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
Risk Notices
| Margin Parameters | |
|---|---|
| Cash | |
| for Euronext Cash& Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg, Equiduct and Cassiopeia | |
| Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct | Notice 2014 - 033
English version French version May 23, 2014 |
| Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct | Notice 2014 - 002
English version French version January 20, 2014 |
| Derivatives | |
| Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2014 - 042
English version French version June 26, 2014 |
| Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets | Notice 2014 - 034
English version French version May 23, 2014 |
| Bonds & Repo | |
| Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms | Notice 2014 - 004
|
| Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms | Notice 2013 - 063
|
| Bonds & Repo - Same-Day Repo | |
| Same-Day Repo Margining on French Bonds | Notice 2009 - 040
English version French version March 13, 2009 |
| Variation Margin Methodology | |
| Bonds & Repo | |
| Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms | Notice 2012 - 027
|
| Open Position Limits Notices and Instructions | |
| Commodities contracts | |
Position Limits on commodities futures contracts | Notice 2014 - 046
English version French version July 3, 2014 |
| Instruction - Position limits applicable on commodities futures | Instruction IV.1-1 |
| Default Fund | |
| The Cash and Derivatives Default Fund | |
| Parameters | |
| Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing System | Notice 2014 - 031
English version French version May 21, 2014 |
| Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing System | Notice 2014 - 009
English version French version February 28, 2014 |
| Parameters for Cassiopeia platforms | |
| Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Cassiopeia | Notice 2011 - 103
English version July 07, 2011 |
| Cap and Floor | |
| Cap and floor of the Default Fund for transactions registered in Cash and Derivatives Clearing system and the individual additional margin | Notice 2013 - 091
|
| Cap and floor of the Default Fund for transactions registered in Cash and Derivatives Clearing system and the individual additional margin | Notice 2011 - 004
English and French version January 11, 2011 |
| Instructions | |
| The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext market | IV.3-1 |
| The Fixed income Default Fund | |
| Parameters | |
| Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms | Notice 2013 - 076
|
| Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms | Notice 2012 - 124
|
| Cap and Floor | |
| The Default Fund Fixed Income/Cap and Floor | Notice 2013 - 058
|
| Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin | Notice 2011 - 163
|
| €GCplus | |
| Cap and Floor | |
| The Default Fund for transactions executed on the TriParty Repo Clearing System | Notice 2014 - 036
|
| Own resources | |
| Dedicated own resources allocated to the Fixed Income Default Fund | Notice 2013-057
English version July 29, 2013 |
| Instructions | |
| The Default Fund Fixed income for trading and Matching Platforms and the MTS Italy Regulated Market | IV.3-2 |
| Default Management instructions and information | |
| Instructions | |
| Financial resources used by LCH.Clearnet SA in case of default of a Clearing Member | IV.5-1 |
Liquidation and transfer processes in case of an event of default of a Clearing Member | IV.5-2 |