| Margin Parameters | |
|---|---|
| Cash | |
| Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities | Notice 2010 - 015
English version French version February 11, 2010 |
| Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities | Notice 2009 - 147
English version French version December 22, 2009 |
| Derivatives | |
| Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2010 - 026
|
| Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2010 - 020
|
| Bonds & Repo | |
| Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market (calculation methodology and parameters) | Notice 2010 - 024
English version French version March 10, 2010 |
| Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market (calculation methodology and parameters) | Notice 2010 - 014
English version French version February 10, 2010 |
| Bonds & Repo - Same-Day Repo | |
| Same-Day Repo Margining on French Bonds | Notice 2009 - 040
English version French version March 13, 2009 |
| Collateral Limits Notices and Instruction | |
| Collateral Limits accepted by LCH.Clearnet SA | Notice 2010 - 021
English Version French Version March 02, 2010 |
| Collateral Limits accepted by LCH.Clearnet SA | Notice 2010 - 011
English Version French Version February 04, 2010 |
Instruction - Collateral accepted to meet Margin requirements and Cash Payments | |
| Open Position Limits Notices and Instructions | |
| Monep contracts | |
Instruction - Position limits applicable on the Monep | Instruction IV.1-2 |
| Commodities contracts | |
Position Limits on commodities futures contracts | Notice 2010 - 023
English version French version March 10, 2010 |
| Instruction - Position limits applicable on commodities futures | Instruction IV.1-1 |
| Clearing Fund | |
| The Cash and Derivatives Clearing Fund | |
| Parameters | |
| Parameters of the calculation of the contributions to the Cash and Derivatives Clearing Fund for Securities or Derivatives product Groups(excepted MTS Italy) and Bluenext market | Notice 2009 - 149
English version French version December 22, 2009 |
| Parameters of the calculation of the contributions to the Cash and Derivatives Clearing Fund for Securities or Derivatives product Groups(excepted MTS Italy) and Bluenext market | Notice 2009 - 144
English version French version December 17, 2009 |
| Cap and Floor | |
| Cap and floor of the Cash and Derivatives Clearing Fund for Securities or Derivatives product Groups(excepted MTS Italy) and Bluenext market and the individual additional margin | Notice 2008 - 127
English and French version October 7, 2008 |
| Cap and floor of the Cash and Derivatives Clearing Fund for Securities or Derivatives product Groups(excepted MTS Italy) and Bluenext market and the individual additional margin | Notice 2007 - 053
English and French version April 25, 2007 |
| Instructions | |
| The Cash and Derivatives Clearing Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market | IV.3-1 |
| The Clearing Fund Fixed income | |
| Parameters | |
| Parameters for the Clearing fund Fixed income for Designated LCH.Clearnet SA Gateways and the MTS Italy Regulated Market | Notice 2009 - 072
English version French version May 20, 2009 |
| Parameters for the Clearing fund Fixed income for Designated LCH.Clearnet SA Gateways and the MTS Italy Regulated Market | Notice 2008 - 140
English version French version October 16, 2008 |
| Cap and Floor | |
| Cap and Floor of the clearing fund for designated LCH.Clearnet SA Gateways and MTS Italy regulated market and the additional margin | Notice 2009 - 122
|
| Cap and Floor of the clearing fund for designated LCH.Clearnet SA Gateways and MTS Italy regulated market and the additional margin | Notice 2008 - 128
English and French version October 7, 2008 |
| Instructions | |
| The Clearing Fund Fixed income for Designated LCH.Clearnet SA Gateways and the MTS Italy Regulated Market | IV.3-2 |
| Information | |
| Information letter on contribution call Letter (FR & GB) | French and English version May 16, 2002 |
| Defaul Management instructions and information | |
| Instructions | |
| Financial resources used by LCH.Clearnet SA in case of default of a Clearing Member | IV.5-1 |
| Liquidations procedures on French Clearing Segment | IV.5-2 |
| Information | |
| Default Notice - Lehman Brothers International Europe | Notice 2008 - 106
English version September 15, 2008 |
| Default Notice - Lehman Brothers International Europe | Notice 2008 - 105
English version September 15, 2008 |