NOTICE MARGIN PARAMETERS
Originating Department |
Risk Management |
Company Circular No: |
RISK NOTICE 2015-017 |
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:
- Parameters update impacting Weekly Futures on CAC40 and AEX Indices.
These parameters shall come into effect with the margin call on the morning of 5 March 2015 for the positions at the close of 4 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