CIRCULAR C14/108

ICE Clear Europe: Margin Update for Liffe Equities
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ICE Clear Europe Members are advised of updated SPAN® rates for the
following products:
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CIRCULAR
C14/108
01 September 2014
Tim Hortons Inc (THU)
Kinder Morgan Energy Partners LP (KME)
RadioShack Corp (AA)
TKH Group NV (TKM)
TJX Cos Inc (TJC)
Vopak (VPP)
Sogefi SpA (SF)
Heineken Holding NV (HD)
Home Depot Inc (HDI)
Prosafe ASA (PU)
Truworths International Ltd (5TR)
Regus PLC (RUA)
RTL Group SA (TRL)
Eurofins Scientific Group SA (ERO)
Massmart Holdings Ltd (8AM)
TT Electronics PLC (TTG)
Discovery Communications Inc (DCM)
Enterprise Products Partners (EPP)
Fielmann AG (FIE)
Category:
Risk Management
Attachments:
None
Summary of content:
ICE Clear Europe:
Margin Update
For more information
please contact:
Which are effective from close of business on Wednesday 03 September 2014
and will be reflected in margin calls made on Thursday 04 September 2014.
All other SPAN® margin parameters remain unchanged.
The updated SPAN® margin parameters can be found at:
https://www.theice.com/clear-europe/risk-management#margin-liffe
Should you have any questions in relation to this Circular or require any further
information, please contact Liffe Risk Help Desk by phone on
+44 (0)20 7429 4578 or by email [email protected] or Ziad
Chami, Risk Analyst by phone on +44 (0)20 7429 4562 or by email
[email protected] or Petros Katsoulis, Junior Risk Analyst by phone on
+44 (0)20 7429 4564 or by email [email protected] or Arjun
Chandel, Risk Analyst by phone on +44 (0)20 7429 4567 or by email
[email protected] or Doanh Le Ngoc, Risk Manager by phone on +44
(0)20 7429 4576 or by email [email protected].
Please ensure that the appropriate members of staff within your organisation
and customers are advised of the content of this Circular
Liffe Risk Help Desk:
+44 (0)20 7429 4578
[email protected]
Petros Katsoulis
Junior Risk Analyst
(Liffe)
+44 (0)20 7429 4564
[email protected]
Arjun Chandel
Risk Analyst (Liffe)
+44 (0)20 7429 4567
[email protected]
Ziad Chami
Risk Analyst (Liffe)
+44 (0)20 7429 4562
[email protected]
Doanh Le Ngoc
Risk Manager (Liffe)
+44 (0)20 7429 4576
[email protected]
1 SPAN is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile
Exchange Inc. assumes no responsibility in connection with the use of SPAN by any person or entity. SPAN is a risk evaluation
and margin framework algorithm.
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
ICE Clear Europe Circular C14/108
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
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Signed:
Paul Swann
President & Managing Director
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
ICE Clear Europe Circular C14/108
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
2