News Headline Summary

LCH.Clearnet raises margin charges on some Italian government bonds, details:

0-1 month - Unchanged
1-3 month - Unchanged
3-9 month - Unchanged
0,75-1,25 year - Unchanged
1,25-2 year - Unchanged
2-3,25 year - 4.80% vs. Prev. 4.70%
3,25-4,75 year - 6.75% vs. 6.60%
4,75-7 year - 8.70% vs. 8.10%
7-10 year - 9.50% vs. 8.30%
10-15 year - 12.0% vs. Prev. 11.45%
15-30 year - Unchanged

These changes shall come into effect from the close of business on 21st June 2012 and will be reflected in the margin calls on 22nd June 2012.

Full breakdown: http://www.lchclearnet.com/Images/Notice_FixedIncome_Parameters_20120620_GB_tcm6-61571.pdf

Print 17:39, 20 Jun 2012 - Fixed Income - Source: LCH