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Default Fund - Notices and Instructions


The Cash and Derivatives Default Fund
Parameters
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing System

Notice 2014 - 009
English version
French version
February 28, 2014

Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing System

Notice 2014 - 006
English version
French version
February 06, 2014

Parameters for Cassiopeia platforms 
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Cassiopeia    Notice 2011 - 103
English version
July 07, 2011 
Cap and Floor
Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin

Notice 2013 - 091 
English version
French version
December 13, 2013

Cap and floor of the Default Fund for transactions registered in Cash and derivatives Clearing System and the individual additional marginNotice 2011 - 004
English and French version
January 11, 2011
Instructions  
The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext marketIV.3-1
The Default Fund Fixed income
Parameters  
Parameters for the Default fund Fixed income on Trading and Matching Platforms

Notice 2013 - 076
English version
September 19, 2013

Parameters for the Default fund Fixed income on Trading and Matching Platforms

Notice 2012 - 124
English version
French version
November 26, 2012

Cap and Floor  
Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platformsand the additional margin

Notice 2011 - 163
English and French version
November 30, 2011 

Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin

Notice 2011 - 127
English and French version
August 26, 2011 

Own resources 
Dedicated own resources allocated to the Fixed Income Default FundNotice 2013-057
English version
July 29, 2013
Instructions  
The Default Fund Fixed income for Trading and Matching PlatformsIV.3-2