VOLUME 24 – BULLETIN #030
TO:
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ALL CLEARING PARTICIPANTS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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April 8, 2004
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SUBJECT:
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Margin Updates
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The following spread credit changes will be effective with the mid-day calculation on Monday, April 12, 2004:
Eurex US Inter-Commodity Spread Credit Rates
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From:
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To:
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From:
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To:
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Spread
Margin %
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Spread
Margin %
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Spread
Savings %
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Spread
Savings %
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US Year Treasury Bonds vs 5-Year Treasury Notes (2:5)
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25%
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20%
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75%
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80%
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US Year Treasury Bonds vs 2-Year Treasury Notes (1:3)
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30%
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25%
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70%
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75%
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Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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