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Business RulesInterest Rate Swap

(As of January 16, 2017 )

Rules for OTC Derivatives (IRS)

Business Rules

Interest Rate Swap Clearing Business Rules [546kb] PDF

Handling of Business Rules, etc.

Handling Procedures of Interest Rate Swap Business Rules [606kb] PDF
Rules on Fees for IRS Clearing Business [295kb] PDF
Rules on Required IRS Clearing Fund Amount [77kb] PDF
Rules on Inspection of Clearing Participant in relation to IRS Clearing Business [130kb] PDF
Disciplinary Measures Assessment Committee Rules [87kb] PDF
Rules on Default Settlement Regarding Clearing Participants in Relation to IRS Clearing Business [239kb] PDF
IRS Default Management Committee Rules [148kb] PDF
IRS Management Committee Rules [146kb] PDF

Public notice

Guidelines Concerning Credit Standing of Clearing Participants, etc. in IRS Clearing Business [102kb] PDF
Re: Handling of Calculation Method, etc. of Net Present Value relating to Calculation of Margin for IRS Transactions [86kb] PDF
 Re Matters Prescribed as Requirements for Eligible IRS Transactions[563kb] PDF
Re: Prescribing Matters Deems to be Provided for in Schedule [170kb] PDF
Re: Prescribing Details of Clearing Contracts [91kb] PDF
Operational Procedures for Clearing Brokerage for Interest Rate Swap [78kb] PDF
Re: Establishment of Conditions of IRS Transactions Executed between Clearing Participant on Customer Account and Designated Counterparty Based on Entrustment of Brokerage for Clearing of Securities, etc. [14kb] PDF
Re: Method of Custody of Clearing Participant Agreement, etc., Response to Inquiry which may be Received from Discloser/Recipient in relation to Clearing Participant Agreement, etc. and Other Necessary Matters [124kb] PDF
Re: Prescribing Terms and Conditions of Customer’s Cleared Contracts and Clearing Brokerage Contracts to be transferred under the provisions of Article 94 of the Interest Rate Swap Clearing Business Rules[60kb] PDF
Guideline on Standard for Clearing Qualification Acquisition in Credit Default Swap and Interest Rate Swap Clearing[434kb] PDF
Guideline for Client Clearing Authorization in Interest Rate Swap Clearing Business[90kb] PDF
Re: Prescribing Terms and Conditions of Customer’s Cleared Contracts and Clearing Brokerage Contracts to be transferred under theProvisions of Article 58-3 of the Interest Rate Swap Clearing Business Rules[60kb] PDF
Collateral Fee Relating to United States Treasury Security[9kb] PDF
Treatment of Profit or Loss from Management of Clearing Deposit[25kb] PDF
Re: Matters Prescribed as Method of Request for Clearing[54kb] PDF
Method of Reflecting Correlations in Calculating Additional IM in Addition to Base IM[237kb] PDF
Stress Event Scenarios for Calculating Required Initial Margin[94kb] PDF
Handling of Quotes of Foreign Exchange Rate[101kb] PDF
Matters concerning Per Trade Compression Conditions and New Cleared Contracts to Come into Effect as a Result of Per Trade Compression[121kb] PDF
LIBOR License Fee[13kb] PDF
Rate of Delay Penalty[30kb] PDF
Re: Prescribing Terms and Conditions of Claims and Obligations in Proprietary Cleared Contracts subject to Position Transfer under the Provisions of Article 53-4 of the Interest Rate Swap Clearing Business Rules[15kb] PDF
Re: Matters Prescribed for Representation regarding Registration as an FCM or Other Status[89kb] PDF
Matters concerning Blended Rates Compression Conditions and New Cleared Contracts to Come into Effect as a Result of Blended Rates Compression[128kb] PDF

DISCLAIMER : ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO WARRANTY, EXPRESS OR IMPLIED, EITHER AS TO THE RESULTS TO BE OBTAINED FROM THE USE OF ICE LIBOR AND/OR THE FIGURE AT WHICH ICE LIBOR STANDS AT ANY PARTICULAR TIME ON ANY PARTICULAR DAY OR OTHERWISE. ICE BENCHMARK ADMINISTRATION LIMITED MAKES NO EXPRESS OR IMPLIED WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE FOR USE WITH RESPECT TO JPY INTEREST RATE SWAPS AND USD INTEREST RATE SWAPS.