|
VOLUME 21 - BULLETIN #20
TO:
|
ALL CLEARING MEMBERS
|
FROM:
|
BUSINESS SYSTEMS GROUP
|
DATE:
|
January 17, 2001
|
SUBJECT:
|
Margin Updates
|
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
|
From
|
To
|
10-Yr. Treasury Note
|
$ 900
|
$ 1,000
|
5-Yr. Treasury Note
|
$ 550
|
$ 700
|
2-Yr. Treasury Note
|
$ 500
|
$ 600
|
10-Yr. Agency Notes
|
$ 800
|
$ 1,000
|
30-Day Fed Funds
|
$ 200
|
$ 350
|
|
|
|
|
MACE Margin Rates
|
From
|
To
|
10-Yr. Treasury Note
|
$ 450
|
$ 500
|
5-Yr. Treasury Note
|
$ 275
|
$ 350
|
Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
|
Print
This Page