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List of Designated Central Counterparties for the Purposes of Mandatory Clearing Under Part IIIA of the 鶹ý and Futures Ordinance
Designated Central Counterparty Business Address Clearing Scope
(References are to item numbers in the tables below)
Designation
(including Conditions)
Gazette Notice
Chicago Mercantile Exchange Inc 20 South Wacker Drive
Chicago
Illinois 60606
USA
A1, A2,
B1, B2,
C1, C2, C3, C4, C5, C6
PDF

01-09-2016

Gazette Notice

01-07-2024

Gazette Notice

Japan 鶹ý Clearing Corporation 2-1 Nihombashi
Kabutocho
Chuo-kuTokyo103-0026 Japan
C4 PDF

01-09-2016

Gazette Notice

01-07-2024

Gazette Notice

LCH Limited
Level 10,
60 Margaret St
Sydney NSW 2000
Australia
A1, A2,
B1, B2,
C1, C2, C3, C4, C5, C6
PDF

01-09-2016

Gazette Notice

01-07-2024

Gazette Notice

OTC Clearing Hong Kong Limited 8/F,
Two Exchange Square
8 Connaught Place Central
Hong Kong
A1, A2
B1, B2,
C1, C2, C5*, C6

* See Designation (including Conditions) to CCP
PDF

01-09-2016

Gazette Notice

01-07-2017

Gazette Notice

01-07-2024

Gazette Notice

 

Clearing Scope under the Clearing Rules1:

(A) Basis Swaps2

Item No. Currency Floating Rate Index Tenor Optionality2 Constant Notional
A1 EUR EURIBOR 28 days to
10 years
NO YES
A2 HKD HIBOR 28 days to
10 years
NO YES


(B) Fixed-to-Floating Swaps2 (except Overnight Index Swaps2)

Item No. Currency Floating Rate Index Tenor Optionality Constant Notional
B1 EUR EURIBOR 28 days to
10 years
NO YES
B2 HKD HIBOR 28 days to
10 years
NO YES


(C) Overnight Interest Swaps

Item No. Currency Floating Rate Index Tenor Optionality Constant Notional
C1 USD FED FUNDS 7 days to
2 years
NO YES
C2 EUR €STR 7 days to
3 years
NO YES
C3 GBP SONIA 7 days to
50 years
NO YES
 C4  JPY  TONA 7 days to
30 years
 NO  YES
 C5  USD  SOFR 7 days to
50 years
 NO  YES
 C6  HKD HONIA  7 days to
10 years
 NO YES 

The 鶹ý and Futures (OTC Derivative Transactions—Clearing and Record Keeping Obligations and Designation of Central Counterparties) Rules (Cap. 571AN).

As defined in section 1 of Schedule 1 to the 鶹ý and Futures (OTC Derivative Transactions—Clearing and Record Keeping Obligations and Designation of Central Counterparties) Rules (Cap. 571AN).

Last update: 30 Apr 2018

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