NOTICE MARGIN PARAMETERS

Report date

Wed, 13/05/2015

Summary

Originating Department	Risk Management
Company Circular No:	RISK NOTICE 2015-052

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:

Launch of new Weekly Option contracts on Gemalto and TomTom stocks, starting on 15 May 2015.
Update of the parameters impacting the Euronext Southern European Banks Index (FSB).

These parameters shall come into effect with the margin call on the morning of 13 May 2015 for the positions at the close of 12 May 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