| Market: | All |
| Products: | Derivatives |
| Date: | 20 October 2006 |
Intra-day Margin project
Short Option Minimum calculation formula update in production as from the 9th December 2006
As announced in our previous Info Flash sent on 18th September the Short Option Minimum calculation change is currently available for testing until end of November 2006. As from the 9th December 2006, the update will be launched in production.
Testing Guide
LCH.Clearnet is pleased to provide members with the intra-day project testing guide. This testing guide covers the following new features linked to the intra-day margin project:
The intra-day milestone message
The intra-day SPANŽ risk parameter file
The intra-day treasury reports
Member contacts
Members are kindly requested to provide contact names for the follow-up of the testing period. Before the 31st October 2006, please fill in the form and, send it back to the e-mail address provided in the form.
For further information, please contact: your LCH.Clearnet product implementation manager: Angelo Pinar + 33 (1) 70 37 66 85 Or your local relationship manager.
Customer and Market Management LCH.Clearnet SA