29 February 2016 - EquityClear Margin Rate Circular

Report date

Originating department:

Risk Management

Circular No.

LCH Circular No 3707

Service Circular No.

 EquityClear Circular No 46


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 1st March and will be reflected in margin calls on Wednesday 2nd March.

  4. This circular supersedes LCH Ltd Circular number 3690; EquityClear Circular number 44; dated 19th January 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:
    Operations and Client Servicing     + 44 (0) 20 7426 7601


Nicholas Lincoln
Director, Market Risk