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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 3078 |
| Service Circular No: | RepoClear: 180 |
| Date: | 08 February 2012 |
| To: | All RepoClear Clearing Members |
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 Monday 13 February 2012 and will be reflected in margin calls on Tuesday 14 February 2012.
This circular supersedes LCH.Clearnet Ltd Circular No 2954; RepoClear/175 dated 26 August 2011.
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
Nicholas Lincoln
Director, Market Risk
Director, Market Risk