Harmonised Index of Consumer Prices all items excluding tobacco (HICPxT)

Report date
Circular No. LCH Circular No: 4012
Date: 8 March 2019
To: All LCH Limited Clearing Members

Index of Consumer Prices all items excluding tobacco (HICPxT)


Following the publication by Eurostat of the release entitled "Improved calculation of HICP special aggregates and German package holidays methodological change" on 22nd February 2019 and the subsequent update of 27th February 2019, LCH Limited is providing notice that it does not intend to effect any changes in respect of its cleared HICPxT zero coupon inflation-linked swaps at this time.

Please contact membershipsales@lch.com if you have any questions.

Kind Regards
LCH Relationship Management Team


Terms used herein and not defined herein have the meaning assigned in the LCH Rulebook. References to a ‘Clearing Member’ include an ‘FCM Clearing Member’.


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