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. 2629 |
| Service Circular No: | NYSE Liffe No. 740 |
| Date: | 27 May 2010 |
| To: | All NYSE Liffe Clearing Members |
NYSE Liffe Margin Rate Changes
1. LCH.Clearnet Ltd has, after consultation with NYSE Liffe, revised the London SPAN parameters as marked in bold and italic on the attached document.
2. Changes have been made to NYSE Liffe Equities.
3. The changes will be going live on Friday 28 May 2010 and will be reflected in margin calls on Monday 31 May 2010.
4. This circular supersedes circular number LCH.Clearnet Ltd/ 2623 : NYSE Liffe/ 739 dated 17 May 2010.
5. Details of the current London SPAN Parameters, for all NYSE Liffe contracts, can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate
circulars.
Members seeking further information should contact one of the following:
| LCH.Clearnet Ltd | Risk Operations | 020 7426 7520 |
| NYSE Liffe | NYSE Liffe Clearing | 020 7379 2824 |
Christopher Jones
Director and Head of Risk Management
NYSE Liffe Margin Rate Spreadsheet