VOLUME 25 – BULLETIN #051
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 24, 2005
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SUBJECT:
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Eurex US and Euro Link Margin Rates
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The following margin intervals and spread credit rates are effective with the mid-day margin calculation on Tuesday, October 25, 2005.
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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EUR/USD vs GBP/USD (1:1)
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35%
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65%
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60%
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40%
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EUR/USD vs USD/JPY (+1:-1)
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45%
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55%
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55%
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45%
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EUR/USD vs USD/CHF (+1:-1)
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20%
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80%
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80%
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20%
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EUR/USD vs USD/CAD (+1:-1)
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55%
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45%
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100%
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0%
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|
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|
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AUD/USD vs GBP/USD (1:1)
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55%
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45%
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40%
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60%
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AUD/USD vs USD/JPY (+1:-1)
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40%
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60%
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55%
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45%
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AUD/USD vs USD/CHF (+1:-1)
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40%
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60%
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45%
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55%
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AUD/USD vs USD/CAD (+1:-1)
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45%
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55%
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55%
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45%
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|
|
|
|
|
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GBP/USD vs USD/JPY (+1:-1)
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50%
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50%
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45%
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55%
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GBP/USD vs USD/CHF (+1:-1)
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35%
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65%
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60%
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40%
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USD/JPY vs USD/CHF (1:1)
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45%
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55%
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55%
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45%
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|
|
|
|
|
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USD/CHF vs USD/CAD (1:1)
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55%
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45%
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100%
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0%
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USD/CHF vs EUR/JPY (+1:-1)
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50%
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50%
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100%
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0%
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|
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|
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EUR/JPY vs GBP/JPY (1:1)
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40%
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60%
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55%
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45%
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EUR/JPY vs EUR/GBP (1:1)
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45%
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55%
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50%
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50%
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Euro Link Margin Rates
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From
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To
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DAX
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€8100
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€9400
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Dow Jones Euro STOXX 50
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€2300
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€2550
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Dow Jones STOXX 50
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€2200
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€2400
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Dow Jones Euro STOXX-Banks
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€1100
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€1250
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Dow Jones STOXX 600-Bank
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€1400
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€1500
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Dow Jones Global Titans 50
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€1500
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€1600
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Euro-Buxl
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€3100
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€3500
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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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