LCH.Clearnet Limited Banking Report Changes

New Start of Day Non Cash Collateral Holdings Report

Further to circular number 3266, dated 05 March 2013 http://www.lchclearnet.com/member_notices/circulars/2013-03-05.asp, Clearing Members are reminded that a new start of day version of the Non Cash Collateral Holdings report (REP000036a) is being made available advising of start of day non cash collateral holdings.

The report will be available on the Member Live website for a period of 5 working days and allows Clearing Members to independently validate start of day cover value calculations. The report is segregated by collateral group and contains information including haircuts and pay down factors.

The new report will be available in .txt and .pdf format and is now live.

Decommissioning of Reports

As a result of the introduction of enhanced versions of the Collateral by Member and Intraday PPS Movements reports, Clearing Members are advised that with effect from close of business on Monday 13 May 2013 onwards, LCH.Clearnet Ltd will no longer publish the following reports:

• Collateral by Member - REP000023
• ITD Collateral by Member - REP000023a
• PPS Movement Totals - REP000031
• IDS PPS Movement Detail - REP000033

Clearing Members are advised to use the latest versions of these reports which for REP000023 and 23a are the Non Cash Collateral Holdings reports (REP000036 and REP000036a) and for REP000031 and REP000033 is the ITD PPS Movement Detail report (REP000033a).

Clearing Members are also advised that reports that are produced in .rpt format will still be made available.

If you require any further information or have any questions please email Treasury Operations using [email protected] or phone: +44 (0) 20 7426 7505.