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Bulletin Heading VOLUME 26 – BULLETIN #021

TO:

ALL CLEARING PARTICIPANTS

FROM:

CLIENT SERVICES AND SUPPORT

DATE:

June 28, 2006

SUBJECT:

Processing Schedule for Independence Day

On Monday, July 3, 2006, the following processing schedule will be in effect:

• Eurex US trading of Treasury products will close at 1:00 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.

• Chicago Climate Futures Exchange will be closed.

• 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 Monday, July 3, 2006, trade date no later than 9:30 a.m. (Chicago time) on July 4, 2006. These positions must be dated July 3, 2006.*

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

On Tuesday, July 4, 2006, the following processing schedule will be in effect:

• The Eurex US exchange Treasury and Russell markets will be closed.

• The Eurex US FX currency markets will be open.

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

• All other exchanges that CCorp processes or clears will be closed.

• The Eurex US exchange Treasury and Russell markets will resume trading at 5:15 p.m. (Chicago Time) for the business day of July 5, 2006.

*On Tuesday, July 4, 2006, firms are reminded that Open Interest adjustments and Large Trader information for July 3, 2006 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

312-786-5795

john.compall@clearingcorp.com

Richard Crilly

312-786-3842

richard.crilly@clearingcorp.com

Marc MacQuarrie

312-786-5732

marc.macquarrie@clearingcorp.com

     

Client Services and Support Group

312-786-5718

 
     

Client Services and Support E-Mail Address

css@clearingcorp.com

Clearing Corporation Web Site

http://www.clearingcorp.com