Bonds & Repos: Intra-day margin call and Forward repos margining

Gap Analysis document

LCH.Clearnet SA would like to inform you that the Gap Analysis document regarding the project “Intra-day margin call and forward repos margining” is now available.

The document is attached to this Info Flash and can also be downloaded from dedicated section at: http://www.lchclearnet.com/fixed_income/bonds_and_repos/projects/intra_day_margin_call/

Moreover, we would like to highlight that testing will be mandatory and members’ readiness will be required. The Testing Guide due to be issued on the 29 March 2010 will provide detailed information.

For further information, please contact:

your LCH.Clearnet SA product implementation manager:
Jean-François Sougakoff: +33 (0) 1 70 37 65 36 – [email protected]

or your local account manager:
Michel Bokobza: +33 (0) 1 70 37 65 55 – [email protected]

Customer and Market Management LCH.Clearnet SA

Click to see a PDF version of this information

Attachments:

Intra-day margin call and forward repos margining - Gap Analysis