SA Risk Notices
View the LCH SA risk notices
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Cash |
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Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct |
Notice 2020 - 042 |
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Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris,Bourse de Luxembourg and Equiduct |
Notice 2020 - 023 |
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Derivatives |
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Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets |
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| Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2022-003 January 10 2022 |
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Bonds & Repos |
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Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2020 - 011 |
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Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2019 - 196 |
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Bonds & Repo |
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Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2012 - 027 |
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Commodity derivative contracts |
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Position limits on commodities futures contracts |
Notice 2022-004 January 10, 2022 |
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Instruction - Position limits applicable on commodities futures |
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Financial derivative contracts |
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Position limits on financial derivative contracts |
Notice 2022-001 |
| Position limits on financial derivative contracts | Notice 2021-035 English version December 1, 2021 |
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Instruction - Position limits applicable on financial listed derivatives |
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The Cash and Derivatives Default Fund |
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The Cash & Derivatives Default Fund |
Notice 2019-176 |
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Instructions |
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The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market |
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| Fixed Income Default Fund | |
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The Fixed Income Default Fund |
Notice 2019 - 173 |
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The Fixed Income Default Fund |
Notice 2017 - 011 |
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€GCplus |
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Cap and Floor |
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The Default Fund for transactions executed on the TriParty Repo Clearing System |
Notice 2019 - 172
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Own Resources |
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Dedicated own resources allocated to theFixed Income Default Fund |
Notice 2013-057 |
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Instructions |
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The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market |
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