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VOLUME 21 - BULLETIN #111
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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May 16, 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, May 18, 2001:
CBOT Margin Rates
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From
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To
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U.S. Treasury Bonds
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$1,500
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$1,750
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5 Year Treasury Notes
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$700
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$800
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2 Year Treasury Notes
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$600
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$700
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Municipal Bond Index
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$900
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$1,000
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Mortgage Backed Futures
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$700
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$600
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MACE Margin Rates
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From
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To
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British Pounds
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$270
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$210
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Swiss Francs
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$700
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$600
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U.S. Treasury Bonds
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$750
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$875
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5 Year Treasury Notes
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$350
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$400
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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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