NOTICE MARGIN PARAMETERS

Report date
Summary

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2015-070
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 Standard Option contract on Pershing Square Holdings, starting on 26 June 2015.
  • Launch of new Spotlight Option contract on Refresco Gerber, starting on 26 June 2015.                
  • Launch of new Single Stock Future contracts, starting on 29 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