NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2014-114
Body

RISK NOTICE 2014-114

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:                
                
• Update of the Intra Spread Rule parameters impacting Index Weekly Future contracts on CAC40 and AEX.               

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