Explore the Archive
- Risk Notices Ltd
- Risk Notices SA
- Default Fund Notices SA
- Circulars
- Flash infos Bonds & Repos
- Flash infos Derivatives
- Flash infos Equities
- Flash infos Other
- Fixed Income Notices Ltd
- Legal Notices SA
- Membership Notices SA
- General Information
- General Member Meetings
- Press Releases
- SA Completion of Application Documentation
- SA Clearing Specifications
- SwapClear Legal Documentation
| Originating Department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 3074 |
| Service Circular No: | HKMEx No 007 |
| Date: | 31 January 2012 |
| To: | All LCH.Clearnet HKMEx Clearing Members
|
Margin Rates Change for HKMEx Contracts
LCH.Clearnet Ltd has set the London SPAN parameters as marked in bold and italic on the spread sheet below. This circular supersedes circular LCH.Clearnet / 3017; LCH HKMEx / 006 dated 28 October 2011.
Changes have been made to HKMEx contracts.
The margin review changes will take place with effect from close of business Thursday 02 February 2012 and will be reflected in margin calls made on Friday 03 February 2012.
Details of the current London SPAN Parameters, for all HKMEx contracts, can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars.
For further information please contact the following:
Risk Operations 020 7426 7520
Nicholas Lincoln
Director, Market Risk