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VOLUME 22 – BULLETIN #167
TO:
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ALL CLEARING MEMBERS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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August 29, 2002
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SUBJECT:
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X-Fund Margin Updates
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The Board of Trade Clearing Corporation has authorized the following X-Fund margins effective with the mid-day margin calculation on Friday, August 30, 2002:
X-Fund X (X1U2) Margin
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$2,475
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SPAN Spread Parameters
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X-Fund X (X1U2) vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Silver vs. CBOT Soybean Oil (1:1:1:1, A:B:B:B*)
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63%
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X-Fund Y (Y1U2) Margin
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$1,450
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SPAN Spread Parameters
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X-Fund Y (Y1U2) vs. CBOT Soybean vs. CBOT Soybean Oil vs. CBOT Soybean Meal (1:1:1:1, A:B:B:A*)
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79%
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X-Fund Y (Y1U2) vs. CBOT Soybean vs. CBOT Soybean Meal (1:1:1, A:B:A*)
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63%
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X-Fund C (C1U2) Margin
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$3,250
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SPAN Spread Parameters
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X-Fund C (C1U2) vs. CBOT mini-sized 30 Yr. Bond vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Gold vs. CBOT mini-sized NY Silver (1:1:1:1:1, A:B:A:B:B*)
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100%
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X-Fund C (C1U2) vs. CBOT mini-sized 30 Yr. Bond vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Gold (1:1:1:1, A:B:A:B*)
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95%
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X-Fund C (C1U2) vs. CBOT mini-sized 30 Yr. Bond vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Silver (1:1:1:1, A:B:A:B*)
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94%
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X-Fund C (C1U2) vs. CBOT mini-sized 30 Yr. Bond vs. CBOT $5 Dow Jones Industrial (1:1:1, A:B:A*)
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89%
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X-Fund C (C1U2) vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Gold vs. CBOT mini-sized NY Silver (1:1:1:1, A:A:B:B*)
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72%
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X-Fund C (C1U2) vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Gold (1:1:1, A:A:B*)
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68%
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X-Fund C (C1U2) vs. CBOT $5 Dow Jones Industrial vs. CBOT mini-sized NY Silver (1:1:1, A:A:B*)
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66%
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*Note: A denotes Leg 1 and B denotes Leg 2. For detailed questions regarding Clearing margins, please contact Chip Chong in the Risk Department at 986-3497.
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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