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VOLUME 25 – BULLETIN #045
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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September 8, 2005
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SUBJECT:
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Eurex US Margin Rates
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The following margin intervals and spread credit rates are effective with the mid-day margin calculation on Friday, September 9, 2005.
Eurex US Margin Rates
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From
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To
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2-Year Jumbo Treasury Notes
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$2,000
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$2,300
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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 Saving $ %
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US Treasury Bonds vs. 2-Year Jumbo Treasury Notes (1:1)
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35%
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65%
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45%
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55%
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10 Year Treasury Notes vs. 2 Year Jumbo Treasury Notes (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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10 Year Treasury Notes vs. 2 Year Jumbo Treasury Notes (2:1)
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25%
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75%
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30%
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70%
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5 Year Treasury Notes vs. 2 Year Jumbo Treasury Notes (3:1)
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20%
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80%
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25%
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75%
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3 Year Treasury Notes vs. 2 Year Jumbo Treasury Notes (3:1)
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55%
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45%
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60%
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40%
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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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