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VOLUME 24 – BULLETIN #033
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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May 5, 2004
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SUBJECT:
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Margin Updates
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The following margin interval and spread credit changes effective with the mid-day calculation on Friday, May 7, 2004:
Eurex US Margin Rates
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From
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To
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US Treasury Bonds
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$1800
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$1900
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10-Year Treasury Notes
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$1300
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$1400
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5-Year Treasury Notes
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$850
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$950
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2-Year Treasury Notes
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$600
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$700
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Eurex US Inter-Commodity Spread Credit Rates
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Spread
Margin % From
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Spread
Savings % From
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Spread
Margin % To
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Spread
Savings % To
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US Treasury Bonds vs 10-Year Treasury Notes (1:1)
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25%
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75%
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20%
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80%
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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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