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. 3200 |
| Service Circular No: | NYSE Liffe No. 831 |
| Date: | 28 September 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 in the spreadsheet below.
Changes have been made to NYSE Liffe Financials Scanning Ranges.
The changes will take place with effect from close of business Thursday 04 October 2012 and will be reflected in margin calls made on Friday 05 October 2012.
This circular supersedes circular number LCH.Clearnet Ltd. 3197; LIFFE/ 830 dated 06 September 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