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Originating department:Risk Management
Company Circular No:LCH.Clearnet Ltd Circular No 2681
Service Circular No:RepoClear 146
Date:9 September 2010
To:All RepoClear Members

Margin Rate Changes

  1. LCH.Clearnet Ltd has revised the London SPAN parameters for RepoClear. These changes will be made effective from the close of business on Tuesday 14 September 2010 and will be reflected in margin calls on Wednesday 15 September 2010.

  2. This circular supersedes LCH.Clearnet Ltd Circular No 2663; RepoClear/145 dated 4 August 2010

  3. 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.

  4. For further information please contact:

    LCH.Clearnet LtdRisk Operations020 7426 7520

Chris Jones
Director, Risk Management

RepoClear Margin Rate Change Spreadsheet

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