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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2663 |
| Service Circular No: | RepoClear 145 |
| Date: | 4 August 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 Monday 9 August 2010 and will be reflected in margin calls on Tuesday 10 August 2010.
This circular supersedes LCH.Clearnet Ltd Circular No 2627; RepoClear/144 dated 25 May 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