Clearing House Advisory Notice

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To Operations Managers, Back Office Managers, & Margin Managers
From Clearing House Department
Subject Corporate Event Processing at CME for OneChicago Security Futures
Effective Date 09/03/02
Notice Number 02-61

This advisory explains the mechanics of handling corporate events affecting OneChicago security futures products, in the CME clearing system.  It is intended in particular for CME firms electing to clear their trades in OneChicago products at the CME, and who wish to understand the impact of corporate events on security futures products in clearing and bookkeeping systems

Corporate Event Processing at CME