SA Risk Notices
View the LCH SA risk notices
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Cash |
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Margin parameters for the Cash securities |
Notice 2023 - 004 |
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Margin parameters for the Cash securities |
Notice 2023- 027 |
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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 2023-031 October 16 2023 |
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Bonds & Repos |
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| Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms |
Notice 2022 - 037 |
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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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Cash & Derivatives |
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Margin Calls principles related to Margins requirements and payment obligations on Cash and Derivatives Markets. |
Notice 2022 - 042 |
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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 |
| Eligible Collateral and Applicable Haircut | |
| Cash, Derivatives and Fixed Income |
Notice 2023 - 29 October 9, 2023 |
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Notice 2023 - 29 October 9, 2023 |
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| CDSClear |
Notice 2023 - 30 October 9, 2023 |
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Commodity derivative contracts |
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Position limits on commodities futures contracts |
Notice 2023-013 |
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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 2023-028 |
| Position limits on financial derivative contracts | Notice 2023-032 English version November 1st, 2023 |
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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 2023-016 |
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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 2023 - 019 |
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The Fixed Income Default Fund |
Notice 2022 - 035 |
| The Fixed Income Default Fund | Notice 2019 - 173 English version September 4, 2019 |
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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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