Home Contact Us Site map Search Data downloads Help
LCH.Clearnet Home Page
About LCH.Clearnet GroupPress & publicationsCustomer NoticesMargin RatesMarkets & ServicesProjectsMembershipRules & RegulationsRisk ManagementTariffsCareersSecure AreaNews Feeds

Risk Notices

Risk Management Instructions
General Information
Default Notice - Lehman Brothers International EuropeNotice 2008 - 106
English version
September 15, 2008
Default Notice - Lehman Brothers International EuropeNotice 2008 - 105
English version
September 15, 2008
Margin Parameters
Cash
De-netting risk parameters for additional margin linked to the use of several delivery accountsNotice 2006 - 0108
English version
June 14, 2006
Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities and for Dutch trading segment (DTS) of London Stock ExchangeNotice 2008 - 135
English version
French version
October 10, 2008
Margin parameters for the Euronext Amsterdam, Brussels, Lisbon, Paris listed securities and for Dutch trading segment (DTS) of London Stock ExchangeNotice 2008 - 126
English version
French version
October 6, 2008
Derivatives
Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2008 - 141
English version
French version
October 17, 2008

Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives MarketsNotice 2008 - 138
English version
French version
October 14, 2008
Margin parameters for Euronext Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2008 - 136
English version
French version
October 13, 2008

Bonds & Repo
Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market
(calculation methodology and parameters)		Notice 2008 - 137
English version
French version
October 14, 2008
Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy market
(calculation methodology and parameters)		Notice 2008 - 131
English version
French version
October 7, 2008
Instruction I.3-2
Clearing of transactions executed on MTS Italy, use of Cassa Di Compensazione e Garanzia ("CC&G") as an allied clearing house		Notice 2005 - 0106
English version
French version
July 18, 2005
Powernext FuturesTM
Parameters of the calculation of Initial Margin and of the contribution to the Clearing Fund on Powernext Futures™ MarketNotice 2008 - 120
English version
September 26, 2008
Parameters of the calculation of Initial Margin and of the contribution to the Clearing Fund on Powernext Futures™ MarketNotice 2008 - 100
English version
August 27, 2008
Communication on Powernext Futures opening hoursNotice FUT-2008-07
English and French version
May 09, 2008
Communication on Margin Parameters with Tiers Margining methodologyNotice 2007 - 054
English and French version
April 25, 2007
Communication on Tiered Margining Methodology : 8 DecemberEnglish version
December 08, 2006
Communication on Tiered Margining Methodology : 15 NovemberEnglish version
November 15, 2006
Nature and valorisation of the guarantees accepted by LCH.Clearnet SA
Collateral Limits accepted by LCH.Clearnet SANotice 2008 - 123
French and English version
September 30, 2008
Collateral Limits accepted by LCH.Clearnet SANotice 2008 - 116
French and English version
September 23, 2008
Position limits on Monep contracts
Instruction IV.5-4
Position limits applicable on the Monep		Notice 1999 - 0005
English version
French version
June 25, 1999
Position limits on commodities contracts

Position limits on commodities futures contracts
January 2009 Maturity: Wheat contract, Corn contract
February 2009 Maturity: Rapeseed contract

Notice 2008 - 130
English version
French version
October 07, 2008
Information on Exemption to the Rapeseed Contract Open Position LimitNotice 2008 - 010
English version
January 22, 2008
Position limits on commodities futures contracts
November 2008 Maturity: Wheat contract, Corn contract, Rapeseed contract, Rapeseed Oil contract		Notice 2008 - 079
English version
French version
July 8, 2008
Instruction IV.4-10A
Position limit on commodity futures contracts		Notice 2004 - 0093
English version
French version
May 6, 2004
Clearing Fund
Information
Information letter on contribution call Letter (FR & GB)French and English version
May 16, 2002
Instructions
Instruction I.6-1
The Clearing Fund for transactions cleared through CLEARING 21®		Notice 2006 - 0157
English version
French version
October 26, 2006
Parameters of the calculation of the contributions to the Clearing fund of LCH.Clearnet SA dedicated to markets cleared through CLEARING 21®Notice 2008 - 139
English version
French version
October 15, 2008
Parameters of the calculation of the contributions to the Clearing fund of LCH.Clearnet SA dedicated to markets cleared through CLEARING 21®Notice 2008 - 134
English version
French version
October 9, 2008
Cap and floor of the clearing fund for transactions registered in CLEARING 21® and the individual additional marginNotice 2008 - 127
English and French version
October 7, 2008
Cap and floor of the clearing fund for transactions registered in CLEARING 21® and the individual additional marginNotice 2007 - 053
English and French version
April 25, 2007
Instruction I.7-1
Financial resources used by LCH.Clearnet SA in case of a default of a clearing member		Notice 2005 - 0070
English version
French version
May 4, 2005
Instruction V.3-3
Margining of transactions executed on designated LCH.Clearnet SA gateways and on the MTS Italy Market (Calculation methodology)		Notice 2002 - 0182
English version
French version
December 6, 2002
Instruction V.6-1
The Clearing Fund for designated LCH.Clearnet SA gateways and the MTS Italy regulated market		Notice 2005 - 0068
English version
French version
May 4, 2005
Parameters for the Clearing fund for transactions executed on or reported by Designated LCH.Clearnet SA gateways and transactions executed on the MTS Italy regulated marketNotice 2008 - 140
English version
French version
October 16, 2008
Parameters for the Clearing fund for transactions executed on or reported by Designated LCH.Clearnet SA gateways and transactions executed on the MTS Italy regulated marketNotice 2008 - 036
English version
French version
March 18, 2008
Cap and Floor of the clearing fund for designated LCH.Clearnet SA Gateways and MTS Italy regulated market and the additional marginNotice 2008 - 128
English and French version
October 7, 2008