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 2627 |
| Service Circular No: | RepoClear 144 |
| Date: | 25 May 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 Tuesday 1 June 2010 and will be reflected in margin calls on Wednesday 2 June 2010.
This circular supersedes LCH.Clearnet Ltd Circular No 2614; RepoClear/143 dated 23 April 2010.
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