VOLUME 21 - BULLETIN #46
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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February 21, 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, February 23, 2001:
CBOT Margin Rates
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From
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To
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|
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Long-Term Agencies
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$1,000
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$1,200
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|
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Mid-Term Agencies
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$450
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$600
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|
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U.S. Treasury Bonds
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$1,300
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$1,500
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|
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10 Year Treasury Notes
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$1,000
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$1,200
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|
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30-Day Fed Funds
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$350
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$500
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|
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Municipal Bond Index
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$800
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$900
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MACE Margin Rates
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From
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To
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|
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U.S. Treasury Bonds
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$650
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$750
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|
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10 Year Treasury Notes
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$500
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$600
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Japanese Yen
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$1,560
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$1,050
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|
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Lean Hogs
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$400
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$300
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|
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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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