LTD Risk Notices
View the LCH LTD risk notices
LCH’s Transition from Fed Funds to SOFR Discounting in its SwapClear Service
18 June 2020
Risk Notice
LCH Risk Notice - SOFR Discounting
Date:
18 June 2020
To:
All LCH Ltd SwapClear Members
London Stock Exchange Derivatives Market Margin Rate Changes
14 May 2019
Circular No.
LCH Circular No 4025
Date:
14 May 2019
To:
All LCH Ltd LSEDM & EquityClear Members
Updated Margin Rates
22 January 2019
Circular No.
LCH Circular No 4003
Date:
22nd January 2019
To:
All LCH Ltd LSEDM & EquityClear Members
LSEDM Margin rate changes
22 June 2018
Circular No.
LCH Circular No 3959
Date:
22nd June 2018
To:
All LSEDM Members
NOTICE MARGIN PARAMETERS
29 August 2017
Originating Department
Risk Management
Company Circular No:
RISK NOTICE 2017-085
Updated Margin Portfolios
15 August 2017
Originating department:
Risk Management
Circular No.
LCH Circular No 3881
Service Circular No.
Equity Circular No 69
To:
EquityClear Members
Updated Margin Rates
14 August 2017
Originating department:
Risk Management
Circular No.
LCH Circular No 3880
Service Circular No.
LSE Derivatives Circular No 49
To:
London Stock Exchange Derivatives Market Members
EquityClear Circular No 68
01 August 2017
Originating department:
Risk Management
Circular No.
LCH Circular No 3878
Service Circular No.
EnClear Circular No 68
To:
EquityClear Members
NOTICE MARGIN PARAMETERS
04 July 2017
Originating Department
Risk Management
Company Circular No:
RISK NOTICE 2017-071