NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2015-065

  

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:                

  • Parameters update impacting Equity Derivatives.          

 "These parameters shall come into effect with the margin call on the morning of 23 June 2015 for the positions at the close of 22 June 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