EquityClear Circular No 68

Report date
Summary

Originating department:

Risk Management

Circular No.

LCH Circular No 3878

Service Circular No.

EnClear Circular No 68

To:

EquityClear Members
Body
  1. Ltd has revised the EquityClear Margin parameters. New Margin parameters can be found within the attached document.  
  2. Changes have been made to EquityClear Securities Margin Buckets.
     
  3. The changes will be going live on Wednesday 2nd August and will be reflected in margin calls on the same day.
     
  4. This circular supersedes LCH Ltd Circular number 3868; EquityClear Circular number 66; dated 12th June 2017.
     
  5. Details of the current ERA Parameters, for all EquityClear contracts, can be found on the LCH.Clearnet 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