| Originating department: | Customer & Market Management |
| Company Circular No | LCH.Clearnet Ltd Circular No 2064 |
| Service Circular No | ICE Futures No 335 |
| Date: | 18 August 2006 |
| To: | All ICE Futures Clearing Members |
Early SPAN Risk Parameter File
Later End of Day on ICE Futures and ICE OTC on TRS/CPS
Further to ICE Futures Circular 06/097 dated 24 July 2006 we herewith inform members that the first ‘Early’ SPAN Risk Parameter file will be available around 22:35 hours London time on Friday 18 August 2006, a day earlier than advised.
Yours sincerely
David Farrar
Senior Manager, Exchange & Commodity Derivatives