LDR/CDR/Accommodation Charge Notification

Report date
Summary

Circular No.

LCH Circular No 3751

Date:

20th June 2016

To:

All LCH.Clearnet Limited Clearing Members

Body

As per Circular 3683 - Please find below the monthly notification regarding LDRs, CDRs and accommodation charges.

LDR

Between the 22nd June – 21st July, LCH will be applying the following LDRs:

 CCY

 Benchmark

Spread

Change / No Change  

 Period

 EUR

 EONIA

   48.0bp 

Change (from 40.0)

 22/06/16-
21/07/16

 GBP

 SONIA

  20.0bp

 No Change

 22/06/16-
21/07/16

 USD

 FedFunds

  23.0bp

 No Change

22/06/16-
21/07/16

CHF

TOIS

35.0bp

 No Change

22/06/16-
21/07/16

 

CDR

Between the 4th May – 2nd August, LCH will be applying the following CDRs:

 CCY

 Benchmark

 Spread 

Change / No Change  

 Period

 EUR

 EONIA

   15.0bp 

 No Change

 04/05/16 -
02/08/16

 GBP

 SONIA

  5.0bp

 No Change

 04/05/16 -
02/08/16

 USD

 FedFunds

  10.0bp

 No Change

 04/05/16 -
02/08/16

Accommodation Charge

Between the 4th May – 2nd August, LCH will be applying the following accommodation charge.1

Liability Currency

 Spread 

Change / No Change

Period

 All

 10.0bp

No Change

04/07/16 -
02/08/16

Further information

If you have any queries or require access to the secure website please contact Collateral Client Services at collateral.clientservices@lch.com

1This may be subject to regulatory review.
SwapClear client accounts are excluded from the Accommodation Charge.