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| Originating Department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No. 3267 |
| Service Circular No: | NYSE Liffe No. 841 |
| Date: | 06 March 2013 |
| 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, Intermonths and Inter-contract spread credits.
The changes will take place with effect from close of business Tuesday 12 March 2013 and will be reflected in margin calls made on Wednesday 13 March 2013.
This circular supersedes circular number LCH.Clearnet Ltd. 3259; LIFFE/ 840 dated 6 February 2013
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