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VOLUME 25 – BULLETIN 049
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 21, 2005
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SUBJECT:
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Margin Rates for Eurex US FX Futures
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The following margin intervals and spread credit rates are effective with the mid-day calculation on Friday, September 23, 2005.
Eurex US Margin Rates
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To
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EUR/USD
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$4,500
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AUD/USD
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$2,700
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GBP/USD
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$5,900
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USD/JPY
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JPY 400,000
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USD/CHF
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CHF 4,800
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USD/CAD
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CAD 3,700
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EUR/JPY
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JPY 400,000
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GBP/JPY
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JPY 600,000
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EUR/CHF
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CHF 1,800
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EUR/GBP
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GBP 1,800
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Eurex US Inter-Commodity Spread Credit Rates
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Spread Margin %
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Spread Savings %
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EUR/USD vs AUD/USD (1:1)
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40%
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60%
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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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EUR/USD vs USD/JPY (+1:-1)
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45%
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55%
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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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EUR/USD vs USD/CAD (+1:-1)
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55%
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45%
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EUR/USD vs EUR/JPY (+1:-1)
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50%
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50%
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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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AUD/USD vs USD/JPY (+1:-1)
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40%
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60%
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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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AUD/USD vs USD/CAD (+1:-1)
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45%
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55%
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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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GBP/USD vs USD/CHF (+1:-1)
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35%
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65%
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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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USD/CHF vs USD/CAD (1:1)
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55%
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45%
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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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EUR/JPY vs GBP/JPY (1:1)
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40%
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60%
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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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Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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