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VOLUME 20 - BULLETIN #330
TO:
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ALL CLEARING MEMBERS
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FROM:
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BUSINESS SYSTEMS GROUP
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DATE:
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November 22, 2000
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SUBJECT:
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Margin Updates
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The Board of Trade Clearing Corporation has authorized the following margin changes effective with the mid-day margin calculation on Friday, November 24, 2000:
CBOT® Margin Rates
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From
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To
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U.S. Treasury Bond
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$ 1,500
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$ 1,300
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10-Yr. Treasury Note
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$ 1,000
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$ 900
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5-Yr. Treasury Note
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$ 600
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$ 550
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Long Term Agencies
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$ 900
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$ 800
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Municipal Bond Index
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$ 1,000
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$ 900
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Soybeans
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$ 900
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$ 700
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Soybean Oil
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$ 350
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$ 200
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Rough Rice
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$ 600
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$ 500
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MACE Margin Rates
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From
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To
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U.S. Treasury Bond
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$ 750
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$ 650
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10-Yr. Treasury Note
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$ 500
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$ 450
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5-Yr. Treasury Note
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$ 300
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$ 275
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Soybeans
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$ 180
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$ 140
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Soybean Oil
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$ 175
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$ 100
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Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
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