SUBMISSION COVER SHEET

IMPORTANT. Check box if Confidential Treatment is requested. oO

Registered Entity Identifier Code (optional): 1CAP-2014-R-8

Organization: ICAP SEF (US) LLC

Filing asa: [] DCM [X] SEF L] Dco [J SDR

Filing Date (mm/dd/yy): 08/06/2014

Weekly Notification of Rule Amendments
SPECIFY FILING TYPE
Organization Rules and Rule Amendments

oO Certification
o Approval

oO Notification
Oo Advance Notice of SIDCO Rule Change
QO SIDCO Emergency Rule Change

Rule Numbers:

New Product

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Oo
O
Oo
Oo
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im

Certification

Certification Security Futures
Certification Swap Class

Approval

Approval Security Futures

Novel Derivative Product Notification

Swap Submission

Official Product Name:

Please note only ONE product per Submission.

Please note — only ONE choice allowed.

Filing Description:

Please note only ONE choice allowed per Submission.

§ 40.6(a)
§ 40.5(a)
§ 40.6(d)
§ 40.10(a)
§ 40.10(h)

§ 40.2(a)
§41.23(a)
$ 40.2(d)
§ 40.3(a)
§ 41.230)
§ 40.12(a)
§ 39.5

Product Terms and Conditions (product related Rules and Rule Amendments)

Certification

Certification Security Futures
Delisting (No Open Interest)
Approval

Approval Security Futures

“Non-Material Agricultural Rule Change”
Notification

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Certification Made Available to Trade Determination

Approval Made Available to Trade Determination

Approval Amendments to enumerated agricultural products

§ 40.6(a)
§ 40.6(a)

§ 41.24(a)

§ 40.6(a)

§ 40.5(a)

§ 40.5(a)

§ 41.24(b)

§ 40.4(a), § 40.5(a)
§ 40.4(b)(5)

§ 40.6(d)

Official Name(s) of Product(s) Affected: IOS Index Creit Default Swaps, iBoxx Total Return Swaps and iBoxx

Liquid Leveraged Loans Total Return Swaps.

Rule Numbers: Rule 802(4), (5) and (6).



escriptions — iBoxx TRS

August 6, 2014
Submitted via email

Division of Market Oversight

U.S. Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W.

Washington, D.C. 20581

via email: submissions@cftc.gov; dmosubmissions@cftc.gov

Re: ICAP SEF (US) LLC - CFTC Regulation 40.6(d) Notification - Weekly Notification of Rule
Amendments

Ladies and Gentlemen:

Pursuant to Section 40.6(d) of the regulations of the Commodity Futures Trading Commission (the
“Commission”), ICAP SEF (US) LLC ("ICAP SEF”) hereby submits this weekly notification of the following
rule amendments made effective during the week of July 28, 2014. Each of the below amendments were
made effective August 1, 2014.

« IOS Index Credit Default Swaps were certified pursuant to Commission Regulation 40.2 as ICAP
SEF Rule 805(13) in ICAP-2014-P-9 on March 6, 2014. The IOS Index Credit Default Swaps
have been renumbered as ICAP SEF Rule 802(4).

¢ iBoxx Total Return Swaps were certified pursuant to Commission Regulation 40.2 as ICAP SEF
Rule 805(13)(b) in ICAP-2014-P-11 on March 10, 2014. The iBoxx Total Return Swaps have
been renumbered as ICAP SEF Rule 802(5).

¢  iBoxx Liquid Leveraged Loans Total Return Swaps were certified pursuant to Commission
Regulation 40.2 as ICAP SEF Rule 805(13)(c) in ICAP-2014-P-21 on July 18, 2014. The iBoxx
Liquid Leveraged Loans Total Return Swaps have been renumbered as ICAP SEF Rule 802(6).

ICAP SEF (US) LLC
1100 Plaza Five
Jersey City, NJ 07311