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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 3127 |
| Service Circular No: | RepoClear: 184 |
| Date: | 20 March 2012 |
| To: | All RepoClear Clearing Members |
RepoClear Margin Rate Changes
LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear.
These changes shall come into effect from the close of business on Monday 26 March2012 and will be reflected in margin calls on Tuesday 27 March 2012.
The margins in this circular supersede margins in any previous circular; click here for previous circular.
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 +44 (0)20 7426 7520
Nicholas Lincoln
Director, Market Risk
Director, Market Risk