Rulebooks: Contents

Rulebooks
Mainboard Rules
Catalist Rules
SGX-ST Rules
CDP Clearing Rules
DVP Rules
CDP Depository Rules
Futures Trading Rules
SGX-DC Clearing Rules
Chapter 1 Application of Rules
Chapter 2 Clearing Membership
Chapter 3 Committees
Chapter 4 Enforcement of Rules
Chapter 5 Arbitration
Chapter 6 Delivery and Related Matters
Chapter 7 Clearing and Margins
Chapter 7A Suspension and Default
Chapter 7B Payments
Chapter 8 Mutual Offset System
Chapter 9 Definitions and Interpretation
Chapter 10 Transitional Provisions
Directives
Practice Notes
Appendices
Schedules
SIAC DT Arbitration Rules
SIAC DC Arbitration Rules
Rule Amendments

Chapter 7 Clearing and Margins
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Contents:
7.01 Clearing House
7.01.1
7.01.1A
7.01.2
7.01.3 [Rule has been deleted.]
7.01.4
7.02 Limitation of Liability
7.02.1
7.02A Registration of Non-Relevant Market Transactions, NLT transactions, EFP transactions and EFS transactions
7.02A.1 Non-Relevant Market Transactions, NLT transactions, EFP transactions and EFS transactions
7.02A.2 Registration of Non-Relevant Market Transactions, NLT transactions, EFP transactions and EFS transactions
7.02AA Registration of Eligible OTCF Transactions
7.02AA.1 Eligible OTCF Transactions
7.02AA.2 Registration of OTCF Transactions
7.02B Withdrawal of Classes of Non-Relevant Market Contracts and OTCF Contracts for Clearing by the Clearing House
7.02B.1
7.02B.2
7.02B.3
7.03 [Rule has been deleted.]
7.03.1 [Rule has been deleted.]
7.03.2 [Rule has been deleted.]
7.03.3 [Rule has been deleted.]
7.03.4 [Rule has been deleted.]
7.03.5 [Rule has been deleted.]
7.03.6 [Rule has been deleted.]
7.03.7 [Rule has been deleted.]
7.03.8 [Rule has been deleted.]
7.03.9
7.03.10 [Rule has been deleted.]
7.03.11 [Rule has been deleted.]
7.03.12 [Rule has been deleted.]
7.03A Collateral
7.03A.1 Trust Arrangements
7.03A.2 Security Deed
7.03A.3 General Lien
7.03A.4 Collateral Deposit
7.03A.5 Collateral Withdrawal
7.03A.6 Valuation of Collateral
7.03A.7 Investment and Use of Collateral
7.03A.8 Fees and Interest
7.03A.9 Safekeeping Indemnity
7.03A.10 Regulatory Information
7.03A.11 Permitted Depositories for Cleared Swaps Customer Collateral
7.04 Substitution
7.04.1 Relevant Market Trades
7.04.1A [Rule has been deleted.]
7.04.2 Off Market Trades (Excluding OTCF)
7.04.3 Transfers
7.04.3A [Rule has been deleted.]
7.04.3B [Rule has been deleted.]
7.04.3C [Rule has been deleted.]
7.04.3D [Rule has been deleted.]
7.04.3E [Rule has been deleted.]
7.04.4 [Rule has been deleted.]
7.04.5 Options exercise
7.04.5A Eligible OTCF Transactions
7.04.5B [Rule has been moved.]
7.04.5C [Rule has been moved.]
7.04.5D [Rule has been moved.]
7.04.5E [Rule has been moved.]
7.04.5F [Rule has been moved.]
7.04.6
7.04.7
7.04A Registration of an NLT, EFP or EFS in Respect of Contracts Listed on a Relevant Market
7.04A.1
7.05 Open Positions/Open Contracts for Contracts Traded on the Exchange/Any Relevant Market and Non-Relevant Market Contracts
7.05.1
7.05A Open Positions for OTCF Contracts
7.05A.1
7.06 Offset by Liquidation
7.06.1
7.07 Offset not Automatic
7.07.1
7.07.1A
7.07A Invoicing Back of Open Positions to the Clearing House
7.07A.1
7.08 False Information
7.08.1
7.09 Position Change Sheets
7.09.1
7.10 Recap Ledger
7.10.1
7.10.2
7.11 Daily Settlement Price
7.11.1
7.11.2
7.11.3
7.11A Final Settlement Price of Contracts Traded on the Exchange/Any Relevant Market and Non-Relevant Market Contracts
7.11A.1
7.11A.2
7.11A.3
7.11B Coupon Settlement Price and Final Settlement Price of OTCF Contracts
7.11B.1
7.11B.2
7.11B.3
7.12 Settlement to Settlement Price Daily
7.12.1
7.12.2
7.12.3
7.12.4
7.12.5
7.12.6
7.12.7
7.13 Settlement Variation for Contracts Traded on the Exchange/Any Relevant Market or Non-Relevant Market Contracts
7.13.1
7.13.2
7.13.3
7.13A Settlement Variation for OTCF Contracts
7.13A.1
7.13A.2
7.13A.3
7.14 Net Debit Balances and Credit Balances
7.14.1
7.14.2
7.14.3
7.15 [Rule has been deleted.]
7.15.1 [Rule has been deleted.]
7.15.2 [Rule has been deleted.]
7.15.3 [Rule has been deleted.]
7.15.4 [Rule has been deleted.]
7.15A [Rule has been deleted.]
7.15A.1 [Rule has been deleted.]
7.15A.2 [Rule has been deleted.]
7.15B [Rule has been deleted.]
7.15B.1 [Rule has been deleted.]
7.15B.2 [Rule has been deleted.]
7.15B.3 [Rule has been deleted.]
7.16 Reports of Large Positions
7.16.1
7.16.2
7.16.3
7.16.4
7.16.5
7.16.6
7.17 Speculative Long and Short Positions; Same Contract Month
7.17.1
7.17.2
7.17.3
7.18 Right to Set-Off
7.18.1 [Rule has been deleted.]
7.18.1
7.19 Clearing House Margins
7.19.1
7.20 Margin Amounts
7.20.1 Acceptable Margin
7.20.2 Margin Composition
7.20.3 Calculation of Margin
7.20.3A
7.20.4 [Rule has been deleted.]
7.20.5 [Rule has been deleted.]
7.21 [Rule has been deleted.]
7.21.1 [Rule has been deleted.]
7.22 Margins of Third Parties
7.22.1
7.22.1A [Deleted]
7.22.2
7.22.3
7.22.4
7.22.5
7.22.6
7.22.7
7.22.7A
7.22.8
7.22A Inter-Exchange Cross Margining
7.22A.1
7.23 Emergency Margins and Advance Call for Settlement
7.23.1
7.23.2
7.24 Failure to Comply with Emergency Orders
7.24.1
7.24.2
Miscellaneous
7.25 Fees
7.26 Fines for Errors, Delays and Omissions
7.26.1
7.27 Transfers of Trades
7.27.1
7.27.2
7.27.3
7.27.4
7.27.5
7.27.5A
7.27.6
7.27.7
7.27.8
7.28 Inter-Clearing House Transfers of Positions
7.28.1
7.28.2
7.29 Early Termination of OTCF Contracts
7.29.1
7.29.2
7.29.3
7.29.4
7.29.5
7.29.6
7.29.7
7.30 Applicable Customer Accounts
7.30.1
7.30.2
7.30.3
7.30.4
7.30.5
7.31 Affiliate Account
7.31.1