LCH.Clearnet Ltd Treasury Default Loss Allocation Reporting

LCH.Clearnet Ltd clearing members are advised that further to the implementation of rules for the allocation of non-default losses (see: http://www.lchclearnet.com/documents/665046/666212/LCH.Clearnet+Ltd+Self+Certification+-+Allocation+of+non-default+losses+23.04.2014/4817b231-dfee-41df-8087-d7985324de01), LCH.Clearnet Ltd is implementing the two new reports as follows:

• Member margin weight report – specific to each member mnemonic folder
• Treasury Default Loss report – public report available to all members

These new reports have been introduced in order to assist members in meeting their ongoing regulatory reporting obligations as a result of the introduction of the loss allocation rule. Further detail regarding the change and the reports can be found here.

If you have any questions related to the new reports please email Collateral Services on [email protected]