News Headline Summary

LCH.Clearnet cuts margin parameters on some French and Spanish bonds

Link: http://www.lchclearnet.com/Images/Notice_FixedIncome_Parameters_20130403_GB_tcm6-63287.pdf

These changes shall come into effect from the close of business on 8th April 2013 and will be reflected in the margin calls on 9th April 2013.

Update details:

- In terms of maturity this effects:
- France: 0.75yrs to 15yrs and all those inclusive.
- Spain: 1-month to 1.25yrs, and 4.75yrs to 15yrs.
- Italy: No margin parameter changes.

Print 17:14, 03 Apr 2013 - Fixed Income - Source: Newswires