|
VOLUME 24 – BULLETIN #058
TO:
|
ALL CLEARING PARTICIPANTS
|
FROM:
|
CLIENT SERVICES AND SUPPORT
|
DATE:
|
November 3,2004
|
SUBJECT:
|
Margin Updates
|
The following margin intervals and spread credit rates are effective with the mid-day calculation on Friday, November 5, 2004:
Eurex US Margin Rates
|
From
|
To
|
US Treasury Bonds
|
$1700
|
$1550
|
10-Year Treasury Notes
|
$1250
|
$1050
|
5-Year Treasury Notes
|
$850
|
$750
|
Eurex US Inter-Commodity Spread Credit Rates
|
Spread
Margin % From
|
Spread
Savings % From
|
Spread
Margin % To
|
Spread
Savings % To
|
US Treasury Bonds vs 10-Year Treasury Notes (1:1)
|
20%
|
80%
|
25%
|
75%
|
US Treasury Bonds vs 2-Year Treasury Notes (1:3)
|
25%
|
75%
|
35%
|
65%
|
10-Year Treasury Notes vs 2-Year Treasury Notes (2:3)
|
20%
|
80%
|
35%
|
65%
|
10-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
|
30%
|
70%
|
40%
|
60%
|
5-Year Treasury Notes vs 2-Year Treasury Notes (1:1)
|
15%
|
85%
|
35%
|
65%
|
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
|
Print
This Page