SA Risk Notices

View the LCH SA risk notices

Margin Parameters

Cash

Margin parameters for the Cash securities

Notice 2022 - 040
English version
July 07, 2022

Margin parameters for the Cash securities

Notice 2020 - 042
English version
June 2, 2020

Derivatives

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

Notice 2022-059 November 21 2022

Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets Notice 2022-058 November 8 2022

 

Bonds & Repos

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

Notice 2022 - 037
English Version
June 17, 2022

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

Margin call principle

Cash & Derivatives

Margin Calls principles related to Margins requirements and payment obligations on Cash and Derivatives Markets.

Notice 2022 - 042
English version
July 07, 2022      

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 2022-053
English version

October 24, 2022

Instruction - Position limits applicable on commodities futures

Instruction IV.1-1

 

Financial derivative contracts

   

Position limits on financial derivative contracts

Notice 2022-060
English version
December 1, 2022

                  Position limits on financial derivative contracts Notice 2022-055
English version
October 31, 2022

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 2022-041
English version
July 07, 2022

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 2022 - 035
English version
June 3, 2022

The Fixed Income Default Fund

Notice 2019 - 173
English version
September 4, 2019

€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