NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2015-020
Body

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 spotlight options on D'Ieteren and Ontex equities, starting on 16 March 2015.  

  • Introduction of a new spotlight option on Grandvision equity, starting on 30 March 2015.   

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