| | | Audit Advisory Notice | |  | | | | From | Audit Department, Clearing House Division |
| Subject | Reporting Requirements for Good Friday, April 2, 1999 |
| Effective Date | 03/24/99 |
| Notice Number | 99-01 |
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| The CME is conducting an abbreviated trading session on Good Friday from 7:20 am.-10:00 am. for its interest rate products. The Exchange will be open until 12:00 noon on that day. As a result, April 2, 1999 should be treated as any other business day with respect to regulatory responsibilities - issuing margin calls, preparing segregation and secured amount statements, distributing customer statements, etc. However, April 2, 1999 will not be treated as a business day for purposes of determining the due date for March '31, 1999 financial statements. Thus, a March 31, 1999 Form I-FR or FOCUS Report must be submitted by April 26, 1999 to the Audit Department. If you have any questions, please call the Audit Department at (312) 930-3230 or e-mail us at audits@cme.com. | | | |