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Originating Department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No. 2090
Service Circular No:NYSE Liffe No. 753
Date:27 September 2010
To:All NYSE Liffe Clearing Members

NYSE Liffe Margin Rate Changes

 

1. LCH.Clearnet Ltd has, after consultation with NYSE Liffe, revised the London SPAN parameters as marked in bold and italic on the attached document.

  
2. Changes have been made to NYSE Liffe Commodities contracts. 


3. The changes will be going live on Tuesday 28 September 2010 and will be reflected in margin calls on Wednesday 29 September 2010.

 

4. This circular supersedes circular number LCH.Clearnet Ltd/ 2084 : LIFFE/752 dated 17 September 2010.

 
5. Details of the current London SPAN Parameters, for all NYSE Liffe contracts, can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars.

 
6. Members seeking further information in relation to this Circular should contact one of the following:
 

 

 

LCH.Clearnet LtdRisk Operations020 7426 7520
NYSE LiffeNYSE Liffe Clearing020 7379 2824

 

Christopher Jones

Director and Head of Risk Management

 

NYSE Liffe Margin Rate Spreadsheet

Related Items

  • 2010-09-17 NYSE Liffe
    LCH.Clearnet Ltd has, after consultation with NYSE Liffe, revised the London SPAN parameters as marked in bold and italic on the attached document.