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VOLUME 21 - BULLETIN #169
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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August 22, 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, August 24, 2001:
CBOT Margin Rates
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From
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To
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Corn
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$450
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$550
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Oats
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$400
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$500
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Soybeans
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$900
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$1,000
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Soybean Oil
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$400
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$500
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U.S. Treasury Bonds
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$1,750
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$1,600
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10-Year Treasury Notes
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$1,200
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$1,100
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5-Year Treasury Notes
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$800
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$700
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2-Year Treasury Notes
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$700
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$600
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Mortgage Backed Futures
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$600
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$500
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Old Crop vs. New Crop Spread Margins
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Wheat vs. New Crop Wheat (1:1)
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$100
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$200
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MACE Margin Rates
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From
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To
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Corn
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$90
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$110
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Oats
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$80
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$100
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Soybeans
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$180
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$200
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Soybean Oil
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$200
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$250
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U.S. Treasury Bonds
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$875
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$800
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10-Year Treasury Notes
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$600
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$550
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5-Year Treasury Notes
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$400
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$350
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Old Crop vs. New Crop Spread Margins
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From
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To
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Wheat vs. New Crop Wheat (1:1)
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$20
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$40
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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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