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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2909 |
| Service Circular No: | RepoClear: 173 |
| Date: | 15 July 2011 |
| To: | All RepoClear Clearing 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 20 July and will be reflected in margin calls on Thursday 21 July.
This circular supersedes LCH.Clearnet Ltd Circular No 2842; RepoClear/167 dated 21 April 2011.
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
Executive Director and Head of Risk Management
RepoClear Margin Rate Change Spreadsheet