Risk Notices

LTD SA

London Stock Exchange Derivatives

12th June 2017 - London Stock Exchange Derivatives Margin Rate Circular

15th February 2017 - London Stock Exchange Derivatives Margin Rate Circular

18th November 2016 - London Stock Exchange Derivatives Margin Rate Circular

13th October 2016 - London Stock Exchange Derivatives Margin Rate Circular

23rd September 2016 - London Stock Exchange Derivatives Margin Rate Circular

11th August  2016- London Stock Exchange Derivatives Margin Rate Circular

4th July 2016 - London Stock Exchange Derivatives Margin Rate Circular

26 May2016 - London Stock Exchange Derivatives Margin Rate Circular

10 May 2016 - London Stock Exchange Derivatives Margin Rate Circular

19 April 2016 - London Stock Exchange Derivatives Margin Rate Circular

1 April 2016 - London Stock Exchange Derivatives Margin Rate Circular

23 February 2016 - London Stock Exchange Derivatives Margin Rate Circular

14 January 2016 - London Stock Exchange Derivatives Margin Rate Circular

23 October 2015 - London Stock Exchange Derivatives Margin Rate Circular

15 October 2015 - London Stock Exchange Derivatives Margin Rate Circular

9 October 2015 - London Stock Exchange Derivatives Margin Rate Circular

10 September 2015 - London Stock Exchange Derivatives Margin Rate Circular

01 September 2015 - London Stock Exchange Derivatives Margin Rate Circular

10 June 2015 - London Stock Exchange Derivatives Margin Rate Circular

15 January 2015 - London Stock Exchange Derivatives Margin Rate Circular

02 October 2014 - London Stock Exchange Derivatives Margin Rate Circular

31 July 2014 -  London Stock Exchange Derivatives Margin Rate Circular

13 June  2014 -  London Stock Exchange Derivatives Margin Rate Circular


EquityClear

12 June 2017 - EquityClear Margin Rate Circular

24 February 2017 - EquityClear Margin Rate Circuar

7 December 2016 - EquityClear Margin Rate Circuar

27 September 2016 - EquityClear Margin Rate Circuar

15 August 2016 - EquityClear Margin Rate Circuar

16 June 2016 - EquityClear Margin Rate Circular

29 February 2016 - EquityClear Margin Rate Circular

19 January 2016 - EquityClear Margin Rate Circular

20 November 2015 - EquityClear Margin Rate Circular

02 June 2015 - EquityClear Margin Rate Circular

15 January 2015 - EquityClear Margin Rate Circuar

02 October 2015-  EquityClear Margin Rate Circuar


CommodityClear

27th June 2017 - CommodityClear Margin Rate Circular

25th May 2017 - CommodityClear Margin Rate Circular

13 March 2017 - CommodityClear Margin Rate Circular

7 December 2016 - CommodityClear Margin Rate Circular

25 August 2016 - CommodityClear Margin Rate Circular

16 June 2016 - CommodityClear Margin Rate Circular

28 April 2016 - CommodityClear Margin Rate Circular

18 February 2016 - CommodityClear Margin Rate Circular

8 February 2016 - CommodityClear Margin Rate Circular

26 November 2015 - CommodityClear Margin Rate Circular

15 September 2015 - CommodityClear Margin Rate Circular

23 June2015  - CommodityClear Margin Rate Circular

14 May 2015 - CommodityClear Margin Rate Circular

25 February 2015 - CommodityClear Margin Rate Circular

11 December 2014  - CommodityClear Margin Rate Circular

26 November 2014 - CommoditylCear Margin Rate Circular

25 September 2014 - CommodityClear Margin Rate Circular

04 July 2014 - CommodityClear Margin Rate Circular

23 May 2014  - CommodityClear Margin Rate Circular

01 May 2014 - CommodityClear Margin Rate Circular

LME

12 August 2014 - LME Margin Rate Circular

14 July 2014 -  LME Margin Rate Circular

09 June 2014 - LME Margin Rate Circular


RepoClear

23 January 2014 - RepoClear Margin Rate Circular

Nodal Exchange

14 April 2014 - Nodal Exchange Margin Rate Circular

NLX

28 November 2013 - NLX Margin Rate Circular

OTC Bullion

29 November 2013 - OTC Gold Bullion and Silver Margin Rate Circulars

Click here for older LCH.Clearnet Ltd risk notices


Margin Parameters

Cash

Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris,Bourse de Luxembourg and Equiduct

Notice 2017-057
English version
French version
May 16, 2017

Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct

Notice 2017 - 001
English version
French version
January 03, 2017

Derivatives

Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2017-071
July 04, 2017

Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2017-060
May 18, 2017

 

Bonds & Repos

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2017 - 065
English Version
June 23, 2017

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2017 - 063
English Version
May 22, 2017


 

 

Variation Margin Methodology

Bonds & Repo

Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 027
English version
French version
March 20, 2012            


 

Open Position Limits Notices & Instructions

Commodities contracts

Position Limits on commodities futures contracts

Notice 2017-024
English version
French version
March 10, 2017

Instruction - Position limits applicable on commodities futures

Instruction IV.1-1

 

Default fund

The Cash and Derivatives Default Fund

The Cash & Derivatives Default Fund

Notice 2017-070
English version
French version
July 20, 2017

Instructions

The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market

IV.3-1                                                   

 

Fixed Income Default Fund

The Fixed Income Default Fund

Notice 2015 - 082
English version 
August 11, 2015

The Fixed Income Default Fund

Notice 2017 - 11
English version 
March 03, 2017

€GCplus

Cap and Floor

The Default Fund for transactions executed
on the TriParty Repo Clearing System                           

Notice 2015 - 018
English version
February 05, 2015

                     

Own Resources           

Dedicated own resources allocated to the
Fixed Income Default Fund

Notice 2013-057
English version
July 29, 2013             

Instructions

The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market                        

IV.3-2

                     

 Default Management instructions and information

Instructions

Financial resources used by LCH.Clearnet SA in case of default of a Clearing Member                           

IV.5-2                

Liquidation and transfer processes in case of an event of default of a Clearing  Member

IV.5-2