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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2593 |
| Service Circular No: | RepoClear 142 |
| Date: | 10 March 2010 |
| To: | All RepoClear Members |
Margin Rate Changes
LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear. These changes will be made effective from the close of business on Wednesday 17 March 2010 and will be reflected in margin calls on Thursday 18 March 2010.
This circular supersedes LCH.Clearnet Ltd Circular No 2560; RepoClear/141 dated 16 December 2009.
Details of the LCH.Clearnet Ltd RepoClear Circular can be found on the LCH.Clearnet website (www.lchclearnet.com) under Risk Management > Ltd > Margin rate circulars > RepoClear.
For further information please contact:
LCH.Clearnet Ltd Risk Operations 020 7426 7520
Chris Jones
Director, Risk Management