VOLUME 21 - BULLETIN #20
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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January 17, 2001
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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, January 19, 2001:
CBOT® Margin Rates
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From
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To
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10-Yr. Treasury Note
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$ 900
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$ 1,000
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5-Yr. Treasury Note
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$ 550
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$ 700
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2-Yr. Treasury Note
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$ 500
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$ 600
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10-Yr. Agency Notes
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$ 800
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$ 1,000
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30-Day Fed Funds
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$ 200
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$ 350
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MACE Margin Rates
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From
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To
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10-Yr. Treasury Note
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$ 450
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$ 500
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5-Yr. Treasury Note
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$ 275
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$ 350
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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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