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Market:All
Products:Cash/Derivatives
Date:24 March 2006

SPAN® parameter file

LCH.Clearnet SA would like to inform members on the SPAN® parameter file update.

LCH.Clearnet stresses that there are no changes regarding the file format. The updates consist in improving the use of the tool SPAN® Risk Manager. Members who do not use this tool can ignore those improvements.

More precisely, the “P” record type and "B" sub record of the 4 record type are enhanced in the SPAN® parameter file.

The new specifications are available on the website in the following chapter: Technical environment/C21 Messages and Files/Part 2-2.4 Public Files

In order to ease the review of the updates of the file, the new specifications are also attached to this communication, and updated parts are highlighted in yellow.

A more detailed timetable will be supplied in the coming days specifying deliveries on EUA and Production environments.

For further information, please contact: your LCH.Clearnet product implementation manager, Marc Plavsic + 32 (0)2 509 12 31 or your local relationship manager.

Customer and Market Management LCH.Clearnet SA.

Click to view a PDF version of this information.