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 2707 |
| Service Circular No: | RepoClear 147 |
| Date: | 25 October 2010 |
| To: | All RepoClear Members |
RepoClear 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 Thursday 28 October 2010 and will be reflected in margin calls on Friday 29 October 2010.
This circular supersedes LCH.Clearnet Ltd Circular No 2681; RepoClear/146 dated 9 September 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