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VOLUME 27 – BULLETIN #058

TO:

ALL CLEARING PARTICIPANTS

FROM:

CLIENT SERVICES AND SUPPORT

DATE:

September 25, 2007

SUBJECT:

USFE Morningstar Margin levels

The following margin intervals are effective with the launch of the Morningstar Index Contracts on USFE.

Contract

Commodity Code

Margin

Morningstar Large Cap Core Index

UN

$1250

Morningstar Large Cap Growth Index

UO

$400

Morningstar Large Cap Value Index

UM

$750

Morningstar Medium Cap Core Index

UQ

$1750

Morningstar Medium Cap Growth Index

UR

$750

Morningstar Medium Cap Value Index

UP

$900

Morningstar Small Cap Core Index

UV

$1900

Morningstar Small Cap Growth Index

UX

$575

Morningstar Small Cap Value Index

UT

$1100

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

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

   
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