Risk Management

Business Streams

 
Originating department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 2553
Service Circular No:RepoClear 139
Date:02 December 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 3 December 2009 and will be reflected in margin calls on Friday 4 December 2009.

  2. Changes have been made to the Greek and EUR A GC margin rates.

  3. This circular supersedes LCH.Clearnet Ltd Circular No 2540; RepoClear/138 dated 10 November 2009.

  4. 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.

  5. 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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