NOTICE MARGIN PARAMETERS

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:                
                

• Launch of new Premium Milling Wheat N°3 Option and Future contracts, starting on 2 March 2015.

     
http://www.lch.com/risk-collateral-management/margin-methodology/sa-derivatives

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