NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2014-113
Body

RISK NOTICE 2014-113

NOTICE MARGIN PARAMETERS

LCH SA sets the margin parameters for the SPAN® algorithm pursuant to the Instruction IV.2-2 and the thresholds on additional margin requirement, pursuant to the Article 4.2.0.3 regarding additional margins.          

This notice concerns:                    
                    
• 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