Risk Management Reporting Enhancement

Report date

Circular No.

LCH Circular No 3590, EquityClear Circular No 25


19th February 2015


All LCH.Clearnet Ltd Members


Dear Member

We are pleased to advise you that from Monday 2 March 2015, we will be upgrading our margin reports to include stress loss additional margin.

For further information regarding stress loss additional margin please refer LCH.Clearnet Ltd circular 3275

All EquityClear members are currently subject to stress loss additional margin and will continue to be made aware of any additional requirement. From 2 March 2015, we will publish a new report within our existing EquityClear reports.

The new report EREP0032 – MARGIN – High Level Additional Margin Summary will only be made available to members that incur additional margin. Therefore, if you do not incur additional margin, there will be no report.

We hope this reporting enhancement will assist you with your reconciliations.

For the complete set of EquityClear reports please use this link

If you require additional information please contact Ian Mackenzie Tel: 020 7426 7265 Email: ian.mackenzie@lchclearnet.com



Yours Sincerely

Roland Chai, Director- Head of Equities, LCH.Clearnet Ltd