FX Haircuts on Collateral - August Update

Report date

Circular No.

LCH Circular No 3971


20th August 2018


All LCH Clearing Members


Dear LCH Member,

Further to our previous circular covering FX Haircuts on Collateral (Circular No. 3964 - 19th July 2018), we would like to notify you that the new collateral reports listed below will be available for you to download from the Member Test portal from tomorrow 21st August (REP00046 is available from Today):

  • REP00031 - Collateral and Exposure Summary;
  • REP00046a - SOD Cash Collateral Holdings; and
  • REP00046 - Cash Collateral Holdings.


Clearing Members are reminded that LCH will be introducing these new reports into production on the 3rd September 2018 in parallel to the unchanged existing reports.

Details of the changes can be found in the attached pdf.

If you have any questions please contact us at fx.haircut.project.enquiries@lch.com