Updated Margin Portfolios
Report date
Summary
Originating department: |
Risk Management |
Circular No. |
LCH Circular No 3881 |
Service Circular No. |
Equity Circular No 69 |
To: |
EquityClear Members |
Body
- LCH Ltd has revised the EquityClear margin parameters. New Margin parameters can be found within the attached document.
- Changes have been made to EquityClear Securities Flat Rate Margin Buckets.
- The changes will be going live on Wednesday 16th August and will be reflected in margin calls on the same day.
- This circular supersedes LCH Ltd Circular number 3878; EquityClear Circular number 68; dated 1st August 2017.
- Details of the current ERA Parameters, for all EquityClear contracts, can be found on the LCH website (www.lch.com) under Risk & Collateral Management > Margin Data & Public Files > LCH.ERA Risk Parameter Files.
- EquityClear Margin Rate Spreadsheet
- For further Information please contact the following:
Operations and Client Servicing + 44 (0) 20 7426 7601