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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2772 |
| Service Circular No: | RepoClear 158 |
| Date: | 28 January 2011 |
| To: | All RepoClear Members |
RepoClear Margin Rate Changes
LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear. These changes will be made effective from the close of business on Thursday 3 February and will be reflected in margin calls on Friday 4 February.
This circular supersedes LCH.Clearnet Ltd Circular No 2742; RepoClear/153 dated 1 December 2010.
Details of the LCH.Clearnet Ltd RepoClear Circular can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars > RepoClear.
For further information please contact:
LCH.Clearnet Ltd Risk Operations 020 7426 7520
Christopher Jones
Director, Risk Management
RepoClear Margin Rate Change Spreadsheet