NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2014-111
Body

RISK NOTICE 2014-111

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 15 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