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| Originating department: | Risk Management |
| Company Circular No: | LCH.Clearnet Ltd Circular No 3175 |
| Service Circular No: | RepoClear: 191 |
| Date: | 26 July 2012 |
| Markets affected: | Fixed Income (RepoClear members) |
RepoClear Margin Rate Changes
LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear.
The parameters changed appear in bold in the spreadsheet below.
These changes shall come into effect from the close of business on Monday 30 July 2012 and will be reflected in margin calls on Tuesday 31 July 2012.
RepoClear Margin Rate Change Spreadsheet
The margins in this circular supersedes margins in any previous circular; click here for previous circulars.
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