Client Management Advisory Notice
From | Client Management
Subject | CME/GSCC Cross-Margining Performance Bond Report
Effective Date | 04/12/02
Notice Number | CM#0223
As a reminder, in conjunction with the launch of the new CME/GSCC cross margining program today, April 12, 2002, clearing member firms will be able to review their cross-margin savings in a current performance bond report. The Cross-Margin Spread by Firm report (CPBRPT32) will provide detail information about all cross-margin spreads and the related performance bond credit. This report will be "packaged" with your other performance bond reports and will only be distributed to CME/GSCC cross-margin participants. Please see Report attachment with details and sample report provided.