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About
About LSEG
Who we are
Our history
LSEG Board
Executive Team
Corporate sustainability
Overview
Environment
Social
Governance
Community
Women In Finance Charter
LSEG UK Gender Pay Gap Report
Modern Slavery Act Statement
Our projects
Italy
Sri Lanka
United Kingdom
Touch Rugby Tournament
Markets, Products and Services
Raise Finance
London Stock Exchange
Borsa Italiana
Turquoise
MTS
Trading
Equities Markets
Derivatives Markets
Post Trade
CCP Services
Monte Titoli
UnaVista
Data & Analytics
Refinitiv
FTSE Russell
MTS Indices
Real Time Data
Reference Data
Legal Entity Identifiers (LEI)
Regulatory News Service (RNS)
Corporate Actions
Technology
LSEG Partner Platform
LSEG Technology
Group Client Technology
Market Connectivity
X2M
Education and Venue Hire
LSEG Academy
Training
International partnerships
London campus
Virtual educational programme
Virtual classroom
Milan campus
Online courses
Keep in touch
Venue Hire
London Stock Exchange Events
Palazzo Mezzanotte
Studio Hire
Studio 1
Studio 2
Studio 3
Studio 4
Webcasting and Connectivity
Voiceover
Media Training
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Green Room
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CC&G - English version
Risk Management
Parameters
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Risk Management
Parameters
Parameters
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Parameters
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Risk Management
Methodologies
Parameters
Risk Disclosure
Risk Array
Investment Policy
Model Validation
Operational Risk
Basel III Reporting
FIXED INCOME SECTION
INITIAL MARGINS
20200714 - Parameters applied to Italian, Spanish, Irish and Portuguese Government Bonds
→
33kb
PDF
20210215 - Parameters applied to Corporate Bonds
→
115kb
PDF
DEFAULT FUND
20210119 - Fixed Income Section - Default Fund Parameters
→
150kb
PDF
EQUITY & EQUITY DERIVATIVES
INITIAL MARGINS
20210223 - Margin table for share section - ETFplus market
→
309kb
PDF
20210222 - Margin Table for Share Section - MTA, MIV and GEM Markets
→
140kb
PDF
20210215 - Margin Table for Equity Derivatives
→
127kb
PDF
DEFAULT FUND
20200107 - Equity & Equity Derivatives - Default Fund Parameters
→
152kb
PDF
ELECTRICITY DERIVATIVES
INITIAL MARGINS
20210215 - Margin Table for Electricity Derivatives
→
85kb
PDF
DEFAULT FUND
20210203 - Electricity Derivatives Section - Default Fund Parameters
→
151kb
PDF
AGRICULTURAL DERIVATIVES
INITIAL MARGINS
20170823 - Margin Table for Agricultural Derivatives
→
67kb
PDF
DEFAULT FUND
20171101 - Agricultural Derivatives Section - Default Fund Parameters
→
201kb
PDF
COLLATERAL
HAIRCUTS
20200320 - Collateral Haircut Parameters
→
76kb
PDF
COLLATERAL ELIGIBILITY
20180122 - Collateral Eligibility Criteria
→
182kb
PDF
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