Business Streams

London SPAN for Exchanges

Initial margins are re-calculated at the close of each business day using the London SPAN algorithm, which is an adaptation of the SPAN method developed by the Chicago Mercantile Exchange (CME).

The exchanges covered are

Click for the SPAN Parameter Files

 

PC London SPAN

PC London SPAN is a PC-based system, used to calculate margins for LME contracts using the London SPAN method.

Find out more about PC London SPAN

PC London SPAN Support

If you encounter any problems with the installation of PC London SPAN, please contact the LCH Service Desk on +44 (0)20 7426 7200.

If you have any enquiries on the use of PC London SPAN, please contact the LCH Risk Management Department on +44 (0)20 7426 7000.

Margining Guides

View the margining documentation

Technical Specifications

View technical documentation regarding SPAN and Margin Calculations