NOTICE MARGIN PARAMETERS

Report date

Fri, 03/07/2015

Summary

Originating Department	Risk Management
Company Circular No:	RISK NOTICE 2015-074

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 Single Stock Future contracts, starting on 6 July 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