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Margining Guides

User Guide for PC London SPAN

Understanding London SPAN

Margin Guides

The margining guides in the table below provide an overview for calculating Initial Margin for the markets cleared by LCH.Clearnet. 

Indices & FinancialsEquities Commodities
NYSE Liffe IndicesNYSE Liffe EquitiesLME
NYSE Liffe FinancialsTurquoise Derivatives EquitiesEnClear
Turquoise Derivatives IndicesEquity Style OptionsHKMEx
  NYSE Liffe Commodities