SA Risk Notices

View the LCH SA risk notices

Margin Parameters

Cash

Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct

Notice 2018 - 118
English version
French version
December 6, 2018

Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris,Bourse de Luxembourg and Equiduct

Notice 2018-105
English version
French version
November 16, 2018

Derivatives

Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2018-120 December 10, 2018

Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets Notice 2018-116 November 29, 2018

 

Bonds & Repos

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2018 - 063
English Version
July 17, 2018

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2018 - 075
English Version
September 17, 2018

Variation Margin Methodology

Bonds & Repo

Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 027
English version
French version
March 20, 2012      

Open Position Limits Notices & Instructions

Commodities contracts

Position Limits on commodities futures contracts

Notice 2018-098
English version
French version
October 16, 2018

Instruction - Position limits applicable on commodities futures

Instruction IV.1-1

Default fund

The Cash and Derivatives Default Fund

The Cash & Derivatives Default Fund

Notice 2017-070
English version
French version
July 20, 2017

Instructions

The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market

IV.3-1

Fixed Income Default Fund

The Fixed Income Default Fund

Notice 2015 - 082
English version
August 11, 2015

The Fixed Income Default Fund

Notice 2017 - 011
English version 
March 03, 2017

€GCplus

Cap and Floor

The Default Fund for transactions executed on the TriParty Repo Clearing System

 

Notice 2015 - 018
English version
February 05, 2015

                     

Own Resources           

Dedicated own resources allocated to theFixed Income Default Fund

Notice 2013-057
English version
July 29, 2013       

Instructions

The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market                  

IV.3-2

Default Management instructions and information

Instructions

Financial resources used by LCH SA in case of default of a Clearing Member               

IV.5-2

Liquidation and transfer processes in case of an event of default of a Clearing Member

IV.5-2