27 September 2016 - EquityClear Margin Rate Circuar

Report date

Originating department:

Risk Management

Circular No.

LCH Circular No 3788

Service Circular No.

 EquityClear Circular No 55


EquityClear Members


Updated Margin Rates


  1. LCH Ltd has, revised the EquityClear Margin parameters. New Margin parameters can be found within the attached document.   
  2. Changes have been made to EquityClear contracts.
  3. The changes will be going live on Tuesday 27th September and will be reflected in margin calls on Wednesday 28th September.
  4. This circular supersedes LCH Ltd Circular number 3772; EquityClear Circular number 54; dated 15th August 2016.
  5. Details of the current ERA Parameters, for all EquityClear contracts, can be found on the LCH website (www.lch.com) under Risk & Collateral Management > Margin Data & Public Files > LCH.ERA Risk Parameter Files.
  6. EquityClear Margin Rate Spreadsheet
  7. For further Information please contact the following: ETD Risk:  44 (0) 20 7426 7918


Nicholas Lincoln
Director, Market Risk