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 3186 |
| Service Circular No: | RepoClear: 192 |
| Date: | 13 August 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 Tuesday 14 August 2012 and will be reflected in margin calls on Wednesday 15 August 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
Chris Jones
Chief Risk Officer, UK
Chief Risk Officer, UK