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 Wheat Future and Option contracts, starting date to be confirmed later on.               

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