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| Originating Department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No. 3165 |
| Service Circular No: | NYSE Liffe No. 824 |
| Date: | 28 June 2012 |
| To: | All NYSE Liffe Clearing Members |
NYSE Liffe Margin Rate Changes
LCH.Clearnet Ltd has, after consultation with NYSE Liffe, revised the London SPAN parameters as marked in bold and italic on the below spreadsheet.
Changes have been made to NYSE Liffe Indices Scanning Ranges, Intermonth Spread charges and Intercommodity spread credits.
The changes will take place with effect from close of business Thursday 5 July 2012 and will be reflected in margin calls made on Friday 6 July 2012.
This circular supersedes circular number LCH.Clearnet Ltd. 3158; LIFFE/ 823 dated 18 June 2012.
Please click on the NYSE Liffe Margin Rate Spreadsheet for the revised SPAN parameters marked in bold and italic.
For further information please contact the following:
Risk Operations +44 (0)20 7426 7520
Nicholas Lincoln
Director, Market Risk