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Originating Department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 2247
Service Circular No:LCH ICE Futures 359
Date:29 January 2008
To:All LCH ICE Futures Clearing Members

Margin Rate Changes for ICE Futures Contracts

  1. LCH.Clearnet Ltd has set SPAN parameters, as highlighted in bold and italic in the attached document.  These changes will take place with effect from close of business Wednesday 30 January 2008 and will be reflected in margin calls made on Thursday 31 January 2008.  This circular supersedes circular LCH.Clearnet/ 2240; LCH ICE Futures / 358 dated 3rd January 2008.

  2. Change has been made to the ICE Futures ATW Contract. 

  3. Details of the current London SPAN Parameters, for all ICE Futures contracts, can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars > ICE Futures.

  4. For further information please contact the following:

    Risk Operations020 7426 7520

Christopher Jones
Director and Head of Risk Management

ICE Futures Margin Rate Spreadsheet

Related Items

  • 2008-01-03 ICE Futures
    LCH.Clearnet Ltd has set SPAN parameters, as highlighted in bold and italic in the attached document. Changes have been made to the ICE Futures contracts.
  • 2008-02-14 ICE Futures
    LCH.Clearnet Ltd has set SPAN parameters, as highlighted in bold and italic in the attached document. Change has been made to the ICE Futures ECX CFI Futures Contract.