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Date:26 January 2010

Treasury Reports Enhancements

As announced in the General Information sent on the 24 December 2009 to present the updated 2010 fee grid, LCH.Clearnet SA has planned to improve the reporting related to treasury interests and fees.

The impacted reports, sent to clearing members on the 3rd business day of the month, are the interest monthly report and the interest scale report. Both reports detail the amount of interests to be paid or due by the clearing member for its previous month activity.

The interest monthly report (currently part of members’ financial situations) will be enhanced to be easy to read and to include more information on account details and interest/charge rates.

The interest scale report is currently circulated to clearing members by post mail as a paper report. It will now be part of financial situation (electronic report in a printable format). This report contains the daily calculation of interests and fees by collateral account, including the amount of allocated collateral and applied daily rate on a daily basis.

Samples of both reports are attached to this communication. Additional reports illustrating central bank guarantee fees are available upon request.

The enhanced reports will be available in production along with each clearing member’s financial situation from the 3 February 2010. From that day onwards, interest scale reports will not be sent anymore in its paper report form.

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 account manager.


Sample - Monthly Interest Report

Sample - Interest Scale Report


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