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| Markets: | Bonds and Repos |
| Products: | French, Italian and Spanish debts |
| Date: | 13 July 2012 |
Margin report enhancement
The BRFS report shows the margin call figures and gives the breakdown of the Bonds and Repos margin call requirement included in the SFEU file (financial statement).
The BRFS report will now show the margin types which are currently listed in the SFEU file:
- Additional Margin;
- Variation Margin Adjustment;
- Increase Coverage;
- Margining Adjustment;
- Forward Repo.
The enhancement is already available in the test environment and it will be implemented in production as of Friday 20 July 2012.
The Member reports description is available in the secure area here.
For further information, please contact:
Your LCH.Clearnet SA product implementation manager
Mykael Lemosle: +33 (0) 1 70 37 65 27
[email protected]