| | | Client Management Advisory Notice | |  | | | | From | Clearing House Department |
| Subject | Notification Of CME/NYMEX Cross-Margining Program To Be Launched On Monday, June 17, 2002. |
| Effective Date | 06/04/02 |
| Notice Number | CM#0240 |
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| Chicago Mercantile Exchange, Inc. (CME) and New York Mercantile Exchange, Inc. (NYMEX) will launch cross-margining program between the CME Goldman Sachs Commodity Index Futures contracts (GSCI �) and NYMEX energy contracts on June 17, 2002 for proprietary (house) positions. Please see attached notice for more details of the cross-margin eligible products and spread ratio. | | | |