LCH.Clearnet has over 25 years experience in the Derivatives market. We are the largest and only user-owned and user-governed global supplier of clearing services to the Derivatives markets, either directly to the user community or by operating the clearing process on behalf of a third party via an insourcing arrangement, providing services to clients for Short term interest rates (STIRs) Indexes and Equity derivatives.
NYSE Liffe Clear
In October 2009 a new clearing arrangement between NYSE Liffe and LCH.Clearnet Ltd was introduced, with NYSE Liffe becoming the central counterparty for London-based NYSE Liffe contracts. LCH.Clearnet Ltd continues to provide NYSE Liffe with its proven risk management services and the existing clearing guarantee; and continues to run its normal day to day operational clearing processes for NYSE Liffe. In the event of a default, LCH.Clearnet will become the counterparty and will be fully responsible for the management of the default.
Credit Default Swaps (CDS) Phase II
SPANŽ Parameter File Harmonisation
Credit Default Swaps (CDS) Phase I
Detection of Exercises and Abandonment Losses
06 February - Data
31 January - UCS Programme - Derivatives Update
26 January - How it works
26 January - Margin Parameters - Derivatives
25 January - Delivery and settlement of Turquoise Derivatives physical deliveries through the EquityClear service