16 June 2016 - EquityClear Margin Rate Circular

Report date

Originating department:

Risk Management

Circular No.

LCH Circular No 3749

Service Circular No.

 EquityClear Circular No 51


16th June 2016


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 Thursday 16th June and will be reflected in margin calls on Friday 17th June.
  4. This circular supersedes LCH Ltd Circular number 3707; EquityClear Circular number 46; dated 29th February 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