NOTICE MARGIN PARAMETERS
Report date
Summary
Originating Department |
Risk Management |
Company Circular No: |
RISK NOTICE 2014-107 |
Body
NOTICE MARGIN PARAMETERS
Pursuant to Instruction IV.3-1, LCH SA hereby publishes the calculation method and parameters of the Default Fund contribution for transactions registered in the Cash & Derivatives Clearing System.
This notice concerns enhancements of Default Fund parameters on:
- Introduction of new Index Weekly Future contracts on CAC40 and AEX, beginning on 8 December 2014.
Please click here to view the margin parameters
For further information please contact:
Margin Management | LCH | Tel +33 170 37 65 16
Email: margin.fr@lch.com
Website: www.lch.com