RISK NOTICE 2016-003

Report date

Originating Department

 Risk Management

 Company Circular No:

 RISK NOTICE 2016-003


LCH SA sets the margin parameters for the SPAN® algorithm pursuant to the Instruction IV.2-2 and the thresholds on additional margin requirement, pursuant to the Article regarding additional margins.

This notice concerns:

  • Update of the parameters impacting Wheat Future contracts and Equity options contracts.

These parameters shall come into effect with the margin call on the morning of 13th January 2016 for the positions at the close of 12th January

The Clearing Members shall require margins from Clients and Trading Members on the basis of principles defined in Article of the clearing Rule Book.


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