RepoClear Default Fund: Review of Cap Size

The size of the RepoClear default fund cap is periodically reviewed by the LCH.Clearnet Risk Committee and revised to the level that the LCH.Clearnet Risk Committee determines to be appropriate.

In accordance with the policy for determining the size of RepoClear default fund and cap, we would like to advise RepoClear clearing members that the size of the cap has been increased from €950 million to €1050 million effective 6th March 2014.

Further Information

If you have any questions, or would like further information, please contact:

Nigel de Jong
Group Head of Fixed Income Client Management, Marketing & Sales
Tel: + 44 (0) 20 7426 7273
Email: [email protected]