SA Risk Notices
View the LCH SA risk notices
|
Cash |
|
|---|---|
|
Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct |
Notice 2020 - 042 |
|
Margin parameters for the Euronext Cash; Amsterdam, Brussels, Lisbon, Paris,Bourse de Luxembourg and Equiduct |
Notice 2020 - 023 |
|
Derivatives |
|
|---|---|
|
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets |
|
| Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2020-046 September 02, 2020 |
|
Bonds & Repos |
|
|---|---|
|
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2020 - 011 |
|
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2019 - 196 |
|
Bonds & Repo |
|
|---|---|
|
Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2012 - 027 |
|
Commodities contracts |
|
|---|---|
|
Position Limits on commodities futures contracts |
Notice 2020-047 |
|
Instruction - Position limits applicable on commodities futures |
|
|
The Cash and Derivatives Default Fund |
|
|---|---|
|
The Cash & Derivatives Default Fund |
Notice 2019-176 |
|
Instructions |
|
|
The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market |
|
| Fixed Income Default Fund | |
|
The Fixed Income Default Fund |
Notice 2019 - 173 |
|
The Fixed Income Default Fund |
Notice 2017 - 011 |
|
€GCplus |
||
|
Cap and Floor |
||
|
The Default Fund for transactions executed on the TriParty Repo Clearing System |
Notice 2019 - 172
|
|
|
Own Resources |
|
|
Dedicated own resources allocated to theFixed Income Default Fund |
Notice 2013-057 |
|
Instructions |
|
|
The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market |
|