LDR/CDR/Accommodation Charge Notification

Report date
Summary

Circular No.

LCH Circular No 3705

Date:

18th February 2016

Body

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

LDR
Between the 22nd February – 22nd March, LCH will be applying the following LDRs:
 

CCY Benchmark   Spread  Change / No Change Period
EUR EONIA 35.0bp No Change 22/02/16 -
22/03/16
GBP SONIA 25.0bp No Change 22/02/16 -
22/03/16
USD FedFunds 23.0bp No Change 22/02/16 -
22/03/16

 

CDR (For information only – not subject to review until 15th April)
Between the 3rd February – 3rd May, LCH will be applying the following CDRs:

 

CCY Benchmark   Spread  Change / No Change Period
EUR EONIA 15.0bp No Change 03/02/16 -
03/05/16
GBP SONIA 5.0bp No Change 03/02/16 -
03/05/16
USD FedFunds 10.0bp No Change 03/02/16 -
03/05/16

 
Accommodation Charge
Between the 3rd March – 3rd April LCH will be applying the following accommodation charge1.
 

Liability Currency Spread  Change / No Change Period
All 10.0bp No Change 03/03/16 -
03/04/16

Further information
Please contact Collateral Client Services in the event of queries. collateral.queries@lchclearnet.com

 

1This may be subject to regulatory review.