CDS Margin Methodology

The components of the margin requirement calculated for Clearing Members are set out in Chapter 2 of Title IV of the CDS Clearing Rule Book and are further described in Section 2 of the CDS Clearing Procedures.

In addition, Section 6 of the CDS Clearing Procedures provides a detailed description regarding the method for calculating each Clearing Member's Contribution to the CDS Default Fund.

Further information is available for clearing members in CDSClear Secure Area and by contacting CDSClear@lch.com