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Bulletin Heading VOLUME 25 – BULLETIN # 010

TO:

ALL CLEARING PARTICIPANTS

FROM:

CLIENT SERVICES AND SUPPORT

DATE:

February 17, 2005

SUBJECT:

Processing Schedule for Presidents Day

On Friday, February 18, 2005, the following processing schedule will be in effect:

• Eurex US trading of treasury products will close at 12:30 p.m. (Chicago time).

• Eurex US Russell 1000® and Russell 2000® futures will trade on the normal schedule.

• Eurex exchange (Frankfurt) will trade and clear on its normal schedule.

• All other exchanges that CCorp processes or clears will close at their normal times.

• Margin Arrays and Settlement price with updated Euro product data will be available at the normal times.

• All other submission deadlines remain the same.

• Firms should submit large trader positions for Friday, February 18, 2005, trade date no later than 10:00 a.m. (Chicago time) on Tuesday, February 22, 2005. These positions must have the position date of February 18, 2005.

• The final clearing process will be at 7:00 p.m. (Chicago time).

On Sunday, February 20, 2005 the following processing schedule will be in effect:

• The Eurex US exchange will be closed.

On Monday, February 21, 2005, the following processing schedule will be in effect:

• The Eurex US exchange will be closed.

• Eurex exchange (Frankfurt) will trade and clear on its normal schedule.

• Open Interest and Large Trader processing for Friday, February 18, 2005 will occur on Tuesday, February 22, 2005. Reports will be available at the normal time.

• Option exercise records submitted for Eurex US will be dropped from the clearing system and not processed. Option exercise records can be submitted again on Tuesday, February 22.

• Mid-day variations will not be called.

• Margin Arrays and Settlement prices for Euro product data will be available at the normal times.

• The final clearing process will be at 7:00 p.m. (Chicago time).

• Trading for Eurex US contracts, for trade day February 22, will open at 7:00 p.m. (Chicago time).

On Tuesday, February 22, 2005, firms are reminded that Open Interest adjustments and Large Trader information for February 18, 2005 trade activity are due by 10:00AM. (Chicago time).

Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:

John Compall

 

john.compall@clearingcorp.com

Richard Crilly

786-3842

richard.crilly@clearingcorp.com

Marc MacQuarrie

786-5732

marc.macquarrie@clearingcorp.com

     

Thomas Andrews

Director

thomas.andrews@clearingcorp.com

     

Client Services and Support E-Mail Address

css@clearingcorp.com

Clearing Corporation Web Site

http://www.clearingcorp.com