Updated Margin Portfolios

Report date

Originating department:

Risk Management

Circular No.

LCH Circular No 3881

Service Circular No.

Equity Circular No 69


EquityClear Members

  1. LCH Ltd has revised the EquityClear margin parameters. New Margin parameters can be found within the attached document.
  2. Changes have been made to EquityClear Securities Flat Rate Margin Buckets.
  3. The changes will be going live on Wednesday 16th August and will be reflected in margin calls on the same day.
  4. This circular supersedes LCH Ltd Circular number 3878; EquityClear Circular number 68; dated 1st August 2017.
  5. Details of the current ERA Parameters, for all EquityClear contracts, can be found on the LCH website (www.lch.com) under Risk & Collateral Management > Margin Data & Public Files > LCH.ERA Risk Parameter Files.
  6. EquityClear Margin Rate Spreadsheet
  7. For further Information please contact the following:
    Operations and Client Servicing        + 44 (0) 20 7426 7601