Clearing Organization Rules : 31639

Organization: LCHLTD

Description: Correction of an error in the provisions governing the way in which variation margin is characterised. The current drafting erroneously treats variation margin as collateral, this rule change corrects the treatment to be that of a settlement payment.

Official Receipt Date: 2015-02-26 00:00:00

Status: Certified

Date: 2015-03-12 00:00:00

Remarks:

Associated Documents
LCH.Clearnet Limited Self Certification - Variation Margin Classification