| Market: | All |
| Products: | Derivatives |
| Date: | 07 September 2007 |
Derivatives: Short Option Minimum re-activation & other SPANŽ Risk Parameter file enhancements
Reminder
LCH.Clearnet SA reminds you that the re-activation of the Short Option Minimum calculations on production and other SPANŽ risk parameters file enhancements shall come into effect with the margin call on the morning of Monday 17th September 2007, for the Positions at the close of Friday 14th September 2007.
New Short Option Minimum rate will be communicated by Risk Notice at the beginning of next week. For more detailed information please refer to previous Info Flash from 21st June 2007:
http://www.lchclearnet.com/customer_notices/flash_infos/ derivatives/2007-06-21.asp.
For further information, please contact your LCH.Clearnet SA Risk contact project: Christine Huant +33.(0)1.70.37.66.31 christine.huant@lchchearnet.com or Katy Jourdannet-Buvot +33.(0)1.70.37.66.35 katy.jourdannet-buvot@lchclearnet.com.