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Originating department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 2848
Service Circular No:EquityClear/EDX 182
Date:03 May 2011
To:All EquityClear/Turquoise Derivatives Members

Update to EDX Margin Rate Circular due to Name Change

  1. Relating to the name change of EDX London to Turquoise Derivatives Global Holdings Limited (Turquoise Derivatives) effective 01 May 2011 

  2. All other content within LCH.Clearnet Ltd circular number 2834: EDX/EquityClear 180 dated 15 April 2011 remain the same.

  3. Details of the current SPAN Parameters, for all Turquoise 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 LtdRisk Operations020 7426 7520

 

Christopher Jones

Executive Director and Head of Risk Management

Turquoise Derivatives Margin Rate Change Spreadsheet