| Market: | All |
| Products: | Derivatives |
| Date: | 07 November 2006 |
REMINDER 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 20th October 2006, the Short Option Minimum calculation change will be launched in production on the 9th December 2006. In more detail, the change shall come into effect with the margin call on the morning of Monday 11th December 2006 for the positions at the close of Friday 8th December 2006.
Member contacts
In addition, members are kindly requested to provide contact names for the follow-up of the testing period. Please fill in the form and send it back to the e-mail address provided in the form. For any other information linked to the test period, please refer to the testing guide.
For further information, please contact: your LCH.Clearnet product implementation managers: Angelo Pinar + 33 (1) 70 37 66 85 Nathalie Parquic + 44 20 74 26 78 89 Or your local relationship manager.
Customer and Market Management LCH.Clearnet SA