List of Designated Central Counterparties for the Purposes of Mandatory Clearing Under Part IIIA of the Securities 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 Securities 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

¹The Securities and Futures (OTC Derivative Transactions—Clearing and Record Keeping Obligations and Designation of Central Counterparties) Rules (Cap. 571AN).

²As defined in section 1 of Schedule 1 to the Securities and Futures (OTC Derivative Transactions—Clearing and Record Keeping Obligations and Designation of Central Counterparties) Rules (Cap. 571AN).

Last update: 30 Apr 2018