Risk Notices
| Margin Parameters | |
|---|---|
| Cash | |
| De-netting risk parameters for additional margin linked to the use of several delivery accounts | Notice 2006 - 0108
English version June 14, 2006 |
| Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities and for Dutch trading segment (DTS) of London Stock Exchange | Notice 2008 - 015
English version French version February 5, 2008 |
| Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities and for Dutch trading segment (DTS) of London Stock Exchange | Notice 2007 - 092
English version French version July 9, 2007 |
| Derivatives | |
| Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2008 - 097
English version French version August 21, 2008 |
| Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2008 - 092
English version French version July 25, 2008 |
| Bonds & Repo | |
| Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market
(calculation methodology and parameters) | Notice 2008 - 089
English version French version July 22, 2008 |
| Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market
(calculation methodology and parameters) | Notice 2008 - 067
English version French version June 13, 2008 |
| Instruction I.3-2
Clearing of transactions executed on MTS Italy, use of Cassa Di Compensazione e Garanzia ("CC&G") as an allied clearing house | Notice 2005 - 0106
English version French version July 18, 2005 |
| Powernext FuturesTM | |
| Parameters of the calculation of Initial Margin and of the contribution to the Clearing Fund on Powernext Futures™ Market | Notice 2008 - 100
English version August 27, 2008 |
| Parameters of the calculation of Initial Margin and of the contribution to the Clearing Fund on Powernext Futures™ Market | Notice 2008 - 093
English version July 28, 2008 |
| Communication on Powernext Futures opening hours | Notice FUT-2008-07
English and French version May 09, 2008 |
| Parameters of the calculation of Initial Margin and of the contribution to the Clearing Fund on Powernext Futures™ Market | Notice 2008 - 072
English version June 26, 2008 |
| Communication on Margin Parameters with Tiers Margining methodology | Notice 2007 - 054
English and French version April 25, 2007 |
| Communication on Tiered Margining Methodology : 8 December | English version December 08, 2006 |
| Communication on Tiered Margining Methodology : 15 November | English version November 15, 2006 |
| Nature and valorisation of the guarantees accepted by LCH.Clearnet SA | |
| Collateral Limits accepted by LCH.Clearnet SA | Notice 2008 - 094
French and English version July 31, 2008 |
| Collateral Limits accepted by LCH.Clearnet SA | Notice 2008 - 047
French and English version April 16, 2008 |
| Position limits on Monep contracts | |
| Instruction IV.5-4
Position limits applicable on the Monep | Notice 1999 - 0005
English version French version June 25, 1999 |
| Position limits on commodities contracts | |
| Information on Exemption to the Rapeseed Contract Open Position Limit | Notice 2008 - 010
English version January 22, 2008 |
| Position limits on commodities futures contracts
November 2008 Maturity: Wheat contract, Corn contract, Rapeseed contract, Rapeseed Oil contract | Notice 2008 - 079
English version French version July 8, 2008 |
| Position limits on commodities futures contracts
May 2008 Maturity: Wheat contract June 2008 Maturity: Corn contract | Notice 2008 - 014
English version French version February 4, 2008 |
| Instruction IV.4-10A
Position limit on commodity futures contracts | Notice 2004 - 0093
English version French version May 6, 2004 |
| Clearing Fund | |
| Information | |
| Information letter on contribution call Letter (FR & GB) | French and English version May 16, 2002 |
| Instructions | |
| Instruction I.6-1
The Clearing Fund for transactions cleared through CLEARING 21® | Notice 2006 - 0157
English version French version October 26, 2006 |
| Parameters of the calculation of the contributions to the Clearing fund of LCH.Clearnet SA dedicated to markets cleared through CLEARING 21® | Notice 2008 - 085
English version French version July 17, 2008 |
| Parameters of the calculation of the contributions to the Clearing fund of LCH.Clearnet SA dedicated to markets cleared through CLEARING 21® | Notice 2008 - 075
English version French version July 3, 2008 |
| Cap and floor of the clearing fund for transactions registered in CLEARING 21® and the individual additional margin | Notice 2007 - 053
English and French version April 25, 2007 |
| Instruction I.7-1
Financial resources used by LCH.Clearnet SA in case of a default of a clearing member | Notice 2005 - 0070
English version French version May 4, 2005 |
| Instruction V.3-3
Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy Market (Calculation methodology) | Notice 2002 - 0182
English version French version December 6, 2002 |
| Instruction V.6-1
The Clearing Fund for designated LCH.Clearnet SA gateways and the MTS Italy regulated market | Notice 2005 - 0068
English version French version May 4, 2005 |
| Parameters for the Clearing fund for transactions executed on or reported by Designated LCH.Clearnet SA gateways and transactions executed on the MTS Italy regulated market | Notice 2008 - 036
English version French version March 18, 2008 |
| Parameters for the Clearing fund for transactions executed on or reported by Designated LCH.Clearnet SA gateways and transactions executed on the MTS Italy regulated market | Notice 2006 - 0159
English version French version October 26, 2006 |
| Cap and Floor of the clearing fund for designated LCH.Clearnet SA Gateways and MTS Italy regulated market and the additional margin | Notice 2008 - 090
English and French version July 22, 2008 |
| Cap and Floor of the clearing fund for designated LCH.Clearnet SA Gateways and MTS Italy regulated market and the additional margin | Notice 2008 - 069
English and French version June 23, 2008 |