Business Streams

Risk Notices

Risk Management Instructions
Margin Parameters
Cash
for Euronext Cash& Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg, Equiduct and Cassiopeia
Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and EquiductNotice 2014 - 002
English version
French version
January 20, 2014
Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and EquiductNotice 2013 - 092
English version
French version
December 13, 2013
Derivatives
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives MarketsNotice 2014 - 021
English version
French version
April 7, 2014
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives MarketsNotice 2014 - 010
English version
French version
February 28, 2014
Bonds & Repo
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2014 - 004
English version
January 23, 2014 

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2013 - 063
English version
French version
August 8, 2013 

Bonds & Repo - Same-Day Repo  
Same-Day Repo Margining on French BondsNotice 2009 - 040
English version
French version
March 13, 2009
 Variation Margin Methodology
Bonds & Repo
Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 027
English version 
French version
March 20, 2012

Open Position Limits Notices and Instructions
Commodities contracts

Position Limits on commodities futures contracts

 Notice 2014 - 022
English version
French version 
April 8, 2014
Instruction - Position limits applicable on commodities futuresInstruction IV.1-1
Default Fund
The Cash and Derivatives Default Fund
Parameters
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing SystemNotice 2014 - 006
English version
French version
February 05, 2014
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing SystemNotice 2012 - 076
English version
French version
July 24, 2012
Parameters for Cassiopeia platforms
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Cassiopeia Notice 2011 - 103
English version
July 07, 2011
Cap and Floor
Cap and floor of the Default Fund for transactions registered in Cash and Derivatives Clearing system and the individual additional margin

Notice 2013 - 091 
English version
French version
December 13, 2013

Cap and floor of the Default Fund for transactions registered in Cash and Derivatives Clearing system and the individual additional marginNotice 2011 - 004
English and French version
January 11, 2011
Instructions   
The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext marketIV.3-1
The Fixed income Default Fund
Parameters   
Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms

Notice 2013 - 076
English version
September 19, 2013

Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 124
English version
French version
November 26, 2012

Cap and Floor   
The Default Fund Fixed Income/Cap and Floor

Notice 2013 - 058
English version 
July 26, 2013

Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin

Notice 2011 - 163
English and French version
November 30, 2011

Own resources 
Dedicated own resources allocated to the Fixed Income Default FundNotice 2013-057
English version
July 29, 2013
Instructions   
The Default Fund Fixed income for trading and Matching Platforms and the MTS Italy Regulated MarketIV.3-2
 Default Management instructions and information
Instructions 
Financial resources used by LCH.Clearnet SA in case of default of a Clearing Member IV.5-1 

Liquidation and transfer processes in case of an event of default of a Clearing Member

IV.5-2