|
VOLUME 21 - BULLETIN #46
TO:
|
ALL CLEARING MEMBERS
|
FROM:
|
BUSINESS SYSTEMS GROUP
|
DATE:
|
February 21, 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, February 23, 2001:
CBOT Margin Rates
|
From
|
To
|
|
|
Long-Term Agencies
|
$1,000
|
$1,200
|
|
|
Mid-Term Agencies
|
$450
|
$600
|
|
|
U.S. Treasury Bonds
|
$1,300
|
$1,500
|
|
|
10 Year Treasury Notes
|
$1,000
|
$1,200
|
|
|
30-Day Fed Funds
|
$350
|
$500
|
|
|
Municipal Bond Index
|
$800
|
$900
|
|
|
|
|
|
|
|
|
MACE Margin Rates
|
From
|
To
|
|
|
U.S. Treasury Bonds
|
$650
|
$750
|
|
|
10 Year Treasury Notes
|
$500
|
$600
|
|
|
Japanese Yen
|
$1,560
|
$1,050
|
|
|
Lean Hogs
|
$400
|
$300
|
|
|
Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
|
Print
This Page