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
PC London SPAN is a PC-based system, used to calculate margins for LIFFE and LME contracts using the London SPAN method.
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.
View technical documentation regarding SPAN and Margin Calculations