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Originating department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 2470
Service Circular No:RepoClear 135
Date:28 May 2009
To:All RepoClear Members

Margin Rate Changes

  1. LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear. These changes will be made effective from the close of business on Thursday 04 June 2009 and will be reflected in margin calls on Friday 05 June 2009.

  2. This circular supersedes LCH.Clearnet Ltd Circular No 2461; RepoClear/134 dated 11 May 2009.

  3. Details of the LCH.Clearnet Ltd RepoClear Circular can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars > RepoClear.

  4. For further information please contact:

    LCH.Clearnet LtdRisk Operations020 7426 7520

Chris Jones
Director, Risk Management

RepoClear Margin Rate Change Spreadsheet

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