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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 2954 |
| Service Circular No: | RepoClear: 175 |
| Date: | 26 August 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 Friday 2 September 2011 and will be reflected in margin calls on Monday 05 September 2011.
This circular supersedes LCH.Clearnet Ltd Circular No 2909; RepoClear/173 dated 15 July 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
Nicholas Lincoln
Director, Market Risk
Director, Market Risk