CDSClear Fee grid retroactivity (30/03/17)

LCH SA_2017-001_CDSClear Fee grid - SEC filing Form 19b-4 (02/03/17)

The following submissions in relation to proposed rule changes have been filed with the Commodity Futures Trading Commission (CFTC) on the date indicated.

Voluntary Submission of Rulebook and Supporting Materials (23/08/2012)

LCH.Clearnet LLC Self-Certification of Part 22 LSOC Rules (29/10/2012)

LCH.Clearnet LLC Self-Certification of SwapClear US Rulebook Changes (29/10/2012)

SwapClear US - Introduction of Member and Client Fees (including Volume Discount Plan) (19/04/2013)

SwapClear US - Rule Submission for Straight-Through Processing, IM Methodology, and Other Changes (13/05/2013)

LCH.Clearnet LLC Self-Certification of Securities Acceptable for Margin Cover Purposes (17/05/2013)

LCH.Clearnet LLC--SwapClear Tolerance Availability (24/5/2013)

LCH.Clearnet LLC--BAU Portability Changes (06/06/2013)

SwapClear US - Extension of OIS Denominated USD, EUR, and GBP to 30 years (13/06/2013)

SC Terminology Changes & Settlement of Variation Margin (03/07/2013)

LCH.Clearnet LLC - Submission of Governing Documents (01/08/2013)

SwapClear US Change in SGD-SOR Index Rate (SGD-SOR-VWAP) (20/09/2013)