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VOLUME 24 – BULLETIN #054
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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October 6, 2004
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SUBJECT:
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Eurex US Margin Changes
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The following spread credits will be effective with the mid-day calculation on Friday, October 8, 2004:
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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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10-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
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35%
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65%
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30%
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70%
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5-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
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20%
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80%
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15%
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85%
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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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