April 30, 2018 

Via CFTC Portal

Christopher J. Kirkpatrick 

Secretary of the Commission

Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W. 

Washington, D.C. 20581 

Re: Weekly Notification of Rule Amendments; Submission Pursuant to Regulation 40.6(d) 

(trueEX LLC submission #2018-05S)

Dear Mr. Kirkpatrick: 

Pursuant to Commodity Futures Trading Commission (“CFTC”) Regulation 40.6(d), trueEX 

LLC (“trueEX”) submits this weekly notification of the following rule amendments made 

effective on the date set forth below during the calendar week preceding the date of this notice. 

Summary of Amendments:

trueEX Rule Nature of Amendment

Rule 1003 and PTC Schedule 1003 – Added language to 

update the naming of GBP Float Rate Index for GBP OIS 

IRS transactions from “GBP-WMBA-SONIACOMPOUND” to “GBP-SONIA-COMPOUND”. 

CFTC Regulation 40.6(d)

Exhibit 1 contains the redlined amendment to Rule 1003. Exhibit 2 contains redlined 

amendment to PTC Schedule 1003 for this update. 

trueEX certifies that these rules amendments comply with the Act and the Commission’s 

regulations thereunder. All changes are non-substantive in nature. This certification has been 

concurrently posted on the Exchange’s Web Site at http://www.trueex.com/rules-and-notices. 

These amendments were effective on April 23, 2018. 

If you have questions regarding this notice, please contact me at (312) 320-8934 or by email 

at fran@trueex.com. 

Sincerely,

Fran Kenck

Chief Compliance Officer
Exhibit 1

RULE 1003. Overnight Index Swap (“OIS”) Contracts

. . .

(d) Trading Conventions.

. . .

(E) Overnight Interest Rate.

• USD-Federal Funds-H.15-OIS-COMPOUND

• EUR-EONIA-OIS-COMPOUND

• JPY-TONA-OIS-COMPOUNDw

• GBP- WMBA-SONIA-COMPOUND

• AUD – AONIA – OIS - COMPOUND

• CAD-CORRA-OIS-COMPOUND

• CHF-SARON-OIS-COMPOUND

• COP-IBR-OIS-COMPOUND

• INR-FBIL-MIBOR-OIS-COMPOUND
Currency Float Rate Index Product Type Spot Starting Fixing Date Offset Roll Types Holiday Business Centers - Float Fixing Dates Holiday Business Centers - Effective and Payment Dates Holiday Bus

Centers - Exp

Date 

AUD AUD-AONIA-OIS- COMPOUND OIS 0 0 Standard, None AUSY AUSY n/a 

CAD CAD-CORRA-OIS- COMPOUND OIS 1 0 Standard, None CATO CATO n/a 

CHF CHF-SARON-OIS- COMPOUND OIS 2 0 Standard, None CHZU CHZU n/a 

COP COP-IBR-OIS- COMPOUND OIS 2 0 Standard, None COBO COBO, USNY n/a 

EUR EUR-EONIA-OIS- COMPOUND OIS 2 0 Standard, None EUTA EUTA n/a 

GBP

GBP-WMBASONIACOMPOUND OIS 0 0 Standard, None GBLO GBLO n/a 

Schedule 1003

IRS Overnight Index Swaps ("OIS") eligible for Portfolio 

Terminations and Compactions ("PTC") on The SEF Trading 

System. Holiday Business Day Conventio

Exhibit 2
Currency Float Rate Index Product Type Spot Starting Fixing Date Offset Roll Types Holiday Business Centers - Float Fixing Dates Holiday Business Centers - Effective and Payment Dates Holiday Bus

Centers - Exp

Date 

Schedule 1003 

IRS Overnight Index Swaps ("OIS") eligible for Portfolio 

Terminations and Compactions ("PTC") on The SEF Trading 

System. Holiday Business Day Conventio

INR INR-FBIL-MIBOR- OIS-COMPOUND OIS 1 0 Standard, None, IMM, EOM INMU INMU, USNY n/a 

JPY JPY-TONA-OIS- COMPOUND OIS 2 0 Standard, None JPTO JPTO n/a 

USD

USD-Federal 

Funds-H.15-OISCOMPOUND OIS 2 0 Standard, None USNY USNY n/a 
Valid Stub 

Index 

Frequencies

Float Leg Day 

Count

Fixed Leg Day 

Count

Max Tenor 

(yrs)

Valid Fixed 

Payment 

Frequencies

Valid Float 

Designated 

Maturities

Valid Float 

Payment 

Frequencies

Valid Float 

Reset 

Frequencies

Valid Stub 

Index 

Frequencies

F

n/a n/a n/a 5.5 12M or 1T 1D 12M or 1T 12M or 1T 1D AC

n/a n/a n/a 2 6m, 12M or 1T 1D 6m, 12M or 1T 12M or 1T 1D AC

n/a n/a n/a 2 12M or 1T 1D 12M or 1T 12M or 1T 1D 

n/a n/a n/a n/a n/a n/a n/a n/a n/a 

1D

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30 12M or 1T 1D 12M or 1T 12M or 1T 1D 

1D

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30 12M or 1T 1D 12M or 1T 12M or 1T 1D AC

LCH
Valid Stub 

Index 

Frequencies

Float Leg Day 

Count

Fixed Leg Day 

Count

Max Tenor 

(yrs)

Valid Fixed 

Payment 

Frequencies

Valid Float 

Designated 

Maturities

Valid Float 

Payment 

Frequencies

Valid Float 

Reset 

Frequencies

Valid Stub 

Index 

Frequencies

F

LCH

n/a n/a n/a n/a n/a n/a n/a n/a n/a 

1D

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30 12M or 1T 1D 12M or 1T 12M or 1T 1D AC

1D

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30/360

ACT/360

ACT/365.FIXED

ACT/ACT.ISDA

30E/360

30E/360.ISDA

ACT/ACT.ICMA

30 12M or 1T 1D 12M or 1T 12M or 1T 1D 
Valid Float 

Payment 

Frequencies

Valid Float 

Reset 

Frequencies

Valid Stub 

Index 

Frequencies

Float Leg Day 

Count

Fixed Leg Day 

Count

Expiration Date 

Offset

Max Expiration 

(yrs) Exercise Type S

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 

1M, 3M, 6M, 

12M 1T

1M, 3M, 6M, 

12M, 1T 1D

30/360

30E/360

ACT/360

ACT/365.Fixed

30E/360.ISDA 

30/360

30E/360

ACT/360

ACT/365.Fixed

30E/360.ISDA 

n/a n/a n/a 

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 

UNCLEARED
Valid Float 

Payment 

Frequencies

Valid Float 

Reset 

Frequencies

Valid Stub 

Index 

Frequencies

Float Leg Day 

Count

Fixed Leg Day 

Count

Expiration Date 

Offset

Max Expiration 

(yrs) Exercise Type S

UNCLEARED

1M, 3M, 6M, 

12M, 1T

1M, 3M, 6M, 

12M, 1T 1D ACT/365.FIXED

30/360

30E/360

30E/360.ISDA

ACT/360

ACT/365.Fixed

ACT/ACT.ISDA

ACT/ACT.ICMA 

n/a n/a n/a 

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a