| Originating Department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2073 |
| Service Circular No: | LCH ICE Futures 335 |
| Date: | 27 September 2006 |
| To: | All LCH ICE Futures Clearing Members |
Margin Rates Changes for ICE Futures Contracts
- LCH.Clearnet Ltd has set SPAN parameters, as marked in bold and italic in the attached document. These changes will take placewith effect from close of business Tuesday 03 October 2006 and will be reflected in margin calls made on Wednesday 04 October 2006. This circular supersedes circular LCH.Clearnet/ 2053; LCH ICE Futures/ 333 dated 10 July 2006.
- Changes have been made to ICE Futures Contracts.
- Details of the current London SPAN Parameters, for all ICE Futures contracts, can be found on the LCH.Clearnet Ltd website (www.lchclearnet.com) by selecting ‘Limited’. Details can then be found under the ‘Risk & Margining’ section.
- For further information please contact the following:
Risk Operations 020 7426 7520
Andrew White
Director, Risk Policy