Business Streams

Originating department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 3127
Service Circular No:RepoClear: 184
Date:20 March 2012
To:All RepoClear Clearing Members

RepoClear Margin Rate Changes

LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear.

These changes shall come into effect from the close of business on Monday 26 March2012 and will be reflected in margin calls on Tuesday 27 March 2012.

The margins in this circular supersede margins in any previous circular; click here for previous circular.

Details of the LCH.Clearnet Ltd RepoClear Circular can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars > RepoClear.

For further information please contact:

LCH.Clearnet Ltd Risk Operations  +44 (0)20 7426 7520

 

Nicholas Lincoln
Director, Market Risk

RepoClear Margin Rate Change Spreadsheet 

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