SA Risk Notices

Margin Parameters

Cash
Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct	Notice 2020 - 042 English version French version June 2, 2020
Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris,Bourse de Luxembourg and Equiduct	Notice 2020 - 023 English version French version March 12, 2020

Derivatives
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets	Notice 2021-026 September 24 2021
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets	Notice 2021-025 September 20 2021

Bonds & Repos
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms	Notice 2020 - 011 English Version February 26, 2020
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms	Notice 2019 - 196 English Version December 02, 2019

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

Commodity derivative contracts
Position limits on commodities futures contracts	Notice 2021-021 English version French version August 13, 2021
Instruction - Position limits applicable on commodities futures	Instruction IV.1-1

Financial derivative contracts

Position limits on financial derivative contracts	Notice 2021-024 English version September 2, 2021
Position limits on financial derivative contracts	Notice 2021-019 English version August 02, 2021
Instruction - Position limits applicable on financial listed derivatives	Instruction IV.1-2

Default fund

The Cash and Derivatives Default Fund
The Cash & Derivatives Default Fund	Notice 2019-176 English version French version September 12, 2019

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 2019 - 173 English version September 4, 2019
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 2019 - 172
English version
September 4, 2019

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