LTD Margin Public Data Files

Parameter Files
London SPAN Parameter Files

Risk parameter files are required to calculate London SPAN initial margins. They contain details of all the London SPAN parameters and theoretical profits and losses for each SPAN

LCH.ERA Risk Parameter Files

Risk parameter files are required to calculate Equity Risk Analysis (ERA) initial margins.

CFD Margin Parameters

Provides information on Financing spreads that are used to charge clearing members holding open positions in ccCFDs.