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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2573 |
| Service Circular No: | EquityClear/EDX 149 |
| Date: | 28 January 2010 |
| To: | All EquityClear/EDX London Members |
Delisting of Fixed Income Derivatives contracts
1. The following contracts will be delisted from EDX London’s product offering with immediate effect and as such it will no longer be cleared by LCH.Clearnet
• Interest Rate Derivatives
- STIBOR Futures
- NIBOR Futures
• Government Bond Derivatives
- Swedish Bond Futures
2. There is no change to the current margin rates for the EDX Equities and Indices products, LCH.Clearnet Ltd circular No 2555 : EquityClear/EDX 147 dated 04 December 2009.
3. Details of the current SPAN Parameters, for all EDX contracts, can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars.
4. Members seeking further information in relation to this circular should contact the following:
LCH.Clearnet Ltd Risk Operations 020 7426 7520
Christopher Jones
Director, and Head of Risk Management